# EDGAR Filing Document

**Accession Number:** 0001131042
**File Stem:** 0001145549-23-011426
**Filing Date:** 2023-2
**Character Count:** 655161
**Document Hash:** 901c5478ca240eaa3508c6009ca9273c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011426.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011426

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GPS Funds I
- **CENTRAL INDEX KEY:** 0001131042
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10267
- **FILM NUMBER:** 23674358

**BUSINESS ADDRESS:**
- **STREET 1:** 1655 GRANT STREET
- **STREET 2:** 10TH FLOOR
- **CITY:** CONCORD
- **STATE:** CA
- **ZIP:** 94520
- **BUSINESS PHONE:** 800-664-5345

**MAIL ADDRESS:**
- **STREET 1:** 1655 GRANT STREET
- **STREET 2:** 10TH FLOOR
- **CITY:** CONCORD
- **STATE:** CA
- **ZIP:** 94520

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ASSETMARK FUNDS
- **DATE OF NAME CHANGE:** 20010102

## Series and Classes Contracts Data

### GuideMark(R) Small/Mid Cap Core Fund (Series ID: S000006185)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000017033 | Service Shares       | GMSMX           |
| C000096248 | Institutional Shares | GISMX           |

## Nport-Ex

---

| |
|:---|
| The Global Industry Classification Standard ("GICS®") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS is a service mark of MSCI and S&P and has been licesned for use by U.S. Bank Global Fund Services. |
| **Security Valuation** |
| The Funds have adopted authoritative fair valuation accounting standards which establish an authoritative definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value and a discussion in changes in valuation techniques and related inputs, if any, during the period. In addition, these standards require expanded disclosure for each major category of assets. These inputs are summarized in the three broad levels listed below: |
| Level 1 - Quoted prices in active markets for identical securities. |
| Level 2 - Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.). |
| Level 3 - Significant unobservable inputs (including the Funds' own assumptions in determining the fair value of investments). |
| During the period, certain securities and other instruments held by the Funds were categorized as Level 2 or Level 3 based upon the inputs and methodologies used to determine the fair value of the security or instrument. Descriptions of the inputs and valuation methodologies used to determine the fair values of each class of investments within Level 2 and Level 3 are set forth below. |
| <u>Level 2 Investments.</u> The Funds' investments that were categorized as Level 2 include: (1) certain fixed income securities, including asset-backed securities, collateralized mortgage obligations, corporate obligations, U.S. and foreign government obligations, mortgage-backed securities and municipal bonds; (2) certain foreign common stocks, preferred stocks, participatory notes, and real estate investment trusts; and (3) certain over-the-counter derivative instruments, including forward currency contracts, written options, and swaps. |
| Fixed income securities are normally valued by pricing vendors that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The service providers' internal models typically use inputs that are observable such as institutional-sized trading in similar groups of securities, yield, credit quality, coupon rate, maturity, type of issue, trading characteristics and other market data. |
| Certain common stocks that trade on foreign exchanges are subject to valuation adjustments. These valuation adjustments are applied to the foreign exchange-traded common stocks to account for the market movement between the close of the foreign market in which the security is traded and the close of the New York Stock Exchange. These securities are valued using pricing vendors that consider the correlation patterns of price movements of the foreign security to the intraday trading in the U.S. markets. |
| Forward currency contracts and swaps derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued using pricing vendors. Depending upon the instrument, its value may be provided by a pricing vendor using a series of techniques, including pricing models. The pricing models typically use inputs that are observed from active markets such as indices, spreads, interest rates, curves, dividends and exchange rates. |
| <u>Level 3 Investments.</u> The Funds' investments that were categorized as Level 3 include: fair valued securities. |
| Fair valued securities are normally valued by pricing vendors using relevant observable inputs, as described above. In certain circumstances, the types of observable inputs that are typically used by a pricing service may be unavailable or deemed by the pricing service to be unreliable. In these instances, the pricing vendor may value the security based upon significant unobservable inputs, or the pricing vendor may not provide a value for the security. To the extent that a pricing vendor does not provide a value for a particular security, or the pricing vendor provides a value that the Valuation Committee does not believe accurately reflects the value of the security, the security will be valued by the Valuation Committee based upon the information available to the Committee at the time of valuation and in accordance with procedures adopted by the Board. These methodologies may require subjective judgments and determinations about the value of a particular security. When significant unobservable inputs are used to value a security, the security is categorized as Level 3. |
| To verify Level 3 unobservable inputs, the Valuation Committee uses a variety of techniques as appropriate to substantiate these valuation approaches including a regular review of key inputs and assumptions, transaction back-testing or disposition analysis and review of related market activity. |
| The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities. |
| The following is a summary of the inputs used to value the Funds' net assets as of December 31, 2022: |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **GuideMark<sup>®</sup> Large Cap Core Fund** | | | | |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Common Stocks** | $**471028200** | $**-** | $**70957** | $**471099157** |
| **Investment Companies** | **11185612** | **-** | **-** | **11185612** |
| **Real Estate Investment Trusts** | **5550898** | **-** | **-** | **5550898** |
| **Short Term Investments** | **60815** | **-** | **-** | **60815** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **60957881** |
| **Total Investments in Securities** | $**487825525** | $**-** | $**70957** | $**548854363** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. |
| Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. |  |
| **Description** |  |  |  | **Common Stocks** |
| Balance as of April 1, 2022 |  |  |  | $140204 |
| &nbsp;&nbsp;&nbsp;&nbsp; Purchases |  |  |  | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Sales proceeds and paydowns |  |  |  | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Accreted discounts, net |  |  |  | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate Actions |  |  |  | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Realized gain (loss) |  |  |  | - |
| Change in unrealized appreciation (depreciation) | Change in unrealized appreciation (depreciation) |  |  | (69247) |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfers into/(out of) Level 3 |  |  |  | - |
| **Balance as of December 31, 2022** |  |  |  | $**70957** |
| Change in unrealized appreciation (depreciation) during the | Change in unrealized appreciation (depreciation) during the |  |  |  |
| period for Level 3 investments held at December 31, 2022. | period for Level 3 investments held at December 31, 2022. |  |  | $**(69247)** |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |
| **GuideMark<sup>®</sup> Emerging Markets Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Common Stocks** |  |  |  |  |
| Communication Services | $217335 | $3535838 | $- | $3753173 |
| Consumer Discretionary | 725739 | 5044213 | 8242 | 5778194 |
| Consumer Staples | 592544 | 3467573 | 0 | 4060117 |
| Energy | 54255 | 2846162 | 0 | 2900417 |
| Financials | 520153 | 8076753 | 0 | 8596906 |
| Health Care | 111686 | 1921630 | - | 2033316 |
| Industrials | - | 2901127 | - | 2901127 |
| Information Technology | 63359 | 8377738 | 0 | 8441097 |
| Materials | 305344 | 3178745 | 0 | 3484089 |
| Real Estate | - | 518328 | 22761 | 541089 |
| Utilities | 65249 | 944987 | - | 1010236 |
| **Total Common Stocks** | **2655664** | **40813094** | **31003** | **43499761** |
| **Investment Companies** | **1797094** | **-** | **-** | **1797094** |
| **Preferred Stocks** | **-** | **1154691** | **-** | **1154691** |
| **Rights** | **-** | **-** | **0** | **0** |
| **Short Term Investments** | **944** | **-** | **-** | **944** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **2102029** |
| **Total Investments in Securities** | $**4453702** | $**41967785** | $**31003** | $**48554519** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. |

---

---

| | | |
|:---|:---|:---|
| Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. |
| **Description** | **Common Stocks** | **Right** |
| Balance as of April 1, 2022 | $- | $- |
| &nbsp;&nbsp;&nbsp;&nbsp; Purchases | - | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Sales proceeds and paydowns | - | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Accreted discounts, net | - | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate Actions | 7557 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Realized gain (loss) | 684 | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in unrealized appreciation (depreciation) | - | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfers into/(out of) Level 3 | 22762<br> \* | - |
| **Balance as of December 31, 2022** | $**31003** | $**0** |
| Change in unrealized appreciation (depreciation) during the |  |  |
| period for Level 3 investments held at December 31, 2022. | $**(42450)** | $**-** |
| \*Two common stocks transferred from Level 2 to Level 3 due to a lack of observable market data. | \*Two common stocks transferred from Level 2 to Level 3 due to a lack of observable market data. |  |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **GuideMark<sup>®</sup> Small/Mid Cap Core Fund** | | | | |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Common Stock** | $**84318604** | $**-** | $**13672** | $**84332276** |
| **Investment Companies** | **2192456** | **-** | **-** | **2192456** |
| **Real Estate Investment Trusts** | **4407392** | **-** | **-** | **4407392** |
| **Rights** | **-** | **-** | **0** | **0** |
| **Short Term Investments** | **266869** | **-** | **-** | **266869** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **30064806** |
| **Total Investments in Securities** | $**91185321** | $**-** | $**13672** | $**121263799** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. |

---

---

| | | |
|:---|:---|:---|
| Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. |
| **Description** | **Common Stocks** | **Rights** |
| Balance as of April 1, 2022 | 23760 | 322 |
| &nbsp;&nbsp;&nbsp;&nbsp; Purchases | - | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Sales proceeds and paydowns | - | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Accreted discounts, net | - | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate Actions | (544) | 2063 |
| &nbsp;&nbsp;&nbsp;&nbsp; Realized gain (loss) | 544 | (2026) |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in unrealized appreciation (depreciation) | (10088) | (359) |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfers into/(out of) Level 3 | - | - |
| **Balance as of December 31, 2022** | $**13672** | $**0** |
| Change in unrealized appreciation (depreciation) during the |  |  |
| period for Level 3 investments held at December 31, 2022. | $**(10088)** | $**(359)** |
| For further information regarding security characteristics, see the Schedule of Investments. |  |  |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **GuideMark<sup>®</sup> World ex-US Fund** | | | | |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Common Stocks** |  |  |  |  |
| Communication Services | $11656 | $4175647 | $- | $4187303 |
| Consumer Discretionary | 582435 | 11676186 | - | 12258621 |
| Consumer Staples | 1535256 | 8419255 | - | 9954511 |
| Energy | 2395373 | 5439218 | - | 7834591 |
| Financials | 3395879 | 15483616 | - | 18879495 |
| Health Care | 172122 | 11946457 | - | 12118579 |
| Industrials | 1221324 | 13211244 | - | 14432568 |
| Information Technology | 782633 | 4337768 | - | 5120401 |
| Materials | 1265269 | 5137414 | - | 6402683 |
| Real Estate | 80701 | 888575 | - | 969276 |
| Utilities | 123440 | 1578969 | - | 1702409 |
| **Total Common Stocks** | **11566088** | **82294349** | **-** | **93860437** |
| **Preferred Stocks** | **-** | **428636** | **-** | **428636** |
| **Real Estate Investment Trusts** | **12641** | **68526** | **-** | **81167** |
| **Short Term Investments** | **3852** | **-** | **-** | **3852** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **2018962** |
| **Total Investments in Securities** | $**11582581** | $**82791511** | $**-** | $**96393054** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |
| **GuideMark<sup>®</sup> Core Fixed Income Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Fixed Income** |  |  |  |  |
| Asset Backed Securities | $- | $12902081 | $- | $12902081 |
| Collateralized Mortgage Obligations | - | 26875247 | - | 26875247 |
| Corporate Obligations | - | 40416655 | - | 40416655 |
| Foreign Government Debt Obligations | - | 2438321 | - | 2438321 |
| Mortgage Backed Securities - U.S. Government Agency | - | 62923143 | - | 62923143 |
| Municipal Debt Obligations | - | 2876391 | - | 2876391 |
| U.S. Treasury Obligations | - | 44109864 | - | 44109864 |
| **Total Fixed Income** | **-** | **192541702** | **-** | **192541702** |
| **Short Term Investments** | **1481701** | **-** | **-** | **1481701** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **1856938** |
| **Total Investments in Securities** | $**1481701** | $**192541702** | $**-** | $**195880341** |
| **Other Financial Instruments\*\*** |  |  |  |  |
| **Futures** | $**159832** | $**-** | $**-** | $**159832** |
| **Swaps** | **-** | **176783** | **-** | **176783** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. |
| \*\*Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and swaps. Futures and swaps are reflected as the unrealized appreciation (depreciation) on the instrument. | \*\*Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and swaps. Futures and swaps are reflected as the unrealized appreciation (depreciation) on the instrument. | \*\*Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and swaps. Futures and swaps are reflected as the unrealized appreciation (depreciation) on the instrument. | \*\*Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and swaps. Futures and swaps are reflected as the unrealized appreciation (depreciation) on the instrument. | \*\*Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and swaps. Futures and swaps are reflected as the unrealized appreciation (depreciation) on the instrument. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |
| **GuidePath<sup>®</sup> Growth Allocation Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Investment Companies** | $**883569788** | $**-** | $**-** | $**883569788** |
| **Short Term Investments** | **7382196** | **-** | **-** | **7382196** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **137161776** |
| **Total Investments in Securities** | $**890951984** | $**-** | $**-** | $**1028113760** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |
| **GuidePath<sup>®</sup> Conservative Allocation Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Investment Companies** | $**392495831** | $**-** | $**-** | $**392495831** |
| **Short Term Investments** | **922** | **-** | **-** | **922** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **37341365** |
| **Total Investments in Securities** | $**392496753** | $**-** | $**-** | $**429838118** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |
| **GuidePath<sup>®</sup> Tactical Allocation Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Common Stocks** | $**293944622** | $**-** | $**-** | $**293944622** |
| **Short Term Investments** | **196866896** | **-** | **-** | **196866896** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **39698073** |
| **Total Investments in Securities** | $**490811518** | $**-** | $**-** | $**530509591** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |
| **GuidePath<sup>®</sup> Absolute Return Allocation Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Investment Companies** | $**326529992** | $**-** | $**-** | $**326529992** |
| **Short Term Investments** | **211** | **-** | **-** | **211** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **24027998** |
| **Total Investments in Securities** | $**326530203** | $**-** | $**-** | $**350558201** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |
| **GuidePath<sup>®</sup> Multi-Asset Income Allocation Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Investment Companies** | $**85396650** | $**-** | $**-** | $**85396650** |
| **Short Term Investments** | **82** | **-** | **-** | **82** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **10337699** |
| **Total Investments in Securities** | $**85396732** | $**-** | $**-** | $**95734431** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |
| **GuidePath<sup>®</sup> Flexible Income Allocation Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Investment Companies** | $**288861713** | $**-** | $**-** | $**288861713** |
| **Short Term Investments** | **2536128** | **-** | **-** | **2536128** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **61808433** |
| **Total Investments in Securities** | $**291397841** | $**-** | $**-** | $**353206274** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |
| **GuidePath<sup>®</sup> Managed Futures Strategy Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Short Term Investments** | $**14127927** | $**450261315** | $**-** | $**464389242** |
| **Total Investments in Securities** | $**14127927** | $**450261315** | $**-** | $**464389242** |
| **Other Financial Instruments\*** |  |  |  |  |
| **Futures** | $**9273596** | $**-** | $**-** | $**9273596** |
| **Forward Currency Contracts** | $**-** | $**841958** | $**-** | $**841958** |
| \*Other financial instruments are derivative instruments not reflected in the Consolidated Schedule of Investments, such as futures and forward currency contracts. Futures and forward currency contracts are reflected as the unrealized appreciation (depreciation) on the instrument. | \*Other financial instruments are derivative instruments not reflected in the Consolidated Schedule of Investments, such as futures and forward currency contracts. Futures and forward currency contracts are reflected as the unrealized appreciation (depreciation) on the instrument. | \*Other financial instruments are derivative instruments not reflected in the Consolidated Schedule of Investments, such as futures and forward currency contracts. Futures and forward currency contracts are reflected as the unrealized appreciation (depreciation) on the instrument. | \*Other financial instruments are derivative instruments not reflected in the Consolidated Schedule of Investments, such as futures and forward currency contracts. Futures and forward currency contracts are reflected as the unrealized appreciation (depreciation) on the instrument. | \*Other financial instruments are derivative instruments not reflected in the Consolidated Schedule of Investments, such as futures and forward currency contracts. Futures and forward currency contracts are reflected as the unrealized appreciation (depreciation) on the instrument. |
| For further information regarding security characteristics, see the Consolidated Schedule of Investments. | For further information regarding security characteristics, see the Consolidated Schedule of Investments. | For further information regarding security characteristics, see the Consolidated Schedule of Investments. | For further information regarding security characteristics, see the Consolidated Schedule of Investments. |  |
| **GuidePath<sup>®</sup> Conservative Income Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Investment Companies** | $**6440408** | $**-** | $**-** | $**6440408** |
| **Short Term Investments** | **4620515** | **2685921** | **-** | **7306436** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **2207725** |
| **Total Investments in Securities** | $**11060923** | $**2685921** | $**-** | $**15954569** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |
| **GuidePath<sup>®</sup> Income Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Investment Companies** | $**52829056** | $**-** | $**-** | $**52829056** |
| **Short Term Investments** | **1380090** | **-** | **-** | **1380090** |
| **Total Investments in Securities** | $**54209146** | $**-** | $**-** | $**54209146** |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |
| **GuidePath<sup>®</sup> Growth & Income Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Common Stock** | $**36363428** | $**-** | $**-** | $**36363428** |
| **Investment Companies** | **37268672** | **-** | **-** | **37268672** |
| **Short Term Investments** | **17721363** | **11739007** | **-** | **29460370** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **8706335** |
| **Total Investments in Securities** | $**91353463** | $**11739007** | $**-** | $**111798805** |
| **Other Financial Instruments\*\*** |  |  |  |  |
| **Futures** | $**407967** | $**-** | $**-** | $**407967** |
| **Options Written** | **(447165)** | **(109950)** | **-** | **(557115)** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statement of Assets and Liabilities. |
| \*\*Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and written options. Futures are reflected as unrealized appreciation (depreciation) on the instrument, while written options are reflected at value. | \*\*Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and written options. Futures are reflected as unrealized appreciation (depreciation) on the instrument, while written options are reflected at value. | \*\*Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and written options. Futures are reflected as unrealized appreciation (depreciation) on the instrument, while written options are reflected at value. | \*\*Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and written options. Futures are reflected as unrealized appreciation (depreciation) on the instrument, while written options are reflected at value. | \*\*Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and written options. Futures are reflected as unrealized appreciation (depreciation) on the instrument, while written options are reflected at value. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The GuidePath<sup>®</sup> Flexible Income Allocation Fund owned 5% or more of the voting securities of the following company during the period ended December 31, 2022. As a result, this company is deemed to be an affiliated company. The below table represents fair value: | The GuidePath<sup>®</sup> Flexible Income Allocation Fund owned 5% or more of the voting securities of the following company during the period ended December 31, 2022. As a result, this company is deemed to be an affiliated company. The below table represents fair value: | The GuidePath<sup>®</sup> Flexible Income Allocation Fund owned 5% or more of the voting securities of the following company during the period ended December 31, 2022. As a result, this company is deemed to be an affiliated company. The below table represents fair value: | The GuidePath<sup>®</sup> Flexible Income Allocation Fund owned 5% or more of the voting securities of the following company during the period ended December 31, 2022. As a result, this company is deemed to be an affiliated company. The below table represents fair value: | The GuidePath<sup>®</sup> Flexible Income Allocation Fund owned 5% or more of the voting securities of the following company during the period ended December 31, 2022. As a result, this company is deemed to be an affiliated company. The below table represents fair value: |
| **Issuer** | **Value as of April 1, 2022** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
| WisdomTree Bloomberg U.S. Dollar Bullish Fund<sup>1</sup> | $11530173 | $4048738 | $5770581 | $213000 |
|  | $11530173 | $4048738 | $5770581 | $213000 |
| **Issuer** | **Change in Unrealized Appreciation (Depreciation)** | **Dividend** <br> **Income** | **Fair Value as of** <br> **December 31, 2022** | **Share Balance as of<br> December 31, 2022** |
| WisdomTree Bloomberg U.S. Dollar Bullish Fund<sup>1</sup> | $(171851) | $104469 | $9849479 | 378099 |
|  | $(171851) | $104469 | $9849479 | 378099 |
| <sup>1</sup>No longer an affiliate as of December 31, 2022. | <sup>1</sup>No longer an affiliate as of December 31, 2022. | <sup>1</sup>No longer an affiliate as of December 31, 2022. | <sup>1</sup>No longer an affiliate as of December 31, 2022. |  |

---

## Nport-Ex

---

| | | | |
|:---|:---|:---|:---|
| **GuideMark® Small/Mid Cap Core Fund** | **GuideMark® Small/Mid Cap Core Fund** | | |
| **Schedule of Investments (Unaudited)** | **Schedule of Investments (Unaudited)** | | |
| **December 31, 2022** |  | | |
| **Number of Shares** |  | **Value** | **Value** |
| | **COMMON STOCKS - 92.04%** | | |
| | **Aerospace & Defense - 1.20%** | | |
| 1220 | AAR Corp. (b) | $| 54778 |
| 476 | Aerojet Rocketdyne Holdings, Inc. (b) |  | 26623 |
| 211 | AeroVironment, Inc. (b)(c) |  | 18074 |
| 938 | Axon Enterprise, Inc. (b) |  | 155642 |
| 326 | BWX Technologies, Inc. |  | 18934 |
| 567 | Curtiss-Wright Corp. |  | 94683 |
| 684 | Ducommun, Inc. (b) |  | 34173 |
| 647 | Hexcel Corp. |  | 38076 |
| 3348 | Howmet Aerospace, Inc. (c) |  | 131945 |
| 485 | Huntington Ingalls Industries, Inc. |  | 111880 |
| 1084 | Maxar Technologies, Inc. |  | 56086 |
| 660 | Moog, Inc. - Class A |  | 57922 |
| 908 | Parsons Corp. (b) |  | 41995 |
| 2897 | Textron, Inc. |  | 205108 |
| 870 | Triumph Group, Inc. (b) |  | 9152 |
| 1164 | V2X, Inc. (b) |  | 48061 |
|  |  |  | 1103132 |
|  | **Air Freight & Logistics - 0.39%** |  |  |
| 981 | Air Transport Services Group, Inc. (b) |  | 25486 |
| 930 | Atlas Air Worldwide Holdings, Inc. (b)(c) |  | 93744 |
| 541 | Forward Air Corp. |  | 56746 |
| 1186 | GXO Logistics, Inc. (b)(c) |  | 50630 |
| 732 | Hub Group, Inc. - Class A (b) |  | 58187 |
| 8035 | Radiant Logistics, Inc. (b) |  | 40898 |
| 978 | XPO Logistics, Inc. (b)(c) |  | 32558 |
|  |  |  | 358249 |
|  | **Airlines - 0.16%** |  |  |
| 1405 | Alaska Air Group, Inc. (b) |  | 60331 |
| 280 | Allegiant Travel Co. (b) |  | 19037 |
| 2027 | American Airlines Group, Inc. (b) |  | 25783 |
| 2954 | JetBlue Airways Corp. (b) |  | 19142 |
| 3835 | Joby Aviation, Inc. (b) |  | 12847 |
| 750 | SkyWest, Inc. (b) |  | 12383 |
|  |  |  | 149523 |
|  | **Auto Components - 0.77%** |  |  |
| 1357 | Adient PLC - ADR (b) |  | 47074 |
| 3589 | American Axle & Manufacturing Holdings, Inc. (b) |  | 28066 |
| 2430 | BorgWarner, Inc. |  | 97808 |
| 807 | Dana, Inc. |  | 12210 |
| 404 | Dorman Products, Inc. (b) |  | 32672 |
| 381 | Fox Factory Holding Corp. (b)(c) |  | 34759 |
| 2920 | Gentex Corp. |  | 79628 |
| 464 | Gentherm, Inc. (b) |  | 30295 |
| 4193 | Goodyear Tire & Rubber Co. (b)(c) |  | 42559 |
| 425 | LCI Industries (c) |  | 39291 |
| 513 | Lear Corp. (c) |  | 63622 |
| 2834 | Modine Manufacturing Co. (b) |  | 56283 |
| 894 | Standard Motor Products, Inc. |  | 31111 |
| 1319 | Stoneridge, Inc. (b) |  | 28438 |
| 147 | Visteon Corp. (b) |  | 19232 |
| 1020 | XPEL, Inc. (b) |  | 61261 |
|  |  |  | 704309 |
|  | **Automobiles - 0.18%** |  |  |
| 1852 | Harley-Davidson, Inc. (c) |  | 77043 |
| 722 | Thor Industries, Inc. (c) |  | 54504 |
| 674 | Winnebago Industries, Inc. (c) |  | 35520 |
|  |  |  | 167067 |
|  | **Banks - 6.48%** |  |  |
| 624 | Amerant Bancorp, Inc. |  | 16748 |
| 1128 | Ameris Bancorp (c) |  | 53174 |
| 2420 | Associated Banc-Corp. |  | 55878 |
| 975 | Atlantic Union Bankshares Corp. |  | 34261 |
| 195 | BancFirst Corp. |  | 17195 |
| 2010 | Banco Latinoamericano de Comercio Exterior SA - Class E - ADR |  | 32562 |
| 3049 | Bancorp, Inc. (b) |  | 86531 |
| 590 | Bank of Hawaii Corp. (c) |  | 45760 |
| 1563 | Bank OZK |  | 62614 |
| 1297 | BankUnited, Inc. (c) |  | 44059 |
| 2411 | Blue Ridge Bankshares, Inc. |  | 30113 |
| 429 | BOK Financial Corp. |  | 44526 |
| 993 | Business First Bancshares, Inc. |  | 21985 |
| 943 | Byline Bancorp, Inc. |  | 21661 |
| 2799 | Cadence Bank |  | 69023 |
| 261 | Cambridge Bancorp |  | 21679 |
| 481 | Camden National Corp. |  | 20053 |
| 1993 | Capital Bancorp, Inc. |  | 46915 |
| 1616 | Capstar Financial Holdings, Inc. |  | 28539 |
| 1275 | Cathay General Bancorp |  | 52007 |
| 815 | Central Pacific Financial Corp. |  | 16528 |
| 340 | City Holding Co. (c) |  | 31651 |
| 933 | Civista Bancshares, Inc. |  | 20535 |
| 1331 | CNB Financial Corp. |  | 31664 |
| 1036 | Coastal Financial Corp. (b) |  | 49231 |
| 2369 | Comerica, Inc. (c) |  | 158368 |
| 1461 | Commerce Bancshares, Inc. (c) |  | 99420 |
| 304 | Community Bank Systems, Inc. |  | 19137 |
| 1094 | ConnectOne Bancorp, Inc. |  | 26486 |
| 500 | Cullen Frost Bankers, Inc. |  | 66850 |
| 2096 | Customers Bancorp, Inc. (b) |  | 59401 |
| 1254 | CVB Financial Corp. |  | 32290 |
| 988 | Dime Community Bancshares, Inc. |  | 31448 |
| 579 | Eagle Bancorp, Inc. |  | 25517 |
| 2323 | East West Bancorp, Inc. |  | 153086 |
| 1635 | Eastern Bankshares, Inc. |  | 28204 |
| 417 | Enterprise Bancorp, Inc. |  | 14720 |
| 1168 | Enterprise Financial Services Corp. |  | 57185 |
| 1035 | Equity Bancshares, Inc. - Class A |  | 33813 |
| 4067 | F.N.B. Corp. (c) |  | 53074 |
| 528 | FB Financial Corp. |  | 19082 |
| 1462 | Financial Institutions, Inc. |  | 35614 |
| 785 | First Bancorp (North Carolina) (c) |  | 33629 |
| 5140 | First BanCorp (Puerto Rico) - ADR |  | 65381 |
| 854 | First Bancshares, Inc. |  | 27337 |
| 2391 | First Bank |  | 32900 |
| 1247 | First Busey Corp. |  | 30826 |
| 146 | First Citizens BancShares, Inc. - Class A |  | 110721 |
| 2384 | First Commonwealth Financial Corp. |  | 33304 |
| 676 | First Community Bancshares, Inc. |  | 22916 |
| 1512 | First Financial Bancorp. |  | 36636 |
| 1365 | First Financial Bankshares, Inc. |  | 46956 |
| 792 | First Financial Corp. |  | 36495 |
| 902 | First Foundation, Inc. |  | 12926 |
| 1585 | First Hawaiian, Inc. (c) |  | 41273 |
| 7822 | First Horizon National Corp. |  | 191639 |
| 1030 | First Internet Bancorp |  | 25008 |
| 450 | First Interstate BancSystem, Inc. - Class A (c) |  | 17393 |
| 3010 | Fulton Financial Corp. |  | 50658 |
| 571 | German American Bancorp, Inc. |  | 21298 |
| 1277 | Glacier Bancorp, Inc. (c) |  | 63109 |
| 1511 | Hancock Whitney Corp. (c) |  | 73117 |
| 2112 | Hanmi Financial Corp. |  | 52272 |
| 2308 | HarborOne Bancorp, Inc. |  | 32081 |
| 1650 | HBT Financial, Inc. |  | 32291 |
| 682 | Heartland Financial U.S.A., Inc. |  | 31795 |
| 1176 | Hilltop Holdings, Inc. |  | 35292 |
| 932 | Home BancShares, Inc. (c) |  | 21240 |
| 1149 | HomeTrust Bancshares, Inc. |  | 27771 |
| 3219 | Hope Bancorp, Inc. |  | 41235 |
| 383 | Independent Bank Corp. |  | 32337 |
| 1337 | Independent Bank Corp. |  | 31981 |
| 551 | Independent Bank Group, Inc. |  | 33104 |
| 1211 | Lakeland Bancorp, Inc. |  | 21326 |
| 573 | Lakeland Financial Corp. |  | 41812 |
| 876 | Live Oak Bancshares, Inc. (c) |  | 26455 |
| 1080 | Mercantile Bank Corp. |  | 36158 |
| 1438 | Metrocity Bankshares, Inc. |  | 31104 |
| 348 | Metropolitan Bank Holding Corp. (b) |  | 20417 |
| 822 | Mid Penn Bancorp, Inc. |  | 24635 |
| 1269 | Midland States Bancorp, Inc. |  | 33781 |
| 1015 | MidWestOne Financial Group, Inc. |  | 32226 |
| 971 | MVB Financial Corp. |  | 21381 |
| 519 | National Bank Holdings Corp. - Class A |  | 21834 |
| 727 | NBT Bancorp, Inc. |  | 31566 |
| 328 | Nicolet Bankshares, Inc. (b) |  | 26171 |
| 1437 | OFG Bancorp - ADR |  | 39604 |
| 2825 | Old National Bancorp |  | 50794 |
| 1813 | Old Second Bancorp, Inc. |  | 29081 |
| 716 | Origin Bancorp, Inc. |  | 26277 |
| 1386 | Orrstown Financial Services, Inc. |  | 32100 |
| 963 | Pacific Premier Bancorp, Inc. |  | 30392 |
| 2153 | PacWest Bancorp |  | 49411 |
| 229 | Park National Corp. |  | 32232 |
| 671 | Peapack Gladstone Financial Corp. |  | 24975 |
| 874 | Pinnacle Financial Partners, Inc. (c) |  | 64152 |
| 1178 | Popular, Inc. - ADR |  | 78125 |
| 551 | Preferred Bank (c) |  | 41116 |
| 738 | Premier Financial Corp. |  | 19904 |
| 971 | Prosperity Bancshares, Inc. (c) |  | 70572 |
| 586 | QCR Holdings, Inc. |  | 29089 |
| 1313 | RBB Bancorp |  | 27376 |
| 435 | Republic Bancorp, Inc. - Class A |  | 17800 |
| 6556 | Republic First Bancorp, Inc. (b) |  | 14095 |
| 1011 | S&T Bancorp, Inc. |  | 34556 |
| 695 | Sandy Spring Bancorp, Inc. |  | 24485 |
| 985 | ServisFirst Bancshares, Inc. |  | 67876 |
| 842 | Signature Bank |  | 97015 |
| 1861 | Simmons First National Corp. - Class A |  | 40160 |
| 865 | SmartFinancial, Inc. |  | 23788 |
| 1398 | South Plains Financial, Inc. |  | 38487 |
| 1043 | South State Corp. |  | 79643 |
| 424 | Southern First Bancshares, Inc. (b) |  | 19398 |
| 547 | Southside Bancshares, Inc. |  | 19687 |
| 549 | Stock Yards Bancorp, Inc. |  | 35674 |
| 1277 | Summit Financial Group, Inc. |  | 31785 |
| 2558 | Synovus Financial Corp. |  | 96053 |
| 675 | Texas Capital Bancshares, Inc. (b) |  | 40709 |
| 1000 | The Bank of N.T. Butterfield & Son, Ltd. - ADR |  | 29810 |
| 1049 | TowneBank |  | 32351 |
| 500 | Triumph Bancorp, Inc. (b) |  | 24435 |
| 1050 | Trustmark Corp. |  | 36656 |
| 669 | UMB Financial Corp. |  | 55875 |
| 3842 | Umpqua Holdings Corp. |  | 68580 |
| 1585 | United Bankshares, Inc. |  | 64177 |
| 2294 | United Community Banks, Inc. (c) |  | 77537 |
| 1224 | Univest Corp. of Pennsylvania |  | 31983 |
| 5260 | Valley National Bancorp (c) |  | 59491 |
| 909 | Veritex Holdings, Inc. |  | 25525 |
| 527 | Washington Trust Bancorp, Inc. |  | 24864 |
| 1620 | Webster Financial Corp. (c) |  | 76691 |
| 1440 | WesBanco, Inc. |  | 53251 |
| 1329 | West Bancorporation, Inc. |  | 33956 |
| 1946 | Western Alliance Bancorp |  | 115904 |
| 851 | Wintrust Financial Corp. (c) |  | 71927 |
| 2824 | Zions Bancorporation |  | 138828 |
|  |  |  | 5930626 |
|  | **Beverages - 0.47%** |  |  |
| 171 | Boston Beer Co., Inc. - Class A (b)(c) |  | 56348 |
| 690 | Celsius Holdings, Inc. (b)(c) |  | 71787 |
| 252 | Coca-Cola Consolidated, Inc. |  | 129115 |
| 478 | MGP Ingredients, Inc. (c) |  | 50850 |
| 1321 | National Beverage Corp. (b) |  | 61466 |
| 3800 | Primo Water Corp. - ADR |  | 59052 |
|  |  |  | 428618 |
|  | **Biotechnology - 2.64%** |  |  |
| 3712 | ACADIA Pharmaceuticals, Inc. (b) |  | 59095 |
| 4854 | Achillion Pharmaceuticals, Inc. (a)(b)(e)(f) |  | 2233 |
| 1181 | Aduro Biotech, Inc. (a)(b)(e)(f) |  | – |
| 4144 | Alkermes PLC - ADR (b) |  | 108283 |
| 666 | Apellis Pharmaceuticals, Inc. (b) |  | 34439 |
| 2128 | Arcus Biosciences, Inc. (b) |  | 44007 |
| 2265 | BioCryst Pharmaceuticals, Inc. (b) |  | 26002 |
| 1051 | CareDx, Inc. (b) |  | 11992 |
| 10835 | Catalyst Pharmaceuticals, Inc. (b) |  | 201531 |
| 4694 | Coherus Biosciences, Inc. (b) |  | 37176 |
| 653 | Cytokinetics, Inc. (b)(c) |  | 29920 |
| 5534 | Dynavax Technologies Corp. (b)(c) |  | 58882 |
| 3593 | Eagle Pharmaceuticals, Inc. (b) |  | 105023 |
| 3690 | Emergent BioSolutions, Inc. (b) |  | 43579 |
| 8793 | Exelixis, Inc. (b) |  | 141040 |
| 3154 | Foghorn Therapeutics, Inc. (b) |  | 20122 |
| 1156 | Halozyme Therapeutics, Inc. (b) |  | 65776 |
| 749 | Ionis Pharmaceuticals, Inc. (b) |  | 28290 |
| 6114 | Ironwood Pharmaceuticals, Inc. (b) |  | 75752 |
| 4261 | iTeos Therapeutics, Inc. (b) |  | 83217 |
| 179 | Karuna Therapeutics, Inc. (b)(c) |  | 35173 |
| 7593 | Karyopharm Therapeutics, Inc. (b) |  | 25816 |
| 358 | Ligand Pharmaceuticals, Inc. (b) |  | 23914 |
| 7439 | MannKind Corp. (b) |  | 39204 |
| 12644 | MiMedx Group, Inc. (b) |  | 35150 |
| 1419 | Myriad Genetics, Inc. (b) |  | 20590 |
| 394 | Natera, Inc. (b) |  | 15827 |
| 713 | Neurocrine Biosciences, Inc. (b) |  | 85161 |
| 20079 | OPKO Health, Inc. (b) |  | 25099 |
| 26513 | Organogenesis Holdings, Inc. (b) |  | 71320 |
| 354 | Prometheus Biosciences, Inc. (b) |  | 38940 |
| 362 | PTC Therapeutics, Inc. (b) |  | 13818 |
| 6802 | Radius Health, Inc. (a)(b)(e)(f) |  | 544 |
| 2910 | REGENXBIO, Inc. (b) |  | 65999 |
| 271 | Repligen Corp. (b)(c) |  | 45883 |
| 508 | Sarepta Therapeutics, Inc. (b)(c) |  | 65827 |
| 797 | Travere Therapeutics, Inc. (b) |  | 16761 |
| 1170 | United Therapeutics Corp. (b) |  | 325365 |
| 9018 | Vanda Pharmaceuticals, Inc. (b) |  | 66643 |
| 2767 | Vericel Corp. (b)(c) |  | 72883 |
| 5973 | Vir Biotechnology, Inc. (b)(c) |  | 151177 |
|  |  |  | 2417453 |
|  | **Building Products - 1.89%** |  |  |
| 2043 | A. O. Smith Corp. (c) |  | 116941 |
| 778 | Advanced Drainage Systems, Inc. (c) |  | 63773 |
| 1101 | Allegion PLC - ADR |  | 115891 |
| 748 | American Woodmark Corp. (b) |  | 36547 |
| 1160 | Apogee Enterprises, Inc. |  | 51574 |
| 216 | Armstrong World Industries, Inc. |  | 14815 |
| 4524 | Builders FirstSource, Inc. (b)(c) |  | 293517 |
| 224 | CSW Industrials, Inc. |  | 25968 |
| 2034 | Fortune Brands Home & Security, Inc. |  | 116162 |
| 1017 | Griffon Corp. |  | 36398 |
| 1371 | Insteel Industries, Inc. |  | 37730 |
| 1681 | JELD-WEN Holding, Inc. (b) |  | 16222 |
| 473 | Lennox International, Inc. (c) |  | 113156 |
| 608 | Masonite International Corp. - ADR (b) |  | 49011 |
| 2034 | Masterbrand, Inc. (b) |  | 15357 |
| 1509 | Owens Corning, Inc. |  | 128718 |
| 485 | Patrick Industries, Inc. (c) |  | 29391 |
| 2650 | PGT Innovations, Inc. (b) |  | 47594 |
| 2745 | Quanex Building Products Corp. |  | 65002 |
| 2310 | Resideo Technologies, Inc. (b) |  | 37999 |
| 865 | Simpson Manufacturing Co., Inc. |  | 76691 |
| 1851 | Trex Co., Inc. (b)(c) |  | 78353 |
| 1938 | UFP Industries, Inc. |  | 153586 |
| 12670 | View, Inc. (b)(c) |  | 12225 |
|  |  |  | 1732621 |
|  | **Capital Markets - 2.98%** |  |  |
| 761 | Affiliated Managers Group, Inc. (c) |  | 120565 |
| 1629 | Artisan Partners Asset Management, Inc. - Class A (c) |  | 48381 |
| 975 | Blucora, Inc. (b) |  | 24892 |
| 1632 | Brightsphere Investment Group, Inc. |  | 33587 |
| 841 | Cboe Global Markets, Inc. |  | 105520 |
| 1025 | Cohen & Steers, Inc. |  | 66174 |
| 2109 | Cowen Group, Inc. - Class A |  | 81450 |
| 334 | Diamond Hill Investment Group, Inc. |  | 61797 |
| 1980 | Donnelley Financial Solutions, Inc. (b)(c) |  | 76527 |
| 1019 | Evercore, Inc. - Class A (c) |  | 111153 |
| 521 | FactSet Research Systems, Inc. |  | 209030 |
| 2306 | Federated Hermes, Inc. |  | 83731 |
| 859 | Hamilton Lane, Inc. - Class A (c) |  | 54873 |
| 1127 | Houlihan Lokey, Inc. |  | 98229 |
| 4225 | Invesco, Ltd. - ADR |  | 76008 |
| 2781 | Janus Henderson Group PLC - ADR |  | 65409 |
| 2429 | Lazard, Ltd. - Class A - ADR |  | 84214 |
| 1383 | LPL Financial Holdings, Inc. |  | 298963 |
| 288 | MarketAxess Holdings, Inc. |  | 80320 |
| 1978 | Moelis & Co. - Class A |  | 75896 |
| 43 | Morningstar, Inc. |  | 9313 |
| 4517 | Open Lending Corp. - Class A (b)(c) |  | 30490 |
| 1125 | Oppenheimer Holdings, Inc. - Class A |  | 47621 |
| 574 | Piper Jaffray Cos. |  | 74729 |
| 1011 | PJT Partners, Inc. - Class A |  | 74501 |
| 3147 | Robinhood Markets, Inc. - Class A (b)(c) |  | 25617 |
| 1754 | SEI Investments Co. |  | 102258 |
| 1047 | Silvercrest Asset Management Group, Inc. - Class A |  | 19652 |
| 352 | StepStone Group, Inc. - Class A |  | 8863 |
| 2110 | Stifel Financial Corp. |  | 123161 |
| 828 | StoneX Group, Inc. (b) |  | 78908 |
| 3817 | The Carlyle Group, Inc. |  | 113899 |
| 2062 | Valhi, Inc. |  | 45364 |
| 3300 | Virtu Financial, Inc. - Class A |  | 67353 |
| 293 | Virtus Investment Partners, Inc. |  | 56092 |
|  |  |  | 2734540 |
|  | **Chemicals - 1.41%** |  |  |
| 1698 | AdvanSix, Inc. |  | 64558 |
| 2040 | American Vanguard Corp. |  | 44288 |
| 617 | Ashland Global Holdings, Inc. |  | 66346 |
| 1053 | Avient Corp. (c) |  | 35549 |
| 2211 | Axalta Coating Systems, Ltd. - ADR (b) |  | 56314 |
| 565 | Cabot Corp. |  | 37765 |
| 3196 | Element Solutions, Inc. |  | 58135 |
| 580 | H.B. Fuller Co. (c) |  | 41540 |
| 948 | Hawkins, Inc. |  | 36593 |
| 3147 | Huntsman Corp. |  | 86480 |
| 461 | Ingevity Corp. (b) |  | 32473 |
| 464 | Innospec, Inc. |  | 47727 |
| 1174 | Intrepid Potash, Inc. (b) |  | 33893 |
| 1084 | Koppers Holdings, Inc. |  | 30569 |
| 2242 | Livent Corp. (b) |  | 44549 |
| 460 | Minerals Technologies, Inc. |  | 27931 |
| 81 | NewMarket Corp. |  | 25200 |
| 2726 | Olin Corp. |  | 144314 |
| 1698 | RPM International, Inc. |  | 165470 |
| 298 | Sensient Technologies Corp. |  | 21730 |
| 1979 | The Chemours Co. (c) |  | 60597 |
| 783 | Trinseo PLC - ADR |  | 17782 |
| 2871 | Tronox Holdings PLC - ADR |  | 39361 |
| 2095 | Valvoline, Inc. |  | 68402 |
|  |  |  | 1287566 |
|  | **Commercial Services & Supplies - 1.21%** |  |  |
| 835 | ABM Industries, Inc. |  | 37091 |
| 4135 | ACCO Brands Corp. |  | 23115 |
| 3855 | ADT, Inc. |  | 34965 |
| 1147 | Avery Dennison Corp. (c) |  | 207607 |
| 2399 | BrightView Holdings, Inc. (b) |  | 16529 |
| 422 | Casella Waste Systems, Inc. - Class A (b) |  | 33469 |
| 1217 | Cimpress PLC - ADR (b) |  | 33601 |
| 670 | Clean Harbors, Inc. (b) |  | 76460 |
| 896 | Comfort Systems USA, Inc. |  | 103112 |
| 2045 | Deluxe Corp. |  | 34724 |
| 1097 | Heritage-Crystal Clean, Inc. (b) |  | 35631 |
| 2274 | Herman Miller, Inc. (c) |  | 47777 |
| 1519 | HNI Corp. (c) |  | 43185 |
| 783 | IAA, Inc. (b) |  | 31320 |
| 3635 | Interface, Inc. |  | 35877 |
| 4551 | Kimball International, Inc. - Class B |  | 29581 |
| 290 | McGrath RentCorp |  | 28635 |
| 476 | MSA Safety, Inc. |  | 68634 |
| 3990 | NL Industries, Inc. |  | 27172 |
| 2956 | Steelcase, Inc. - Class A |  | 20899 |
| 500 | Stericycle, Inc. (b) |  | 24945 |
| 500 | Tetra Tech, Inc. |  | 72595 |
| 720 | The Brinks Co. |  | 38671 |
|  |  |  | 1105595 |
|  | **Communications Equipment - 1.56%** |  |  |
| 1242 | ADTRAN Holdings, Inc. |  | 23337 |
| 922 | Aviat Networks, Inc. (b) |  | 28757 |
| 2439 | Calix, Inc. (b) |  | 166901 |
| 2972 | Cambium Networks Corp. - ADR (b)(c) |  | 64403 |
| 6414 | Casa Systems, Inc. (b)(c) |  | 17510 |
| 2104 | Ciena Corp. (b)(c) |  | 107262 |
| 1147 | Clearfield, Inc. (b)(c) |  | 107979 |
| 1906 | Comtech Telecommunications Corp. |  | 23139 |
| 1468 | Digi International, Inc. (b) |  | 53655 |
| 2317 | DZS, Inc. (b) |  | 29380 |
| 1814 | EchoStar Corp. - Class A (b) |  | 30258 |
| 10564 | Extreme Networks, Inc. (b) |  | 193427 |
| 996 | F5 Networks, Inc. (b) |  | 142936 |
| 3420 | Harmonic, Inc. (b) |  | 44802 |
| 15636 | Inseego Corp. (b) |  | 13173 |
| 5889 | Juniper Networks, Inc. |  | 188212 |
| 850 | Lumentum Holdings, Inc. (b)(c) |  | 44344 |
| 1293 | NETGEAR, Inc. (b) |  | 23416 |
| 1833 | NetScout Systems, Inc. (b) |  | 59591 |
| 14036 | Ribbon Communications, Inc. (b) |  | 39160 |
| 2605 | Viavi Solutions, Inc. (b)(c) |  | 27379 |
|  |  |  | 1429021 |
|  | **Construction & Engineering - 1.58%** |  |  |
| 2048 | AECOM |  | 173937 |
| 614 | Ameresco, Inc. - Class A (b)(c) |  | 35084 |
| 2526 | API Group Corp. (b) |  | 47514 |
| 862 | Arcosa, Inc. |  | 46841 |
| 504 | Dycom Industries, Inc. (b) |  | 47174 |
| 1010 | EMCOR Group, Inc. |  | 149591 |
| 1747 | Fluor Corp. (b)(c) |  | 60551 |
| 1189 | IES Holdings, Inc. (b) |  | 42293 |
| 1792 | KBR, Inc. |  | 94618 |
| 909 | MasTec, Inc. (b)(c) |  | 77565 |
| 559 | MYR Group, Inc. (b) |  | 51467 |
| 1083 | Northwest Pipe Co. (b) |  | 36497 |
| 500 | NV5 Global, Inc. (b) |  | 66160 |
| 1601 | Primoris Services Corp. |  | 35126 |
| 1717 | Quanta Services, Inc. |  | 244672 |
| 2237 | Sterling Infrastructure, Inc. (b) |  | 73374 |
| 6243 | Tutor Perini Corp. (b) |  | 47135 |
| 2661 | WillScot Mobile Mini Holdings Corp. (b) |  | 120197 |
|  |  |  | 1449796 |
|  | **Construction Materials - 0.15%** |  |  |
| 526 | Eagle Materials, Inc. |  | 69879 |
| 1631 | Summit Materials, Inc. - Class A (b)(c) |  | 46312 |
| 135 | United States Lime & Minerals, Inc. |  | 19002 |
|  |  |  | 135193 |
|  | **Consumer Finance - 0.91%** |  |  |
| 2036 | Atlanticus Holdings Corp. (b) |  | 53343 |
| 4512 | Consumer Portfolio Services, Inc. (b) |  | 39931 |
| 203 | Credit Acceptance Corp. (b)(c) |  | 96303 |
| 2599 | Enova International, Inc. (b)(c) |  | 99724 |
| 3102 | EZCORP, Inc. - Class A (b) |  | 25281 |
| 395 | FirstCash Holdings, Inc. |  | 34330 |
| 1903 | LendingClub Corp. (b) |  | 16747 |
| 6122 | Navient Corp. |  | 100707 |
| 651 | Nelnet, Inc. - Class A |  | 59078 |
| 3056 | OneMain Holdings, Inc. (c) |  | 101795 |
| 2131 | Oportun Financial Corp. (b) |  | 11742 |
| 648 | PRA Group, Inc. (b)(c) |  | 21890 |
| 1815 | PROG Holdings, Inc. (b) |  | 30655 |
| 1540 | Regional Management Corp. |  | 43243 |
| 5849 | SLM Corp. (c) |  | 97093 |
|  |  |  | 831862 |
|  | **Containers & Packaging - 0.93%** |  |  |
| 456 | AptarGroup, Inc. (c) |  | 50151 |
| 1281 | Ardagh Group SA - ADR (a)(b)(e)(f) |  | 10895 |
| 1518 | Berry Global Group, Inc. |  | 91733 |
| 896 | Crown Holdings, Inc. |  | 73660 |
| 2258 | Graphic Packaging Holding Co. |  | 50241 |
| 696 | Greif, Inc. - Class A |  | 46674 |
| 436 | Greif, Inc. - Class B |  | 34108 |
| 2215 | Myers Industries, Inc. |  | 49239 |
| 3037 | O-I Glass, Inc. (b)(c) |  | 50323 |
| 1166 | Packaging Corp. of America |  | 149143 |
| 2098 | Sealed Air Corp. |  | 104648 |
| 1249 | Silgan Holdings, Inc. (c) |  | 64748 |
| 538 | Sonoco Products Co. (c) |  | 32662 |
| 338 | UFP Technologies, Inc. (b) |  | 39847 |
|  |  |  | 848072 |
|  | **Distributors - 0.03%** |  |  |
| 2813 | Funko, Inc. - Class A (b)(c) |  | 30690 |
|  | **Diversified Consumer Services - 1.20%** |  |  |
| 1613 | Adtalem Global Education, Inc. (b) |  | 57262 |
| 2218 | American Public Education, Inc. (b) |  | 27259 |
| 37684 | Beachbody Co., Inc. (b) |  | 19822 |
| 231 | Bright Horizons Family Solutions, Inc. (b) |  | 14576 |
| 1319 | Carriage Services, Inc. |  | 36325 |
| 1083 | Franchise Group, Inc. |  | 25797 |
| 2598 | frontdoor, Inc. (b)(c) |  | 54038 |
| 112 | Graham Holdings Co. - Class B |  | 67672 |
| 840 | Grand Canyon Education, Inc. (b) |  | 88754 |
| 3807 | H&R Block, Inc. (c) |  | 138994 |
| 1493 | Hillenbrand, Inc. (c) |  | 63706 |
| 3845 | Laureate Education, Inc. |  | 36989 |
| 1233 | Matthews International Corp. - Class A (c) |  | 37533 |
| 15467 | Nerdy, Inc. (b)(c) |  | 34801 |
| 8341 | Perdoceo Education Corp. (b) |  | 115940 |
| 1753 | Service Corp. International (c) |  | 121202 |
| 523 | Strategic Education, Inc. (c) |  | 40961 |
| 2317 | Stride, Inc. (b) |  | 72476 |
| 2395 | Udemy, Inc. (b) |  | 25267 |
| 5579 | WW International, Inc. (b) |  | 21535 |
|  |  |  | 1100909 |
|  | **Diversified Financial Services - 0.74%** |  |  |
| 1609 | Alerus Financial Corp. |  | 37570 |
| 2868 | A-Mark Precious Metals, Inc. |  | 99606 |
| 17205 | Douglas Elliman, Inc. |  | 70024 |
| 1478 | Encore Capital Group, Inc. (b)(c) |  | 70855 |
| 2242 | Jackson Financial, Inc. - Class A (c) |  | 77999 |
| 4221 | Jefferies Financial Group, Inc. (c) |  | 144696 |
| 1560 | Primis Financial Corp. |  | 18486 |
| 2295 | Voya Financial, Inc. (c) |  | 141120 |
| 198 | World Acceptance Corp. (b) |  | 13056 |
|  |  |  | 673412 |
|  | **Diversified Telecommunication Services - 0.31%** |  |  |
| 558 | Cogent Communications Holdings, Inc. |  | 31850 |
| 1181 | Frontier Communications Parent, Inc. (b)(c) |  | 30092 |
| 3834 | IDT Corp. - Class B (b) |  | 108004 |
| 542 | Iridium Communications, Inc. (b)(c) |  | 27859 |
| 4385 | Ooma, Inc. (b) |  | 59724 |
| 2059 | Radius Global Infrastructure, Inc. - Class A (b) |  | 24337 |
|  |  |  | 281866 |
|  | **Electric Utilities - 0.47%** |  |  |
| 347 | ALLETE, Inc. |  | 22385 |
| 1641 | Hawaiian Electric Industries, Inc. |  | 68676 |
| 598 | IDACORP, Inc. (c) |  | 64494 |
| 1515 | OGE Energy Corp. (c) |  | 59918 |
| 819 | Pinnacle West Capital Corp. |  | 62277 |
| 635 | PNM Resources, Inc. |  | 30982 |
| 976 | Portland General Electric Co. |  | 47824 |
| 485 | Unitil Corp. |  | 24909 |
| 8616 | Via Renewables, Inc. |  | 44028 |
|  |  |  | 425493 |
|  | **Electrical Equipment - 1.57%** |  |  |
| 738 | Acuity Brands, Inc. (c) |  | 122220 |
| 1116 | Allied Motion Technologies, Inc. |  | 38848 |
| 1540 | Atkore International Group, Inc. (b)(c) |  | 174667 |
| 865 | AZZ, Inc. |  | 34773 |
| 4498 | Babcock & Wilcox Enterprises, Inc. (b) |  | 25953 |
| 1016 | Belden, Inc. |  | 73050 |
| 760 | Bloom Energy Corp. - Class A (b)(c) |  | 14531 |
| 926 | Brady Corp. - Class A |  | 43615 |
| 1769 | ChargePoint Holdings, Inc. (b)(c) |  | 16859 |
| 1196 | Encore Wire Corp. (c) |  | 164522 |
| 799 | Franklin Electric Co., Inc. |  | 63720 |
| 14577 | GrafTech International, Ltd. |  | 69387 |
| 582 | Hubbell, Inc. (c) |  | 136584 |
| 2620 | nVent Electric PLC - ADR |  | 100791 |
| 1971 | Plug Power, Inc. (b)(c) |  | 24381 |
| 910 | Preformed Line Products Co. |  | 75794 |
| 705 | Regal Beloit Corp. (c) |  | 84586 |
| 1292 | Sensata Technologies Holding PLC - ADR (c) |  | 52171 |
| 2001 | Thermon Group Holdings, Inc. (b) |  | 40180 |
| 849 | Vicor Corp. (b) |  | 45634 |
| 362 | Woodward Governor Co. (c) |  | 34973 |
|  |  |  | 1437239 |
|  | **Electronic Equipment, Instruments & Components - 1.86%** |  |  |
| 3654 | Arlo Technologies, Inc. (b) |  | 12825 |
| 1052 | Arrow Electronics, Inc. (b) |  | 110008 |
| 1446 | Avnet, Inc. (c) |  | 60125 |
| 1066 | Benchmark Electronics, Inc. |  | 28452 |
| 1908 | Cognex Corp. (c) |  | 89886 |
| 1583 | Coherent Corp. (b) |  | 55563 |
| 1302 | CTS Corp. (c) |  | 51325 |
| 1199 | Dolby Laboratories, Inc. - Class A |  | 84577 |
| 549 | Fabrinet - ADR (b) |  | 70393 |
| 694 | FARO Technologies, Inc. (b)(c) |  | 20411 |
| 2471 | Identiv, Inc. (b) |  | 17890 |
| 832 | Insight Enterprises, Inc. (b) |  | 83425 |
| 252 | IPG Photonics Corp. (b)(c) |  | 23857 |
| 409 | Itron, Inc. (b)(c) |  | 20716 |
| 1851 | Jabil, Inc. |  | 126238 |
| 2685 | Knowles Corp. (b)(c) |  | 44088 |
| 181 | Littelfuse, Inc. (c) |  | 39856 |
| 788 | Methode Electronics, Inc. |  | 34964 |
| 3428 | Napco Security Technologies, Inc. (b) |  | 94201 |
| 2266 | National Instruments Corp. |  | 83615 |
| 501 | Novanta, Inc. - ADR (b) |  | 68071 |
| 364 | OSI Systems, Inc. (b) |  | 28945 |
| 926 | PC Connection, Inc. |  | 43429 |
| 272 | Plexus Corp. (b) |  | 27997 |
| 1430 | Sanmina Corp. (b) |  | 81925 |
| 1282 | ScanSource, Inc. (b) |  | 37460 |
| 726 | SYNNEX Corp. |  | 68759 |
| 3515 | TTM Technologies, Inc. (b) |  | 53006 |
| 227 | Universal Display Corp. |  | 24525 |
| 2848 | Vishay Intertechnology, Inc. |  | 61431 |
| 2979 | Vontier Corp. |  | 57584 |
|  |  |  | 1705547 |
|  | **Energy Equipment & Services - 0.92%** |  |  |
| 3136 | Archrock, Inc. |  | 28161 |
| 1624 | Bristow Group, Inc. (b) |  | 44059 |
| 611 | Cactus, Inc. - Class A |  | 30709 |
| 1730 | ChampionX Corp. (c) |  | 50153 |
| 10332 | Helix Energy Solutions Group, Inc. (b) |  | 76250 |
| 736 | Helmerich & Payne, Inc. |  | 36484 |
| 346 | Nabors Industries, Ltd. - ADR (b) |  | 53585 |
| 5229 | National Energy Services Reunited Corp. - ADR (b) |  | 36289 |
| 8901 | Newpark Resources, Inc. (b) |  | 36939 |
| 1997 | NexTier Oilfield Solutions, Inc. (b) |  | 18452 |
| 3407 | NOV, Inc. (c) |  | 71172 |
| 3036 | Oceaneering International, Inc. (b) |  | 53100 |
| 4821 | Oil States International, Inc. (b) |  | 35965 |
| 3780 | Patterson-UTI Energy, Inc. |  | 63655 |
| 4112 | ProPetro Holding Corp. (b) |  | 42642 |
| 9166 | TETRA Technologies, Inc. (b) |  | 31714 |
| 5080 | US Silica Holdings, Inc. (b) |  | 63500 |
| 406 | Valaris, Ltd. - ADR (b) |  | 27454 |
| 822 | Weatherford International PLC - ADR (b) |  | 41856 |
|  |  |  | 842139 |
|  | **Entertainment - 0.29%** |  |  |
| 1777 | Liberty Media Corp. - Liberty Formula One - Class C (b)(c) |  | 106229 |
| 9230 | Playstudios, Inc. (b) |  | 35812 |
| 3749 | Playtika Holding Corp. (b) |  | 31904 |
| 15957 | Skillz, Inc. (b) |  | 8082 |
| 2021 | The Marcus Corp. (c) |  | 29082 |
| 853 | World Wrestling Entertainment, Inc. - Class A (c) |  | 58448 |
|  |  |  | 269557 |
|  | **Food & Staples Retailing - 1.83%** |  |  |
| 4871 | Albertsons Cos., Inc. - Class A (c) |  | 101025 |
| 2977 | BJ's Wholesale Club Holdings, Inc. (b) |  | 196958 |
| 740 | Casey's General Stores, Inc. |  | 166019 |
| 1608 | Grocery Outlet Holding Corp. (b) |  | 46938 |
| 4122 | HF Foods Group, Inc. (b) |  | 16735 |
| 1257 | Ingles Markets, Inc. - Class A |  | 121250 |
| 3381 | Natural Grocers by Vitamin Cottage, Inc. |  | 30902 |
| 3255 | Performance Food Group Co. (b) |  | 190059 |
| 396 | PriceSmart, Inc. (c) |  | 24069 |
| 6432 | Rite Aid Corp. (b) |  | 21483 |
| 3427 | SpartanNash Co. |  | 103633 |
| 4490 | Sprouts Farmers Market, Inc. (b)(c) |  | 145341 |
| 1011 | The Andersons, Inc. |  | 35375 |
| 1091 | The Chefs' Warehouse, Inc. (b) |  | 36309 |
| 2843 | The Fresh Market (a)(b)(e)(f) |  | – |
| 3654 | United Natural Foods, Inc. (b)(c) |  | 141446 |
| 4162 | US Foods Holding Corp. (b) |  | 141591 |
| 2516 | Village Super Market, Inc. - Class A |  | 58598 |
| 1221 | Weis Markets, Inc. (c) |  | 100476 |
|  |  |  | 1678207 |
|  | **Food Products - 1.00%** |  |  |
| 421 | Cal-Maine Foods, Inc. (c) |  | 22923 |
| 1901 | Darling International, Inc. (b)(c) |  | 118984 |
| 4417 | Flowers Foods, Inc. (c) |  | 126945 |
| 1120 | Fresh Del Monte Produce, Inc. - ADR (c) |  | 29333 |
| 2081 | Hostess Brands, Inc. (b) |  | 46698 |
| 813 | Ingredion, Inc. (c) |  | 79617 |
| 160 | J&J Snack Foods Corp. |  | 23954 |
| 383 | John B. Sanfilippo & Son, Inc. |  | 31145 |
| 673 | Lamb Weston Holdings, Inc. |  | 60139 |
| 242 | Lancaster Colony Corp. (c) |  | 47747 |
| 1107 | Pilgrim's Pride Corp. (b)(c) |  | 26269 |
| 749 | Post Holdings, Inc. (b) |  | 67605 |
| 912 | Seneca Foods Corp. - Class A (b) |  | 55586 |
| 929 | Simply Good Foods Co. (b) |  | 35330 |
| 1004 | The Hain Celestial Group, Inc. (b) |  | 16245 |
| 1238 | TreeHouse Foods, Inc. (b)(c) |  | 61132 |
| 3411 | Vital Farms, Inc. (b) |  | 50892 |
| 3672 | Whole Earth Brands, Inc. (b) |  | 14945 |
|  |  |  | 915489 |
|  | **Gas Utilities - 0.67%** |  |  |
| 2005 | Brookfield Infrastructure Corp. - Class A - ADR |  | 77994 |
| 4250 | EQT Corp. (c) |  | 143778 |
| 785 | National Fuel Gas Co. (c) |  | 49691 |
| 810 | New Jersey Resources Corp. |  | 40192 |
| 946 | ONE Gas, Inc. (c) |  | 71631 |
| 931 | South Jersey Industries, Inc. |  | 33078 |
| 541 | Southwest Gas Holdings, Inc. |  | 33477 |
| 344 | Spire, Inc. (c) |  | 23688 |
| 3752 | UGI Corp. (c) |  | 139087 |
|  |  |  | 612616 |
|  | **Health Care Equipment & Supplies - 2.63%** |  |  |
| 3514 | Alphatec Holdings, Inc. (b)(c) |  | 43398 |
| 1314 | AngioDynamics, Inc. (b) |  | 18094 |
| 1594 | Anika Therapeutics, Inc. (b) |  | 47182 |
| 743 | AtriCure, Inc. (b) |  | 32974 |
| 1771 | Avanos Medical, Inc. (b) |  | 47923 |
| 216 | Axonics, Inc. (b)(c) |  | 13507 |
| 2571 | Cardiovascular Systems, Inc. (b) |  | 35017 |
| 7600 | Cerus Corp. (b)(c) |  | 27740 |
| 304 | CONMED Corp. (c) |  | 26947 |
| 2317 | Cutera, Inc. (b) |  | 102458 |
| 2183 | Dentsply Sirona, Inc. |  | 69507 |
| 2595 | Embecta Corp. |  | 65628 |
| 1120 | Enovis Corp. (b) |  | 59942 |
| 2291 | Envista Holdings Corp. (b)(c) |  | 77138 |
| 6758 | Figs, Inc. - Class A (b)(c) |  | 45481 |
| 1062 | Globus Medical, Inc. - Class A (b)(c) |  | 78875 |
| 626 | Haemonetics Corp. (b) |  | 49235 |
| 117 | ICU Medical, Inc. (b) |  | 18425 |
| 989 | Inari Medical, Inc. (b) |  | 62861 |
| 785 | Inogen, Inc. (b) |  | 15472 |
| 479 | Integer Holdings Corp. (b) |  | 32792 |
| 804 | Integra LifeSciences Holdings Corp. (b)(c) |  | 45080 |
| 1234 | iRadimed Corp. |  | 34910 |
| 580 | iRhythm Technologies, Inc. (b) |  | 54329 |
| 1267 | Lantheus Holdings, Inc. (b) |  | 64566 |
| 1238 | LeMaitre Vascular, Inc. |  | 56973 |
| 512 | LivaNova PLC - ADR (b) |  | 28436 |
| 591 | Masimo Corp. (b)(c) |  | 87438 |
| 4094 | Meridian Bioscience, Inc. (b) |  | 135962 |
| 534 | Merit Medical Systems, Inc. (b) |  | 37711 |
| 640 | Novocure, Ltd. - ADR (b) |  | 46944 |
| 556 | NuVasive, Inc. (b) |  | 22929 |
| 2120 | Orthofix Medical, Inc. (b) |  | 43524 |
| 474 | Penumbra, Inc. (b)(c) |  | 105446 |
| 463 | QuidelOrtho Corp. (b) |  | 39665 |
| 2448 | SeaSpine Holdings Corp. (b) |  | 20441 |
| 620 | Shockwave Medical, Inc. (b) |  | 127478 |
| 1859 | SI-BONE, Inc. (b) |  | 25282 |
| 1248 | Silk Road Medical, Inc. (b) |  | 65957 |
| 1258 | STAAR Surgical Co. (b) |  | 61063 |
| 721 | SurModics, Inc. (b) |  | 24601 |
| 8842 | Tactile Systems Technology, Inc. (b) |  | 101506 |
| 1260 | Tandem Diabetes Care, Inc. (b) |  | 56637 |
| 242 | Utah Medical Products, Inc. |  | 24328 |
| 1893 | Varex Imaging Corp. (b) |  | 38428 |
| 6439 | Zynex, Inc. |  | 89567 |
|  |  |  | 2409797 |
|  | **Health Care Providers & Services - 2.44%** |  |  |
| 1369 | Acadia Healthcare Co., Inc. (b)(c) |  | 112696 |
| 1889 | AdaptHealth Corp. (b)(c) |  | 36307 |
| 539 | Addus HomeCare Corp. (b) |  | 53625 |
| 724 | Amedisys, Inc. (b)(c) |  | 60483 |
| 1381 | AMN Healthcare Services, Inc. (b) |  | 141994 |
| 258 | Chemed Corp. (c) |  | 131691 |
| 356 | CorVel Corp. (b) |  | 51738 |
| 5262 | Cross Country Healthcare, Inc. (b) |  | 139811 |
| 690 | DaVita, Inc. (b)(c) |  | 51522 |
| 804 | Encompass Health Corp. |  | 48087 |
| 1010 | Enhabit, Inc. (b) |  | 13292 |
| 1980 | Fulgent Genetics, Inc. (b) |  | 58964 |
| 553 | HealthEquity, Inc. (b)(c) |  | 34087 |
| 2936 | Henry Schein, Inc. (b)(c) |  | 234498 |
| 14417 | Innovage Holding Corp. (b)(c) |  | 103514 |
| 437 | LHC Group, Inc. (b) |  | 70659 |
| 491 | ModivCare, Inc. (b)(c) |  | 44057 |
| 707 | National HealthCare Corp. |  | 42067 |
| 1573 | National Research Corp. |  | 58673 |
| 2400 | Option Care Health, Inc. (b) |  | 72216 |
| 2590 | Owens & Minor, Inc. (b)(c) |  | 50583 |
| 2306 | Patterson Cos., Inc. (c) |  | 64637 |
| 2348 | Pediatrix Medical Group, Inc. (b) |  | 34891 |
| 1110 | PetIQ, Inc. (b)(c) |  | 10234 |
| 1671 | Premier, Inc. - Class A |  | 58452 |
| 671 | Progyny, Inc. (b)(c) |  | 20902 |
| 955 | R1 RCM, Inc. (b)(c) |  | 10457 |
| 730 | Select Medical Holdings Corp. (c) |  | 18126 |
| 926 | Surgery Partners, Inc. (b)(c) |  | 25798 |
| 1777 | Tenet Healthcare Corp. (b)(c) |  | 86700 |
| 898 | The Ensign Group, Inc. (c) |  | 84960 |
| 3292 | The Joint Corp (b) |  | 46022 |
| 995 | Universal Health Services, Inc. - Class B |  | 140186 |
| 245 | US Physical Therapy, Inc. |  | 19852 |
|  |  |  | 2231781 |
|  | **Health Care Technology - 0.57%** |  |  |
| 3872 | Allscripts Healthcare Solutions, Inc. (b) |  | 68302 |
| 1866 | Computer Programs & Systems, Inc. (b) |  | 50792 |
| 1282 | Evolent Health, Inc. - Class A (b) |  | 35998 |
| 1709 | HealthStream, Inc. (b) |  | 42452 |
| 477 | Inspire Medical Systems, Inc. (b) |  | 120147 |
| 16353 | Multiplan Corp. (b)(c) |  | 18806 |
| 6097 | NextGen Healthcare, Inc. (b) |  | 114502 |
| 419 | Omnicell, Inc. (b) |  | 21126 |
| 2115 | Teladoc Health, Inc. (b)(c) |  | 50020 |
|  |  |  | 522145 |
|  | **Hotels, Restaurants & Leisure - 1.88%** |  |  |
| 1758 | Aramark (c) |  | 72676 |
| 327 | Biglari Holdings, Inc. - Class B (b) |  | 45388 |
| 731 | BJ's Restaurants, Inc. (b) |  | 19284 |
| 1792 | Bloomin' Brands, Inc. (c) |  | 36055 |
| 1821 | Bluegreen Vacations Holding Corp. |  | 45452 |
| 1258 | Boyd Gaming Corp. |  | 68599 |
| 729 | Brinker International, Inc. (b) |  | 23262 |
| 627 | Callaway Golf Co. (b)(c) |  | 12383 |
| 2494 | Century Casinos, Inc. (b) |  | 17533 |
| 478 | Choice Hotels International, Inc. (c) |  | 53842 |
| 203 | Churchill Downs, Inc. (c) |  | 42920 |
| 1016 | Chuy's Holdings, Inc. (b) |  | 28753 |
| 256 | Cracker Barrel Old Country Store, Inc. (c) |  | 24253 |
| 1072 | Dave & Buster's Entertainment, Inc. (b) |  | 37992 |
| 422 | Dine Brands Global, Inc. (c) |  | 27261 |
| 2776 | El Pollo Loco Holdings, Inc. |  | 27649 |
| 1453 | Everi Holdings, Inc. (b) |  | 20851 |
| 1239 | Hilton Grand Vacations, Inc. (b) |  | 47751 |
| 464 | Hyatt Hotels Corp. - Class A (b)(c) |  | 41969 |
| 3157 | Inspired Entertainment, Inc. (b) |  | 39999 |
| 3100 | International Game Technology PLC |  | 70308 |
| 564 | Kura Sushi USA, Inc. - Class A (b) |  | 26891 |
| 1433 | Light & Wonder, Inc. (b) |  | 83974 |
| 597 | Marriott Vacations Worldwide Corp. |  | 80350 |
| 618 | Papa John's International, Inc. (c) |  | 50868 |
| 1832 | Penn National Gaming, Inc. (b) |  | 54410 |
| 406 | Planet Fitness, Inc. - Class A (b)(c) |  | 31993 |
| 623 | RCI Hospitality Holdings, Inc. |  | 58057 |
| 710 | Red Rock Resorts, Inc. - Class A (c) |  | 28407 |
| 1474 | Ruth's Hospitality Group, Inc. |  | 22818 |
| 777 | SeaWorld Entertainment, Inc. (b) |  | 41577 |
| 8027 | Target Hospitality Corp. (b)(c) |  | 121529 |
| 563 | Texas Roadhouse, Inc. (c) |  | 51205 |
| 3028 | The ONE Group Hospitality, Inc. (b)(f) |  | 19076 |
| 790 | Travel + Leisure Co. |  | 28756 |
| 226 | Vail Resorts, Inc. |  | 53867 |
| 614 | Wingstop, Inc. (c) |  | 84499 |
| 689 | Wyndham Hotels & Resorts, Inc. (c) |  | 49133 |
| 326 | Wynn Resorts, Ltd. (b) |  | 26885 |
|  |  |  | 1718475 |
|  | **Household Durables - 1.81%** |  |  |
| 10784 | Aterian, Inc. (b) |  | 8307 |
| 1900 | Beazer Homes USA, Inc. (b) |  | 24244 |
| 207 | Cavco Industries, Inc. (b)(c) |  | 46834 |
| 692 | Century Communities, Inc. (c) |  | 34607 |
| 2485 | Ethan Allen Interiors, Inc. (c) |  | 65654 |
| 6318 | GoPro, Inc. - Class A (b) |  | 31464 |
| 2156 | Green Brick Partners, Inc. (b) |  | 52240 |
| 358 | Helen of Troy, Ltd. - ADR (b) |  | 39706 |
| 629 | Hovnanian Enterprises, Inc. - Class A (b) |  | 26468 |
| 549 | Installed Building Products, Inc. |  | 46994 |
| 932 | iRobot Corp. (b) |  | 44857 |
| 799 | KB Home |  | 25448 |
| 5380 | Landsea Homes Corp. (b) |  | 28030 |
| 2098 | La-Z-Boy, Inc. (c) |  | 47876 |
| 716 | Leggett & Platt, Inc. (c) |  | 23077 |
| 3627 | Lifetime Brands, Inc. |  | 27529 |
| 1726 | Lovesac Co. (b) |  | 37989 |
| 840 | M/I Homes, Inc. (b) |  | 38791 |
| 563 | Meritage Homes Corp. (b)(c) |  | 51909 |
| 686 | Mohawk Industries, Inc. (b)(c) |  | 70123 |
| 3826 | PulteGroup, Inc. |  | 174198 |
| 4884 | Purple Innovation, Inc. (b) |  | 23394 |
| 1396 | Skyline Champion Corp. (b) |  | 71908 |
| 2136 | Snap One Holdings Corp. (b) |  | 15828 |
| 3326 | Sonos, Inc. (b)(c) |  | 56209 |
| 2661 | Taylor Morrison Home Corp. (b)(c) |  | 80761 |
| 3862 | Tempur Sealy International, Inc. (c) |  | 132582 |
| 1872 | Toll Brothers, Inc. |  | 93450 |
| 452 | TopBuild Corp. (b) |  | 70734 |
| 4096 | Traeger, Inc. (b) |  | 11551 |
| 3387 | TRI Pointe Group, Inc. (b)(c) |  | 62964 |
| 6168 | Tupperware Brands Corp. (b) |  | 25536 |
| 2153 | Turtle Beach Corp. (b) |  | 15437 |
| 1264 | Universal Electronics, Inc. (b) |  | 26304 |
| 3221 | Weber, Inc. - Class A (c) |  | 25929 |
|  |  |  | 1658932 |
|  | **Household Products - 0.13%** |  |  |
| 537 | Central Garden & Pet Co. (b) |  | 20111 |
| 890 | Central Garden & Pet Co. - Class A (b) |  | 31862 |
| 438 | WD-40 Co. |  | 70610 |
|  |  |  | 122583 |
|  | **Independent Power and Renewable Electricity Producers - 0.53%** |  |  |
| 480 | Brookfield Renewable Corp. - Class A - ADR |  | 13219 |
| 2339 | Clearway Energy, Inc. - Class A |  | 69983 |
| 2378 | Clearway Energy, Inc. - Class C (c) |  | 75787 |
| 5168 | NRG Energy, Inc. (c) |  | 164446 |
| 399 | Ormat Technologies, Inc. (c) |  | 34505 |
| 5666 | Vistra Energy Corp. |  | 131451 |
|  |  |  | 489391 |
|  | **Industrial Conglomerates - 0.32%** |  |  |
| 567 | Carlisle Companies, Inc. |  | 133614 |
| 1299 | Otter Tail Corp. |  | 76264 |
| 8 | Seaboard Corp. |  | 30202 |
| 343 | Standex International Corp. |  | 35127 |
| 2129 | Tredegar Corp. |  | 21758 |
|  |  |  | 296965 |
|  | **Insurance - 3.29%** |  |  |
| 2669 | American Equity Investment Life Holding Co. (c) |  | 121760 |
| 1435 | American Financial Group, Inc. |  | 196997 |
| 619 | AMERISAFE, Inc. |  | 32169 |
| 619 | Argo Group International Holdings, Ltd. - ADR |  | 16001 |
| 683 | Assurant, Inc. (c) |  | 85416 |
| 1300 | Assured Guaranty, Ltd. - ADR |  | 80938 |
| 1392 | Axis Capital Holdings, Ltd. - ADR |  | 75405 |
| 1726 | Brighthouse Financial, Inc. (b) |  | 88492 |
| 3370 | Brown & Brown, Inc. |  | 191989 |
| 2228 | CNO Financial Group, Inc. |  | 50910 |
| 3215 | Crawford & Co. - Class A |  | 17875 |
| 2200 | Donegal Group, Inc. - Class A |  | 31240 |
| 662 | Employers Holdings, Inc. |  | 28552 |
| 419 | Erie Indemnity Co. - Class A |  | 104214 |
| 545 | Everest Re Group, Ltd. - ADR |  | 180542 |
| 1807 | First American Financial Corp. (c) |  | 94578 |
| 11950 | Genworth Financial, Inc. - Class A (b) |  | 63215 |
| 1159 | Globe Life, Inc. |  | 139717 |
| 3853 | Greenlight Capital RE, Ltd. - Class A - ADR (b) |  | 31402 |
| 852 | Horace Mann Educators Corp. |  | 31839 |
| 249 | Investors Title Co. |  | 36740 |
| 326 | Kemper Corp. |  | 16039 |
| 376 | Kinsale Capital Group, Inc. (c) |  | 98332 |
| 1417 | Lincoln National Corp. |  | 43530 |
| 4760 | MBIA, Inc. (b) |  | 61166 |
| 132 | National Western Life Group, Inc. - Class A |  | 37092 |
| 6325 | Old Republic International Corp. (c) |  | 152749 |
| 709 | Primerica, Inc. |  | 100550 |
| 946 | ProAssurance Corp. |  | 16527 |
| 908 | Reinsurance Group of America, Inc. |  | 129018 |
| 354 | RenaissanceRe Holdings, Ltd. - ADR |  | 65217 |
| 564 | RLI Corp. |  | 74036 |
| 1009 | Ryan Specialty Holdings, Inc. (b) |  | 41884 |
| 338 | Safety Insurance Group, Inc. |  | 28480 |
| 885 | Selective Insurance Group, Inc. (c) |  | 78420 |
| 1050 | Stewart Information Services Corp. |  | 44867 |
| 699 | The Hanover Insurance Group, Inc. |  | 94456 |
| 3491 | Tiptree, Inc. |  | 48315 |
| 2820 | Trean Insurance Group, Inc. (b) |  | 16920 |
| 757 | United Fire Group, Inc. |  | 20712 |
| 3133 | Unum Group |  | 128547 |
| 15 | White Mountains Insurance Group, Ltd. - ADR |  | 21215 |
|  |  |  | 3018063 |
|  | **Interactive Media & Services - 0.55%** |  |  |
| 2647 | Arena Group Holdings, Inc. (b) |  | 28085 |
| 3229 | Cargurus, Inc. (b) |  | 45238 |
| 5388 | Cars.com, Inc. (b)(c) |  | 74193 |
| 5208 | DHI Group, Inc. (b) |  | 27550 |
| 4765 | EverQuote, Inc. - Class A (b) |  | 70236 |
| 1795 | MediaAlpha, Inc. - Class A (b) |  | 17860 |
| 1981 | QuinStreet, Inc. (b) |  | 28427 |
| 1765 | TripAdvisor, Inc. (b)(c) |  | 31735 |
| 18058 | TrueCar, Inc. (b) |  | 45325 |
| 2787 | Yelp, Inc. (b)(c) |  | 76197 |
| 1698 | Zillow Group, Inc. - Class C (b)(c) |  | 54693 |
|  |  |  | 499539 |
|  | **Internet & Direct Marketing Retail - 0.60%** |  |  |
| 5674 | 1-800-Flowers.com, Inc. - Class A (b) |  | 54243 |
| 13799 | aka Brands Holding Corp. (b) |  | 17525 |
| 7464 | CarParts.com, Inc. (b) |  | 46725 |
| 20138 | ContextLogic, Inc. - Class A (b) |  | 9821 |
| 6393 | Duluth Holdings, Inc. - Class B (b) |  | 39509 |
| 4130 | Groupon, Inc. (b)(c) |  | 35435 |
| 3825 | Lands' End, Inc. (b) |  | 29032 |
| 3945 | Lulu's Fashion Lounge Holdings, Inc. (b) |  | 9902 |
| 1348 | PetMed Express, Inc. (c) |  | 23860 |
| 8052 | Quotient Technology, Inc. (b) |  | 27618 |
| 8880 | Qurate Retail, Inc. - Series A (b) |  | 14474 |
| 1742 | Revolve Group, Inc. (b)(c) |  | 38777 |
| 931 | Shutterstock, Inc. (c) |  | 49082 |
| 9554 | Stitch Fix, Inc. - Class A (b) |  | 29713 |
| 15128 | The RealReal, Inc. (b) |  | 18910 |
| 3235 | Vivid Seats, Inc. - Class A (b)(c) |  | 23616 |
| 1239 | Wayfair, Inc. - Class A (b)(c) |  | 40751 |
| 1336 | Xometry, Inc. - Class A (b)(c) |  | 43059 |
|  |  |  | 552052 |
|  | **Internet Software & Services - 0.10%** |  |  |
| 6885 | Benefitfocus, Inc. (b) |  | 72017 |
| 1558 | Liquidity Services, Inc. (b) |  | 21906 |
|  |  |  | 93923 |
|  | **IT Services - 3.29%** |  |  |
| 2210 | Amdocs, Ltd. - ADR |  | 200889 |
| 899 | Black Knight, Inc. (b) |  | 55513 |
| 2269 | Booz Allen Hamilton Holding Corp. |  | 237156 |
| 1847 | Bread Financial Holdings, Inc. |  | 69558 |
| 9511 | Brightcove, Inc. (b) |  | 49743 |
| 529 | CACI International, Inc. - Class A (b) |  | 159012 |
| 1526 | Cass Information Systems, Inc. |  | 69921 |
| 1007 | Concentrix Corp. (c) |  | 134092 |
| 15110 | Conduent, Inc. (b) |  | 61196 |
| 1962 | CSG Systems International, Inc. |  | 112226 |
| 409 | DigitalOcean Holdings, Inc. (b) |  | 10417 |
| 4207 | DXC Technology Co. (b) |  | 111486 |
| 639 | Euronet Worldwide, Inc. (b) |  | 60309 |
| 1046 | EVERTEC, Inc. - ADR |  | 33869 |
| 1301 | Evo Payments, Inc. - Class A (b) |  | 44026 |
| 745 | ExlService Holdings, Inc. (b) |  | 126225 |
| 3389 | Genpact, Ltd. - ADR |  | 156978 |
| 2713 | Gogo, Inc. (b)(c) |  | 40044 |
| 1738 | Grid Dynamics Holdings, Inc. (b) |  | 19500 |
| 2765 | I3 Verticals, Inc. - Class A (b)(c) |  | 67300 |
| 3989 | IBEX Holdings, Ltd. - ADR (b) |  | 99127 |
| 14346 | Information Services Group, Inc. |  | 65992 |
| 2102 | International Money Express, Inc. (b) |  | 51226 |
| 2572 | LiveRamp Holdings, Inc. (b) |  | 60288 |
| 1195 | Maximus, Inc. (c) |  | 87629 |
| 2190 | MoneyGram International, Inc. (b) |  | 23849 |
| 2808 | Paysafe, Ltd. - ADR (b) |  | 39003 |
| 1573 | Perficient, Inc. (b)(c) |  | 109843 |
| 2388 | Priority Technology Holdings, Inc. (b) |  | 12561 |
| 10940 | Rackspace Technology, Inc. (b)(c) |  | 32273 |
| 6220 | Repay Holdings Corp. (b) |  | 50071 |
| 578 | Science Applications International Corp. |  | 64118 |
| 447 | Shift4 Payments, Inc. - Class A (b)(c) |  | 25001 |
| 2715 | SolarWinds Corp. (b) |  | 25412 |
| 1732 | Squarespace, Inc. - Class A (b) |  | 38398 |
| 8040 | StoneCo, Ltd. - Class A - ADR (b) |  | 75898 |
| 4254 | The Hackett Group, Inc. |  | 86654 |
| 4937 | The Western Union Co. (c) |  | 67982 |
| 840 | TTEC Holdings, Inc. |  | 37069 |
| 3906 | Unisys Corp. (b) |  | 19960 |
| 2139 | Verra Mobility Corp. (b)(c) |  | 29582 |
| 369 | WEX, Inc. (b) |  | 60387 |
| 420 | Wix.com, Ltd. - ADR (b) |  | 32269 |
|  |  |  | 3014052 |
|  | **Leisure Products - 1.06%** |  |  |
| 1131 | Acushnet Holdings Corp. (c) |  | 48022 |
| 1380 | Brunswick Corp. |  | 99470 |
| 1230 | Clarus Corp. |  | 9643 |
| 1750 | Hayward Holdings, Inc. (b) |  | 16450 |
| 509 | Johnson Outdoors, Inc. - Class A |  | 33655 |
| 856 | Malibu Boats, Inc. - Class A (b) |  | 45625 |
| 2765 | Marine Products Corp. |  | 32544 |
| 2894 | MasterCraft Boat Holdings, Inc. (b) |  | 74868 |
| 6336 | Mattel, Inc. (b)(c) |  | 113034 |
| 1002 | Polaris Industries, Inc. (c) |  | 101202 |
| 611 | Pool Corp. |  | 184724 |
| 3842 | Smith & Wesson Brands, Inc. |  | 33349 |
| 3865 | Solo Brands, Inc. - Class A(b)(c) |  | 14378 |
| 817 | Sturm, Ruger & Co., Inc. |  | 41356 |
| 2451 | Vista Outdoor, Inc. (b)(c) |  | 59731 |
| 1459 | YETI Holdings, Inc. (b)(c) |  | 60271 |
|  |  |  | 968322 |
|  | **Life Sciences Tools & Services - 0.92%** |  |  |
| 936 | 10X Genomics, Inc. - Class A (b) |  | 34108 |
| 5266 | AbCellera Biologics, Inc. - ADR (b) |  | 53345 |
| 2048 | Bio-Techne Corp. |  | 169738 |
| 1583 | Bruker Corp. (c) |  | 108198 |
| 503 | Charles River Laboratories International, Inc. (b) |  | 109604 |
| 2411 | Inotiv, Inc. (b) |  | 11910 |
| 1873 | Maravai LifeSciences Holdings, Inc. - Class A (b) |  | 26803 |
| 517 | Medpace holdings, Inc. (b)(c) |  | 109816 |
| 3173 | QIAGEN NV - ADR (b) |  | 158237 |
| 1706 | Syneos Health, Inc. (b) |  | 62576 |
|  |  |  | 844335 |
|  | **Machinery - 3.57%** |  |  |
| 1016 | AGCO Corp. |  | 140909 |
| 225 | Alamo Group, Inc. |  | 31860 |
| 409 | Albany International Corp. - Class A (c) |  | 40323 |
| 1469 | Allison Transmission Holdings, Inc. |  | 61110 |
| 1361 | Altra Industrial Motion Corp. |  | 81320 |
| 506 | Astec Industries, Inc. |  | 20574 |
| 525 | Badger Meter, Inc. (c) |  | 57241 |
| 840 | Barnes Group, Inc. |  | 34314 |
| 260 | Chart Industries, Inc. (b)(c) |  | 29960 |
| 1868 | CIRCOR International, Inc. (b) |  | 44757 |
| 1262 | Columbus McKinnon Corp. |  | 40977 |
| 734 | Crane Holdings Co. |  | 73730 |
| 1705 | Donaldson Co., Inc. |  | 100373 |
| 2190 | Energy Recovery, Inc. (b) |  | 44873 |
| 547 | EnPro Industries, Inc. (c) |  | 59453 |
| 1166 | Esab Corp. |  | 54709 |
| 272 | ESCO Technologies, Inc. |  | 23811 |
| 1477 | Evoqua Water Technologies Corp. (b) |  | 58489 |
| 8956 | Fathom Digital Manufacturing C (b) |  | 11822 |
| 753 | Federal Signal Corp. |  | 34992 |
| 1122 | Flowserve Corp. |  | 34423 |
| 3275 | Gates Industrial Corp PLC - ADR (b) |  | 37368 |
| 2320 | Graco, Inc. |  | 156043 |
| 417 | Helios Technologies, Inc. |  | 22701 |
| 640 | ITT, Inc. |  | 51904 |
| 449 | John Bean Technologies Corp. |  | 41007 |
| 293 | Kadant, Inc. |  | 52046 |
| 1046 | Kennametal, Inc. (c) |  | 25167 |
| 866 | Lincoln Electric Holdings, Inc. (c) |  | 125128 |
| 154 | Lindsay Corp. |  | 25079 |
| 2175 | Mueller Industries, Inc. (c) |  | 128325 |
| 1838 | Mueller Water Products, Inc. - Class A |  | 19777 |
| 803 | Nordson Corp. (c) |  | 190889 |
| 577 | Omega Flex, Inc. |  | 53846 |
| 905 | Oshkosh Corp. |  | 79812 |
| 1428 | Pentair PLC - ADR |  | 64231 |
| 770 | Proto Labs, Inc. (b) |  | 19658 |
| 143 | RBC Bearings, Inc. (b) |  | 29937 |
| 3472 | REV Group, Inc. |  | 43817 |
| 1026 | Snap-on, Inc. (c) |  | 234431 |
| 626 | SPX Technologies, Inc. (b)(c) |  | 41097 |
| 591 | Tennant Co. |  | 36388 |
| 1521 | Terex Corp. |  | 64977 |
| 3275 | The Manitowoc Co., Inc. (b) |  | 29999 |
| 475 | The Middleby Corp. (b)(c) |  | 63602 |
| 2159 | The Shyft Group Inc |  | 53673 |
| 859 | The Timken Co. (c) |  | 60706 |
| 1609 | The Toro Co. (c) |  | 182139 |
| 2756 | Titan International, Inc. (b) |  | 42222 |
| 1035 | TriMas Corp. |  | 28711 |
| 250 | Valmont Industries, Inc. |  | 82668 |
| 1200 | Wabash National Corp. (c) |  | 27120 |
| 510 | Watts Water Technologies, Inc. - Class A (c) |  | 74577 |
|  |  |  | 3269065 |
|  | **Marine - 0.28%** |  |  |
| 882 | Eagle Bulk Shipping, Inc. - ADR |  | 44047 |
| 2455 | Genco Shipping & Trading, Ltd. - ADR |  | 37709 |
| 1577 | Golden Ocean Group, Ltd. - ADR |  | 13704 |
| 747 | Kirby Corp. (b) |  | 48070 |
| 1003 | Matson, Inc. (c) |  | 62698 |
| 9051 | Safe Bulkers, Inc. - ADR |  | 26338 |
| 2752 | SFL Corp., Ltd. - ADR |  | 25373 |
|  |  |  | 257939 |
|  | **Media - 1.13%** |  |  |
| 5242 | Advantage Solutions, Inc. (b) |  | 10903 |
| 954 | AMC Networks, Inc. - Class A (b) |  | 14949 |
| 7233 | Entravision Communications Corp. - Class A |  | 34718 |
| 11078 | Gannett Co, Inc. (b) |  | 22488 |
| 2271 | Gray Television, Inc. |  | 25413 |
| 2219 | iHeartMedia, Inc. - Class A (b) |  | 13603 |
| 870 | John Wiley & Sons, Inc. - Class A (c) |  | 34852 |
| 4323 | Liberty Latin America, Ltd. - Class A - ADR (b) |  | 32552 |
| 2759 | Liberty Latin America, Ltd. - Class C - ADR (b) |  | 20968 |
| 393 | Liberty Media Group - Class A (b) |  | 20998 |
| 5686 | News Corp. - Class A (c) |  | 103485 |
| 2667 | News Corp. - Class B (c) |  | 49180 |
| 609 | Nexstar Media Group, Inc. (c) |  | 106593 |
| 1467 | Scholastic Corp. |  | 57888 |
| 1227 | Sinclair Broadcast Group, Inc. - Class A (c) |  | 19031 |
| 726 | TechTarget, Inc. (b) |  | 31988 |
| 3522 | TEGNA, Inc. |  | 74631 |
| 2882 | The E.W. Scripps Co. - Class A (b) |  | 38014 |
| 5323 | The Interpublic Group of Companies, Inc. (c) |  | 177309 |
| 2099 | The New York Times Co. - Class A (c) |  | 68134 |
| 2391 | Thryv Holdings, Inc. (b)(c) |  | 45429 |
| 688 | Value Line, Inc. |  | 35005 |
|  |  |  | 1038131 |
|  | **Metals & Mining - 2.16%** |  |  |
| 2708 | Alcoa Corp. |  | 123133 |
| 539 | Alpha Metallurgical Resources, Inc. |  | 78904 |
| 1212 | ATI, Inc. (b)(c) |  | 36190 |
| 8770 | Cleveland-Cliffs, Inc. (b)(c) |  | 141285 |
| 2114 | Commercial Metals Co. |  | 102106 |
| 1797 | Constellium SE - ADR (b) |  | 21258 |
| 503 | Gibraltar Industries, Inc. (b)(c) |  | 23078 |
| 693 | Haynes International, Inc. |  | 31663 |
| 5106 | Hecla Mining Co. |  | 28389 |
| 262 | Kaiser Aluminum Corp. |  | 19902 |
| 305 | Materion Corp. |  | 26691 |
| 806 | MP Materials Corp. (b) |  | 19570 |
| 2390 | Olympic Steel, Inc. |  | 80256 |
| 1307 | Reliance Steel & Aluminum Co. |  | 264589 |
| 271 | Royal Gold, Inc. (c) |  | 30547 |
| 4713 | Ryerson Holding Corp. |  | 142615 |
| 1101 | Schnitzer Steel Industries, Inc. - Class A |  | 33746 |
| 1870 | SSR Mining, Inc. - ADR |  | 29303 |
| 3701 | Steel Dynamics, Inc. |  | 361588 |
| 6980 | SunCoke Energy, Inc. |  | 60237 |
| 4206 | TimkenSteel Corp. (b) |  | 76423 |
| 5843 | United States Steel Corp. (c) |  | 146367 |
| 2494 | Warrior Met Coal, Inc. |  | 86392 |
| 259 | Worthington Industries, Inc. |  | 12875 |
|  |  |  | 1977107 |
|  | **Multiline Retail - 0.64%** |  |  |
| 1756 | Big Lots, Inc. |  | 25813 |
| 731 | Dillard's, Inc. - Class A (c) |  | 236259 |
| 3351 | Kohl's Corp. (c) |  | 84612 |
| 8172 | Macy's, Inc. (c) |  | 168752 |
| 2677 | Nordstrom, Inc. (c) |  | 43207 |
| 645 | Ollie's Bargain Outlet Holdings, Inc. (b)(c) |  | 30212 |
|  |  |  | 588855 |
|  | **Multi-Utilities - 0.27%** |  |  |
| 740 | Avista Corp. |  | 32812 |
| 625 | Black Hills Corp. (c) |  | 43963 |
| 2372 | MDU Resources Group, Inc. |  | 71966 |
| 3669 | NiSource, Inc. |  | 100604 |
|  |  |  | 249345 |
|  | **Oil, Gas & Consumable Fuels - 4.07%** |  |  |
| 5775 | Alto Ingredients, Inc. (b) |  | 16632 |
| 692 | Altus Midstream Co. |  | 22891 |
| 3973 | Amplify Energy Corp. (b) |  | 34923 |
| 2675 | Antero Midstream Corp. |  | 28863 |
| 4620 | Antero Resources Corp. (b)(c) |  | 143174 |
| 6201 | APA Corp. |  | 289463 |
| 377 | Arch Resources, Inc. (c) |  | 53832 |
| 1378 | Battalion Oil Corp. (b) |  | 13380 |
| 4684 | Berry Corp. |  | 37472 |
| 1483 | California Resources Corp. |  | 64525 |
| 728 | Callon Petroleum Co. (b) |  | 27002 |
| 839 | Centrus Energy Corp. - Class A (b) |  | 27251 |
| 1125 | Chesapeake Energy Corp. |  | 106166 |
| 801 | Chord Energy Corp. (c) |  | 109585 |
| 909 | Civitas Resources, Inc. (c) |  | 52658 |
| 2890 | CNX Resources Corp. (b)(c) |  | 48668 |
| 3364 | Comstock Resources, Inc. |  | 46120 |
| 1996 | CONSOL Energy, Inc. |  | 129740 |
| 1014 | CVR Energy, Inc. |  | 31779 |
| 1832 | Delek US Holdings, Inc (c) |  | 49464 |
| 592 | Denbury, Inc. (b) |  | 51516 |
| 2527 | Dorian LPG, Ltd. - ADR |  | 47887 |
| 661 | DT Midstream, Inc. (c) |  | 36527 |
| 3214 | Earthstone Energy, Inc. - Class A (b)(c) |  | 45735 |
| 4962 | Energy Fuels, Inc. - ADR (b) |  | 30814 |
| 306 | Enviva, Inc. (c) |  | 16209 |
| 7781 | Equitrans Midstream Corp. (c) |  | 52133 |
| 1401 | Frontline, Ltd. - ADR (c) |  | 17008 |
| 1287 | Golar LNG, Ltd. - ADR (b) |  | 29331 |
| 759 | Green Plains, Inc. (b)(c) |  | 23149 |
| 1984 | HF Sinclair Corp. |  | 102950 |
| 535 | International Seaways, Inc. - ADR |  | 19806 |
| 4521 | Kosmos Energy, Ltd. (b)(c) |  | 28754 |
| 584 | Laredo Petroleum, Inc. (b)(c) |  | 30029 |
| 4506 | Magnolia Oil & Gas Corp. - Class A (c) |  | 105666 |
| 2256 | Matador Resources Co. (c) |  | 129133 |
| 2607 | Murphy Oil Corp. (c) |  | 112127 |
| 832 | NACCO Industries, Inc. - Class A |  | 31616 |
| 388 | New Fortress Energy, Inc. (c) |  | 16459 |
| 1224 | Northern Oil and Gas, Inc. |  | 37724 |
| 3466 | OVINTIV, Inc. |  | 175761 |
| 2757 | PBF Energy, Inc. - Class A |  | 112430 |
| 1440 | PDC Energy, Inc. (c) |  | 91411 |
| 3067 | Peabody Energy Corp. (b)(c) |  | 81030 |
| 9317 | Permian Resources Corp. |  | 87580 |
| 3498 | Range Resources Corp. (c) |  | 87520 |
| 1154 | Ranger Oil Corp. - Class A (c) |  | 46656 |
| 11401 | Ring Energy, Inc. (b) |  | 28046 |
| 746 | Scorpio Tankers, Inc. - ADR |  | 40112 |
| 844 | SilverBow Resources, Inc. (b) |  | 23868 |
| 2509 | Sitio Royalties Corp. - Class A |  | 72397 |
| 2769 | SM Energy Co. |  | 96444 |
| 21175 | Southwestern Energy Co. (b)(c) |  | 123874 |
| 3722 | Talos Energy, Inc. (b)(c) |  | 70271 |
| 8927 | Teekay Corp. - ADR (b) |  | 40529 |
| 8338 | Tellurian, Inc. (b)(c) |  | 14008 |
| 56 | Texas Pacific Land Corp. (c) |  | 131277 |
| 8983 | Uranium Energy Corp. (b) |  | 34854 |
| 9899 | Vaalco Energy, Inc. |  | 45139 |
| 1111 | World Fuel Services Corp. |  | 30364 |
|  |  |  | 3731732 |
|  | **Paper & Forest Products - 0.49%** |  |  |
| 2267 | Boise Cascade Co. |  | 155675 |
| 1153 | Clearwater Paper Corp. (b) |  | 43595 |
| 2836 | Louisiana-Pacific Corp. (c) |  | 167891 |
| 2770 | Resolute Forest Products, Inc. (b) |  | 59804 |
| 522 | Sylvamo Corp. |  | 25364 |
|  |  |  | 452329 |
|  | **Personal Products - 0.72%** |  |  |
| 2487 | BellRing Brands, Inc. (b) |  | 63767 |
| 3902 | Coty, Inc. - Class A (b)(c) |  | 33401 |
| 994 | Edgewell Personal Care Co. |  | 38309 |
| 2147 | elf Beauty, Inc. (b) |  | 118729 |
| 2463 | Herbalife Nutrition, Ltd. - ADR (b)(c) |  | 36649 |
| 658 | Inter Parfums, Inc. |  | 63510 |
| 546 | Medifast, Inc. |  | 62981 |
| 4728 | Nature's Sunshine Products, Inc. (b) |  | 39337 |
| 1975 | Nu Skin Enterprises, Inc. - Class A |  | 83266 |
| 2957 | The Beauty Health Co. (b) |  | 26909 |
| 6107 | The Honest Co., Inc. (b) |  | 18382 |
| 7999 | Thorne HealthTech, Inc. (b) |  | 29036 |
| 929 | USANA Health Sciences, Inc. (b) |  | 49423 |
|  |  |  | 663699 |
|  | **Pharmaceuticals - 1.46%** |  |  |
| 27825 | Amneal Pharmaceuticals, Inc. (b) |  | 55372 |
| 3857 | Amphastar Pharmaceuticals, Inc. (b) |  | 108073 |
| 18514 | BARK, Inc. (b) |  | 27586 |
| 4309 | Collegium Pharmaceutical, Inc. (b) |  | 99969 |
| 5510 | Corcept Therapeutics, Inc. (b)(c) |  | 111908 |
| 1300 | Harmony Biosciences Holdings, Inc. (b) |  | 71630 |
| 7266 | Innoviva, Inc. (b)(c) |  | 96274 |
| 758 | Intra-Cellular Therapies, Inc. (b) |  | 40113 |
| 2288 | IVERIC Bio, Inc. (b) |  | 48986 |
| 1114 | Jazz Pharmaceuticals PLC - ADR (b) |  | 177471 |
| 1460 | Organon & Co. (c) |  | 40778 |
| 852 | Pacira Pharmaceuticals, Inc. (b) |  | 32896 |
| 2246 | Perrigo Co. PLC - ADR |  | 76566 |
| 1570 | Phibro Animal Health Corp. - Class A |  | 21054 |
| 1992 | Prestige Consumer Healthcare, Inc. (b)(c) |  | 124699 |
| 14034 | SIGA Technologies, Inc. (c) |  | 103290 |
| 2950 | Supernus Pharmaceuticals, Inc. (b)(c) |  | 105227 |
|  |  |  | 1341892 |
|  | **Professional Services - 1.45%** |  |  |
| 965 | ASGN, Inc. (b)(c) |  | 78628 |
| 6678 | Atlas Technical Consultants, Inc. (b) |  | 34392 |
| 1010 | CBIZ, Inc. (b) |  | 47318 |
| 422 | CRA International, Inc. (c) |  | 51665 |
| 379 | Exponent, Inc. |  | 37555 |
| 751 | Forrester Research, Inc. (b) |  | 26856 |
| 1236 | Franklin Covey Co. (b) |  | 57808 |
| 569 | FTI Consulting, Inc. (b)(c) |  | 90357 |
| 981 | Heidrick & Struggles International, Inc. |  | 27439 |
| 648 | Huron Consulting Group, Inc. (b)(c) |  | 47045 |
| 520 | ICF International, Inc. (c) |  | 51506 |
| 705 | Insperity, Inc. (c) |  | 80088 |
| 1821 | Kelly Services, Inc. - Class A |  | 30775 |
| 1318 | Kforce, Inc. |  | 72266 |
| 850 | Korn Ferry International |  | 43027 |
| 4364 | Legalzoom.com, Inc. (b) |  | 33777 |
| 903 | ManpowerGroup, Inc. |  | 75139 |
| 1451 | Red Violet, Inc. (b) |  | 33402 |
| 3696 | Resources Connection, Inc. |  | 67932 |
| 2408 | Robert Half International, Inc. |  | 177783 |
| 610 | TriNet Group, Inc. (b) |  | 41358 |
| 3068 | TrueBlue, Inc. (b) |  | 60071 |
| 2231 | Upwork, Inc. (b) |  | 23292 |
| 453 | VSE Corp. |  | 21237 |
| 837 | Willdan Group, Inc. (b) |  | 14940 |
|  |  |  | 1325656 |
|  | **Real Estate Management & Development - 0.52%** |  |  |
| 1201 | Americold Realty Trust, Inc. (c) |  | 34000 |
| 4807 | Anywhere Real Estate, Inc. (b)(c) |  | 30717 |
| 8613 | Compass, Inc. - Class A (b) |  | 20068 |
| 4494 | Cushman & Wakefield PLC - ADR (b) |  | 55995 |
| 6875 | eXp World Holdings, Inc. |  | 76175 |
| 2406 | Forestar Group, Inc. (b) |  | 37076 |
| 523 | Jones Lang LaSalle, Inc. (b) |  | 83351 |
| 2316 | Marcus & Millichap, Inc. (c) |  | 79786 |
| 1248 | RE/MAX Holdings, Inc. - Class A |  | 23263 |
| 5976 | The Necessity Retail REIT, Inc. - Class A |  | 35438 |
|  |  |  | 475869 |
|  | **Road & Rail - 0.85%** |  |  |
| 1081 | ArcBest Corp. (c) |  | 75713 |
| 364 | Avis Budget Group, Inc. (b) |  | 59671 |
| 1552 | Covenant Transportation Group, Inc. |  | 53653 |
| 5512 | Daseke, Inc. (b) |  | 31363 |
| 1042 | Hertz Global Holdings, Inc. (b)(c) |  | 16036 |
| 2390 | Knight-Swift Transportation Holdings, Inc. (c) |  | 125260 |
| 856 | Landstar System, Inc. (c) |  | 139442 |
| 1204 | Lyft, Inc. - Class A (b) |  | 13268 |
| 3064 | PAM Transportation Services, Inc. (b) |  | 79358 |
| 978 | RXO, Inc. (b) |  | 16822 |
| 1183 | Ryder System, Inc. |  | 98863 |
| 255 | Saia, Inc. (b)(c) |  | 53468 |
| 485 | Werner Enterprises, Inc. (c) |  | 19526 |
|  |  |  | 782443 |
|  | **Semiconductors & Semiconductor Equipment - 2.04%** |  |  |
| 514 | Advanced Energy Industries, Inc. (c) |  | 44091 |
| 2084 | Allegro MicroSystems, Inc. (b)(c) |  | 62562 |
| 2097 | Alpha & Omega Semiconductor, Ltd. - ADR (b) |  | 59911 |
| 481 | Ambarella, Inc. - ADR (b) |  | 39553 |
| 4307 | Amkor Technology, Inc. (c) |  | 103282 |
| 1199 | Axcelis Technologies, Inc. (b)(c) |  | 95153 |
| 561 | CEVA, Inc. (b)(c) |  | 14350 |
| 1474 | Cirrus Logic, Inc. (b) |  | 109783 |
| 1566 | Cohu, Inc. (b)(c) |  | 50190 |
| 957 | Diodes, Inc. (b)(c) |  | 72866 |
| 326 | Entegris, Inc. |  | 21382 |
| 663 | First Solar, Inc. (b) |  | 99311 |
| 1653 | FormFactor, Inc. (b) |  | 36746 |
| 728 | Impinj, Inc. (b) |  | 79483 |
| 1897 | Kulicke & Soffa Industries, Inc. (c) |  | 83961 |
| 2076 | Lattice Semiconductor Corp. (b) |  | 134691 |
| 612 | MACOM Technology Solutions Holdings, Inc. (b) |  | 38544 |
| 1894 | MaxLinear, Inc. (b)(c) |  | 64301 |
| 830 | MKS Instruments, Inc. (c) |  | 70326 |
| 1115 | Onto Innovation, Inc. (b) |  | 75920 |
| 4972 | Photronics, Inc. (b)(c) |  | 83679 |
| 1112 | Power Integrations, Inc. (c) |  | 79753 |
| 2869 | Rambus, Inc. (b)(c) |  | 102768 |
| 1097 | Semtech Corp. (b) |  | 31473 |
| 194 | Silicon Laboratories, Inc. (b)(c) |  | 26320 |
| 180 | SiTime Corp. (b)(c) |  | 18292 |
| 3330 | SMART Global Holdings, Inc. - ADR (b) |  | 49550 |
| 1404 | Ultra Clean Holdings, Inc. (b)(c) |  | 46543 |
| 1626 | Veeco Instruments, Inc. (b)(c) |  | 30211 |
| 601 | Wolfspeed, Inc. (b)(c) |  | 41493 |
|  |  |  | 1866488 |
|  | **Software - 4.78%** |  |  |
| 1438 | 2U, Inc. (b) |  | 9016 |
| 14430 | 8x8, Inc. (b) |  | 62338 |
| 7306 | A10 Networks, Inc. |  | 121499 |
| 2670 | ACI Worldwide, Inc. (b) |  | 61410 |
| 5761 | Adeia, Inc. |  | 54614 |
| 1402 | Agilysys, Inc. (b) |  | 110954 |
| 959 | Alarm.com Holdings, Inc. (b) |  | 47451 |
| 1157 | Altair Engineering, Inc. - Class A (b) |  | 52609 |
| 651 | Alteryx, Inc. - Class A (b) |  | 32986 |
| 2127 | American Software, Inc. - Class A |  | 31224 |
| 601 | Appfolio, Inc. - Class A (b) |  | 63333 |
| 877 | Appian Corp. - Class A (b) |  | 28555 |
| 2763 | AppLovin Corp. - Class A (b)(c) |  | 29094 |
| 1874 | Asana, Inc. - Class A (b) |  | 25805 |
| 298 | Aspen Technology, Inc. (b)(c) |  | 61209 |
| 1022 | Bentley Systems, Inc. - Class B |  | 37773 |
| 420 | Bill.com Holdings, Inc. (b)(c) |  | 45763 |
| 909 | Blackbaud, Inc. (b) |  | 53504 |
| 3537 | Box, Inc. - Class A (b)(c) |  | 110107 |
| 2098 | Cerence, Inc. (b) |  | 38876 |
| 1629 | CommVault Systems, Inc. (b) |  | 102366 |
| 1477 | Couchbase, Inc. (b) |  | 19585 |
| 8055 | Cvent Holding Corp. (b) |  | 43497 |
| 2213 | Digital Turbine, Inc. (b) |  | 33726 |
| 2227 | Domo, Inc. - Class B (b) |  | 31713 |
| 6270 | Dropbox, Inc. - Class A (b) |  | 140323 |
| 1863 | Dynatrace, Inc. (b)(c) |  | 71353 |
| 3491 | Ebix, Inc. (c) |  | 69680 |
| 5611 | eGain Corp. (b) |  | 50667 |
| 890 | Elastic NV - ADR (b) |  | 45835 |
| 824 | Envestnet, Inc. (b)(c) |  | 50841 |
| 896 | ePlus, Inc. (b) |  | 39675 |
| 2057 | EverCommerce, Inc. (b) |  | 15304 |
| 380 | Fair Isaac Corp. (b) |  | 227460 |
| 723 | Five9, Inc. (b) |  | 49063 |
| 6895 | Gen Digital, Inc. |  | 147760 |
| 352 | Globant SA - ADR (b) |  | 59192 |
| 1131 | Informatica, Inc. - Class A (b)(c) |  | 18424 |
| 1025 | Jack Henry & Associates, Inc. |  | 179949 |
| 1426 | LivePerson, Inc. (b) |  | 14460 |
| 1209 | Manhattan Associates, Inc. (b)(c) |  | 146773 |
| 4010 | Mitek Systems, Inc. (b) |  | 38857 |
| 1181 | Model N, Inc. (b) |  | 47901 |
| 4424 | Momentive Global, Inc. (b) |  | 30968 |
| 2046 | N-able, Inc. (b) |  | 21033 |
| 804 | New Relic, Inc. (b) |  | 45386 |
| 3423 | Nutanix, Inc. - Class A (b) |  | 89169 |
| 2018 | OneSpan, Inc. (b) |  | 22582 |
| 223 | Paylocity Holding Corp. (b) |  | 43320 |
| 1362 | Pegasystems, Inc. (c) |  | 46635 |
| 1970 | Progress Software Corp. (c) |  | 99387 |
| 1250 | PTC, Inc. (b) |  | 150050 |
| 683 | Qualys, Inc. (b) |  | 76653 |
| 1025 | Rapid7, Inc. (b) |  | 34830 |
| 18493 | Rimini Street, Inc. (b) |  | 70458 |
| 1261 | RingCentral, Inc. - Class A (b) |  | 44639 |
| 1100 | Sapiens International Corp NV - ADR |  | 20328 |
| 4170 | SecureWorks Corp. - Class A (b) |  | 26646 |
| 701 | SentinelOne, Inc. - Class A (b) |  | 10228 |
| 881 | ShotSpotter, Inc. (b) |  | 29804 |
| 1520 | Smartsheet, Inc. - Class A (b) |  | 59827 |
| 948 | Sprout Social, Inc. - Class A (b)(c) |  | 53524 |
| 762 | SPS Commerce, Inc. (b) |  | 97864 |
| 1579 | Tenable Holdings, Inc. (b) |  | 60239 |
| 896 | UiPath, Inc. - Class A(b) |  | 11388 |
| 5676 | Upland Software, Inc. (b) |  | 40470 |
| 2078 | Varonis Systems, Inc. (b) |  | 49747 |
| 2216 | Verint Systems, Inc. (b) |  | 80397 |
| 2971 | Veritone, Inc. (b) |  | 15746 |
| 1122 | Workiva, Inc. (b)(c) |  | 94214 |
| 2304 | Xperi, Inc. (b) |  | 19838 |
| 8583 | Yext, Inc. (b) |  | 56047 |
| 8822 | Zeta Global Holdings Corp. - Class A (b)(c) |  | 72076 |
| 743 | Ziff Davis, Inc. (b)(c) |  | 58771 |
| 3228 | Zuora, Inc. - Class A (b) |  | 20530 |
|  |  |  | 4375318 |
|  | **Specialty Retail - 4.59%** |  |  |
| 3108 | Abercrombie & Fitch Co. - Class A (b)(c) |  | 71204 |
| 2730 | Academy Sports & Outdoors, Inc. (c) |  | 143434 |
| 3165 | American Eagle Outfitters, Inc. (c) |  | 44183 |
| 634 | America's Car-Mart, Inc. (b) |  | 45813 |
| 522 | Asbury Automotive Group, Inc. (b)(c) |  | 93569 |
| 1252 | AutoNation, Inc. (b)(c) |  | 134340 |
| 4674 | Bed Bath & Beyond, Inc. (b)(c) |  | 11732 |
| 3864 | Big 5 Sporting Goods Corp. (c) |  | 34119 |
| 909 | Boot Barn Holdings, Inc. (b)(c) |  | 56831 |
| 2827 | Build-A-Bear Workshop, Inc. (b) |  | 67396 |
| 4189 | Caleres, Inc. (c) |  | 93331 |
| 1566 | Camping World Holdings, Inc. - Class A |  | 34953 |
| 12365 | Chico's FAS, Inc. (b)(c) |  | 60836 |
| 2170 | Citi Trends, Inc. (b) |  | 57462 |
| 3115 | Conn's, Inc. (b) |  | 21431 |
| 4179 | Designer Brands, Inc. - Class A |  | 40871 |
| 9912 | Destination XL Group, Inc. (b) |  | 66906 |
| 1401 | Dick's Sporting Goods, Inc. |  | 168526 |
| 3842 | EVgo, Inc. (b)(c) |  | 17174 |
| 22622 | Express, Inc. (b) |  | 23074 |
| 663 | Five Below, Inc. (b)(c) |  | 117265 |
| 1241 | Floor & Decor Holdings, Inc. - Class A (b)(c) |  | 86411 |
| 1866 | Foot Locker, Inc. (c) |  | 70516 |
| 4972 | GameStop Corp. - Class A (b)(c) |  | 91783 |
| 1394 | Genesco, Inc. (b) |  | 64152 |
| 591 | Group 1 Automotive, Inc. (c) |  | 106599 |
| 1392 | Guess?, Inc. |  | 28800 |
| 2397 | Haverty Furniture Cos., Inc. |  | 71670 |
| 1720 | Hibbett Sports, Inc. |  | 117338 |
| 4208 | JOANN, Inc. (c) |  | 11993 |
| 3434 | Leslie's, Inc. (b) |  | 41929 |
| 534 | Lithia Motors, Inc. (c) |  | 109331 |
| 5536 | Lumber Liquidators Holdings, Inc. (b) |  | 31112 |
| 1827 | MarineMax, Inc. (b)(c) |  | 57039 |
| 396 | Monro, Inc. (c) |  | 17899 |
| 585 | Murphy USA, Inc. (c) |  | 163531 |
| 1678 | National Vision Holdings, Inc. (b) |  | 65039 |
| 2017 | ODP Corp. (b) |  | 91854 |
| 842 | Penske Automotive Group, Inc. (c) |  | 96771 |
| 2191 | Petco Health & Wellness Co., Inc. (b)(c) |  | 20771 |
| 2384 | Rent-A-Center, Inc. |  | 53759 |
| 1206 | REX American Resources Corp. (b) |  | 38423 |
| 315 | RH (b)(c) |  | 84165 |
| 5338 | Sally Beauty Holdings, Inc. (b)(c) |  | 66832 |
| 2422 | Shoe Carnival, Inc. (c) |  | 57910 |
| 2149 | Signet Jewelers, Ltd. - ADR (c) |  | 146132 |
| 1610 | Sleep Number Corp. (b) |  | 41828 |
| 1367 | Sonic Automotive, Inc. - Class A (c) |  | 67352 |
| 6041 | Sportsman's Warehouse Holdings, Inc. (b) |  | 56846 |
| 3493 | The Aaron's Co., Inc. |  | 41741 |
| 1628 | The Buckle, Inc. (c) |  | 73830 |
| 4077 | The Cato Corp. - Class A |  | 38038 |
| 1432 | The Children's Place, Inc. (b)(c) |  | 52153 |
| 6889 | The Container Store Group, Inc. (b) |  | 29692 |
| 5188 | The Gap, Inc. (c) |  | 58521 |
| 5677 | Tile Shop Holdings, Inc. (b) |  | 24865 |
| 4339 | Tilly's, Inc. - Class A (b) |  | 39268 |
| 6106 | Torrid Holdings, Inc. (b)(c) |  | 18074 |
| 1085 | TravelCenters of America, Inc. (b) |  | 48586 |
| 1714 | Urban Outfitters, Inc. (b) |  | 40879 |
| 1427 | Victoria's Secret & Co. (b)(c) |  | 51058 |
| 2256 | Warby Parker, Inc. - Class A (b) |  | 30433 |
| 1516 | Williams Sonoma, Inc. (c) |  | 174219 |
| 330 | Winmark Corp. |  | 77824 |
| 2120 | Zumiez, Inc. (b)(c) |  | 46089 |
|  |  |  | 4207505 |
|  | **Technology Hardware, Storage & Peripherals - 0.79%** |  |  |
| 4908 | Avid Technology, Inc. (b) |  | 130504 |
| 1343 | Corsair Gaming, Inc. (b) |  | 18225 |
| 6639 | Diebold Nixdorf, Inc. (b) |  | 9427 |
| 3469 | NCR Corp. (b)(c) |  | 81209 |
| 5014 | Pure Storage, Inc. - Class A (b) |  | 134175 |
| 915 | Super Micro Computer, Inc. (b)(c) |  | 75121 |
| 1256 | Synaptics, Inc. (b) |  | 119521 |
| 3443 | Teradata Corp. (b) |  | 115891 |
| 2946 | Xerox Holdings Corp. (c) |  | 43012 |
|  |  |  | 727085 |
|  | **Textiles, Apparel & Luxury Goods - 2.15%** |  |  |
| 3391 | Capri Holdings, Ltd. - ADR (b)(c) |  | 194372 |
| 737 | Carter's, Inc. (c) |  | 54987 |
| 846 | Columbia Sportswear Co. (c) |  | 74093 |
| 2014 | Crocs, Inc. (b)(c) |  | 218378 |
| 585 | Deckers Outdoor Corp. (b) |  | 233509 |
| 8398 | Fossil Group, Inc. (b) |  | 36195 |
| 2482 | G-III Apparel Group, Ltd. (b) |  | 34028 |
| 5673 | Hanesbrands, Inc. (c) |  | 36080 |
| 2060 | Kontoor Brands, Inc. (c) |  | 82379 |
| 2555 | Movado Group, Inc. (c) |  | 82399 |
| 970 | Oxford Industries, Inc. |  | 90385 |
| 4675 | PLBY Group, Inc. (b) |  | 12856 |
| 1173 | PVH Corp. (c) |  | 82802 |
| 996 | Ralph Lauren Corp. (c) |  | 105247 |
| 830 | Rocky Brands, Inc. |  | 19605 |
| 1994 | Skechers U.S.A., Inc. - Class A (b) |  | 83648 |
| 1971 | Steven Madden, Ltd. (c) |  | 62993 |
| 2247 | Superior Uniform Group, Inc. |  | 22605 |
| 5543 | Tapestry, Inc. (c) |  | 211077 |
| 6655 | Under Armour, Inc. - Class A (b)(c) |  | 67615 |
| 7580 | Under Armour, Inc. - Class C (b)(c) |  | 67614 |
| 1790 | Unifi, Inc. (b) |  | 15412 |
| 213 | UniFirst Corp. |  | 41107 |
| 736 | Weyco Group, Inc. |  | 15574 |
| 2333 | Wolverine World Wide, Inc. |  | 25500 |
|  |  |  | 1970460 |
|  | **Thrifts & Mortgage Finance - 1.45%** |  |  |
| 898 | Axos Financial, Inc. (b) |  | 34321 |
| 1240 | Berkshire Hills Bancorp, Inc. |  | 37076 |
| 1990 | Bridgewater Bancshares, Inc. (b) |  | 35303 |
| 1806 | Columbia Financial, Inc. (b) |  | 39046 |
| 1805 | Enact Holdings, Inc. (c) |  | 43537 |
| 2098 | Essent Group, Ltd. - ADR |  | 81570 |
| 586 | Federal Agricultural Mortgage Corp. - Class C |  | 66048 |
| 1873 | Flushing Financial Corp. |  | 36299 |
| 33 | Hingham Institution for Savings |  | 9107 |
| 850 | Home Bancorp, Inc. |  | 34025 |
| 1221 | HomeStreet, Inc. |  | 33675 |
| 1757 | Kearny Financial Corp. |  | 17833 |
| 2399 | Luther Burbank Corp. |  | 26653 |
| 2008 | Merchants Bancorp (c) |  | 48835 |
| 6500 | MGIC Investment Corp. |  | 84500 |
| 2979 | Mr Cooper Group, Inc. (b)(c) |  | 119547 |
| 7900 | New York Community Bancorp, Inc. (c) |  | 67940 |
| 2319 | NMI Holdings, Inc. - Class A (b) |  | 48467 |
| 1957 | Northfield Bancorp, Inc. |  | 30784 |
| 1703 | Northwest Bancshares, Inc. |  | 23808 |
| 1127 | PennyMac Financial Services, Inc. |  | 63856 |
| 1937 | Provident Bancorp, Inc. |  | 14101 |
| 1422 | Provident Financial Services, Inc. (c) |  | 30374 |
| 4194 | Radian Group, Inc. |  | 79980 |
| 700 | Southern Missouri Bancorp, Inc. |  | 32081 |
| 9914 | UWM Holdings Corp. (c) |  | 32815 |
| 2069 | Velocity Financial, Inc. (b) |  | 19966 |
| 636 | Walker & Dunlop, Inc. |  | 49913 |
| 1191 | Washington Federal, Inc. |  | 39958 |
| 1034 | Waterstone Financial, Inc. |  | 17826 |
| 685 | WSFS Financial Corp. |  | 31058 |
|  |  |  | 1330302 |
|  | **Tobacco - 0.11%** |  |  |
| 990 | Turning Point Brands, Inc. |  | 21414 |
| 752 | Universal Corp. |  | 39713 |
| 3407 | Vector Group, Ltd. |  | 40407 |
|  |  |  | 101534 |
|  | **Trading Companies & Distributors - 2.38%** |  |  |
| 2166 | Alta Equipment Group, Inc. |  | 28570 |
| 996 | Applied Industrial Technologies, Inc. |  | 125526 |
| 1572 | Beacon Roofing Supply, Inc. (b) |  | 82986 |
| 1602 | BlueLinx Holdings, Inc. (b) |  | 113918 |
| 845 | Core & Main, Inc. - Class A (b) |  | 16317 |
| 2406 | DXP Enterprises, Inc. (b) |  | 66285 |
| 330 | GATX Corp. |  | 35092 |
| 1962 | Global Industrial Co. |  | 46166 |
| 2276 | GMS, Inc. (b) |  | 113345 |
| 1102 | H&E Equipment Services, Inc. |  | 50031 |
| 336 | Herc Holdings, Inc. (c) |  | 44208 |
| 8134 | Hudson Technologies, Inc. (b) |  | 82316 |
| 611 | Kaman Corp. |  | 13625 |
| 2731 | Karat Packaging, Inc. |  | 39244 |
| 4114 | MRC Global, Inc. (b) |  | 47640 |
| 975 | MSC Industrial Direct Co., Inc. - Class A |  | 79658 |
| 6286 | NOW, Inc. (b) |  | 79832 |
| 1262 | Rush Enterprises, Inc. - Class A |  | 65977 |
| 882 | Rush Enterprises, Inc. - Class B |  | 49630 |
| 941 | SiteOne Landscape Supply, Inc. (b)(c) |  | 110398 |
| 1587 | Textainer Group Holdings, Ltd. - ADR |  | 49213 |
| 2662 | Titan Machinery, Inc. (b) |  | 105761 |
| 650 | Transcat, Inc. (b) |  | 46066 |
| 954 | Triton International, Ltd. - ADR (c) |  | 65616 |
| 4754 | Univar Solutions, Inc. (b) |  | 151177 |
| 1796 | Veritiv Corp. (c) |  | 218591 |
| 519 | Watsco, Inc. (c) |  | 129439 |
| 988 | WESCO International, Inc. (b) |  | 123698 |
|  |  |  | 2180325 |
|  | **Water Utilities - 0.18%** |  |  |
| 244 | American States Water Co. (c) |  | 22582 |
| 470 | Artesian Resources Corp. - Class A |  | 27533 |
| 531 | California Water Service Group (c) |  | 32200 |
| 1648 | Essential Utilities, Inc. |  | 78659 |
|  |  |  | 160974 |
|  | **Wireless Telecommunication Services - 0.04%** |  |  |
| 1576 | Telephone & Data Systems, Inc. (c) |  | 16532 |
| 716 | United States Cellular Corp. (b)(c) |  | 14929 |
|  |  |  | 31461 |
|  | **Total Common Stocks (Cost $64,877,275)** |  | **84332276** |
|  | **INVESTMENT COMPANIES - 2.39%** |  |  |
|  | **International Equity Funds - 2.39%** |  |  |
| 16502 | Vanguard Extended Market ETF |  | 2192456 |
|  | **Total Investment Companies (Cost $1,966,832)** |  | **2192456** |
|  | **REAL ESTATE INVESTMENT TRUSTS - 4.81%** |  |  |
|  | **Real Estate Investment Trusts - 4.81%** |  |  |
| 2287 | Acadia Realty Trust |  | 32818 |
| 483 | Agree Realty Corp. (c) |  | 34259 |
| 479 | Alexander & Baldwin, Inc. |  | 8972 |
| 677 | American Assets Trust, Inc. |  | 17940 |
| 1957 | American Homes 4 Rent - Class A (c) |  | 58984 |
| 5448 | Annaly Capital Management, Inc. (c) |  | 114844 |
| 264 | Apartment Income REIT Corp. |  | 9058 |
| 6603 | Apartment Investment and Management Co. - Class A |  | 47013 |
| 3391 | Apollo Commercial Real Estate Finance, Inc. (c) |  | 36487 |
| 4839 | Apple Hospitality REIT, Inc. |  | 76359 |
| 4100 | Arbor Realty Trust, Inc. |  | 54079 |
| 2207 | Ares Commercial Real Estate Corp. (c) |  | 22710 |
| 1690 | Armada Hoffler Properties, Inc. |  | 19435 |
| 1865 | Blackstone Mortgage Trust, Inc. - Class A (c) |  | 39482 |
| 11688 | Braemar Hotels & Resorts, Inc. |  | 48038 |
| 3238 | Brandywine Realty Trust |  | 19914 |
| 4302 | Brixmor Property Group, Inc. |  | 97526 |
| 1826 | Broadstone Net Lease, Inc. |  | 29599 |
| 650 | Camden Property Trust |  | 72722 |
| 1596 | CBL & Associates Properties, Inc. |  | 36836 |
| 4458 | Chatham Lodging Trust |  | 54700 |
| 3267 | City Office REIT, Inc. |  | 27377 |
| 4177 | CoreCivic, Inc. (b) |  | 48286 |
| 1579 | Corporate Office Properties Trust (c) |  | 40959 |
| 2150 | Cousins Properties, Inc. (c) |  | 54373 |
| 230 | CubeSmart (c) |  | 9257 |
| 4239 | DiamondRock Hospitality Co. |  | 34717 |
| 1770 | Douglas Emmett, Inc. (c) |  | 27754 |
| 3808 | Dynex Capital, Inc. |  | 48438 |
| 1084 | Easterly Government Properties, Inc. (c) |  | 15469 |
| 2168 | Ellington Financial, Inc. |  | 26818 |
| 5645 | Empire State Realty Trust, Inc. - Class A |  | 38047 |
| 1398 | EPR Properties |  | 52733 |
| 430 | Equity LifeStyle Properties, Inc. |  | 27778 |
| 1203 | Essential Properties Realty Trust, Inc. |  | 28234 |
| 2660 | Farmland Partners, Inc. |  | 33144 |
| 507 | Federal Realty OP LP |  | 51227 |
| 218 | First Industrial Realty Trust, Inc. |  | 10521 |
| 1492 | Gaming and Leisure Properties, Inc. |  | 77718 |
| 1216 | Gladstone Commercial Corp. |  | 22496 |
| 1307 | Global Medical REIT, Inc. |  | 12390 |
| 2975 | Global Net Lease, Inc. (c) |  | 37396 |
| 4780 | Hersha Hospitality Trust - Class A |  | 40726 |
| 1400 | Highwoods Properties, Inc. |  | 39172 |
| 7240 | Host Hotels & Resorts, Inc. (c) |  | 116202 |
| 3005 | Hudson Pacific Properties, Inc. |  | 29239 |
| 1665 | Independence Realty Trust, Inc. (c) |  | 28072 |
| 2702 | Industrial Logistics Properties Trust |  | 8836 |
| 2001 | Iron Mountain, Inc. (c) |  | 99750 |
| 1544 | JBG SMITH Properties |  | 29305 |
| 1696 | Kilroy Realty Corp. (c) |  | 65584 |
| 6694 | Kimco Realty Corp. (c) |  | 141779 |
| 3552 | Kite Realty Group Trust |  | 74770 |
| 1079 | KKR Real Estate Finance Trust, Inc. |  | 15063 |
| 519 | Lamar Advertising Co. - Class A (c) |  | 48994 |
| 353 | Life Storage, Inc. |  | 34770 |
| 457 | LTC Properties, Inc. |  | 16237 |
| 1583 | LXP Industrial Trust |  | 15862 |
| 5334 | Macerich Co. (c) |  | 60061 |
| 5837 | Medical Properties Trust, Inc. (c) |  | 65024 |
| 247 | National Health Investors, Inc. |  | 12898 |
| 1218 | National Retail Properties, Inc. |  | 55736 |
| 415 | National Storage Affiliates Trust |  | 14990 |
| 8954 | New Residential Investment Corp. (c) |  | 73154 |
| 394 | NexPoint Residential Trust, Inc. |  | 17147 |
| 2535 | Office Properties Income Trust |  | 33842 |
| 1106 | Omega Healthcare Investors, Inc. (c) |  | 30913 |
| 3416 | Orion Office REIT, Inc. |  | 29173 |
| 924 | Outfront Media, Inc. |  | 15320 |
| 7463 | Paramount Group, Inc. |  | 44330 |
| 2989 | Park Hotels & Resorts, Inc. (c) |  | 35240 |
| 2889 | Pebblebrook Hotel Trust (c) |  | 38684 |
| 1052 | Phillips Edison & Co, Inc. (c) |  | 33496 |
| 1431 | Physicians Realty Trust (c) |  | 20707 |
| 3538 | Piedmont Office Realty Trust, Inc. - Class A |  | 32443 |
| 1082 | Plymouth Industrial REIT, Inc. |  | 20753 |
| 1113 | Postal Realty Trust, Inc. - Class A |  | 16172 |
| 1587 | PotlatchDeltic Corp. (c) |  | 69812 |
| 1128 | Rayonier, Inc. |  | 37179 |
| 2811 | Ready Capital Corp. (c) |  | 31315 |
| 1819 | Regency Centers Corp. |  | 113688 |
| 1973 | Retail Opportunity Investments Corp. |  | 29654 |
| 171 | Rexford Industrial Realty, Inc. |  | 9343 |
| 2198 | RLJ Lodging Trust |  | 23277 |
| 3658 | RPT Realty |  | 36726 |
| 363 | Ryman Hospitality Properties, Inc. |  | 29686 |
| 2930 | Sabra Health Care REIT, Inc. (c) |  | 36420 |
| 227 | Saul Centers, Inc. |  | 9234 |
| 8877 | Service Properties Trust |  | 64713 |
| 3318 | SITE Centers Corp. (c) |  | 45324 |
| 892 | SL Green Realty Corp. (c) |  | 30078 |
| 1424 | Spirit Realty Capital, Inc. |  | 56860 |
| 282 | STAG Industrial, Inc. (c) |  | 9111 |
| 3266 | Starwood Property Trust, Inc. (c) |  | 59866 |
| 2166 | STORE Capital Corp. |  | 69442 |
| 5458 | Summit Hotel Properties, Inc. |  | 39407 |
| 3469 | Sunstone Hotel Investors, Inc. |  | 33511 |
| 3216 | Tanger Factory Outlet Centers, Inc. (c) |  | 57695 |
| 10316 | The Geo Group, Inc. (b)(c) |  | 112960 |
| 2520 | Two Harbors Investment Corp. |  | 39740 |
| 3497 | Uniti Group, Inc. |  | 19338 |
| 1406 | Urban Edge Properties |  | 19811 |
| 1582 | Urstadt Biddle Properties, Inc. - Class A |  | 29979 |
| 2160 | Veris Residential, Inc. (b) |  | 34409 |
| 2380 | Vornado Realty Trust |  | 49528 |
| 6037 | Whitestone |  | 58197 |
| 3015 | Xenia Hotels & Resorts, Inc. |  | 39738 |
|  | **Total Real Estate Investment Trusts (Cost $5,050,564)** |  | **4407392** |
|  | **RIGHTS - 0.00%** |  |  |
|  | **Textiles, Apparel & Luxury Goods - 0.00%** |  |  |
| 4675 | PLBY Group, Inc (a)(b)(e)(f) |  | 0 |
|  | **Total Rights (Cost $2,063)** |  | **0** |
|  | **SHORT TERM INVESTMENTS - 0.29%** |  |  |
|  | **Money Market Funds - 0.29%** |  |  |
| 266869 | DWS Government Money Market Series - Institutional Shares |  |  |
|  | Effective Yield, 4.22% (d) |  | 266869 |
|  | **Total Short Term Investments (Cost $266,869)** |  | **266869** |
| **Number of Units** |  |  |  |
|  | **INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING COLLATERAL - 32.81%** |  |  |
| 30064806 | Mount Vernon Liquid Assets Portfolio, LLC |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Effective Yield, 4.49% (d) |  | 30064806 |
|  | **Total Investments Purchased with Proceeds from Securities Lending Collateral (Cost $30,064,806)** |  | **30064806** |
|  | **Total Investments (Cost $102,228,409) - 132.34%** |  | **121263799** |
|  | **Liabilities in Excess of Other Assets - (32.34)%** |  | **(29633213)** |
|  | **TOTAL NET ASSETS - 100.00%** | **$** | **91630586** |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |  |
| (a) | Value determined using significant unobservable inputs. Classified as Level 3 in the fair value hierarchy. |  |  |
| (b) | Non-income producing security. |  |  |
| (c) | All or portion of this security is on loan. |  |  |
| (d) | Seven-day yield as of December 31, 2022. |  |  |
| (e) | As of December 31, 2022, the Valuation Committee has fair valued these securities. The value of these securities were $13,672, which represents 0.01% of total net assets. | As of December 31, 2022, the Valuation Committee has fair valued these securities. The value of these securities were $13,672, which represents 0.01% of total net assets. | As of December 31, 2022, the Valuation Committee has fair valued these securities. The value of these securities were $13,672, which represents 0.01% of total net assets. |
| (f) | These securities have been deemed illiquid according to the Fund's liquidity guidelines. The value of these securities total $32,748, which represents 0.04% of the total assets. | These securities have been deemed illiquid according to the Fund's liquidity guidelines. The value of these securities total $32,748, which represents 0.04% of the total assets. | These securities have been deemed illiquid according to the Fund's liquidity guidelines. The value of these securities total $32,748, which represents 0.04% of the total assets. |
| Glossary of Terms | Glossary of Terms |  |  |
| ADR - | American Depositary Receipt |  |  |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GPS Funds I

- **b. Investment Company Act file number:** 811-10267

- **c. CIK number of Registrant:** 0001131042

- **d. LEI of Registrant:** 549300C07FJ85ION4I28

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

  - **Street Address 1:** 1655 Grant Street

  - **City:** Concord

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94520

  - **Telephone number:** 800-664-5345

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

- **a. Name of Series:** GuideMark Small/Mid Cap Core Fund

- **b. EDGAR series identifier (if any):** S000006185

- **c. LEI of Series:** 254900A8VBODHY0OT433

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

- **a. Date of fiscal year-end:** 2023-03-31

- **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:** $122427744.14

**Total Liabilities:** $30751505.80

**Net Assets:** $91676238.34

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017033 | 10.82%               | 4.48%                | -5.88%               |
| Class ID C000096248 | 0.00%                | 0.00%                | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $38009.65                | $9397305.75                                |
| Month 2  | $135422.67               | $4046110.13                                |
| Month 3  | $-343854.17              | $-5557856.47                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Pinnacle West Capital Corp                | Pinnacle West Capital Corp                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       819 | NS      | $62276.76     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Piper Sandler Cos                         | Piper Sandler Cos                             | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       574 | NS      | $74729.06     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Planet Fitness Inc                        | Planet Fitness Inc                            | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |       406 | NS      | $31992.80     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| PLBY Group Inc                            | PLBY Group Inc                                | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4675 | NS      | $12856.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Playstudios Inc                           | Playstudios Inc                               | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9230 | NS      | $35812.40     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Playtika Holding Corp                     | Playtika Holding Corp                         | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | IL        |      3749 | NS      | $31903.99     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Plexus Corp                               | Plexus Corp                                   | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       272 | NS      | $27996.96     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Plug Power Inc                            | Plug Power Inc                                | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |      1971 | NS      | $24381.27     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Plymouth Industrial REIT Inc              | Plymouth Industrial REIT Inc                  | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1082 | NS      | $20752.76     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Polaris Inc                               | Polaris Inc                                   | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      1002 | NS      | $101202.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Pool Corp                                 | Pool Corp                                     | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       611 | NS      | $184723.63    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Popular Inc                               | Popular Inc                                   | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      1178 | NS      | $78124.96     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Portland General Electric Co              | Portland General Electric Co                  | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       976 | NS      | $47824.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Post Holdings Inc                         | Post Holdings Inc                             | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       749 | NS      | $67604.74     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Postal Realty Trust Inc                   | Postal Realty Trust Inc                       | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |      1113 | NS      | $16171.89     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PotlatchDeltic Corp                       | PotlatchDeltic Corp                           | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      1587 | NS      | $69812.13     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Power Integrations Inc                    | Power Integrations Inc                        | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      1112 | NS      | $79752.64     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Preferred Bank/Los Angeles CA             | Preferred Bank/Los Angeles CA                 | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       551 | NS      | $41115.62     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Preformed Line Products Co                | Preformed Line Products Co                    | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       910 | NS      | $75793.90     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Premier Inc                               | Premier Inc                                   | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1671 | NS      | $58451.58     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Premier Financial Corp                    | Premier Financial Corp                        | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       738 | NS      | $19903.86     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Prestige Consumer Healthcare I            | Prestige Consumer Healthcare Inc              | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1992 | NS      | $124699.20    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| PriceSmart Inc                            | PriceSmart Inc                                | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       396 | NS      | $24068.88     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Primoris Services Corp                    | Primoris Services Corp                        | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      1601 | NS      | $35125.94     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Primerica Inc                             | Primerica Inc                                 | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       709 | NS      | $100550.38    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Primis Financial Corp                     | Primis Financial Corp                         | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      1560 | NS      | $18486.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Primo Water Corp                          | Primo Water Corp                              | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3800 | NS      | $59052.00     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ProAssurance Corp                         | ProAssurance Corp                             | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |       946 | NS      | $16526.62     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Priority Technology Holdings I            | Priority Technology Holdings Inc              | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               | CORP              | US        |      2388 | NS      | $12560.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PROG Holdings Inc                         | PROG Holdings Inc                             | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      1815 | NS      | $30655.35     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Progress Software Corp                    | Progress Software Corp                        | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      1970 | NS      | $99386.50     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Range Resources Corp                      | Range Resources Corp                          | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      3498 | NS      | $87519.96     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Rapid7 Inc                                | Rapid7 Inc                                    | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      1025 | NS      | $34829.50     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Rayonier Inc                              | Rayonier Inc                                  | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      1128 | NS      | $37178.88     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Bearings Inc                          | RBC Bearings Inc                              | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       143 | NS      | $29937.05     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| RE/MAX Holdings Inc                       | RE/MAX Holdings Inc                           | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      1248 | NS      | $23262.72     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ready Capital Corp                        | Ready Capital Corp                            | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |      2811 | NS      | $31314.54     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Anywhere Real Estate Inc                  | Anywhere Real Estate Inc                      | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      4807 | NS      | $30716.73     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Red Rock Resorts Inc                      | Red Rock Resorts Inc                          | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       710 | NS      | $28407.10     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Red Violet Inc                            | Red Violet Inc                                | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |      1451 | NS      | $33402.02     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Regal Rexnord Corp                        | Regal Rexnord Corp                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       705 | NS      | $84585.90     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Regency Centers Corp                      | Regency Centers Corp                          | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      1819 | NS      | $113687.50    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| REGENXBIO Inc                             | REGENXBIO Inc                                 | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      2910 | NS      | $65998.80     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Regional Management Corp                  | Regional Management Corp                      | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      1540 | NS      | $43243.20     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America I            | Reinsurance Group of America Inc              | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       908 | NS      | $129017.72    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Reliance Steel & Aluminum Co              | Reliance Steel & Aluminum Co                  | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      1307 | NS      | $264589.08    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Repligen Corp                             | Repligen Corp                                 | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       271 | NS      | $45883.01     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Rent-A-Center Inc/TX                      | Rent-A-Center Inc/TX                          | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      2384 | NS      | $53759.20     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Bancorp Inc/KY                   | Republic Bancorp Inc/KY                       | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       435 | NS      | $17800.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Repay Holdings Corp                       | Repay Holdings Corp                           | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6220 | NS      | $50071.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic First Bancorp Inc                | Republic First Bancorp Inc                    | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               | CORP              | US        |      6556 | NS      | $14095.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Resolute Forest Products Inc              | Resolute Forest Products Inc                  | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2770 | NS      | $59804.30     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Resideo Technologies Inc                  | Resideo Technologies Inc                      | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      2310 | NS      | $37999.50     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Resources Connection Inc                  | Resources Connection Inc                      | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3696 | NS      | $67932.48     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Retail Opportunity Investments            | Retail Opportunity Investments Corp           | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1973 | NS      | $29654.19     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Revolve Group Inc                         | Revolve Group Inc                             | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1742 | NS      | $38776.92     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| REX American Resources Corp               | REX American Resources Corp                   | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1206 | NS      | $38423.16     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Rexford Industrial Realty Inc             | Rexford Industrial Realty Inc                 | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |       171 | NS      | $9343.44      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ribbon Communications Inc                 | Ribbon Communications Inc                     | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |     14036 | NS      | $39160.44     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Rimini Street Inc                         | Rimini Street Inc                             | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |     18493 | NS      | $70458.33     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| RingCentral Inc                           | RingCentral Inc                               | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      1261 | NS      | $44639.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Ring Energy Inc                           | Ring Energy Inc                               | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |     11401 | NS      | $28046.46     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Rite Aid Corp                             | Rite Aid Corp                                 | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |      6432 | NS      | $21482.88     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Robert Half International Inc             | Robert Half International Inc                 | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      2408 | NS      | $177782.64    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Robinhood Markets Inc                     | Robinhood Markets Inc                         | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      3147 | NS      | $25616.58     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Rocky Brands Inc                          | Rocky Brands Inc                              | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |       830 | NS      | $19604.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| R1 RCM Inc                                | R1 RCM Inc                                    | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       955 | NS      | $10457.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Royal Gold Inc                            | Royal Gold Inc                                | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       271 | NS      | $30547.12     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Rush Enterprises Inc                      | Rush Enterprises Inc                          | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      1262 | NS      | $65977.36     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Rush Enterprises Inc                      | Rush Enterprises Inc                          | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       882 | NS      | $49630.14     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Ruth's Hospitality Group Inc              | Ruth's Hospitality Group Inc                  | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |      1474 | NS      | $22817.52     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryan Specialty Holdings Inc               | Ryan Specialty Holdings Inc                   | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1009 | NS      | $41883.59     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryder System Inc                          | Ryder System Inc                              | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      1183 | NS      | $98863.31     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryerson Holding Corp                      | Ryerson Holding Corp                          | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      4713 | NS      | $142615.38    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryman Hospitality Properties I            | Ryman Hospitality Properties Inc              | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |       363 | NS      | $29686.14     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| S&T Bancorp Inc                           | S&T Bancorp Inc                               | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1011 | NS      | $34555.98     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SEI Investments Co                        | SEI Investments Co                            | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      1754 | NS      | $102258.20    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| SL Green Realty Corp                      | SL Green Realty Corp                          | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |       892 | NS      | $30078.24     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| SLM Corp                                  | SLM Corp                                      | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5849 | NS      | $97093.40     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| SM Energy Co                              | SM Energy Co                                  | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      2769 | NS      | $96444.27     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| SPS Commerce Inc                          | SPS Commerce Inc                              | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       762 | NS      | $97863.66     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| SSR Mining Inc                            | SSR Mining Inc                                | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |      1870 | NS      | $29302.90     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SPX Technologies Inc                      | SPX Technologies Inc                          | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       626 | NS      | $41096.90     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Sabra Health Care REIT Inc                | Sabra Health Care REIT Inc                    | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      2930 | NS      | $36419.90     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Safety Insurance Group Inc                | Safety Insurance Group Inc                    | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       338 | NS      | $28479.88     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Saia Inc                                  | Saia Inc                                      | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       255 | NS      | $53468.40     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Sally Beauty Holdings Inc                 | Sally Beauty Holdings Inc                     | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      5338 | NS      | $66831.76     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Sandy Spring Bancorp Inc                  | Sandy Spring Bancorp Inc                      | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       695 | NS      | $24484.85     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| John B Sanfilippo & Son Inc               | John B Sanfilippo & Son Inc                   | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       383 | NS      | $31145.56     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanmina Corp                              | Sanmina Corp                                  | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      1430 | NS      | $81924.70     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Sarepta Therapeutics Inc                  | Sarepta Therapeutics Inc                      | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |       508 | NS      | $65826.64     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Saul Centers Inc                          | Saul Centers Inc                              | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       227 | NS      | $9234.36      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ScanSource Inc                            | ScanSource Inc                                | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      1282 | NS      | $37460.04     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Henry Schein Inc                          | Henry Schein Inc                              | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      2936 | NS      | $234498.32    | 0.26%             |  |  |  | No            | 1                  | On Loan: —       |
| Schnitzer Steel Industries Inc            | Schnitzer Steel Industries Inc                | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      1101 | NS      | $33745.65     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Sleep Number Corp                         | Sleep Number Corp                             | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      1610 | NS      | $41827.80     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Smith & Wesson Brands Inc                 | Smith & Wesson Brands Inc                     | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      3842 | NS      | $33348.56     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| A O Smith Corp                            | A O Smith Corp                                | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      2043 | NS      | $116941.32    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| SmartFinancial Inc                        | SmartFinancial Inc                            | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       865 | NS      | $23787.50     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Smartsheet Inc                            | Smartsheet Inc                                | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |      1520 | NS      | $59827.20     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap-on Inc                               | Snap-on Inc                                   | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      1026 | NS      | $234430.74    | 0.26%             |  |  |  | No            | 1                  | On Loan: —       |
| Snap One Holdings Corp                    | Snap One Holdings Corp                        | CUSIP: 83303Y105<br>LEI: 254900UH1TKVPR8FDW43 | Long             | EC               | CORP              | US        |      2136 | NS      | $15827.76     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SolarWinds Corp                           | SolarWinds Corp                               | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2715 | NS      | $25412.40     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Solo Brands Inc                           | Solo Brands Inc                               | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3865 | NS      | $14377.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Sonic Automotive Inc                      | Sonic Automotive Inc                          | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      1367 | NS      | $67352.09     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Sonoco Products Co                        | Sonoco Products Co                            | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       538 | NS      | $32661.98     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Sonos Inc                                 | Sonos Inc                                     | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      3326 | NS      | $56209.40     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| South Jersey Industries Inc               | South Jersey Industries Inc                   | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |       931 | NS      | $33078.43     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| South Plains Financial Inc                | South Plains Financial Inc                    | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      1398 | NS      | $38486.94     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SouthState Corp                           | SouthState Corp                               | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      1043 | NS      | $79643.48     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern First Bancshares Inc             | Southern First Bancshares Inc                 | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       424 | NS      | $19398.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Missouri Bancorp Inc             | Southern Missouri Bancorp Inc                 | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $32081.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Southside Bancshares Inc                  | Southside Bancshares Inc                      | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |       547 | NS      | $19686.53     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwest Gas Holdings Inc                | Southwest Gas Holdings Inc                    | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       541 | NS      | $33477.08     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwestern Energy Co                    | Southwestern Energy Co                        | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     21175 | NS      | $123873.75    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Blucora Inc                               | Blucora Inc                                   | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |       975 | NS      | $24891.75     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Ridge Bankshares Inc                 | Blue Ridge Bankshares Inc                     | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2411 | NS      | $30113.39     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BlueLinx Holdings Inc                     | BlueLinx Holdings Inc                         | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      1602 | NS      | $113918.22    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Bluegreen Vacations Holding Co            | Bluegreen Vacations Holding Corp              | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |      1821 | NS      | $45452.16     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Boise Cascade Co                          | Boise Cascade Co                              | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      2267 | NS      | $155674.89    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Capstar Financial Holdings Inc            | Capstar Financial Holdings Inc                | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1616 | NS      | $28538.56     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardiovascular Systems Inc                | Cardiovascular Systems Inc                    | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |      2571 | NS      | $35017.02     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CareDx Inc                                | CareDx Inc                                    | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      1051 | NS      | $11991.91     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cargurus Inc                              | Cargurus Inc                                  | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      3229 | NS      | $45238.29     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlisle Cos Inc                          | Carlisle Cos Inc                              | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       567 | NS      | $133613.55    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle Group Inc/The                     | Carlyle Group Inc/The                         | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      3817 | NS      | $113899.28    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Carriage Services Inc                     | Carriage Services Inc                         | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1319 | NS      | $36325.26     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CarParts.com Inc                          | CarParts.com Inc                              | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |      7464 | NS      | $46724.64     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cars.com Inc                              | Cars.com Inc                                  | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      5388 | NS      | $74192.76     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Carter's Inc                              | Carter's Inc                                  | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |       737 | NS      | $54987.57     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Casa Systems Inc                          | Casa Systems Inc                              | CUSIP: 14713L102<br>LEI: 549300PNQ0GUDHNZLG66 | Long             | EC               | CORP              | US        |      6414 | NS      | $17510.22     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Casella Waste Systems Inc                 | Casella Waste Systems Inc                     | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |       422 | NS      | $33468.82     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Casey's General Stores Inc                | Casey's General Stores Inc                    | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       740 | NS      | $166019.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Cass Information Systems Inc              | Cass Information Systems Inc                  | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      1526 | NS      | $69921.32     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Catalyst Pharmaceuticals Inc              | Catalyst Pharmaceuticals Inc                  | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     10835 | NS      | $201531.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Cathay General Bancorp                    | Cathay General Bancorp                        | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      1275 | NS      | $52007.25     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Cato Corp/The                             | Cato Corp/The                                 | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |      4077 | NS      | $38038.41     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Unisys Corp                               | Unisys Corp                                   | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      3906 | NS      | $19959.66     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| United Community Banks Inc/GA             | United Community Banks Inc/GA                 | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      2294 | NS      | $77537.20     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Cavco Industries Inc                      | Cavco Industries Inc                          | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       207 | NS      | $46833.75     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Celsius Holdings Inc                      | Celsius Holdings Inc                          | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       690 | NS      | $71787.60     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Central Garden & Pet Co                   | Central Garden & Pet Co                       | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       537 | NS      | $20110.65     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Garden & Pet Co                   | Central Garden & Pet Co                       | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       890 | NS      | $31862.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| United Bankshares Inc/WV                  | United Bankshares Inc/WV                      | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      1585 | NS      | $64176.65     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| United Fire Group Inc                     | United Fire Group Inc                         | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       757 | NS      | $20711.52     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Pacific Financial Corp            | Central Pacific Financial Corp                | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       815 | NS      | $16528.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Centrus Energy Corp                       | Centrus Energy Corp                           | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |       839 | NS      | $27250.72     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Century Casinos Inc                       | Century Casinos Inc                           | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |      2494 | NS      | $17532.82     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Century Communities Inc                   | Century Communities Inc                       | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |       692 | NS      | $34606.92     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Cerence Inc                               | Cerence Inc                                   | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      2098 | NS      | $38875.94     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Cerus Corp                                | Cerus Corp                                    | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |      7600 | NS      | $27740.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| CEVA Inc                                  | CEVA Inc                                      | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       561 | NS      | $14350.38     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| ChampionX Corp                            | ChampionX Corp                                | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      1730 | NS      | $50152.70     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| ChargePoint Holdings Inc                  | ChargePoint Holdings Inc                      | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |      1769 | NS      | $16858.57     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Charles River Laboratories Int            | Charles River Laboratories International Inc  | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       503 | NS      | $109603.70    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Chart Industries Inc                      | Chart Industries Inc                          | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       260 | NS      | $29959.80     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Chatham Lodging Trust                     | Chatham Lodging Trust                         | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4458 | NS      | $54699.66     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Chefs' Warehouse Inc/The                  | Chefs' Warehouse Inc/The                      | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      1091 | NS      | $36308.48     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Chemed Corp                               | Chemed Corp                                   | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       258 | NS      | $131690.94    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Chemours Co/The                           | Chemours Co/The                               | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      1979 | NS      | $60596.98     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Chesapeake Energy Corp                    | Chesapeake Energy Corp                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1125 | NS      | $106166.25    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Chico's FAS Inc                           | Chico's FAS Inc                               | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     12365 | NS      | $60835.80     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Children's Place Inc/The                  | Children's Place Inc/The                      | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |      1432 | NS      | $52153.44     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| United Natural Foods Inc                  | United Natural Foods Inc                      | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      3654 | NS      | $141446.34    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| United States Cellular Corp               | United States Cellular Corp                   | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |       716 | NS      | $14928.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| United States Lime & Minerals             | United States Lime & Minerals Inc             | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |       135 | NS      | $19002.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| US Foods Holding Corp                     | US Foods Holding Corp                         | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      4162 | NS      | $141591.24    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Steel Corp                  | United States Steel Corp                      | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      5843 | NS      | $146367.15    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| United Therapeutics Corp                  | United Therapeutics Corp                      | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      1170 | NS      | $325365.30    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Choice Hotels International In            | Choice Hotels International Inc               | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       478 | NS      | $53841.92     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Churchill Downs Inc                       | Churchill Downs Inc                           | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |       203 | NS      | $42920.29     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Unitil Corp                               | Unitil Corp                                   | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       485 | NS      | $24909.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Uniti Group Inc                           | Uniti Group Inc                               | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      3497 | NS      | $19338.41     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chuy's Holdings Inc                       | Chuy's Holdings Inc                           | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1016 | NS      | $28752.80     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ciena Corp                                | Ciena Corp                                    | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      2104 | NS      | $107261.92    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Univar Solutions Inc                      | Univar Solutions Inc                          | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      4754 | NS      | $151177.20    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Corp/VA                         | Universal Corp/VA                             | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       752 | NS      | $39713.12     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CIRCOR International Inc                  | CIRCOR International Inc                      | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |      1868 | NS      | $44757.28     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cirrus Logic Inc                          | Cirrus Logic Inc                              | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      1474 | NS      | $109783.52    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Citi Trends Inc                           | Citi Trends Inc                               | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      2170 | NS      | $57461.60     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| City Holding Co                           | City Holding Co                               | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       340 | NS      | $31650.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Universal Display Corp                    | Universal Display Corp                        | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       227 | NS      | $24525.08     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Electronics Inc                 | Universal Electronics Inc                     | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      1264 | NS      | $26303.84     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| City Office REIT Inc                      | City Office REIT Inc                          | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | CA        |      3267 | NS      | $27377.46     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Civista Bancshares Inc                    | Civista Bancshares Inc                        | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |       933 | NS      | $20535.33     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Civitas Resources Inc                     | Civitas Resources Inc                         | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |       909 | NS      | $52658.37     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Clarus Corp                               | Clarus Corp                                   | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |      1230 | NS      | $9643.20      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Clean Harbors Inc                         | Clean Harbors Inc                             | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       670 | NS      | $76460.40     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearfield Inc                            | Clearfield Inc                                | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      1147 | NS      | $107978.58    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Universal Health Services Inc             | Universal Health Services Inc                 | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       995 | NS      | $140185.55    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Univest Financial Corp                    | Univest Financial Corp                        | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      1224 | NS      | $31983.12     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearwater Paper Corp                     | Clearwater Paper Corp                         | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      1153 | NS      | $43594.93     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearway Energy Inc                       | Clearway Energy Inc                           | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      2339 | NS      | $69982.88     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearway Energy Inc                       | Clearway Energy Inc                           | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      2378 | NS      | $75786.86     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Cleveland-Cliffs Inc                      | Cleveland-Cliffs Inc                          | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |      8770 | NS      | $141284.70    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Unum Group                                | Unum Group                                    | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      3133 | NS      | $128546.99    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Upland Software Inc                       | Upland Software Inc                           | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |      5676 | NS      | $40469.88     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Coastal Financial Corp/WA                 | Coastal Financial Corp/WA                     | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |      1036 | NS      | $49230.72     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Consolidated Inc                | Coca-Cola Consolidated Inc                    | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       252 | NS      | $129114.72    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Cogent Communications Holdings            | Cogent Communications Holdings Inc            | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       558 | NS      | $31850.64     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognex Corp                               | Cognex Corp                                   | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      1908 | NS      | $89885.88     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Cohen & Steers Inc                        | Cohen & Steers Inc                            | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      1025 | NS      | $66174.00     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Coherent Corp                             | Coherent Corp                                 | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      1583 | NS      | $55563.30     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Coherus Biosciences Inc                   | Coherus Biosciences Inc                       | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      4694 | NS      | $37176.48     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Corsair Gaming Inc                        | Corsair Gaming Inc                            | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      1343 | NS      | $18224.51     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Upwork Inc                                | Upwork Inc                                    | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      2231 | NS      | $23291.64     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Uranium Energy Corp                       | Uranium Energy Corp                           | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | CA        |      8983 | NS      | $34854.04     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CorVel Corp                               | CorVel Corp                                   | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       356 | NS      | $51737.48     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Coty Inc                                  | Coty Inc                                      | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |      3902 | NS      | $33401.12     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Couchbase Inc                             | Couchbase Inc                                 | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |      1477 | NS      | $19585.02     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cousins Properties Inc                    | Cousins Properties Inc                        | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      2150 | NS      | $54373.50     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Urban Outfitters Inc                      | Urban Outfitters Inc                          | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      1714 | NS      | $40878.90     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Urban Edge Properties                     | Urban Edge Properties                         | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1406 | NS      | $19810.54     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Covenant Logistics Group Inc              | Covenant Logistics Group Inc                  | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1552 | NS      | $53652.64     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Cowen Inc                                 | Cowen Inc                                     | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      2109 | NS      | $81449.58     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Cracker Barrel Old Country Sto            | Cracker Barrel Old Country Store Inc          | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       256 | NS      | $24253.44     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Crane Holdings Co                         | Crane Holdings Co                             | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |       734 | NS      | $73730.30     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Urstadt Biddle Properties Inc             | Urstadt Biddle Properties Inc                 | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |      1582 | NS      | $29978.90     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Utah Medical Products Inc                 | Utah Medical Products Inc                     | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       242 | NS      | $24328.26     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Crawford & Co                             | Crawford & Co                                 | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      3215 | NS      | $17875.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Acceptance Corp                    | Credit Acceptance Corp                        | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       203 | NS      | $96303.20     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| UWM Holdings Corp                         | UWM Holdings Corp                             | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9914 | NS      | $32815.34     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| VSE Corp                                  | VSE Corp                                      | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |       453 | NS      | $21236.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Crocs Inc                                 | Crocs Inc                                     | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      2014 | NS      | $218378.02    | 0.24%             |  |  |  | No            | 1                  | On Loan: —       |
| Cross Country Healthcare Inc              | Cross Country Healthcare Inc                  | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      5262 | NS      | $139811.34    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| VAALCO Energy Inc                         | VAALCO Energy Inc                             | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |      9899 | NS      | $45139.44     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Vail Resorts Inc                          | Vail Resorts Inc                              | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       226 | NS      | $53867.10     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Holdings Inc                        | Crown Holdings Inc                            | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       896 | NS      | $73660.16     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| CubeSmart                                 | CubeSmart                                     | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       230 | NS      | $9257.50      | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Valhi Inc                                 | Valhi Inc                                     | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2062 | NS      | $45364.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Valley National Bancorp                   | Valley National Bancorp                       | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      5260 | NS      | $59490.60     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Valmont Industries Inc                    | Valmont Industries Inc                        | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       250 | NS      | $82667.50     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Value Line Inc                            | Value Line Inc                                | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       688 | NS      | $35005.44     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullen/Frost Bankers Inc                  | Cullen/Frost Bankers Inc                      | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       500 | NS      | $66850.00     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Curtiss-Wright Corp                       | Curtiss-Wright Corp                           | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       567 | NS      | $94683.33     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Valvoline Inc                             | Valvoline Inc                                 | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      2095 | NS      | $68401.75     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Vanda Pharmaceuticals Inc                 | Vanda Pharmaceuticals Inc                     | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      9018 | NS      | $66643.02     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Customers Bancorp Inc                     | Customers Bancorp Inc                         | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      2096 | NS      | $59400.64     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Cutera Inc                                | Cutera Inc                                    | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |      2317 | NS      | $102457.74    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Cytokinetics Inc                          | Cytokinetics Inc                              | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       653 | NS      | $29920.46     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| DHI Group Inc                             | DHI Group Inc                                 | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |      5208 | NS      | $27550.32     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Varex Imaging Corp                        | Varex Imaging Corp                            | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      1893 | NS      | $38427.90     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Varonis Systems Inc                       | Varonis Systems Inc                           | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      2078 | NS      | $49747.32     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| DXP Enterprises Inc/TX                    | DXP Enterprises Inc/TX                        | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2406 | NS      | $66285.30     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| DT Midstream Inc                          | DT Midstream Inc                              | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       661 | NS      | $36526.86     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| DXC Technology Co                         | DXC Technology Co                             | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      4207 | NS      | $111485.50    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Dana Inc                                  | Dana Inc                                      | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |       807 | NS      | $12209.91     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vector Group Ltd                          | Vector Group Ltd                              | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      3407 | NS      | $40407.02     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Veeco Instruments Inc                     | Veeco Instruments Inc                         | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      1626 | NS      | $30211.08     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Darling Ingredients Inc                   | Darling Ingredients Inc                       | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      1901 | NS      | $118983.59    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Daseke Inc                                | Daseke Inc                                    | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |      5512 | NS      | $31363.28     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| V2X Inc                                   | V2X Inc                                       | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1164 | NS      | $48061.56     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Velocity Financial Inc                    | Velocity Financial Inc                        | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2069 | NS      | $19965.85     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dave & Buster's Entertainment             | Dave & Buster's Entertainment Inc             | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      1072 | NS      | $37991.68     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| DaVita Inc                                | DaVita Inc                                    | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       690 | NS      | $51522.30     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Deckers Outdoor Corp                      | Deckers Outdoor Corp                          | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       585 | NS      | $233508.60    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Delek US Holdings Inc                     | Delek US Holdings Inc                         | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      1832 | NS      | $49464.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Vanguard Extended Market ETF              | Vanguard Extended Market ETF                  | CUSIP: 922908652<br>LEI: N/A                  | Long             | EC               | RF                | US        |     19338 | NS      | $2569246.68   | 2.80%             |  |  |  | No            | 1                  | On Loan: No      |
| Verint Systems Inc                        | Verint Systems Inc                            | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      2216 | NS      | $80396.48     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Denbury Inc                               | Denbury Inc                                   | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |       592 | NS      | $51515.84     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Deluxe Corp                               | Deluxe Corp                                   | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      2045 | NS      | $34724.10     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| DENTSPLY SIRONA Inc                       | DENTSPLY SIRONA Inc                           | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      2183 | NS      | $69506.72     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Veritex Holdings Inc                      | Veritex Holdings Inc                          | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |       909 | NS      | $25524.72     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Vornado Realty Trust                      | Vornado Realty Trust                          | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2380 | NS      | $49527.80     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya Financial Inc                        | Voya Financial Inc                            | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      2295 | NS      | $141119.55    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| WD-40 Co                                  | WD-40 Co                                      | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       438 | NS      | $70609.98     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| WSFS Financial Corp                       | WSFS Financial Corp                           | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       685 | NS      | $31057.90     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Wabash National Corp                      | Wabash National Corp                          | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      1200 | NS      | $27120.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Walker & Dunlop Inc                       | Walker & Dunlop Inc                           | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       636 | NS      | $49913.28     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Warby Parker Inc                          | Warby Parker Inc                              | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2256 | NS      | $30433.44     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Warrior Met Coal Inc                      | Warrior Met Coal Inc                          | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      2494 | NS      | $86392.16     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Washington Federal Inc                    | Washington Federal Inc                        | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1191 | NS      | $39958.05     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Washington Trust Bancorp Inc              | Washington Trust Bancorp Inc                  | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |       527 | NS      | $24863.86     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Waterstone Financial Inc                  | Waterstone Financial Inc                      | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      1034 | NS      | $17826.16     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Watsco Inc                                | Watsco Inc                                    | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       519 | NS      | $129438.60    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Watts Water Technologies Inc              | Watts Water Technologies Inc                  | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       510 | NS      | $74577.30     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Wayfair Inc                               | Wayfair Inc                                   | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      1239 | NS      | $40750.71     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Weber Inc                                 | Weber Inc                                     | CUSIP: 94770D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3221 | NS      | $25929.05     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Webster Financial Corp                    | Webster Financial Corp                        | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      1620 | NS      | $76690.80     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Weis Markets Inc                          | Weis Markets Inc                              | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1221 | NS      | $100476.09    | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Werner Enterprises Inc                    | Werner Enterprises Inc                        | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |       485 | NS      | $19526.10     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| WesBanco Inc                              | WesBanco Inc                                  | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1440 | NS      | $53251.20     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| WESCO International Inc                   | WESCO International Inc                       | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       988 | NS      | $123697.60    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| West BanCorp Inc                          | West BanCorp Inc                              | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |      1329 | NS      | $33955.95     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Alliance Bancorp                  | Western Alliance Bancorp                      | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      1946 | NS      | $115903.76    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Union Co/The                      | Western Union Co/The                          | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      4937 | NS      | $67982.49     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| WEX Inc                                   | WEX Inc                                       | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       369 | NS      | $60386.85     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Weyco Group Inc                           | Weyco Group Inc                               | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |       736 | NS      | $15573.76     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Whitestone REIT                           | Whitestone REIT                               | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6037 | NS      | $58196.68     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Whole Earth Brands Inc                    | Whole Earth Brands Inc                        | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3672 | NS      | $14945.04     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| John Wiley & Sons Inc                     | John Wiley & Sons Inc                         | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       870 | NS      | $34852.20     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Willdan Group Inc                         | Willdan Group Inc                             | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |       837 | NS      | $14940.45     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams-Sonoma Inc                       | Williams-Sonoma Inc                           | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      1516 | NS      | $174218.72    | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| WillScot Mobile Mini Holdings             | WillScot Mobile Mini Holdings Corp            | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      2661 | NS      | $120197.37    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Wingstop Inc                              | Wingstop Inc                                  | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       614 | NS      | $84498.68     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Winmark Corp                              | Winmark Corp                                  | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       330 | NS      | $77823.90     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Winnebago Industries Inc                  | Winnebago Industries Inc                      | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       674 | NS      | $35519.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Wintrust Financial Corp                   | Wintrust Financial Corp                       | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       851 | NS      | $71926.52     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Wolfspeed Inc                             | Wolfspeed Inc                                 | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |       601 | NS      | $41493.04     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Wolverine World Wide Inc                  | Wolverine World Wide Inc                      | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      2333 | NS      | $25499.69     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Woodward Inc                              | Woodward Inc                                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       362 | NS      | $34972.82     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Workiva Inc                               | Workiva Inc                                   | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      1122 | NS      | $94214.34     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| World Acceptance Corp                     | World Acceptance Corp                         | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       198 | NS      | $13056.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| World Fuel Services Corp                  | World Fuel Services Corp                      | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      1111 | NS      | $30363.63     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| WWE                                       | World Wrestling Entertainment Inc             | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |       853 | NS      | $58447.56     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Worthington Industries Inc                | Worthington Industries Inc                    | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       259 | NS      | $12874.89     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Artisan Partners Asset Managem            | Artisan Partners Asset Management Inc         | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      1629 | NS      | $48381.30     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Asana Inc                                 | Asana Inc                                     | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1874 | NS      | $25804.98     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Asbury Automotive Group Inc               | Asbury Automotive Group Inc                   | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       522 | NS      | $93568.50     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Ashland Inc                               | Ashland Inc                                   | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |       617 | NS      | $66346.01     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| WW International Inc                      | WW International Inc                          | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      5579 | NS      | $21534.94     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Wyndham Hotels & Resorts Inc              | Wyndham Hotels & Resorts Inc                  | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |       689 | NS      | $49132.59     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Associated Banc-Corp                      | Associated Banc-Corp                          | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      2420 | NS      | $55877.80     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Assurant Inc                              | Assurant Inc                                  | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       683 | NS      | $85415.98     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Wynn Resorts Ltd                          | Wynn Resorts Ltd                              | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       326 | NS      | $26885.22     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| XPO Inc                                   | XPO Inc                                       | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       978 | NS      | $32557.62     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Astec Industries Inc                      | Astec Industries Inc                          | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       506 | NS      | $20573.96     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Atkore Inc                                | Atkore Inc                                    | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      1540 | NS      | $174666.80    | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| Atlantic Union Bankshares Corp            | Atlantic Union Bankshares Corp                | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       975 | NS      | $34261.50     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlanticus Holdings Corp                  | Atlanticus Holdings Corp                      | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2036 | NS      | $53343.20     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlas Air Worldwide Holdings I            | Atlas Air Worldwide Holdings Inc              | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       930 | NS      | $93744.00     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Atlas Technical Consultants In            | Atlas Technical Consultants Inc               | CUSIP: 049430101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6678 | NS      | $34391.70     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| XPEL Inc                                  | XPEL Inc                                      | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      1020 | NS      | $61261.20     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Xenia Hotels & Resorts Inc                | Xenia Hotels & Resorts Inc                    | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      3015 | NS      | $39737.70     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AtriCure Inc                              | AtriCure Inc                                  | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       743 | NS      | $32974.34     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoNation Inc                            | AutoNation Inc                                | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1252 | NS      | $134339.60    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Xerox Holdings Corp                       | Xerox Holdings Corp                           | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      2946 | NS      | $43011.60     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Xometry Inc                               | Xometry Inc                                   | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |      1336 | NS      | $43059.28     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Avanos Medical Inc                        | Avanos Medical Inc                            | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      1771 | NS      | $47923.26     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Avery Dennison Corp                       | Avery Dennison Corp                           | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1147 | NS      | $207607.00    | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| Xperi Inc                                 | Xperi Inc                                     | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2304 | NS      | $19837.44     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Yelp Inc                                  | Yelp Inc                                      | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      2787 | NS      | $76196.58     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Aviat Networks Inc                        | Aviat Networks Inc                            | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |       922 | NS      | $28757.18     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Avid Technology Inc                       | Avid Technology Inc                           | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      4908 | NS      | $130503.72    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Yext Inc                                  | Yext Inc                                      | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |      8583 | NS      | $56046.99     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| YETI Holdings Inc                         | YETI Holdings Inc                             | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      1459 | NS      | $60271.29     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Avient Corp                               | Avient Corp                                   | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      1053 | NS      | $35549.28     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Avis Budget Group Inc                     | Avis Budget Group Inc                         | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       364 | NS      | $59670.52     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Zillow Group Inc                          | Zillow Group Inc                              | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      1698 | NS      | $54692.58     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Zeta Global Holdings Corp                 | Zeta Global Holdings Corp                     | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8822 | NS      | $72075.74     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Avista Corp                               | Avista Corp                                   | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       740 | NS      | $32811.60     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Avnet Inc                                 | Avnet Inc                                     | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      1446 | NS      | $60124.68     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Zions Bancorp NA                          | Zions Bancorp NA                              | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      2824 | NS      | $138827.84    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Zumiez Inc                                | Zumiez Inc                                    | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      2120 | NS      | $46088.80     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Axcelis Technologies Inc                  | Axcelis Technologies Inc                      | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      1199 | NS      | $95152.64     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Axon Enterprise Inc                       | Axon Enterprise Inc                           | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       938 | NS      | $155642.34    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Zuora Inc                                 | Zuora Inc                                     | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |      3228 | NS      | $20530.08     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Zynex Inc                                 | Zynex Inc                                     | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6439 | NS      | $89566.49     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Axos Financial Inc                        | Axos Financial Inc                            | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       898 | NS      | $34321.56     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Axonics Inc                               | Axonics Inc                                   | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |       216 | NS      | $13506.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Mount Vernon Liquid Assets Portfolio, LLC | Mount Vernon Liquid Assets Portfolio, LLC     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  30064806 | NS      | $30064806.00  | 32.79%            |  |  |  | No            | N/A                | On Loan: No      |
| PLBY Group Inc                            | PLBY Group Inc                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4675 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| BJ's Wholesale Club Holdings I            | BJ's Wholesale Club Holdings Inc              | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      2977 | NS      | $196958.32    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| BOK Financial Corp                        | BOK Financial Corp                            | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |       429 | NS      | $44525.91     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| BWX Technologies Inc                      | BWX Technologies Inc                          | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       326 | NS      | $18934.08     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Babcock & Wilcox Enterprises I            | Babcock & Wilcox Enterprises Inc              | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |      4498 | NS      | $25953.46     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Badger Meter Inc                          | Badger Meter Inc                              | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       525 | NS      | $57240.75     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| BancFirst Corp                            | BancFirst Corp                                | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       195 | NS      | $17195.10     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bancorp Inc/The                           | Bancorp Inc/The                               | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3049 | NS      | $86530.62     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Hawaii Corp                       | Bank of Hawaii Corp                           | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       590 | NS      | $45760.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Bank OZK                                  | Bank OZK                                      | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      1563 | NS      | $62613.78     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| BankUnited Inc                            | BankUnited Inc                                | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      1297 | NS      | $44059.09     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Barnes Group Inc                          | Barnes Group Inc                              | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |       840 | NS      | $34314.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Boot Barn Holdings Inc                    | Boot Barn Holdings Inc                        | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       909 | NS      | $56830.68     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Booz Allen Hamilton Holding Co            | Booz Allen Hamilton Holding Corp              | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      2269 | NS      | $237155.88    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| BorgWarner Inc                            | BorgWarner Inc                                | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      2430 | NS      | $97807.50     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Beer Co Inc/The                    | Boston Beer Co Inc/The                        | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       171 | NS      | $56347.92     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Box Inc                                   | Box Inc                                       | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      3537 | NS      | $110106.81    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Boyd Gaming Corp                          | Boyd Gaming Corp                              | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      1258 | NS      | $68598.74     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Brady Corp                                | Brady Corp                                    | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       926 | NS      | $43614.60     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Braemar Hotels & Resorts Inc              | Braemar Hotels & Resorts Inc                  | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |     11688 | NS      | $48037.68     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Brandywine Realty Trust                   | Brandywine Realty Trust                       | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      3238 | NS      | $19913.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bridgewater Bancshares Inc                | Bridgewater Bancshares Inc                    | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      1990 | NS      | $35302.60     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bright Horizons Family Solutio            | Bright Horizons Family Solutions Inc          | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       231 | NS      | $14576.10     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Brightcove Inc                            | Brightcove Inc                                | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |      9511 | NS      | $49742.53     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Brighthouse Financial Inc                 | Brighthouse Financial Inc                     | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      1726 | NS      | $88492.02     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| BrightView Holdings Inc                   | BrightView Holdings Inc                       | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      2399 | NS      | $16529.11     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Brightsphere Investment Group             | Brightsphere Investment Group Inc             | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      1632 | NS      | $33586.56     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Brinker International Inc                 | Brinker International Inc                     | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       729 | NS      | $23262.39     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Brink's Co/The                            | Brink's Co/The                                | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       720 | NS      | $38671.20     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristow Group Inc                         | Bristow Group Inc                             | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      1624 | NS      | $44059.12     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Brixmor Property Group Inc                | Brixmor Property Group Inc                    | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      4302 | NS      | $97526.34     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadstone Net Lease Inc                  | Broadstone Net Lease Inc                      | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      1826 | NS      | $29599.46     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Infrastructure Corp            | Brookfield Infrastructure Corp                | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2005 | NS      | $77994.50     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Renewable Corp                 | Brookfield Renewable Corp                     | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       480 | NS      | $13219.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown & Brown Inc                         | Brown & Brown Inc                             | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      3370 | NS      | $191988.90    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Bruker Corp                               | Bruker Corp                                   | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      1583 | NS      | $108198.05    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Brunswick Corp/DE                         | Brunswick Corp/DE                             | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      1380 | NS      | $99470.40     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Buckle Inc/The                            | Buckle Inc/The                                | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      1628 | NS      | $73829.80     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Build-A-Bear Workshop Inc                 | Build-A-Bear Workshop Inc                     | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      2827 | NS      | $67395.68     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Builders FirstSource Inc                  | Builders FirstSource Inc                      | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      4524 | NS      | $293517.12    | 0.32%             |  |  |  | No            | 1                  | On Loan: —       |
| Business First Bancshares Inc             | Business First Bancshares Inc                 | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |       993 | NS      | $21985.02     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Byline Bancorp Inc                        | Byline Bancorp Inc                            | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |       943 | NS      | $21660.71     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CBIZ Inc                                  | CBIZ Inc                                      | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      1010 | NS      | $47318.50     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CBL & Associates Properties In            | CBL & Associates Properties Inc               | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |      1596 | NS      | $36835.68     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Cboe Global Markets Inc                   | Cboe Global Markets Inc                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       841 | NS      | $105520.27    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CNB Financial Corp/PA                     | CNB Financial Corp/PA                         | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      1331 | NS      | $31664.49     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CRA International Inc                     | CRA International Inc                         | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       422 | NS      | $51665.46     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| CNO Financial Group Inc                   | CNO Financial Group Inc                       | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      2228 | NS      | $50909.80     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CSG Systems International Inc             | CSG Systems International Inc                 | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      1962 | NS      | $112226.40    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CSW Industrials Inc                       | CSW Industrials Inc                           | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       224 | NS      | $25968.32     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CTS Corp                                  | CTS Corp                                      | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      1302 | NS      | $51324.84     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| CNX Resources Corp                        | CNX Resources Corp                            | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      2890 | NS      | $48667.60     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| CVB Financial Corp                        | CVB Financial Corp                            | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1254 | NS      | $32290.50     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CVR Energy Inc                            | CVR Energy Inc                                | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      1014 | NS      | $31778.76     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cvent Holding Corp                        | Cvent Holding Corp                            | CUSIP: 126677103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8055 | NS      | $43497.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cabot Corp                                | Cabot Corp                                    | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       565 | NS      | $37764.60     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CACI International Inc                    | CACI International Inc                        | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       529 | NS      | $159012.11    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Cactus Inc                                | Cactus Inc                                    | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |       611 | NS      | $30708.86     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Bank                              | Cadence Bank                                  | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      2799 | NS      | $69023.34     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Cal-Maine Foods Inc                       | Cal-Maine Foods Inc                           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       421 | NS      | $22923.45     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Caleres Inc                               | Caleres Inc                                   | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      4189 | NS      | $93330.92     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| California Resources Corp                 | California Resources Corp                     | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      1483 | NS      | $64525.33     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| California Water Service Group            | California Water Service Group                | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       531 | NS      | $32199.84     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Calix Inc                                 | Calix Inc                                     | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      2439 | NS      | $166900.77    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Topgolf Callaway Brands Corp              | Topgolf Callaway Brands Corp                  | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |       627 | NS      | $12383.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Callon Petroleum Co                       | Callon Petroleum Co                           | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |       728 | NS      | $27001.52     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cambridge Bancorp                         | Cambridge Bancorp                             | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       261 | NS      | $21678.66     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Camden National Corp                      | Camden National Corp                          | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       481 | NS      | $20052.89     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Camden Property Trust                     | Camden Property Trust                         | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       650 | NS      | $72722.00     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Camping World Holdings Inc                | Camping World Holdings Inc                    | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      1566 | NS      | $34953.12     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital Bancorp Inc                       | Capital Bancorp Inc                           | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      1993 | NS      | $46915.22     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Financial Inc                     | Jackson Financial Inc                         | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      2242 | NS      | $77999.18     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Jefferies Financial Group Inc             | Jefferies Financial Group Inc                 | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      4221 | NS      | $144695.88    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| JELD-WEN Holding Inc                      | JELD-WEN Holding Inc                          | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      1681 | NS      | $16221.65     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JetBlue Airways Corp                      | JetBlue Airways Corp                          | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      2954 | NS      | $19141.92     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JOANN Inc                                 | JOANN Inc                                     | CUSIP: 47768J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4208 | NS      | $11992.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| John Bean Technologies Corp               | John Bean Technologies Corp                   | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       449 | NS      | $41007.17     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Outdoors Inc                      | Johnson Outdoors Inc                          | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       509 | NS      | $33655.08     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Joint Corp/The                            | Joint Corp/The                                | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3292 | NS      | $46022.16     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Jones Lang LaSalle Inc                    | Jones Lang LaSalle Inc                        | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       523 | NS      | $83350.51     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Ziff Davis Inc                            | Ziff Davis Inc                                | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       743 | NS      | $58771.30     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Juniper Networks Inc                      | Juniper Networks Inc                          | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      5889 | NS      | $188212.44    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| LXP Industrial Trust                      | LXP Industrial Trust                          | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      1583 | NS      | $15861.66     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Media Corp-Liberty For            | Liberty Media Corp-Liberty Formula One        | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1777 | NS      | $106229.06    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Liberty Media Corp-Liberty For            | Liberty Media Corp-Liberty Formula One        | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       393 | NS      | $20997.99     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ligand Pharmaceuticals Inc                | Ligand Pharmaceuticals Inc                    | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       358 | NS      | $23914.40     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lifetime Brands Inc                       | Lifetime Brands Inc                           | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |      3627 | NS      | $27528.93     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Life Storage Inc                          | Life Storage Inc                              | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |       353 | NS      | $34770.50     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln Electric Holdings Inc             | Lincoln Electric Holdings Inc                 | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       866 | NS      | $125128.34    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Lincoln National Corp                     | Lincoln National Corp                         | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      1417 | NS      | $43530.24     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Lindsay Corp                              | Lindsay Corp                                  | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       154 | NS      | $25078.90     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Liquidity Services Inc                    | Liquidity Services Inc                        | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |      1558 | NS      | $21905.48     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lithia Motors Inc                         | Lithia Motors Inc                             | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       534 | NS      | $109331.16    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Littelfuse Inc                            | Littelfuse Inc                                | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       181 | NS      | $39856.20     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Live Oak Bancshares Inc                   | Live Oak Bancshares Inc                       | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       876 | NS      | $26455.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| LivePerson Inc                            | LivePerson Inc                                | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |      1426 | NS      | $14459.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Livent Corp                               | Livent Corp                                   | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      2242 | NS      | $44548.54     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| LiveRamp Holdings Inc                     | LiveRamp Holdings Inc                         | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      2572 | NS      | $60287.68     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Louisiana-Pacific Corp                    | Louisiana-Pacific Corp                        | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      2836 | NS      | $167891.20    | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| Lovesac Co/The                            | Lovesac Co/The                                | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1726 | NS      | $37989.26     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Lulu's Fashion Lounge Holdings            | Lulu's Fashion Lounge Holdings Inc            | CUSIP: 55003A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3945 | NS      | $9901.95      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LL Flooring Holdings Inc                  | LL Flooring Holdings Inc                      | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5536 | NS      | $31112.32     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lumentum Holdings Inc                     | Lumentum Holdings Inc                         | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       850 | NS      | $44344.50     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Luther Burbank Corp                       | Luther Burbank Corp                           | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |      2399 | NS      | $26652.89     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lyft Inc                                  | Lyft Inc                                      | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      1204 | NS      | $13268.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MBIA Inc                                  | MBIA Inc                                      | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |      4760 | NS      | $61166.00     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Scholastic Corp                           | Scholastic Corp                               | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1467 | NS      | $57887.82     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MDU Resources Group Inc                   | MDU Resources Group Inc                       | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2372 | NS      | $71966.48     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| MGIC Investment Corp                      | MGIC Investment Corp                          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      6500 | NS      | $84500.00     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| MGP Ingredients Inc                       | MGP Ingredients Inc                           | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |       478 | NS      | $50849.64     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| M/I Homes Inc                             | M/I Homes Inc                                 | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       840 | NS      | $38791.20     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Science Applications Internati            | Science Applications International Corp       | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       578 | NS      | $64117.54     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Light & Wonder Inc                        | Light & Wonder Inc                            | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |      1433 | NS      | $83973.80     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| MKS Instruments Inc                       | MKS Instruments Inc                           | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       830 | NS      | $70325.90     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| MP Materials Corp                         | MP Materials Corp                             | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       806 | NS      | $19569.68     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| EW Scripps Co/The                         | EW Scripps Co/The                             | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      2882 | NS      | $38013.58     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Seaboard Corp                             | Seaboard Corp                                 | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |         8 | NS      | $30201.68     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MRC Global Inc                            | MRC Global Inc                                | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      4114 | NS      | $47640.12     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| MSA Safety Inc                            | MSA Safety Inc                                | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |       476 | NS      | $68634.44     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| MSC Industrial Direct Co Inc              | MSC Industrial Direct Co Inc                  | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       975 | NS      | $79657.50     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| MVB Financial Corp                        | MVB Financial Corp                            | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |       971 | NS      | $21381.42     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sealed Air Corp                           | Sealed Air Corp                               | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      2098 | NS      | $104648.24    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| SeaSpine Holdings Corp                    | SeaSpine Holdings Corp                        | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |      2448 | NS      | $20440.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SeaWorld Entertainment Inc                | SeaWorld Entertainment Inc                    | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |       777 | NS      | $41577.27     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SecureWorks Corp                          | SecureWorks Corp                              | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4170 | NS      | $26646.30     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MYR Group Inc                             | MYR Group Inc                                 | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       559 | NS      | $51467.13     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MACOM Technology Solutions Hol            | MACOM Technology Solutions Holdings Inc       | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       612 | NS      | $38543.76     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Select Medical Holdings Corp              | Select Medical Holdings Corp                  | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       730 | NS      | $18125.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Selective Insurance Group Inc             | Selective Insurance Group Inc                 | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       885 | NS      | $78419.85     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Macerich Co/The                           | Macerich Co/The                               | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      5334 | NS      | $60060.84     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Veris Residential Inc                     | Veris Residential Inc                         | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2160 | NS      | $34408.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Macy's Inc                                | Macy's Inc                                    | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      8172 | NS      | $168751.80    | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| Steven Madden Ltd                         | Steven Madden Ltd                             | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      1971 | NS      | $62993.16     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Semtech Corp                              | Semtech Corp                                  | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      1097 | NS      | $31472.93     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Seneca Foods Corp                         | Seneca Foods Corp                             | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       912 | NS      | $55586.40     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Magnolia Oil & Gas Corp                   | Magnolia Oil & Gas Corp                       | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4506 | NS      | $105665.70    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Malibu Boats Inc                          | Malibu Boats Inc                              | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       856 | NS      | $45624.80     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Sensient Technologies Corp                | Sensient Technologies Corp                    | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       298 | NS      | $21730.16     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SentinelOne Inc                           | SentinelOne Inc                               | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       701 | NS      | $10227.59     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Service Corp International/US             | Service Corp International/US                 | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      1753 | NS      | $121202.42    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Service Properties Trust                  | Service Properties Trust                      | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |      8877 | NS      | $64713.33     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Manhattan Associates Inc                  | Manhattan Associates Inc                      | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      1209 | NS      | $146772.60    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Manitowoc Co Inc/The                      | Manitowoc Co Inc/The                          | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      3275 | NS      | $29999.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ServisFirst Bancshares Inc                | ServisFirst Bancshares Inc                    | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       985 | NS      | $67876.35     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Shift4 Payments Inc                       | Shift4 Payments Inc                           | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       447 | NS      | $25000.71     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| MannKind Corp                             | MannKind Corp                                 | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |      7439 | NS      | $39203.53     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ManpowerGroup Inc                         | ManpowerGroup Inc                             | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       903 | NS      | $75138.63     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Maravai LifeSciences Holdings             | Maravai LifeSciences Holdings Inc             | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1873 | NS      | $26802.63     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Marcus & Millichap Inc                    | Marcus & Millichap Inc                        | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      2316 | NS      | $79786.20     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Shoe Carnival Inc                         | Shoe Carnival Inc                             | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2422 | NS      | $57910.02     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Shockwave Medical Inc                     | Shockwave Medical Inc                         | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       620 | NS      | $127478.20    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Marcus Corp/The                           | Marcus Corp/The                               | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      2021 | NS      | $29082.19     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| MarineMax Inc                             | MarineMax Inc                                 | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      1827 | NS      | $57038.94     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| ShotSpotter Inc                           | ShotSpotter Inc                               | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |       881 | NS      | $29804.23     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Shutterstock Inc                          | Shutterstock Inc                              | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       931 | NS      | $49082.32     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Marine Products Corp                      | Marine Products Corp                          | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2765 | NS      | $32544.05     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MarketAxess Holdings Inc                  | MarketAxess Holdings Inc                      | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       288 | NS      | $80320.32     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Shyft Group Inc/The                       | Shyft Group Inc/The                           | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |      2159 | NS      | $53672.74     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SI-BONE Inc                               | SI-BONE Inc                                   | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |      1859 | NS      | $25282.40     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Marriott Vacations Worldwide C            | Marriott Vacations Worldwide Corp             | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       597 | NS      | $80350.23     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Masimo Corp                               | Masimo Corp                                   | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       591 | NS      | $87438.45     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Masonite International Corp               | Masonite International Corp                   | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | US        |       608 | NS      | $49010.88     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| MasTec Inc                                | MasTec Inc                                    | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       909 | NS      | $77564.97     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Signature Bank/New York NY                | Signature Bank/New York NY                    | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       842 | NS      | $97015.24     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| SIGA Technologies Inc                     | SIGA Technologies Inc                         | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14034 | NS      | $103290.24    | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| MasterCraft Boat Holdings Inc             | MasterCraft Boat Holdings Inc                 | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      2894 | NS      | $74867.78     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Masterbrand Inc                           | Masterbrand Inc                               | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      2034 | NS      | $15356.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Silicon Laboratories Inc                  | Silicon Laboratories Inc                      | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       194 | NS      | $26319.98     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Silgan Holdings Inc                       | Silgan Holdings Inc                           | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1249 | NS      | $64748.16     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Matador Resources Co                      | Matador Resources Co                          | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      2256 | NS      | $129133.44    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Materion Corp                             | Materion Corp                                 | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       305 | NS      | $26690.55     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Silk Road Medical Inc                     | Silk Road Medical Inc                         | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |      1248 | NS      | $65956.80     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Silvercrest Asset Management G            | Silvercrest Asset Management Group Inc        | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1047 | NS      | $19652.19     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SilverBow Resources Inc                   | SilverBow Resources Inc                       | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |       844 | NS      | $23868.32     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Simmons First National Corp               | Simmons First National Corp                   | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      1861 | NS      | $40160.38     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Matson Inc                                | Matson Inc                                    | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1003 | NS      | $62697.53     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Mattel Inc                                | Mattel Inc                                    | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      6336 | NS      | $113034.24    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Simply Good Foods Co/The                  | Simply Good Foods Co/The                      | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       929 | NS      | $35329.87     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Simpson Manufacturing Co Inc              | Simpson Manufacturing Co Inc                  | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       865 | NS      | $76690.90     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Matthews International Corp               | Matthews International Corp                   | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      1233 | NS      | $37532.52     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| MaxLinear Inc                             | MaxLinear Inc                                 | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      1894 | NS      | $64301.30     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Sinclair Broadcast Group Inc              | Sinclair Broadcast Group Inc                  | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |      1227 | NS      | $19030.77     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| SITE Centers Corp                         | SITE Centers Corp                             | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      3318 | NS      | $45323.88     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| SiteOne Landscape Supply Inc              | SiteOne Landscape Supply Inc                  | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |       941 | NS      | $110398.12    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| SiTime Corp                               | SiTime Corp                                   | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       180 | NS      | $18291.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| NMI Holdings Inc                          | NMI Holdings Inc                              | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      2319 | NS      | $48467.10     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy Inc                            | NRG Energy Inc                                | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      5168 | NS      | $164445.76    | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| Sitio Royalties Corp                      | Sitio Royalties Corp                          | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2509 | NS      | $72397.00     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Skechers USA Inc                          | Skechers USA Inc                              | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      1994 | NS      | $83648.30     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| NV5 Global Inc                            | NV5 Global Inc                                | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $66160.00     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| NOV Inc                                   | NOV Inc                                       | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      3407 | NS      | $71172.23     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Skillz Inc                                | Skillz Inc                                    | CUSIP: 83067L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15957 | NS      | $8082.22      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Skyline Champion Corp                     | Skyline Champion Corp                         | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1396 | NS      | $71907.96     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| NACCO Industries Inc                      | NACCO Industries Inc                          | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       832 | NS      | $31616.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Napco Security Technologies In            | Napco Security Technologies Inc               | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      3428 | NS      | $94201.44     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| SkyWest Inc                               | SkyWest Inc                                   | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       750 | NS      | $12382.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Motor Products Inc               | Standard Motor Products Inc                   | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       894 | NS      | $31111.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Natera Inc                                | Natera Inc                                    | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       394 | NS      | $15826.98     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| National Bank Holdings Corp               | National Bank Holdings Corp                   | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       519 | NS      | $21834.33     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Standex International Corp                | Standex International Corp                    | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       343 | NS      | $35126.63     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Starwood Property Trust Inc               | Starwood Property Trust Inc                   | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      3266 | NS      | $59865.78     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| National Beverage Corp                    | National Beverage Corp                        | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      1321 | NS      | $61466.13     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| National HealthCare Corp                  | National HealthCare Corp                      | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       707 | NS      | $42066.50     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Steel Dynamics Inc                        | Steel Dynamics Inc                            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3701 | NS      | $361587.70    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Steelcase Inc                             | Steelcase Inc                                 | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      2956 | NS      | $20898.92     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| National Fuel Gas Co                      | National Fuel Gas Co                          | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       785 | NS      | $49690.50     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| National Health Investors Inc             | National Health Investors Inc                 | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |       247 | NS      | $12898.34     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Stericycle Inc                            | Stericycle Inc                                | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |       500 | NS      | $24945.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| StepStone Group Inc                       | StepStone Group Inc                           | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       352 | NS      | $8863.36      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| National Instruments Corp                 | National Instruments Corp                     | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      2266 | NS      | $83615.40     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| National Research Corp                    | National Research Corp                        | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      1573 | NS      | $58672.90     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sterling Infrastructure Inc               | Sterling Infrastructure Inc                   | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      2237 | NS      | $73373.60     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Stewart Information Services C            | Stewart Information Services Corp             | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      1050 | NS      | $44866.50     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| National Retail Properties Inc            | National Retail Properties Inc                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      1218 | NS      | $55735.68     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| National Storage Affiliates Tr            | National Storage Affiliates Trust             | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       415 | NS      | $14989.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Stifel Financial Corp                     | Stifel Financial Corp                         | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      2110 | NS      | $123160.70    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Stitch Fix Inc                            | Stitch Fix Inc                                | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |      9554 | NS      | $29712.94     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| National Vision Holdings Inc              | National Vision Holdings Inc                  | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      1678 | NS      | $65039.28     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Stock Yards Bancorp Inc                   | Stock Yards Bancorp Inc                       | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |       549 | NS      | $35674.02     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Stoneridge Inc                            | Stoneridge Inc                                | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      1319 | NS      | $28437.64     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| StoneX Group Inc                          | StoneX Group Inc                              | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       828 | NS      | $78908.40     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| STORE Capital Corp                        | STORE Capital Corp                            | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |      2166 | NS      | $69441.96     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Strategic Education Inc                   | Strategic Education Inc                       | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |       523 | NS      | $40961.36     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Stride Inc                                | Stride Inc                                    | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      2317 | NS      | $72475.76     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Sturm Ruger & Co Inc                      | Sturm Ruger & Co Inc                          | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |       817 | NS      | $41356.54     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Summit Financial Group Inc                | Summit Financial Group Inc                    | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1277 | NS      | $31784.53     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Summit Hotel Properties Inc               | Summit Hotel Properties Inc                   | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |      5458 | NS      | $39406.76     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Summit Materials Inc                      | Summit Materials Inc                          | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |      1631 | NS      | $46311.70     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| SunCoke Energy Inc                        | SunCoke Energy Inc                            | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      6980 | NS      | $60237.40     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunstone Hotel Investors Inc              | Sunstone Hotel Investors Inc                  | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      3469 | NS      | $33510.54     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Super Micro Computer Inc                  | Super Micro Computer Inc                      | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       915 | NS      | $75121.50     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Superior Group of Cos Inc                 | Superior Group of Cos Inc                     | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |      2247 | NS      | $22604.82     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Supernus Pharmaceuticals Inc              | Supernus Pharmaceuticals Inc                  | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      2950 | NS      | $105226.50    | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Surgery Partners Inc                      | Surgery Partners Inc                          | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |       926 | NS      | $25798.36     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Surmodics Inc                             | Surmodics Inc                                 | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |       721 | NS      | $24600.52     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Sylvamo Corp                              | Sylvamo Corp                                  | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       522 | NS      | $25363.98     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Synaptics Inc                             | Synaptics Inc                                 | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      1256 | NS      | $119520.96    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Synovus Financial Corp                    | Synovus Financial Corp                        | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      2558 | NS      | $96052.90     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| TD SYNNEX Corp                            | TD SYNNEX Corp                                | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       726 | NS      | $68759.46     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Syneos Health Inc                         | Syneos Health Inc                             | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      1706 | NS      | $62576.08     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Tri Pointe Homes Inc                      | Tri Pointe Homes Inc                          | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3387 | NS      | $62964.33     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| TTM Technologies Inc                      | TTM Technologies Inc                          | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      3515 | NS      | $53006.20     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Tactile Systems Technology Inc            | Tactile Systems Technology Inc                | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |      8842 | NS      | $101506.16    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Talos Energy Inc                          | Talos Energy Inc                              | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      3722 | NS      | $70271.36     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Tandem Diabetes Care Inc                  | Tandem Diabetes Care Inc                      | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      1260 | NS      | $56637.00     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Tanger Factory Outlet Centers             | Tanger Factory Outlet Centers Inc             | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      3216 | NS      | $57695.04     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Tapestry Inc                              | Tapestry Inc                                  | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      5543 | NS      | $211077.44    | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| Target Hospitality Corp                   | Target Hospitality Corp                       | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8027 | NS      | $121528.78    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Taylor Morrison Home Corp                 | Taylor Morrison Home Corp                     | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      2661 | NS      | $80761.35     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| TechTarget Inc                            | TechTarget Inc                                | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       726 | NS      | $31987.56     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| TEGNA Inc                                 | TEGNA Inc                                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      3522 | NS      | $74631.18     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Teladoc Health Inc                        | Teladoc Health Inc                            | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      2115 | NS      | $50019.75     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Telephone and Data Systems Inc            | Telephone and Data Systems Inc                | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1576 | NS      | $16532.24     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Tellurian Inc                             | Tellurian Inc                                 | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               | CORP              | US        |      8338 | NS      | $14007.84     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Tempur Sealy International Inc            | Tempur Sealy International Inc                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      3862 | NS      | $132582.46    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Tenable Holdings Inc                      | Tenable Holdings Inc                          | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      1579 | NS      | $60238.85     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| 10X Genomics Inc                          | 10X Genomics Inc                              | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |       936 | NS      | $34107.84     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenet Healthcare Corp                     | Tenet Healthcare Corp                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      1777 | NS      | $86699.83     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Tennant Co                                | Tennant Co                                    | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       591 | NS      | $36387.87     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Teradata Corp                             | Teradata Corp                                 | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      3443 | NS      | $115891.38    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Terex Corp                                | Terex Corp                                    | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      1521 | NS      | $64977.12     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| TETRA Technologies Inc                    | TETRA Technologies Inc                        | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |      9166 | NS      | $31714.36     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| First Industrial Realty Trust             | First Industrial Realty Trust Inc             | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       218 | NS      | $10520.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First Internet Bancorp                    | First Internet Bancorp                        | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      1030 | NS      | $25008.40     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| First Interstate BancSystem In            | First Interstate BancSystem Inc               | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |       450 | NS      | $17392.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| First Solar Inc                           | First Solar Inc                               | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       663 | NS      | $99310.77     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| FirstCash Holdings Inc                    | FirstCash Holdings Inc                        | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       395 | NS      | $34329.45     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Five Below Inc                            | Five Below Inc                                | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       663 | NS      | $117264.81    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Five9 Inc                                 | Five9 Inc                                     | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |       723 | NS      | $49062.78     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Floor & Decor Holdings Inc                | Floor & Decor Holdings Inc                    | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      1241 | NS      | $86410.83     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Fluor Corp                                | Fluor Corp                                    | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      1747 | NS      | $60551.02     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Flowers Foods Inc                         | Flowers Foods Inc                             | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      4417 | NS      | $126944.58    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Flowserve Corp                            | Flowserve Corp                                | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      1122 | NS      | $34422.96     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Flushing Financial Corp                   | Flushing Financial Corp                       | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1873 | NS      | $36298.74     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Foghorn Therapeutics Inc                  | Foghorn Therapeutics Inc                      | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3154 | NS      | $20122.52     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Foot Locker Inc                           | Foot Locker Inc                               | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      1866 | NS      | $70516.14     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Forestar Group Inc                        | Forestar Group Inc                            | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      2406 | NS      | $37076.46     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| FormFactor Inc                            | FormFactor Inc                                | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      1653 | NS      | $36746.19     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Forrester Research Inc                    | Forrester Research Inc                        | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |       751 | NS      | $26855.76     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortune Brands Innovations Inc            | Fortune Brands Innovations Inc                | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      2034 | NS      | $116161.74    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Forward Air Corp                          | Forward Air Corp                              | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       541 | NS      | $56745.49     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fossil Group Inc                          | Fossil Group Inc                              | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |      8398 | NS      | $36195.38     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Factory Holding Corp                  | Fox Factory Holding Corp                      | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       381 | NS      | $34758.63     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Franchise Group Inc                       | Franchise Group Inc                           | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |      1083 | NS      | $25797.06     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Covey Co                         | Franklin Covey Co                             | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1236 | NS      | $57807.72     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Electric Co Inc                  | Franklin Electric Co Inc                      | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       799 | NS      | $63720.25     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| FRESH MKT INC ESCROW                      | FRESH MKT INC ESCROW                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2843 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Frontdoor Inc                             | Frontdoor Inc                                 | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      2598 | NS      | $54038.40     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Greif Inc                                 | Greif Inc                                     | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       696 | NS      | $46673.76     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Greif Inc                                 | Greif Inc                                     | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       436 | NS      | $34108.28     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Grid Dynamics Holdings Inc                | Grid Dynamics Holdings Inc                    | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1738 | NS      | $19500.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Griffon Corp                              | Griffon Corp                                  | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      1017 | NS      | $36398.43     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Grocery Outlet Holding Corp               | Grocery Outlet Holding Corp                   | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1608 | NS      | $46937.52     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Group 1 Automotive Inc                    | Group 1 Automotive Inc                        | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       591 | NS      | $106598.67    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Groupon Inc                               | Groupon Inc                                   | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |      4130 | NS      | $35435.40     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Guess? Inc                                | Guess? Inc                                    | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      1392 | NS      | $28800.48     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HF Sinclair Corp                          | HF Sinclair Corp                              | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1984 | NS      | $102949.76    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| H&E Equipment Services Inc                | H&E Equipment Services Inc                    | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |      1102 | NS      | $50030.80     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| HBT Financial Inc                         | HBT Financial Inc                             | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      1650 | NS      | $32290.50     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| HF Foods Group Inc                        | HF Foods Group Inc                            | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |      4122 | NS      | $16735.32     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HNI Corp                                  | HNI Corp                                      | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      1519 | NS      | $43185.17     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Hackett Group Inc/The                     | Hackett Group Inc/The                         | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      4254 | NS      | $86653.98     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Haemonetics Corp                          | Haemonetics Corp                              | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       626 | NS      | $49234.90     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Hain Celestial Group Inc/The              | Hain Celestial Group Inc/The                  | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      1004 | NS      | $16244.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Halozyme Therapeutics Inc                 | Halozyme Therapeutics Inc                     | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      1156 | NS      | $65776.40     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Hamilton Lane Inc                         | Hamilton Lane Inc                             | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |       859 | NS      | $54872.92     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Hancock Whitney Corp                      | Hancock Whitney Corp                          | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1511 | NS      | $73117.29     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Hanesbrands Inc                           | Hanesbrands Inc                               | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      5673 | NS      | $36080.28     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Hanmi Financial Corp                      | Hanmi Financial Corp                          | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      2112 | NS      | $52272.00     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Hanover Insurance Group Inc/Th            | Hanover Insurance Group Inc/The               | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       699 | NS      | $94455.87     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| HarborOne Bancorp Inc                     | HarborOne Bancorp Inc                         | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      2308 | NS      | $32081.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Harley-Davidson Inc                       | Harley-Davidson Inc                           | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      1852 | NS      | $77043.20     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Harmonic Inc                              | Harmonic Inc                                  | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      3420 | NS      | $44802.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmony Biosciences Holdings I            | Harmony Biosciences Holdings Inc              | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $71630.00     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Haverty Furniture Cos Inc                 | Haverty Furniture Cos Inc                     | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      2397 | NS      | $71670.30     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Hawaiian Electric Industries I            | Hawaiian Electric Industries Inc              | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |      1641 | NS      | $68675.85     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Hawkins Inc                               | Hawkins Inc                                   | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       948 | NS      | $36592.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Haynes International Inc                  | Haynes International Inc                      | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |       693 | NS      | $31663.17     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hayward Holdings Inc                      | Hayward Holdings Inc                          | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1750 | NS      | $16450.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HealthStream Inc                          | HealthStream Inc                              | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      1709 | NS      | $42451.56     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| HealthEquity Inc                          | HealthEquity Inc                              | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       553 | NS      | $34086.92     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Heartland Financial USA Inc               | Heartland Financial USA Inc                   | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |       682 | NS      | $31794.84     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hecla Mining Co                           | Hecla Mining Co                               | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      5106 | NS      | $28389.36     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Heidrick & Struggles Internati            | Heidrick & Struggles International Inc        | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       981 | NS      | $27438.57     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Helios Technologies Inc                   | Helios Technologies Inc                       | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |       417 | NS      | $22701.48     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Helix Energy Solutions Group I            | Helix Energy Solutions Group Inc              | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     10332 | NS      | $76250.16     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Helmerich & Payne Inc                     | Helmerich & Payne Inc                         | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |       736 | NS      | $36483.52     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Jack Henry & Associates Inc               | Jack Henry & Associates Inc                   | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      1025 | NS      | $179949.00    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Herc Holdings Inc                         | Herc Holdings Inc                             | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       336 | NS      | $44207.52     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Heritage-Crystal Clean Inc                | Heritage-Crystal Clean Inc                    | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1097 | NS      | $35630.56     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hersha Hospitality Trust                  | Hersha Hospitality Trust                      | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |      4780 | NS      | $40725.60     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hertz Global Holdings Inc                 | Hertz Global Holdings Inc                     | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |      1042 | NS      | $16036.38     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Hexcel Corp                               | Hexcel Corp                                   | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       647 | NS      | $38075.95     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hibbett Inc                               | Hibbett Inc                                   | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      1720 | NS      | $117338.40    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Highwoods Properties Inc                  | Highwoods Properties Inc                      | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      1400 | NS      | $39172.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hillenbrand Inc                           | Hillenbrand Inc                               | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      1493 | NS      | $63706.31     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Hilltop Holdings Inc                      | Hilltop Holdings Inc                          | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      1176 | NS      | $35291.76     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Grand Vacations Inc                | Hilton Grand Vacations Inc                    | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      1239 | NS      | $47751.06     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Hingham Institution For Saving            | Hingham Institution For Savings The           | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |        33 | NS      | $9106.68      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Home BancShares Inc/AR                    | Home BancShares Inc/AR                        | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       932 | NS      | $21240.28     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Home Bancorp Inc                          | Home Bancorp Inc                              | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       850 | NS      | $34025.50     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| HomeStreet Inc                            | HomeStreet Inc                                | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1221 | NS      | $33675.18     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| HomeTrust Bancshares Inc                  | HomeTrust Bancshares Inc                      | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1149 | NS      | $27771.33     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Honest Co Inc/The                         | Honest Co Inc/The                             | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6107 | NS      | $18382.07     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hope Bancorp Inc                          | Hope Bancorp Inc                              | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      3219 | NS      | $41235.39     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Horace Mann Educators Corp                | Horace Mann Educators Corp                    | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |       852 | NS      | $31839.24     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Host Hotels & Resorts Inc                 | Host Hotels & Resorts Inc                     | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      7240 | NS      | $116202.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Hostess Brands Inc                        | Hostess Brands Inc                            | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2081 | NS      | $46697.64     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Houlihan Lokey Inc                        | Houlihan Lokey Inc                            | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      1127 | NS      | $98229.32     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Hovnanian Enterprises Inc                 | Hovnanian Enterprises Inc                     | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |       629 | NS      | $26468.32     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Howmet Aerospace Inc                      | Howmet Aerospace Inc                          | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      3348 | NS      | $131944.68    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Hub Group Inc                             | Hub Group Inc                                 | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       732 | NS      | $58186.68     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Itron Inc                                 | Itron Inc                                     | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       409 | NS      | $20715.85     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| IVERIC bio Inc                            | IVERIC bio Inc                                | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |      2288 | NS      | $48986.08     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| JBG SMITH Properties                      | JBG SMITH Properties                          | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1544 | NS      | $29305.12     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| J & J Snack Foods Corp                    | J & J Snack Foods Corp                        | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $23953.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Jabil Inc                                 | Jabil Inc                                     | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      1851 | NS      | $126238.20    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| AAR Corp                                  | AAR Corp                                      | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      1220 | NS      | $54778.00     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ACCO Brands Corp                          | ACCO Brands Corp                              | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      4135 | NS      | $23114.65     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ADT Inc                                   | ADT Inc                                       | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3855 | NS      | $34964.85     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ABM Industries Inc                        | ABM Industries Inc                            | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |       835 | NS      | $37090.70     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AGCO Corp                                 | AGCO Corp                                     | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      1016 | NS      | $140909.04    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| aka Brands Holding Corp                   | aka Brands Holding Corp                       | CUSIP: 00152K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13799 | NS      | $17524.73     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AMC Networks Inc                          | AMC Networks Inc                              | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       954 | NS      | $14949.18     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AMN Healthcare Services Inc               | AMN Healthcare Services Inc                   | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      1381 | NS      | $141994.42    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| A-Mark Precious Metals Inc                | A-Mark Precious Metals Inc                    | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      2868 | NS      | $99605.64     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| API Group Corp                            | API Group Corp                                | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |      2526 | NS      | $47514.06     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ASGN Inc                                  | ASGN Inc                                      | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       965 | NS      | $78628.20     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| A10 Networks Inc                          | A10 Networks Inc                              | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      7306 | NS      | $121498.78    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| AZZ Inc                                   | AZZ Inc                                       | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       865 | NS      | $34773.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Aaron's Co Inc/The                        | Aaron's Co Inc/The                            | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3493 | NS      | $41741.35     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AbCellera Biologics Inc                   | AbCellera Biologics Inc                       | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |      5266 | NS      | $53344.58     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Abercrombie & Fitch Co                    | Abercrombie & Fitch Co                        | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      3108 | NS      | $71204.28     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Academy Sports & Outdoors Inc             | Academy Sports & Outdoors Inc                 | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2730 | NS      | $143434.20    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Acadia Healthcare Co Inc                  | Acadia Healthcare Co Inc                      | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      1369 | NS      | $112696.08    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| ACADIA Pharmaceuticals Inc                | ACADIA Pharmaceuticals Inc                    | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      3712 | NS      | $59095.04     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Acadia Realty Trust                       | Acadia Realty Trust                           | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2287 | NS      | $32818.45     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ACI Worldwide Inc                         | ACI Worldwide Inc                             | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      2670 | NS      | $61410.00     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ADTRAN Holdings Inc                       | ADTRAN Holdings Inc                           | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      1242 | NS      | $23337.18     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA ACHILLION PHARM                    | CONTRA ACHILLION PHARM                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4854 | NS      | $2232.84      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Acuity Brands Inc                         | Acuity Brands Inc                             | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       738 | NS      | $122220.18    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Acushnet Holdings Corp                    | Acushnet Holdings Corp                        | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      1131 | NS      | $48022.26     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| AdaptHealth Corp                          | AdaptHealth Corp                              | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1889 | NS      | $36306.58     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Addus HomeCare Corp                       | Addus HomeCare Corp                           | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       539 | NS      | $53625.11     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Adeia Inc                                 | Adeia Inc                                     | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5761 | NS      | $54614.28     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Adtalem Global Education Inc              | Adtalem Global Education Inc                  | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      1613 | NS      | $57261.50     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AECOM                                     | AECOM                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      2048 | NS      | $173936.64    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Altair Engineering Inc                    | Altair Engineering Inc                        | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |      1157 | NS      | $52608.79     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Alto Ingredients Inc                      | Alto Ingredients Inc                          | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |      5775 | NS      | $16632.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Alteryx Inc                               | Alteryx Inc                                   | CUSIP: 02156B103<br>LEI: 549300XWZG0JHL7I0827 | Long             | EC               | CORP              | US        |       651 | NS      | $32986.17     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Aterian Inc                               | Aterian Inc                                   | CUSIP: 02156U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10784 | NS      | $8306.92      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Altra Industrial Motion Corp              | Altra Industrial Motion Corp                  | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      1361 | NS      | $81319.75     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinetik Holdings Inc                      | Kinetik Holdings Inc                          | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       692 | NS      | $22891.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Amedisys Inc                              | Amedisys Inc                                  | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       724 | NS      | $60482.96     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Amerant Bancorp Inc                       | Amerant Bancorp Inc                           | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |       624 | NS      | $16748.16     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameresco Inc                              | Ameresco Inc                                  | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |       614 | NS      | $35083.96     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Cohu Inc                                  | Cohu Inc                                      | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      1566 | NS      | $50190.30     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Enovis Corp                               | Enovis Corp                                   | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      1120 | NS      | $59942.40     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| American Airlines Group Inc               | American Airlines Group Inc                   | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2027 | NS      | $25783.44     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| American Assets Trust Inc                 | American Assets Trust Inc                     | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       677 | NS      | $17940.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Collegium Pharmaceutical Inc              | Collegium Pharmaceutical Inc                  | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      4309 | NS      | $99968.80     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbia Financial Inc                    | Columbia Financial Inc                        | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |      1806 | NS      | $39045.72     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| American Axle & Manufacturing             | American Axle & Manufacturing Holdings Inc    | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3589 | NS      | $28065.98     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| American Eagle Outfitters Inc             | American Eagle Outfitters Inc                 | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      3165 | NS      | $44183.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Columbia Sportswear Co                    | Columbia Sportswear Co                        | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       846 | NS      | $74092.68     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Columbus McKinnon Corp/NY                 | Columbus McKinnon Corp/NY                     | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      1262 | NS      | $40977.14     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| American Equity Investment Lif            | American Equity Investment Life Holding Co    | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      2669 | NS      | $121759.78    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| American Financial Group Inc/O            | American Financial Group Inc/OH               | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1435 | NS      | $196996.80    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Necessity Retail REIT Inc/The             | Necessity Retail REIT Inc/The                 | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |      5976 | NS      | $35437.68     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| American Homes 4 Rent                     | American Homes 4 Rent                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      1957 | NS      | $58983.98     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Comfort Systems USA Inc                   | Comfort Systems USA Inc                       | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       896 | NS      | $103111.68    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Comerica Inc                              | Comerica Inc                                  | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      2369 | NS      | $158367.65    | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| American Public Education Inc             | American Public Education Inc                 | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |      2218 | NS      | $27259.22     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| American Software Inc/GA                  | American Software Inc/GA                      | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2127 | NS      | $31224.36     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Commerce Bancshares Inc/MO                | Commerce Bancshares Inc/MO                    | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1461 | NS      | $99419.64     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Commercial Metals Co                      | Commercial Metals Co                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      2114 | NS      | $102106.20    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| American States Water Co                  | American States Water Co                      | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       244 | NS      | $22582.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| American Vanguard Corp                    | American Vanguard Corp                        | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      2040 | NS      | $44288.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Bank System Inc                 | Community Bank System Inc                     | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |       304 | NS      | $19136.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CommVault Systems Inc                     | CommVault Systems Inc                         | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      1629 | NS      | $102366.36    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| American Woodmark Corp                    | American Woodmark Corp                        | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |       748 | NS      | $36547.28     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| America's Car-Mart Inc/TX                 | America's Car-Mart Inc/TX                     | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       634 | NS      | $45812.84     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Americold Realty Trust Inc                | Americold Realty Trust Inc                    | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |      1201 | NS      | $34000.31     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| AMERISAFE Inc                             | AMERISAFE Inc                                 | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |       619 | NS      | $32169.43     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameris Bancorp                            | Ameris Bancorp                                | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1128 | NS      | $53173.92     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Amkor Technology Inc                      | Amkor Technology Inc                          | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      4307 | NS      | $103281.86    | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Compass Inc                               | Compass Inc                                   | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8613 | NS      | $20068.29     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Computer Programs and Systems             | Computer Programs and Systems Inc             | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      1866 | NS      | $50792.52     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Amneal Pharmaceuticals Inc                | Amneal Pharmaceuticals Inc                    | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     27825 | NS      | $55371.75     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Amphastar Pharmaceuticals Inc             | Amphastar Pharmaceuticals Inc                 | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      3857 | NS      | $108073.14    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Amplify Energy Corp                       | Amplify Energy Corp                           | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |      3973 | NS      | $34922.67     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Andersons Inc/The                         | Andersons Inc/The                             | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      1011 | NS      | $35374.89     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AngioDynamics Inc                         | AngioDynamics Inc                             | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      1314 | NS      | $18093.78     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Anika Therapeutics Inc                    | Anika Therapeutics Inc                        | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      1594 | NS      | $47182.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Annaly Capital Management Inc             | Annaly Capital Management Inc                 | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      5448 | NS      | $114843.84    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Antero Resources Corp                     | Antero Resources Corp                         | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      4620 | NS      | $143173.80    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Antero Midstream Corp                     | Antero Midstream Corp                         | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2675 | NS      | $28863.25     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| APA Corp                                  | APA Corp                                      | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      6201 | NS      | $289462.68    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Apartment Investment and Manag            | Apartment Investment and Management Co        | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |      6603 | NS      | $47013.36     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Apartment Income REIT Corp                | Apartment Income REIT Corp                    | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       264 | NS      | $9057.84      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Apellis Pharmaceuticals Inc               | Apellis Pharmaceuticals Inc                   | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |       666 | NS      | $34438.86     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Apogee Enterprises Inc                    | Apogee Enterprises Inc                        | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      1160 | NS      | $51573.60     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Comstock Resources Inc                    | Comstock Resources Inc                        | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      3364 | NS      | $46120.44     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Comtech Telecommunications Cor            | Comtech Telecommunications Corp               | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |      1906 | NS      | $23138.84     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Concentrix Corp                           | Concentrix Corp                               | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1007 | NS      | $134092.12    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Conduent Inc                              | Conduent Inc                                  | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     15110 | NS      | $61195.50     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CONMED Corp                               | CONMED Corp                                   | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       304 | NS      | $26946.56     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| ConnectOne Bancorp Inc                    | ConnectOne Bancorp Inc                        | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      1094 | NS      | $26485.74     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Conn's Inc                                | Conn's Inc                                    | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |      3115 | NS      | $21431.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CONSOL Energy Inc                         | CONSOL Energy Inc                             | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      1996 | NS      | $129740.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Consumer Portfolio Services In            | Consumer Portfolio Services Inc               | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4512 | NS      | $39931.20     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Container Store Group Inc/The             | Container Store Group Inc/The                 | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |      6889 | NS      | $29691.59     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ContextLogic Inc                          | ContextLogic Inc                              | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |     20138 | NS      | $9821.30      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Corcept Therapeutics Inc                  | Corcept Therapeutics Inc                      | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      5510 | NS      | $111908.10    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| CoreCivic Inc                             | CoreCivic Inc                                 | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      4177 | NS      | $48286.12     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Core & Main Inc                           | Core & Main Inc                               | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       845 | NS      | $16316.95     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| QuidelOrtho Corp                          | QuidelOrtho Corp                              | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |       463 | NS      | $39665.21     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Corporate Office Properties Tr            | Corporate Office Properties Trust             | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      1579 | NS      | $40959.26     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Designer Brands Inc                       | Designer Brands Inc                           | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      4179 | NS      | $40870.62     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Destination XL Group Inc                  | Destination XL Group Inc                      | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9912 | NS      | $66906.00     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| DWS Government Money Market Se            | DWS Government Money Market Series            | CUSIP: 25160K207<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    652451 | NS      | $652451.08    | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| Diamond Hill Investment Group             | Diamond Hill Investment Group Inc             | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       334 | NS      | $61796.68     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Commercial Real Estate             | Apollo Commercial Real Estate Finance Inc     | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |      3391 | NS      | $36487.16     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Appian Corp                               | Appian Corp                                   | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |       877 | NS      | $28555.12     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| DiamondRock Hospitality Co                | DiamondRock Hospitality Co                    | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      4239 | NS      | $34717.41     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Dick's Sporting Goods Inc                 | Dick's Sporting Goods Inc                     | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      1401 | NS      | $168526.29    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Appfolio Inc                              | Appfolio Inc                                  | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       601 | NS      | $63333.38     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Hospitality REIT Inc                | Apple Hospitality REIT Inc                    | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      4839 | NS      | $76359.42     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Diebold Nixdorf Inc                       | Diebold Nixdorf Inc                           | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      6639 | NS      | $9427.38      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Digi International Inc                    | Digi International Inc                        | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      1468 | NS      | $53655.40     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Industrial Technologie            | Applied Industrial Technologies Inc           | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       996 | NS      | $125525.88    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| AppLovin Corp                             | AppLovin Corp                                 | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      2763 | NS      | $29094.39     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Digital Turbine Inc                       | Digital Turbine Inc                           | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      2213 | NS      | $33726.12     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| DigitalOcean Holdings Inc                 | DigitalOcean Holdings Inc                     | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |       409 | NS      | $10417.23     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AptarGroup Inc                            | AptarGroup Inc                                | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       456 | NS      | $50150.88     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Aramark                                   | Aramark                                       | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      1758 | NS      | $72675.72     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Dillard's Inc                             | Dillard's Inc                                 | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       731 | NS      | $236259.20    | 0.26%             |  |  |  | No            | 1                  | On Loan: —       |
| Dime Community Bancshares Inc             | Dime Community Bancshares Inc                 | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       988 | NS      | $31448.04     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Arbor Realty Trust Inc                    | Arbor Realty Trust Inc                        | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |      4100 | NS      | $54079.00     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ArcBest Corp                              | ArcBest Corp                                  | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      1081 | NS      | $75713.24     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Dine Brands Global Inc                    | Dine Brands Global Inc                        | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |       422 | NS      | $27261.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Diodes Inc                                | Diodes Inc                                    | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       957 | NS      | $72865.98     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Arch Resources Inc                        | Arch Resources Inc                            | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |       377 | NS      | $53831.83     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Archrock Inc                              | Archrock Inc                                  | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      3136 | NS      | $28161.28     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Dolby Laboratories Inc                    | Dolby Laboratories Inc                        | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      1199 | NS      | $84577.46     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Domo Inc                                  | Domo Inc                                      | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |      2227 | NS      | $31712.48     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcosa Inc                                | Arcosa Inc                                    | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |       862 | NS      | $46841.08     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcus Biosciences Inc                     | Arcus Biosciences Inc                         | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2128 | NS      | $44007.04     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Donaldson Co Inc                          | Donaldson Co Inc                              | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      1705 | NS      | $100373.35    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Donegal Group Inc                         | Donegal Group Inc                             | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2200 | NS      | $31240.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Donnelley Financial Solutions             | Donnelley Financial Solutions Inc             | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      1980 | NS      | $76527.00     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Dorman Products Inc                       | Dorman Products Inc                           | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       404 | NS      | $32671.48     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Douglas Emmett Inc                        | Douglas Emmett Inc                            | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1770 | NS      | $27753.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Douglas Elliman Inc                       | Douglas Elliman Inc                           | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     17205 | NS      | $70024.35     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Arena Group Holdings Inc/The              | Arena Group Holdings Inc/The                  | CUSIP: 040044109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2647 | NS      | $28084.67     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ares Commercial Real Estate Co            | Ares Commercial Real Estate Corp              | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |      2207 | NS      | $22710.03     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Arlo Technologies Inc                     | Arlo Technologies Inc                         | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      3654 | NS      | $12825.54     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Armada Hoffler Properties Inc             | Armada Hoffler Properties Inc                 | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |      1690 | NS      | $19435.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dropbox Inc                               | Dropbox Inc                                   | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      6270 | NS      | $140322.60    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Ducommun Inc                              | Ducommun Inc                                  | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |       684 | NS      | $34172.64     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Duluth Holdings Inc                       | Duluth Holdings Inc                           | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |      6393 | NS      | $39508.74     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Dycom Industries Inc                      | Dycom Industries Inc                          | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       504 | NS      | $47174.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Armstrong World Industries Inc            | Armstrong World Industries Inc                | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       216 | NS      | $14815.44     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Electronics Inc                     | Arrow Electronics Inc                         | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      1052 | NS      | $110007.64    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Dynatrace Inc                             | Dynatrace Inc                                 | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1863 | NS      | $71352.90     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Dynavax Technologies Corp                 | Dynavax Technologies Corp                     | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      5534 | NS      | $58881.76     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Dynex Capital Inc                         | Dynex Capital Inc                             | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |      3808 | NS      | $48437.76     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| DZS Inc                                   | DZS Inc                                       | CUSIP: 268211109<br>LEI: 549300JL6GXPZ9SNGD29 | Long             | EC               | CORP              | US        |      2317 | NS      | $29379.56     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| elf Beauty Inc                            | elf Beauty Inc                                | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      2147 | NS      | $118729.10    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| El Pollo Loco Holdings Inc                | El Pollo Loco Holdings Inc                    | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      2776 | NS      | $27648.96     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Artesian Resources Corp                   | Artesian Resources Corp                       | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       470 | NS      | $27532.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Battalion Oil Corp                        | Battalion Oil Corp                            | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |      1378 | NS      | $13380.38     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp                                  | EQT Corp                                      | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      4250 | NS      | $143777.50    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| EPR Properties                            | EPR Properties                                | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      1398 | NS      | $52732.56     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Bancorp Inc                         | Eagle Bancorp Inc                             | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       579 | NS      | $25516.53     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Evo Payments Inc                          | Evo Payments Inc                              | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |      1301 | NS      | $44025.84     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Beachbody Co Inc/The                      | Beachbody Co Inc/The                          | CUSIP: 073463101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37684 | NS      | $19821.78     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Beacon Roofing Supply Inc                 | Beacon Roofing Supply Inc                     | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      1572 | NS      | $82985.88     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Beazer Homes USA Inc                      | Beazer Homes USA Inc                          | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      1900 | NS      | $24244.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bed Bath & Beyond Inc                     | Bed Bath & Beyond Inc                         | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |      4674 | NS      | $11731.74     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Eagle Materials Inc                       | Eagle Materials Inc                           | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       526 | NS      | $69879.10     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE              | Eagle Pharmaceuticals Inc/DE                  | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      3593 | NS      | $105023.39    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Earthstone Energy Inc                     | Earthstone Energy Inc                         | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |      3214 | NS      | $45735.22     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| East West Bancorp Inc                     | East West Bancorp Inc                         | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2323 | NS      | $153085.70    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Belden Inc                                | Belden Inc                                    | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      1016 | NS      | $73050.40     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| BellRing Brands Inc                       | BellRing Brands Inc                           | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      2487 | NS      | $63766.68     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Benchmark Electronics Inc                 | Benchmark Electronics Inc                     | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      1066 | NS      | $28451.54     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Benefitfocus Inc                          | Benefitfocus Inc                              | CUSIP: 08180D106<br>LEI: 254900W89KP1OS3RXO89 | Long             | EC               | CORP              | US        |      6885 | NS      | $72017.10     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Easterly Government Properties            | Easterly Government Properties Inc            | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |      1084 | NS      | $15468.68     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Eastern Bankshares Inc                    | Eastern Bankshares Inc                        | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      1635 | NS      | $28203.75     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bentley Systems Inc                       | Bentley Systems Inc                           | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |      1022 | NS      | $37773.12     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hills Bancorp Inc               | Berkshire Hills Bancorp Inc                   | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      1240 | NS      | $37076.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ebix Inc                                  | Ebix Inc                                      | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      3491 | NS      | $69680.36     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| EchoStar Corp                             | EchoStar Corp                                 | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      1814 | NS      | $30257.52     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Berry Global Group Inc                    | Berry Global Group Inc                        | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      1518 | NS      | $91732.74     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Berry Corp                                | Berry Corp                                    | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4684 | NS      | $37472.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Edgewell Personal Care Co                 | Edgewell Personal Care Co                     | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |       994 | NS      | $38308.76     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| eGain Corp                                | eGain Corp                                    | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5611 | NS      | $50667.33     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Big 5 Sporting Goods Corp                 | Big 5 Sporting Goods Corp                     | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |      3864 | NS      | $34119.12     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Big Lots Inc                              | Big Lots Inc                                  | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1756 | NS      | $25813.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Biglari Holdings Inc                      | Biglari Holdings Inc                          | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |       327 | NS      | $45387.60     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Bill.com Holdings Inc                     | Bill.com Holdings Inc                         | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       420 | NS      | $45763.20     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| 8x8 Inc                                   | 8x8 Inc                                       | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     14430 | NS      | $62337.60     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Element Solutions Inc                     | Element Solutions Inc                         | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      3196 | NS      | $58135.24     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BioCryst Pharmaceuticals Inc              | BioCryst Pharmaceuticals Inc                  | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      2265 | NS      | $26002.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bio-Techne Corp                           | Bio-Techne Corp                               | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      2048 | NS      | $169738.24    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Ellington Financial Inc                   | Ellington Financial Inc                       | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |      2168 | NS      | $26818.16     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Embecta Corp                              | Embecta Corp                                  | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      2595 | NS      | $65627.55     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| EMCOR Group Inc                           | EMCOR Group Inc                               | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1010 | NS      | $149591.10    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Emergent BioSolutions Inc                 | Emergent BioSolutions Inc                     | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      3690 | NS      | $43578.90     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Aspen Technology Inc                      | Aspen Technology Inc                          | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |       298 | NS      | $61209.20     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Empire State Realty Trust Inc             | Empire State Realty Trust Inc                 | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |      5645 | NS      | $38047.30     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BJ's Restaurants Inc                      | BJ's Restaurants Inc                          | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |       731 | NS      | $19283.78     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Black Hills Corp                          | Black Hills Corp                              | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       625 | NS      | $43962.50     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Employers Holdings Inc                    | Employers Holdings Inc                        | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       662 | NS      | $28552.06     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Enact Holdings Inc                        | Enact Holdings Inc                            | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1805 | NS      | $43536.60     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Black Knight Inc                          | Black Knight Inc                              | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |       899 | NS      | $55513.25     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackbaud Inc                             | Blackbaud Inc                                 | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       909 | NS      | $53503.74     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Capital Group Inc                  | Encore Capital Group Inc                      | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      1478 | NS      | $70855.32     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Encore Wire Corp                          | Encore Wire Corp                              | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1196 | NS      | $164521.76    | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| Blackstone Mortgage Trust Inc             | Blackstone Mortgage Trust Inc                 | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |      1865 | NS      | $39482.05     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| H&R Block Inc                             | H&R Block Inc                                 | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      3807 | NS      | $138993.57    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Bloom Energy Corp                         | Bloom Energy Corp                             | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       760 | NS      | $14531.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Bloomin' Brands Inc                       | Bloomin' Brands Inc                           | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      1792 | NS      | $36055.04     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Encompass Health Corp                     | Encompass Health Corp                         | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       804 | NS      | $48087.24     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Energy Fuels Inc/Canada                   | Energy Fuels Inc/Canada                       | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | US        |      4962 | NS      | $30814.02     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Energy Recovery Inc                       | Energy Recovery Inc                           | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      2190 | NS      | $44873.10     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Enhabit Inc                               | Enhabit Inc                                   | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      1010 | NS      | $13291.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EnPro Industries Inc                      | EnPro Industries Inc                          | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       547 | NS      | $59453.43     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Enova International Inc                   | Enova International Inc                       | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      2599 | NS      | $99723.63     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| First Busey Corp                          | First Busey Corp                              | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      1247 | NS      | $30825.84     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| First Citizens BancShares Inc/            | First Citizens BancShares Inc/NC              | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       146 | NS      | $110720.56    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| First Commonwealth Financial C            | First Commonwealth Financial Corp             | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      2384 | NS      | $33304.48     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| First Community Bankshares Inc            | First Community Bankshares Inc                | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       676 | NS      | $22916.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Bancorp                   | First Financial Bancorp                       | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      1512 | NS      | $36635.76     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Bankshares Inc            | First Financial Bankshares Inc                | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      1365 | NS      | $46956.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Corp/IN                   | First Financial Corp/IN                       | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       792 | NS      | $36495.36     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| First Foundation Inc                      | First Foundation Inc                          | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |       902 | NS      | $12925.66     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First Horizon Corp                        | First Horizon Corp                            | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      7822 | NS      | $191639.00    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| First Hawaiian Inc                        | First Hawaiian Inc                            | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      1585 | NS      | $41273.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| AdvanSix Inc                              | AdvanSix Inc                                  | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      1698 | NS      | $64557.96     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Aerojet Rocketdyne Holdings In            | Aerojet Rocketdyne Holdings Inc               | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |       476 | NS      | $26622.68     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Drainage Systems Inc             | Advanced Drainage Systems Inc                 | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       778 | NS      | $63772.66     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Advantage Solutions Inc                   | Advantage Solutions Inc                       | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5242 | NS      | $10903.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Energy Industries Inc            | Advanced Energy Industries Inc                | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       514 | NS      | $44090.92     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| ADURO BIOTECH INC                         | ADURO BIOTECH INC                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1181 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| AeroVironment Inc                         | AeroVironment Inc                             | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |       211 | NS      | $18074.26     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Affiliated Managers Group Inc             | Affiliated Managers Group Inc                 | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       761 | NS      | $120565.23    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Agilysys Inc                              | Agilysys Inc                                  | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      1402 | NS      | $110954.28    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Agree Realty Corp                         | Agree Realty Corp                             | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       483 | NS      | $34259.19     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Air Transport Services Group I            | Air Transport Services Group Inc              | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |       981 | NS      | $25486.38     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Alamo Group Inc                           | Alamo Group Inc                               | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       225 | NS      | $31860.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Alarm.com Holdings Inc                    | Alarm.com Holdings Inc                        | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       959 | NS      | $47451.32     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Alaska Air Group Inc                      | Alaska Air Group Inc                          | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      1405 | NS      | $60330.70     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Albany International Corp                 | Albany International Corp                     | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       409 | NS      | $40323.31     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Albertsons Cos Inc                        | Albertsons Cos Inc                            | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      4871 | NS      | $101024.54    | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Alcoa Corp                                | Alcoa Corp                                    | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      2708 | NS      | $123132.76    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Alerus Financial Corp                     | Alerus Financial Corp                         | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |      1609 | NS      | $37570.15     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Alexander & Baldwin Inc                   | Alexander & Baldwin Inc                       | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       479 | NS      | $8971.67      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ATI Inc                                   | ATI Inc                                       | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      1212 | NS      | $36190.32     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Allegiant Travel Co                       | Allegiant Travel Co                           | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       280 | NS      | $19037.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegro MicroSystems Inc                  | Allegro MicroSystems Inc                      | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2084 | NS      | $62561.68     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| ALLETE Inc                                | ALLETE Inc                                    | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       347 | NS      | $22384.97     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bread Financial Holdings Inc              | Bread Financial Holdings Inc                  | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      1847 | NS      | $69558.02     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Allied Motion Technologies Inc            | Allied Motion Technologies Inc                | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      1116 | NS      | $38847.96     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Allison Transmission Holdings             | Allison Transmission Holdings Inc             | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      1469 | NS      | $61110.40     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Veradigm Inc                              | Veradigm Inc                                  | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |      3872 | NS      | $68302.08     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Metallurgical Resources             | Alpha Metallurgical Resources Inc             | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       539 | NS      | $78904.21     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphatec Holdings Inc                     | Alphatec Holdings Inc                         | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |      3514 | NS      | $43397.90     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Alta Equipment Group Inc                  | Alta Equipment Group Inc                      | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |      2166 | NS      | $28569.54     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Maxar Technologies Inc                    | Maxar Technologies Inc                        | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      1084 | NS      | $56086.16     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Maximus Inc                               | Maximus Inc                                   | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      1195 | NS      | $87629.35     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| McGrath RentCorp                          | McGrath RentCorp                              | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |       290 | NS      | $28634.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MediaAlpha Inc                            | MediaAlpha Inc                                | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1795 | NS      | $17860.25     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Medical Properties Trust Inc              | Medical Properties Trust Inc                  | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      5837 | NS      | $65024.18     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Medifast Inc                              | Medifast Inc                                  | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |       546 | NS      | $62981.10     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Pediatrix Medical Group Inc               | Pediatrix Medical Group Inc                   | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2348 | NS      | $34891.28     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Medpace Holdings Inc                      | Medpace Holdings Inc                          | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       517 | NS      | $109815.97    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Mercantile Bank Corp                      | Mercantile Bank Corp                          | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1080 | NS      | $36158.40     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Merchants Bancorp/IN                      | Merchants Bancorp/IN                          | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      2008 | NS      | $48834.56     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Meridian Bioscience Inc                   | Meridian Bioscience Inc                       | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      4094 | NS      | $135961.74    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Merit Medical Systems Inc                 | Merit Medical Systems Inc                     | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |       534 | NS      | $37711.08     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Meritage Homes Corp                       | Meritage Homes Corp                           | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       563 | NS      | $51908.60     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Methode Electronics Inc                   | Methode Electronics Inc                       | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |       788 | NS      | $34963.56     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Metrocity Bankshares Inc                  | Metrocity Bankshares Inc                      | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |      1438 | NS      | $31103.94     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Metropolitan Bank Holding Corp            | Metropolitan Bank Holding Corp                | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       348 | NS      | $20417.16     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mid Penn Bancorp Inc                      | Mid Penn Bancorp Inc                          | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       822 | NS      | $24635.34     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Middleby Corp/The                         | Middleby Corp/The                             | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       475 | NS      | $63602.50     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Midland States Bancorp Inc                | Midland States Bancorp Inc                    | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      1269 | NS      | $33780.78     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MidWestOne Financial Group Inc            | MidWestOne Financial Group Inc                | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1015 | NS      | $32226.25     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MillerKnoll Inc                           | MillerKnoll Inc                               | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      2274 | NS      | $47776.74     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| MiMedx Group Inc                          | MiMedx Group Inc                              | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12644 | NS      | $35150.32     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Minerals Technologies Inc                 | Minerals Technologies Inc                     | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       460 | NS      | $27931.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitek Systems Inc                         | Mitek Systems Inc                             | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      4010 | NS      | $38856.90     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Model N Inc                               | Model N Inc                                   | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |      1181 | NS      | $47901.36     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Modine Manufacturing Co                   | Modine Manufacturing Co                       | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      2834 | NS      | $56283.24     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ModivCare Inc                             | ModivCare Inc                                 | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |       491 | NS      | $44057.43     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Moelis & Co                               | Moelis & Co                                   | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      1978 | NS      | $75895.86     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Mohawk Industries Inc                     | Mohawk Industries Inc                         | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       686 | NS      | $70122.92     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Momentive Global Inc                      | Momentive Global Inc                          | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |      4424 | NS      | $30968.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MoneyGram International Inc               | MoneyGram International Inc                   | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |      2190 | NS      | $23849.10     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Monro Inc                                 | Monro Inc                                     | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       396 | NS      | $17899.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Moog Inc                                  | Moog Inc                                      | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       660 | NS      | $57921.60     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Morningstar Inc                           | Morningstar Inc                               | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |        43 | NS      | $9313.37      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Movado Group Inc                          | Movado Group Inc                              | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      2555 | NS      | $82398.75     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Mueller Industries Inc                    | Mueller Industries Inc                        | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      2175 | NS      | $128325.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Mueller Water Products Inc                | Mueller Water Products Inc                    | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      1838 | NS      | $19776.88     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mr Cooper Group Inc                       | Mr Cooper Group Inc                           | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      2979 | NS      | $119547.27    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Multiplan Corp                            | Multiplan Corp                                | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16353 | NS      | $18805.95     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Murphy Oil Corp                           | Murphy Oil Corp                               | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      2607 | NS      | $112127.07    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Murphy USA Inc                            | Murphy USA Inc                                | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       585 | NS      | $163530.90    | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| Myers Industries Inc                      | Myers Industries Inc                          | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      2215 | NS      | $49239.45     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Myriad Genetics Inc                       | Myriad Genetics Inc                           | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      1419 | NS      | $20589.69     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NBT Bancorp Inc                           | NBT Bancorp Inc                               | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       727 | NS      | $31566.34     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N-able Inc                                | N-able Inc                                    | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2046 | NS      | $21032.88     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NCR Corp                                  | NCR Corp                                      | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      3469 | NS      | $81209.29     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| NL Industries Inc                         | NL Industries Inc                             | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3990 | NS      | $27171.90     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NexTier Oilfield Solutions Inc            | NexTier Oilfield Solutions Inc                | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |      1997 | NS      | $18452.28     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexstar Media Group Inc                   | Nexstar Media Group Inc                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       609 | NS      | $106593.27    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| NexPoint Residential Trust Inc            | NexPoint Residential Trust Inc                | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       394 | NS      | $17146.88     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NextGen Healthcare Inc                    | NextGen Healthcare Inc                        | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6097 | NS      | $114501.66    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Nicolet Bankshares Inc                    | Nicolet Bankshares Inc                        | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       328 | NS      | $26171.12     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NiSource Inc                              | NiSource Inc                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      3669 | NS      | $100603.98    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordson Corp                              | Nordson Corp                                  | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       803 | NS      | $190889.16    | 0.21%             |  |  |  | No            | 1                  | On Loan: —       |
| Nordstrom Inc                             | Nordstrom Inc                                 | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      2677 | NS      | $43206.78     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Northern Oil and Gas Inc                  | Northern Oil and Gas Inc                      | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      1224 | NS      | $37723.68     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Northfield Bancorp Inc                    | Northfield Bancorp Inc                        | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1957 | NS      | $30783.61     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Northwest Bancshares Inc                  | Northwest Bancshares Inc                      | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1703 | NS      | $23807.94     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Northwest Pipe Co                         | Northwest Pipe Co                             | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      1083 | NS      | $36497.10     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SpartanNash Co                            | SpartanNash Co                                | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      3427 | NS      | $103632.48    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Spire Inc                                 | Spire Inc                                     | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       344 | NS      | $23687.84     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Spirit Realty Capital Inc                 | Spirit Realty Capital Inc                     | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      1424 | NS      | $56860.32     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Gen Digital Inc                           | Gen Digital Inc                               | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      6895 | NS      | $147759.85    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Novanta Inc                               | Novanta Inc                                   | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       501 | NS      | $68070.87     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Sportsman's Warehouse Holdings            | Sportsman's Warehouse Holdings Inc            | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      6041 | NS      | $56845.81     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprouts Farmers Market Inc                | Sprouts Farmers Market Inc                    | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      4490 | NS      | $145341.30    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Sprout Social Inc                         | Sprout Social Inc                             | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       948 | NS      | $53524.08     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Squarespace Inc                           | Squarespace Inc                               | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |      1732 | NS      | $38398.44     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| STAAR Surgical Co                         | STAAR Surgical Co                             | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      1258 | NS      | $61063.32     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| STAG Industrial Inc                       | STAG Industrial Inc                           | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |       282 | NS      | $9111.42      | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| NOW Inc                                   | NOW Inc                                       | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      6286 | NS      | $79832.20     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Nu Skin Enterprises Inc                   | Nu Skin Enterprises Inc                       | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      1975 | NS      | $83266.00     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Tetra Tech Inc                            | Tetra Tech Inc                                | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       500 | NS      | $72595.00     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Capital Bancshares Inc              | Texas Capital Bancshares Inc                  | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       675 | NS      | $40709.25     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Nutanix Inc                               | Nutanix Inc                                   | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      3423 | NS      | $89169.15     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| NuVasive Inc                              | NuVasive Inc                                  | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |       556 | NS      | $22929.44     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Pacific Land Corp                   | Texas Pacific Land Corp                       | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        56 | NS      | $131276.88    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Texas Roadhouse Inc                       | Texas Roadhouse Inc                           | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       563 | NS      | $51204.85     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Textron Inc                               | Textron Inc                                   | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      2897 | NS      | $205107.60    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Beauty Health Co/The                      | Beauty Health Co/The                          | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |      2957 | NS      | $26908.70     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ODP Corp/The                              | ODP Corp/The                                  | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2017 | NS      | $91854.18     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| ONE Group Hospitality Inc/The             | ONE Group Hospitality Inc/The                 | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Long             | EC               | CORP              | US        |      3028 | NS      | $19076.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OGE Energy Corp                           | OGE Energy Corp                               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      1515 | NS      | $59918.25     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| O-I Glass Inc                             | O-I Glass Inc                                 | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3037 | NS      | $50323.09     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| RealReal Inc/The                          | RealReal Inc/The                              | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |     15128 | NS      | $18910.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermon Group Holdings Inc                | Thermon Group Holdings Inc                    | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      2001 | NS      | $40180.08     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| OFG Bancorp                               | OFG Bancorp                                   | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      1437 | NS      | $39603.72     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| OSI Systems Inc                           | OSI Systems Inc                               | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       364 | NS      | $28945.28     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Thor Industries Inc                       | Thor Industries Inc                           | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |       722 | NS      | $54503.78     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Thorne HealthTech Inc                     | Thorne HealthTech Inc                         | CUSIP: 885260109<br>LEI: 549300VD2OYCM2I1IQ17 | Long             | EC               | CORP              | US        |      7999 | NS      | $29036.37     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chord Energy Corp                         | Chord Energy Corp                             | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       801 | NS      | $109584.81    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Oceaneering International Inc             | Oceaneering International Inc                 | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      3036 | NS      | $53099.64     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Thryv Holdings Inc                        | Thryv Holdings Inc                            | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2391 | NS      | $45429.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Tile Shop Holdings Inc                    | Tile Shop Holdings Inc                        | CUSIP: 88677Q109<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |      5677 | NS      | $24865.26     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Office Properties Income Trust            | Office Properties Income Trust                | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2535 | NS      | $33842.25     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Oil States International Inc              | Oil States International Inc                  | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      4821 | NS      | $35964.66     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Tilly's Inc                               | Tilly's Inc                                   | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4339 | NS      | $39267.95     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Timken Co/The                             | Timken Co/The                                 | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       859 | NS      | $60705.53     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| TimkenSteel Corp                          | TimkenSteel Corp                              | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      4206 | NS      | $76423.02     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Tiptree Inc                               | Tiptree Inc                                   | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3491 | NS      | $48315.44     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Old National Bancorp/IN                   | Old National Bancorp/IN                       | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      2825 | NS      | $50793.50     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Republic International Cor            | Old Republic International Corp               | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      6325 | NS      | $152748.75    | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Old Second Bancorp Inc                    | Old Second Bancorp Inc                        | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      1813 | NS      | $29080.52     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Olin Corp                                 | Olin Corp                                     | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      2726 | NS      | $144314.44    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan International Inc                   | Titan International Inc                       | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |      2756 | NS      | $42221.92     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan Machinery Inc                       | Titan Machinery Inc                           | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      2662 | NS      | $105761.26    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Ollie's Bargain Outlet Holding            | Ollie's Bargain Outlet Holdings Inc           | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |       645 | NS      | $30211.80     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Olympic Steel Inc                         | Olympic Steel Inc                             | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      2390 | NS      | $80256.20     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Omega Healthcare Investors Inc            | Omega Healthcare Investors Inc                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      1106 | NS      | $30912.70     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Omega Flex Inc                            | Omega Flex Inc                                | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       577 | NS      | $53845.64     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicell Inc                              | Omnicell Inc                                  | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       419 | NS      | $21125.98     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ONE Gas Inc                               | ONE Gas Inc                                   | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       946 | NS      | $71631.12     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| 1-800-Flowers.com Inc                     | 1-800-Flowers.com Inc                         | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5674 | NS      | $54243.44     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| OneMain Holdings Inc                      | OneMain Holdings Inc                          | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      3056 | NS      | $101795.36    | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| OneSpan Inc                               | OneSpan Inc                                   | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |      2018 | NS      | $22581.42     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Onto Innovation Inc                       | Onto Innovation Inc                           | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      1115 | NS      | $75920.35     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Toll Brothers Inc                         | Toll Brothers Inc                             | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      1872 | NS      | $93450.24     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| TopBuild Corp                             | TopBuild Corp                                 | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       452 | NS      | $70733.48     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Ooma Inc                                  | Ooma Inc                                      | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4385 | NS      | $59723.70     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Open Lending Corp                         | Open Lending Corp                             | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4517 | NS      | $30489.75     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| OPKO Health Inc                           | OPKO Health Inc                               | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |     20079 | NS      | $25098.75     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Oportun Financial Corp                    | Oportun Financial Corp                        | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |      2131 | NS      | $11741.81     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Oppenheimer Holdings Inc                  | Oppenheimer Holdings Inc                      | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1125 | NS      | $47621.25     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Toro Co/The                               | Toro Co/The                                   | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      1609 | NS      | $182138.80    | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Torrid Holdings Inc                       | Torrid Holdings Inc                           | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6106 | NS      | $18073.76     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Towne Bank/Portsmouth VA                  | Towne Bank/Portsmouth VA                      | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      1049 | NS      | $32351.16     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Traeger Inc                               | Traeger Inc                                   | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4096 | NS      | $11550.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Transcat Inc                              | Transcat Inc                                  | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |       650 | NS      | $46065.50     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Travel + Leisure Co                       | Travel + Leisure Co                           | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       790 | NS      | $28756.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| TravelCenters of America Inc              | TravelCenters of America Inc                  | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      1085 | NS      | $48586.30     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Travere Therapeutics Inc                  | Travere Therapeutics Inc                      | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       797 | NS      | $16760.91     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Trean Insurance Group Inc                 | Trean Insurance Group Inc                     | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2820 | NS      | $16920.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Tredegar Corp                             | Tredegar Corp                                 | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      2129 | NS      | $21758.38     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TreeHouse Foods Inc                       | TreeHouse Foods Inc                           | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      1238 | NS      | $61132.44     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Trex Co Inc                               | Trex Co Inc                                   | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1851 | NS      | $78352.83     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| TriMas Corp                               | TriMas Corp                                   | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      1035 | NS      | $28710.90     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| TriNet Group Inc                          | TriNet Group Inc                              | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |       610 | NS      | $41358.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Triumph Financial Inc                     | Triumph Financial Inc                         | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       500 | NS      | $24435.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Triumph Group Inc                         | Triumph Group Inc                             | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |       870 | NS      | $9152.40      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TripAdvisor Inc                           | TripAdvisor Inc                               | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      1765 | NS      | $31734.70     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| TrueCar Inc                               | TrueCar Inc                                   | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     18058 | NS      | $45325.58     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TrueBlue Inc                              | TrueBlue Inc                                  | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3068 | NS      | $60071.44     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Trustmark Corp                            | Trustmark Corp                                | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      1050 | NS      | $36655.50     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| TTEC Holdings Inc                         | TTEC Holdings Inc                             | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       840 | NS      | $37069.20     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Tupperware Brands Corp                    | Tupperware Brands Corp                        | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |      6168 | NS      | $25535.52     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Turning Point Brands Inc                  | Turning Point Brands Inc                      | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       990 | NS      | $21413.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Turtle Beach Corp                         | Turtle Beach Corp                             | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      2153 | NS      | $15437.01     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Tutor Perini Corp                         | Tutor Perini Corp                             | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      6243 | NS      | $47134.65     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Two Harbors Investment Corp               | Two Harbors Investment Corp                   | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |      2520 | NS      | $39740.40     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| 2U Inc                                    | 2U Inc                                        | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |      1438 | NS      | $9016.26      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UFP Technologies Inc                      | UFP Technologies Inc                          | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       338 | NS      | $39846.82     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| UGI Corp                                  | UGI Corp                                      | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      3752 | NS      | $139086.64    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Udemy Inc                                 | Udemy Inc                                     | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |      2395 | NS      | $25267.25     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| UMB Financial Corp                        | UMB Financial Corp                            | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       669 | NS      | $55874.88     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| UFP Industries Inc                        | UFP Industries Inc                            | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      1938 | NS      | $153586.50    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| USANA Health Sciences Inc                 | USANA Health Sciences Inc                     | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       929 | NS      | $49422.80     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| US Physical Therapy Inc                   | US Physical Therapy Inc                       | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       245 | NS      | $19852.35     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| US Silica Holdings Inc                    | US Silica Holdings Inc                        | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      5080 | NS      | $63500.00     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| UiPath Inc                                | UiPath Inc                                    | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |       896 | NS      | $11388.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultra Clean Holdings Inc                  | Ultra Clean Holdings Inc                      | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      1404 | NS      | $46542.60     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Umpqua Holdings Corp                      | Umpqua Holdings Corp                          | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |      3842 | NS      | $68579.70     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Under Armour Inc                          | Under Armour Inc                              | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      6655 | NS      | $67614.80     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Under Armour Inc                          | Under Armour Inc                              | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      7580 | NS      | $67613.60     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Unifi Inc                                 | Unifi Inc                                     | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |      1790 | NS      | $15411.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UniFirst Corp/MA                          | UniFirst Corp/MA                              | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       213 | NS      | $41106.87     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Veritiv Corp                              | Veritiv Corp                                  | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      1796 | NS      | $218591.16    | 0.24%             |  |  |  | No            | 1                  | On Loan: —       |
| Vericel Corp                              | Vericel Corp                                  | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      2767 | NS      | $72882.78     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Veritone Inc                              | Veritone Inc                                  | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Long             | EC               | CORP              | US        |      2971 | NS      | $15746.30     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Verra Mobility Corp                       | Verra Mobility Corp                           | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      2139 | NS      | $29582.37     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Viavi Solutions Inc                       | Viavi Solutions Inc                           | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      2605 | NS      | $27378.55     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Via Renewables Inc                        | Via Renewables Inc                            | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |      8616 | NS      | $44027.76     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Vicor Corp                                | Vicor Corp                                    | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       849 | NS      | $45633.75     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Victoria's Secret & Co                    | Victoria's Secret & Co                        | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      1427 | NS      | $51058.06     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| View Inc                                  | View Inc                                      | CUSIP: 92671V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12670 | NS      | $12225.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Village Super Market Inc                  | Village Super Market Inc                      | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      2516 | NS      | $58597.64     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Vir Biotechnology Inc                     | Vir Biotechnology Inc                         | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5973 | NS      | $151176.63    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Virtu Financial Inc                       | Virtu Financial Inc                           | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      3300 | NS      | $67353.00     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Virtus Investment Partners Inc            | Virtus Investment Partners Inc                | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       293 | NS      | $56091.92     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Vishay Intertechnology Inc                | Vishay Intertechnology Inc                    | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      2848 | NS      | $61431.36     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Vista Outdoor Inc                         | Vista Outdoor Inc                             | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      2451 | NS      | $59730.87     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Visteon Corp                              | Visteon Corp                                  | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       147 | NS      | $19232.01     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Corp                               | Vistra Corp                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      5666 | NS      | $131451.20    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Vital Farms Inc                           | Vital Farms Inc                               | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |      3411 | NS      | $50892.12     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Vivid Seats Inc                           | Vivid Seats Inc                               | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3235 | NS      | $23615.50     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Ensign Group Inc/The                      | Ensign Group Inc/The                          | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       898 | NS      | $84959.78     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Entegris Inc                              | Entegris Inc                                  | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       326 | NS      | $21382.34     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Enterprise Bancorp Inc/MA                 | Enterprise Bancorp Inc/MA                     | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       417 | NS      | $14720.10     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Enterprise Financial Services             | Enterprise Financial Services Corp            | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      1168 | NS      | $57185.28     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Entravision Communications Cor            | Entravision Communications Corp               | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      7233 | NS      | $34718.40     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Envestnet Inc                             | Envestnet Inc                                 | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |       824 | NS      | $50840.80     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Enviva Inc                                | Enviva Inc                                    | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |       306 | NS      | $16208.82     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Envista Holdings Corp                     | Envista Holdings Corp                         | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      2291 | NS      | $77137.97     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| ePlus Inc                                 | ePlus Inc                                     | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       896 | NS      | $39674.88     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Equitrans Midstream Corp                  | Equitrans Midstream Corp                      | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |      7781 | NS      | $52132.70     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Equity Bancshares Inc                     | Equity Bancshares Inc                         | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      1035 | NS      | $33813.45     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity LifeStyle Properties In            | Equity LifeStyle Properties Inc               | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       430 | NS      | $27778.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Erie Indemnity Co                         | Erie Indemnity Co                             | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |       419 | NS      | $104213.68    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Esab Corp                                 | Esab Corp                                     | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      1166 | NS      | $54708.72     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ESCO Technologies Inc                     | ESCO Technologies Inc                         | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       272 | NS      | $23810.88     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Essential Properties Realty Tr            | Essential Properties Realty Trust Inc         | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      1203 | NS      | $28234.41     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Essential Utilities Inc                   | Essential Utilities Inc                       | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      1648 | NS      | $78659.04     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Ethan Allen Interiors Inc                 | Ethan Allen Interiors Inc                     | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2485 | NS      | $65653.70     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Euronet Worldwide Inc                     | Euronet Worldwide Inc                         | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       639 | NS      | $60308.82     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Evercore Inc                              | Evercore Inc                                  | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      1019 | NS      | $111152.52    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| EverCommerce Inc                          | EverCommerce Inc                              | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2057 | NS      | $15304.08     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Everi Holdings Inc                        | Everi Holdings Inc                            | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |      1453 | NS      | $20850.55     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| EVERTEC Inc                               | EVERTEC Inc                                   | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1046 | NS      | $33869.48     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| EverQuote Inc                             | EverQuote Inc                                 | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4765 | NS      | $70236.10     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Evolent Health Inc                        | Evolent Health Inc                            | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      1282 | NS      | $35998.56     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| EVgo Inc                                  | EVgo Inc                                      | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3842 | NS      | $17173.74     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Evoqua Water Technologies Corp            | Evoqua Water Technologies Corp                | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |      1477 | NS      | $58489.20     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelixis Inc                              | Exelixis Inc                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      8793 | NS      | $141039.72    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| ExlService Holdings Inc                   | ExlService Holdings Inc                       | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       745 | NS      | $126225.35    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| eXp World Holdings Inc                    | eXp World Holdings Inc                        | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      6875 | NS      | $76175.00     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Exponent Inc                              | Exponent Inc                                  | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |       379 | NS      | $37555.11     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Express Inc                               | Express Inc                                   | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22622 | NS      | $23074.44     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Extreme Networks Inc                      | Extreme Networks Inc                          | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     10564 | NS      | $193426.84    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| EZCORP Inc                                | EZCORP Inc                                    | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      3102 | NS      | $25281.30     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FNB Corp/PA                               | FNB Corp/PA                                   | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      4067 | NS      | $53074.35     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| FB Financial Corp                         | FB Financial Corp                             | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       528 | NS      | $19081.92     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Figs Inc                                  | Figs Inc                                      | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6758 | NS      | $45481.34     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| FTI Consulting Inc                        | FTI Consulting Inc                            | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       569 | NS      | $90357.20     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| FactSet Research Systems Inc              | FactSet Research Systems Inc                  | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       521 | NS      | $209030.41    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Fair Isaac Corp                           | Fair Isaac Corp                               | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       380 | NS      | $227460.40    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Farmland Partners Inc                     | Farmland Partners Inc                         | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |      2660 | NS      | $33143.60     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| FARO Technologies Inc                     | FARO Technologies Inc                         | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |       694 | NS      | $20410.54     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Fathom Digital Manufacturing C            | Fathom Digital Manufacturing C                | CUSIP: 31189Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8956 | NS      | $11821.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Farmer Mac                                | Federal Agricultural Mortgage Corp            | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |       586 | NS      | $66048.06     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Realty Investment Trus            | Federal Realty Investment Trust               | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       507 | NS      | $51227.28     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Signal Corp                       | Federal Signal Corp                           | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |       753 | NS      | $34991.91     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Federated Hermes Inc                      | Federated Hermes Inc                          | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      2306 | NS      | $83730.86     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| F5 Inc                                    | F5 Inc                                        | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       996 | NS      | $142935.96    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Financial Institutions Inc                | Financial Institutions Inc                    | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1462 | NS      | $35614.32     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| First American Financial Corp             | First American Financial Corp                 | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      1807 | NS      | $94578.38     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| First BanCorp/Puerto Rico                 | First BanCorp/Puerto Rico                     | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      5140 | NS      | $65380.80     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| First Bancorp/Southern Pines N            | First Bancorp/Southern Pines NC               | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       785 | NS      | $33629.40     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| First Bancshares Inc/The                  | First Bancshares Inc/The                      | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |       854 | NS      | $27336.54     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| First Bank/Hamilton NJ                    | First Bank/Hamilton NJ                        | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      2391 | NS      | $32900.16     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontier Communications Parent            | Frontier Communications Parent Inc            | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1181 | NS      | $30091.88     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Fulgent Genetics Inc                      | Fulgent Genetics Inc                          | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      1980 | NS      | $58964.40     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| HB Fuller Co                              | HB Fuller Co                                  | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       580 | NS      | $41539.60     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Fulton Financial Corp                     | Fulton Financial Corp                         | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      3010 | NS      | $50658.30     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Funko Inc                                 | Funko Inc                                     | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |      2813 | NS      | $30689.83     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| GATX Corp                                 | GATX Corp                                     | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       330 | NS      | $35092.20     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| GEO Group Inc/The                         | GEO Group Inc/The                             | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     10316 | NS      | $112960.20    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| G-III Apparel Group Ltd                   | G-III Apparel Group Ltd                       | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      2482 | NS      | $34028.22     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| GMS Inc                                   | GMS Inc                                       | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      2276 | NS      | $113344.80    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| GXO Logistics Inc                         | GXO Logistics Inc                             | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      1186 | NS      | $50630.34     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Gaming and Leisure Properties             | Gaming and Leisure Properties Inc             | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      1492 | NS      | $77718.28     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| GameStop Corp                             | GameStop Corp                                 | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      4972 | NS      | $91783.12     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Gannett Co Inc                            | Gannett Co Inc                                | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     11078 | NS      | $22488.34     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Gap Inc/The                               | Gap Inc/The                                   | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      5188 | NS      | $58520.64     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Genesco Inc                               | Genesco Inc                                   | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      1394 | NS      | $64151.88     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Gentex Corp                               | Gentex Corp                                   | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      2920 | NS      | $79628.40     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Genworth Financial Inc                    | Genworth Financial Inc                        | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     11950 | NS      | $63215.50     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Gentherm Inc                              | Gentherm Inc                                  | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       464 | NS      | $30294.56     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| German American Bancorp Inc               | German American Bancorp Inc                   | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       571 | NS      | $21298.30     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Gibraltar Industries Inc                  | Gibraltar Industries Inc                      | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       503 | NS      | $23077.64     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Glacier Bancorp Inc                       | Glacier Bancorp Inc                           | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      1277 | NS      | $63109.34     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Gladstone Commercial Corp                 | Gladstone Commercial Corp                     | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |      1216 | NS      | $22496.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Industrial Co                      | Global Industrial Co                          | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1962 | NS      | $46165.86     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Net Lease Inc                      | Global Net Lease Inc                          | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |      2975 | NS      | $37395.75     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Global Medical REIT Inc                   | Global Medical REIT Inc                       | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |      1307 | NS      | $12390.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Globus Medical Inc                        | Globus Medical Inc                            | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      1062 | NS      | $78874.74     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Vontier Corp                              | Vontier Corp                                  | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      2979 | NS      | $57584.07     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellium SE                            | Constellium SE                                | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |      1797 | NS      | $21258.51     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Globe Life Inc                            | Globe Life Inc                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      1159 | NS      | $139717.45    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Gogo Inc                                  | Gogo Inc                                      | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      2713 | NS      | $40043.88     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Goodyear Tire & Rubber Co/The             | Goodyear Tire & Rubber Co/The                 | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      4193 | NS      | $42558.95     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| GoPro Inc                                 | GoPro Inc                                     | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |      6318 | NS      | $31463.64     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Adient PLC                                | Adient PLC                                    | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | US        |      1357 | NS      | $47074.33     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Alkermes PLC                              | Alkermes PLC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      4144 | NS      | $108282.72    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Graco Inc                                 | Graco Inc                                     | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      2320 | NS      | $156043.20    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| GrafTech International Ltd                | GrafTech International Ltd                    | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     14577 | NS      | $69386.52     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegion plc                              | Allegion plc                                  | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      1101 | NS      | $115891.26    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Amdocs Ltd                                | Amdocs Ltd                                    | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | US        |      2210 | NS      | $200889.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Graham Holdings Co                        | Graham Holdings Co                            | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       112 | NS      | $67671.52     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Grand Canyon Education Inc                | Grand Canyon Education Inc                    | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       840 | NS      | $88754.40     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Ambarella Inc                             | Ambarella Inc                                 | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | US        |       481 | NS      | $39552.63     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Argo Group International Holdi            | Argo Group International Holdings Ltd         | CUSIP: N/A<br>LEI: 549300M4T8Y5TTWI6O03       | Long             | EC               | CORP              | BM        |       619 | NS      | $16001.15     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Graphic Packaging Holding Co              | Graphic Packaging Holding Co                  | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2258 | NS      | $50240.50     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Gray Television Inc                       | Gray Television Inc                           | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |      2271 | NS      | $25412.49     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Assured Guaranty Ltd                      | Assured Guaranty Ltd                          | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |      1300 | NS      | $80938.00     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Axis Capital Holdings Ltd                 | Axis Capital Holdings Ltd                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      1392 | NS      | $75404.64     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Brick Partners Inc                  | Green Brick Partners Inc                      | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      2156 | NS      | $52239.88     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Plains Inc                          | Green Plains Inc                              | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |       759 | NS      | $23149.50     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Axalta Coating Systems Ltd                | Axalta Coating Systems Ltd                    | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | US        |      2211 | NS      | $56314.17     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of NT Butterfield & Son L            | Bank of NT Butterfield & Son Ltd/The          | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |      1000 | NS      | $29810.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cambium Networks Corp                     | Cambium Networks Corp                         | CUSIP: N/A<br>LEI: 549300OYSIGK6OT5WL04       | Long             | EC               | CORP              | US        |      2972 | NS      | $64403.24     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Capri Holdings Ltd                        | Capri Holdings Ltd                            | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | GB        |      3391 | NS      | $194372.12    | 0.21%             |  |  |  | No            | 1                  | On Loan: —       |
| Bladex                                    | Banco Latinoamericano de Comercio Exterior SA | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | CORP              | PA        |      2010 | NS      | $32562.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Dorian LPG Ltd                            | Dorian LPG Ltd                                | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | US        |      2527 | NS      | $47886.65     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Bulk Shipping Inc                   | Eagle Bulk Shipping Inc                       | CUSIP: N/A<br>LEI: 549300EC4INNZBWR8W37       | Long             | EC               | CORP              | US        |       882 | NS      | $44047.08     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Genco Shipping & Trading Ltd              | Genco Shipping & Trading Ltd                  | CUSIP: N/A<br>LEI: 5493003MBZ5GU8QHXZ58       | Long             | EC               | CORP              | US        |      2455 | NS      | $37708.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| International Seaways Inc                 | International Seaways Inc                     | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | US        |       535 | NS      | $19805.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Safe Bulkers Inc                          | Safe Bulkers Inc                              | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MC        |      9051 | NS      | $26338.41     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Scorpio Tankers Inc                       | Scorpio Tankers Inc                           | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MC        |       746 | NS      | $40112.42     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Teekay Corp                               | Teekay Corp                                   | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | BM        |      8927 | NS      | $40528.58     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Cimpress PLC                              | Cimpress PLC                                  | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |      1217 | NS      | $33601.37     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Cushman & Wakefield PLC                   | Cushman & Wakefield PLC                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4494 | NS      | $55995.24     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Essent Group Ltd                          | Essent Group Ltd                              | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | US        |      2098 | NS      | $81570.24     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Everest Re Group Ltd                      | Everest Re Group Ltd                          | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       545 | NS      | $180542.15    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Fabrinet                                  | Fabrinet                                      | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | TH        |       549 | NS      | $70392.78     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Fresh Del Monte Produce Inc               | Fresh Del Monte Produce Inc                   | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | US        |      1120 | NS      | $29332.80     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Frontline PLC                             | Frontline PLC                                 | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Long             | EC               | CORP              | NO        |      1401 | NS      | $17008.14     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Gates Industrial Corp PLC                 | Gates Industrial Corp PLC                     | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | US        |      3275 | NS      | $37367.75     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Genpact Ltd                               | Genpact Ltd                                   | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | US        |      3389 | NS      | $156978.48    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Golden Ocean Group Ltd                    | Golden Ocean Group Ltd                        | CUSIP: G39637205<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | NO        |      1577 | NS      | $13704.13     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Greenlight Capital Re Ltd                 | Greenlight Capital Re Ltd                     | CUSIP: N/A<br>LEI: 549300Q9HRIFA2BGHJ51       | Long             | EC               | CORP              | KY        |      3853 | NS      | $31401.95     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Helen of Troy Ltd                         | Helen of Troy Ltd                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       358 | NS      | $39705.78     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Herbalife Nutrition Ltd                   | Herbalife Nutrition Ltd                       | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | US        |      2463 | NS      | $36649.44     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Janus Henderson Group PLC                 | Janus Henderson Group PLC                     | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | GB        |      2781 | NS      | $65409.12     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| IBEX Holdings Ltd                         | IBEX Holdings Ltd                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3989 | NS      | $99126.65     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| International Game Technology             | International Game Technology PLC             | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | US        |      3100 | NS      | $70308.00     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Weatherford International PLC             | Weatherford International PLC                 | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | US        |       822 | NS      | $41856.24     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Invesco Ltd                               | Invesco Ltd                                   | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | US        |      4225 | NS      | $76007.75     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Jazz Pharmaceuticals PLC                  | Jazz Pharmaceuticals PLC                      | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |      1114 | NS      | $177471.34    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Lazard Ltd                                | Lazard Ltd                                    | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | US        |      2429 | NS      | $84213.43     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| LivaNova PLC                              | LivaNova PLC                                  | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |       512 | NS      | $28436.48     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha & Omega Semiconductor Lt            | Alpha & Omega Semiconductor Ltd               | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | US        |      2097 | NS      | $59911.29     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Nabors Industries Ltd                     | Nabors Industries Ltd                         | CUSIP: N/A<br>LEI: 5493008TXYN3II3PU369       | Long             | EC               | CORP              | US        |       346 | NS      | $53585.02     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| National Energy Services Reuni            | National Energy Services Reunited Corp        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5229 | NS      | $36289.26     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Joby Aviation Inc                         | Joby Aviation Inc                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3835 | NS      | $12847.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Novocure Ltd                              | Novocure Ltd                                  | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |       640 | NS      | $46944.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| nVent Electric PLC                        | nVent Electric PLC                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2620 | NS      | $100791.40    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Paysafe Ltd                               | Paysafe Ltd                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2808 | NS      | $39003.12     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| RenaissanceRe Holdings Ltd                | RenaissanceRe Holdings Ltd                    | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |       354 | NS      | $65217.42     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| SFL Corp Ltd                              | SFL Corp Ltd                                  | CUSIP: N/A<br>LEI: 549300RLYYPSB0C7RH77       | Long             | EC               | CORP              | NO        |      2752 | NS      | $25373.44     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Pentair PLC                               | Pentair PLC                                   | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | GB        |      1428 | NS      | $64231.44     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Sapiens International Corp NV             | Sapiens International Corp NV                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1100 | NS      | $20328.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sensata Technologies Holding P            | Sensata Technologies Holding PLC              | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | US        |      1292 | NS      | $52170.96     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Signet Jewelers Ltd                       | Signet Jewelers Ltd                           | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | US        |      2149 | NS      | $146132.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| SMART Global Holdings Inc                 | SMART Global Holdings Inc                     | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | US        |      3330 | NS      | $49550.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| StoneCo Ltd                               | StoneCo Ltd                                   | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | BR        |      8040 | NS      | $75897.60     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Textainer Group Holdings Ltd              | Textainer Group Holdings Ltd                  | CUSIP: N/A<br>LEI: 529900OHEYRATAFMIT89       | Long             | EC               | CORP              | US        |      1587 | NS      | $49212.87     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Latin America Ltd                 | Liberty Latin America Ltd                     | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | US        |      4323 | NS      | $32552.19     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Latin America Ltd                 | Liberty Latin America Ltd                     | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | US        |      2759 | NS      | $20968.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Trinseo PLC                               | Trinseo PLC                                   | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | US        |       783 | NS      | $17781.93     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Triton International Ltd                  | Triton International Ltd                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       954 | NS      | $65616.12     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Tronox Holdings PLC                       | Tronox Holdings PLC                           | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | US        |      2871 | NS      | $39361.41     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Golar LNG Ltd                             | Golar LNG Ltd                                 | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |      1287 | NS      | $29330.73     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Valaris Ltd                               | Valaris Ltd                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       406 | NS      | $27453.72     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| White Mountains Insurance Grou            | White Mountains Insurance Group Ltd           | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | US        |        15 | NS      | $21214.95     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Perrigo Co PLC                            | Perrigo Co PLC                                | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |      2246 | NS      | $76566.14     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Ardagh Group SA                           | Ardagh Group SA                               | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | EC               | CORP              | LU        |      1281 | NS      | $10894.91     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Globant SA                                | Globant SA                                    | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | UY        |       352 | NS      | $59192.32     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Wix.com Ltd                               | Wix.com Ltd                                   | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |       420 | NS      | $32268.60     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Elastic NV                                | Elastic NV                                    | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | US        |       890 | NS      | $45835.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| QIAGEN NV                                 | QIAGEN NV                                     | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      3173 | NS      | $158237.51    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Hubbell Inc                               | Hubbell Inc                                   | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       582 | NS      | $136583.76    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Hudson Pacific Properties Inc             | Hudson Pacific Properties Inc                 | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3005 | NS      | $29238.65     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hudson Technologies Inc                   | Hudson Technologies Inc                       | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8134 | NS      | $82316.08     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Ingalls Industries             | Huntington Ingalls Industries Inc             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       485 | NS      | $111879.80    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntsman Corp                             | Huntsman Corp                                 | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      3147 | NS      | $86479.56     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Huron Consulting Group Inc                | Huron Consulting Group Inc                    | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |       648 | NS      | $47044.80     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Hyatt Hotels Corp                         | Hyatt Hotels Corp                             | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |       464 | NS      | $41968.80     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| IDT Corp                                  | IDT Corp                                      | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      3834 | NS      | $108003.78    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| IAA Inc                                   | IAA Inc                                       | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |       783 | NS      | $31320.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ICF International Inc                     | ICF International Inc                         | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       520 | NS      | $51506.00     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| ICU Medical Inc                           | ICU Medical Inc                               | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       117 | NS      | $18425.16     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| IES Holdings Inc                          | IES Holdings Inc                              | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      1189 | NS      | $42292.73     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| National Western Life Group In            | National Western Life Group Inc               | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |       132 | NS      | $37092.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| IPG Photonics Corp                        | IPG Photonics Corp                            | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       252 | NS      | $23856.84     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| iRhythm Technologies Inc                  | iRhythm Technologies Inc                      | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |       580 | NS      | $54328.60     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Natural Grocers by Vitamin Cot            | Natural Grocers by Vitamin Cottage Inc        | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |      3381 | NS      | $30902.34     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nature's Sunshine Products Inc            | Nature's Sunshine Products Inc                | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4728 | NS      | $39336.96     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ITT Inc                                   | ITT Inc                                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       640 | NS      | $51904.00     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| IDACORP Inc                               | IDACORP Inc                                   | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       598 | NS      | $64494.30     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Navient Corp                              | Navient Corp                                  | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      6122 | NS      | $100706.90    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Nelnet Inc                                | Nelnet Inc                                    | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |       651 | NS      | $59078.25     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Identiv Inc                               | Identiv Inc                                   | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |      2471 | NS      | $17890.04     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| iHeartMedia Inc                           | iHeartMedia Inc                               | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2219 | NS      | $13602.47     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Impinj Inc                                | Impinj Inc                                    | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       728 | NS      | $79483.04     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Inari Medical Inc                         | Inari Medical Inc                             | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       989 | NS      | $62860.84     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Nerdy Inc                                 | Nerdy Inc                                     | CUSIP: 64081V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15467 | NS      | $34800.75     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| NETGEAR Inc                               | NETGEAR Inc                                   | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      1293 | NS      | $23416.23     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Independence Realty Trust Inc             | Independence Realty Trust Inc                 | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      1665 | NS      | $28071.90     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Independent Bank Corp                     | Independent Bank Corp                         | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       383 | NS      | $32336.69     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| NetScout Systems Inc                      | NetScout Systems Inc                          | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      1833 | NS      | $59590.83     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Neurocrine Biosciences Inc                | Neurocrine Biosciences Inc                    | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       713 | NS      | $85160.72     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| New Fortress Energy Inc                   | New Fortress Energy Inc                       | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       388 | NS      | $16458.96     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| New Jersey Resources Corp                 | New Jersey Resources Corp                     | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       810 | NS      | $40192.20     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Corp/MI                  | Independent Bank Corp/MI                      | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1337 | NS      | $31981.04     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Group Inc                | Independent Bank Group Inc                    | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       551 | NS      | $33104.08     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Industrial Logistics Propertie            | Industrial Logistics Properties Trust         | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |      2702 | NS      | $8835.54      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Informatica Inc                           | Informatica Inc                               | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1131 | NS      | $18423.99     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Rithm Capital Corp                        | Rithm Capital Corp                            | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      8954 | NS      | $73154.18     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| New Relic Inc                             | New Relic Inc                                 | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |       804 | NS      | $45385.80     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Community Bancorp Inc            | New York Community Bancorp Inc                | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      7900 | NS      | $67940.00     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| New York Times Co/The                     | New York Times Co/The                         | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      2099 | NS      | $68133.54     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Information Services Group Inc            | Information Services Group Inc                | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |     14346 | NS      | $65991.60     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingevity Corp                             | Ingevity Corp                                 | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       461 | NS      | $32472.84     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingles Markets Inc                        | Ingles Markets Inc                            | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      1257 | NS      | $121250.22    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingredion Inc                             | Ingredion Inc                                 | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       813 | NS      | $79617.09     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| NewMarket Corp                            | NewMarket Corp                                | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        81 | NS      | $25199.91     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Newpark Resources Inc                     | Newpark Resources Inc                         | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      8901 | NS      | $36939.15     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Insight Enterprises Inc                   | Insight Enterprises Inc                       | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       832 | NS      | $83424.64     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Innospec Inc                              | Innospec Inc                                  | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       464 | NS      | $47727.04     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| News Corp                                 | News Corp                                     | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      5686 | NS      | $103485.20    | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| News Corp                                 | News Corp                                     | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      2667 | NS      | $49179.48     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Option Care Health Inc                    | Option Care Health Inc                        | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      2400 | NS      | $72216.00     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Organogenesis Holdings Inc                | Organogenesis Holdings Inc                    | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     26513 | NS      | $71319.97     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Inspire Medical Systems Inc               | Inspire Medical Systems Inc                   | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |       477 | NS      | $120146.76    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Insteel Industries Inc                    | Insteel Industries Inc                        | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      1371 | NS      | $37729.92     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Origin Bancorp Inc                        | Origin Bancorp Inc                            | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |       716 | NS      | $26277.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BARK Inc                                  | BARK Inc                                      | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18514 | NS      | $27585.86     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Organon & Co                              | Organon & Co                                  | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      1460 | NS      | $40777.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Orion Office REIT Inc                     | Orion Office REIT Inc                         | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3416 | NS      | $29172.64     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Insperity Inc                             | Insperity Inc                                 | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |       705 | NS      | $80088.00     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Inogen Inc                                | Inogen Inc                                    | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       785 | NS      | $15472.35     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ormat Technologies Inc                    | Ormat Technologies Inc                        | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |       399 | NS      | $34505.52     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Orrstown Financial Services In            | Orrstown Financial Services Inc               | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      1386 | NS      | $32099.76     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Installed Building Products In            | Installed Building Products Inc               | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       549 | NS      | $46994.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Innoviva Inc                              | Innoviva Inc                                  | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      7266 | NS      | $96274.50     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Orthofix Medical Inc                      | Orthofix Medical Inc                          | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2120 | NS      | $43523.60     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Oshkosh Corp                              | Oshkosh Corp                                  | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       905 | NS      | $79811.95     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Otter Tail Corp                           | Otter Tail Corp                               | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1299 | NS      | $76264.29     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Outfront Media Inc                        | Outfront Media Inc                            | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |       924 | NS      | $15319.92     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Inseego Corp                              | Inseego Corp                                  | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |     15636 | NS      | $13173.33     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Inspired Entertainment Inc                | Inspired Entertainment Inc                    | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |      3157 | NS      | $39999.19     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Inotiv Inc                                | Inotiv Inc                                    | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |      2411 | NS      | $11910.34     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Innovage Holding Corp                     | Innovage Holding Corp                         | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14417 | NS      | $103514.06    | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Ovintiv Inc                               | Ovintiv Inc                                   | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3466 | NS      | $175760.86    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Owens & Minor Inc                         | Owens & Minor Inc                             | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      2590 | NS      | $50582.70     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Owens Corning                             | Owens Corning                                 | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      1509 | NS      | $128717.70    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Oxford Industries Inc                     | Oxford Industries Inc                         | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       970 | NS      | $90384.60     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Integra LifeSciences Holdings             | Integra LifeSciences Holdings Corp            | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |       804 | NS      | $45080.28     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Integer Holdings Corp                     | Integer Holdings Corp                         | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       479 | NS      | $32792.34     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| PAM Transportation Services In            | PAM Transportation Services Inc               | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3064 | NS      | $79357.60     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| PBF Energy Inc                            | PBF Energy Inc                                | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      2757 | NS      | $112430.46    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| PC Connection Inc                         | PC Connection Inc                             | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       926 | NS      | $43429.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| PDC Energy Inc                            | PDC Energy Inc                                | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      1440 | NS      | $91411.20     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Inter Parfums Inc                         | Inter Parfums Inc                             | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       658 | NS      | $63510.16     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Interface Inc                             | Interface Inc                                 | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      3635 | NS      | $35877.45     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| PGT Innovations Inc                       | PGT Innovations Inc                           | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      2650 | NS      | $47594.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| PJT Partners Inc                          | PJT Partners Inc                              | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      1011 | NS      | $74500.59     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| International Money Express In            | International Money Express Inc               | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2102 | NS      | $51225.74     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Interpublic Group of Cos Inc/T            | Interpublic Group of Cos Inc/The              | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      5323 | NS      | $177309.13    | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| PNM Resources Inc                         | PNM Resources Inc                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       635 | NS      | $30981.65     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PRA Group Inc                             | PRA Group Inc                                 | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |       648 | NS      | $21889.44     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Intra-Cellular Therapies Inc              | Intra-Cellular Therapies Inc                  | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |       758 | NS      | $40113.36     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Intrepid Potash Inc                       | Intrepid Potash Inc                           | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      1174 | NS      | $33893.38     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| PVH Corp                                  | PVH Corp                                      | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      1173 | NS      | $82802.07     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| PTC Therapeutics Inc                      | PTC Therapeutics Inc                          | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       362 | NS      | $13817.54     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Investors Title Co                        | Investors Title Co                            | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       249 | NS      | $36739.95     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ionis Pharmaceuticals Inc                 | Ionis Pharmaceuticals Inc                     | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       749 | NS      | $28289.73     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PTC Inc                                   | PTC Inc                                       | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      1250 | NS      | $150050.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacific Premier Bancorp Inc               | Pacific Premier Bancorp Inc                   | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |       963 | NS      | $30392.28     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacira BioSciences Inc                    | Pacira BioSciences Inc                        | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       852 | NS      | $32895.72     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Packaging Corp of America                 | Packaging Corp of America                     | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1166 | NS      | $149143.06    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| iRadimed Corp                             | iRadimed Corp                                 | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      1234 | NS      | $34909.86     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Iridium Communications Inc                | Iridium Communications Inc                    | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |       542 | NS      | $27858.80     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| iRobot Corp                               | iRobot Corp                                   | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       932 | NS      | $44857.16     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Iron Mountain Inc                         | Iron Mountain Inc                             | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      2001 | NS      | $99749.85     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| PacWest Bancorp                           | PacWest Bancorp                               | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |      2153 | NS      | $49411.35     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Papa John's International Inc             | Papa John's International Inc                 | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       618 | NS      | $50867.58     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Ironwood Pharmaceuticals Inc              | Ironwood Pharmaceuticals Inc                  | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      6114 | NS      | $75752.46     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| iTeos Therapeutics Inc                    | iTeos Therapeutics Inc                        | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4261 | NS      | $83217.33     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Group Inc                       | Paramount Group Inc                           | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |      7463 | NS      | $44330.22     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Park Hotels & Resorts Inc                 | Park Hotels & Resorts Inc                     | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      2989 | NS      | $35240.31     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| I3 Verticals Inc                          | I3 Verticals Inc                              | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |      2765 | NS      | $67300.10     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| KBR Inc                                   | KBR Inc                                       | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      1792 | NS      | $94617.60     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Park National Corp                        | Park National Corp                            | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       229 | NS      | $32231.75     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Parsons Corp                              | Parsons Corp                                  | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |       908 | NS      | $41995.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR Real Estate Finance Trust             | KKR Real Estate Finance Trust Inc             | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |      1079 | NS      | $15062.84     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kadant Inc                                | Kadant Inc                                    | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       293 | NS      | $52045.59     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Patrick Industries Inc                    | Patrick Industries Inc                        | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       485 | NS      | $29391.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Patterson Cos Inc                         | Patterson Cos Inc                             | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      2306 | NS      | $64637.18     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Kaiser Aluminum Corp                      | Kaiser Aluminum Corp                          | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       262 | NS      | $19901.52     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaman Corp                                | Kaman Corp                                    | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |       611 | NS      | $13625.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson-UTI Energy Inc                  | Patterson-UTI Energy Inc                      | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      3780 | NS      | $63655.20     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Paylocity Holding Corp                    | Paylocity Holding Corp                        | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       223 | NS      | $43319.98     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Karat Packaging Inc                       | Karat Packaging Inc                           | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |      2731 | NS      | $39244.47     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Karuna Therapeutics Inc                   | Karuna Therapeutics Inc                       | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       179 | NS      | $35173.50     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Peabody Energy Corp                       | Peabody Energy Corp                           | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      3067 | NS      | $81030.14     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Peapack-Gladstone Financial Co            | Peapack-Gladstone Financial Corp              | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |       671 | NS      | $24974.62     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Karyopharm Therapeutics Inc               | Karyopharm Therapeutics Inc                   | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |      7593 | NS      | $25816.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| KB Home                                   | KB Home                                       | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       799 | NS      | $25448.15     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Pebblebrook Hotel Trust                   | Pebblebrook Hotel Trust                       | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      2889 | NS      | $38683.71     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Pegasystems Inc                           | Pegasystems Inc                               | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      1362 | NS      | $46634.88     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Kearny Financial Corp/MD                  | Kearny Financial Corp/MD                      | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1757 | NS      | $17833.55     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kelly Services Inc                        | Kelly Services Inc                            | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1821 | NS      | $30774.90     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Penn Entertainment Inc                    | Penn Entertainment Inc                        | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1832 | NS      | $54410.40     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ranger Oil Corp                           | Ranger Oil Corp                               | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |      1154 | NS      | $46656.22     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Kemper Corp                               | Kemper Corp                                   | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |       326 | NS      | $16039.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kennametal Inc                            | Kennametal Inc                                | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      1046 | NS      | $25166.76     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| PennyMac Financial Services In            | PennyMac Financial Services Inc               | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      1127 | NS      | $63855.82     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Penske Automotive Group Inc               | Penske Automotive Group Inc                   | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       842 | NS      | $96771.06     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Kforce Inc                                | Kforce Inc                                    | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      1318 | NS      | $72265.94     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimball International Inc                 | Kimball International Inc                     | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |      4551 | NS      | $29581.50     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Penumbra Inc                              | Penumbra Inc                                  | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       474 | NS      | $105446.04    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Perdoceo Education Corp                   | Perdoceo Education Corp                       | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      8341 | NS      | $115939.90    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Kilroy Realty Corp                        | Kilroy Realty Corp                            | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      1696 | NS      | $65584.32     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| KRC Interim Corp                          | KRC Interim Corp                              | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      6694 | NS      | $141778.92    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Perficient Inc                            | Perficient Inc                                | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      1573 | NS      | $109842.59    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Performance Food Group Co                 | Performance Food Group Co                     | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      3255 | NS      | $190059.45    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinsale Capital Group Inc                 | Kinsale Capital Group Inc                     | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       376 | NS      | $98331.52     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Kirby Corp                                | Kirby Corp                                    | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       747 | NS      | $48069.45     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Permian Resources Corp                    | Permian Resources Corp                        | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      9317 | NS      | $87579.80     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Petco Health & Wellness Co Inc            | Petco Health & Wellness Co Inc                | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |      2191 | NS      | $20770.68     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| PetMed Express Inc                        | PetMed Express Inc                            | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |      1348 | NS      | $23859.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| PetIQ Inc                                 | PetIQ Inc                                     | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |      1110 | NS      | $10234.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Kite Realty Group Trust                   | Kite Realty Group Trust                       | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3552 | NS      | $74769.60     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Knight-Swift Transportation Ho            | Knight-Swift Transportation Holdings Inc      | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2390 | NS      | $125259.90    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Knowles Corp                              | Knowles Corp                                  | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      2685 | NS      | $44087.70     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Kohl's Corp                               | Kohl's Corp                                   | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      3351 | NS      | $84612.75     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Phibro Animal Health Corp                 | Phibro Animal Health Corp                     | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      1570 | NS      | $21053.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Phillips Edison & Co Inc                  | Phillips Edison & Co Inc                      | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |      1052 | NS      | $33495.68     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Kontoor Brands Inc                        | Kontoor Brands Inc                            | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      2060 | NS      | $82379.40     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Koppers Holdings Inc                      | Koppers Holdings Inc                          | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1084 | NS      | $30568.80     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Photronics Inc                            | Photronics Inc                                | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      4972 | NS      | $83678.76     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Physicians Realty Trust                   | Physicians Realty Trust                       | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |      1431 | NS      | $20706.57     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Korn Ferry                                | Korn Ferry                                    | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       850 | NS      | $43027.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Kosmos Energy Ltd                         | Kosmos Energy Ltd                             | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |      4521 | NS      | $28753.56     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Piedmont Office Realty Trust I            | Piedmont Office Realty Trust Inc              | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3538 | NS      | $32443.46     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Pilgrim's Pride Corp                      | Pilgrim's Pride Corp                          | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      1107 | NS      | $26269.11     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Kulicke & Soffa Industries Inc            | Kulicke & Soffa Industries Inc                | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | SG        |      1897 | NS      | $83961.22     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Kura Sushi USA Inc                        | Kura Sushi USA Inc                            | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       564 | NS      | $26891.52     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle Financial Partners In            | Pinnacle Financial Partners Inc               | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       874 | NS      | $64151.60     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Progyny Inc                               | Progyny Inc                                   | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       671 | NS      | $20901.65     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| LHC Group Inc                             | LHC Group Inc                                 | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |       437 | NS      | $70658.53     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| LCI Industries                            | LCI Industries                                | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       425 | NS      | $39291.25     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| ProPetro Holding Corp                     | ProPetro Holding Corp                         | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4112 | NS      | $42641.44     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Prometheus Biosciences Inc                | Prometheus Biosciences Inc                    | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       354 | NS      | $38940.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| LPL Financial Holdings Inc                | LPL Financial Holdings Inc                    | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      1383 | NS      | $298963.11    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| LTC Properties Inc                        | LTC Properties Inc                            | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |       457 | NS      | $16237.21     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Prosperity Bancshares Inc                 | Prosperity Bancshares Inc                     | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       971 | NS      | $70572.28     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Proto Labs Inc                            | Proto Labs Inc                                | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       770 | NS      | $19658.10     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Provident Bancorp Inc                     | Provident Bancorp Inc                         | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1937 | NS      | $14101.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Provident Financial Services I            | Provident Financial Services Inc              | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      1422 | NS      | $30373.92     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| La-Z-Boy Inc                              | La-Z-Boy Inc                                  | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      2098 | NS      | $47876.36     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Lakeland Bancorp Inc                      | Lakeland Bancorp Inc                          | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |      1211 | NS      | $21325.71     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PulteGroup Inc                            | PulteGroup Inc                                | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3826 | NS      | $174197.78    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Pure Storage Inc                          | Pure Storage Inc                              | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      5014 | NS      | $134174.64    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Lakeland Financial Corp                   | Lakeland Financial Corp                       | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       573 | NS      | $41811.81     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamar Advertising Co                      | Lamar Advertising Co                          | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       519 | NS      | $48993.60     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Purple Innovation Inc                     | Purple Innovation Inc                         | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4884 | NS      | $23394.36     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| QCR Holdings Inc                          | QCR Holdings Inc                              | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |       586 | NS      | $29089.04     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamb Weston Holdings Inc                  | Lamb Weston Holdings Inc                      | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       673 | NS      | $60139.28     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Lancaster Colony Corp                     | Lancaster Colony Corp                         | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       242 | NS      | $47746.60     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Qualys Inc                                | Qualys Inc                                    | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       683 | NS      | $76653.09     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Quanex Building Products Corp             | Quanex Building Products Corp                 | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      2745 | NS      | $65001.60     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Landstar System Inc                       | Landstar System Inc                           | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       856 | NS      | $139442.40    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Lands' End Inc                            | Lands' End Inc                                | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      3825 | NS      | $29031.75     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Quanta Services Inc                       | Quanta Services Inc                           | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1717 | NS      | $244672.50    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| QuinStreet Inc                            | QuinStreet Inc                                | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      1981 | NS      | $28427.35     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Landsea Homes Corp                        | Landsea Homes Corp                            | CUSIP: 51509P103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | US        |      5380 | NS      | $28029.80     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lantheus Holdings Inc                     | Lantheus Holdings Inc                         | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      1267 | NS      | $64566.32     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Quotient Technology Inc                   | Quotient Technology Inc                       | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |      8052 | NS      | $27618.36     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Qurate Retail Inc                         | Qurate Retail Inc                             | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |      8880 | NS      | $14474.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Laredo Petroleum Inc                      | Laredo Petroleum Inc                          | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |       584 | NS      | $30029.28     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Lattice Semiconductor Corp                | Lattice Semiconductor Corp                    | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      2076 | NS      | $134690.88    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Laureate Education Inc                    | Laureate Education Inc                        | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      3845 | NS      | $36988.90     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Lear Corp                                 | Lear Corp                                     | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       513 | NS      | $63622.26     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| RBB Bancorp                               | RBB Bancorp                                   | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |      1313 | NS      | $27376.05     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| RCI Hospitality Holdings Inc              | RCI Hospitality Holdings Inc                  | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |       623 | NS      | $58057.37     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Leggett & Platt Inc                       | Leggett & Platt Inc                           | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |       716 | NS      | $23076.68     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Legalzoom.com Inc                         | Legalzoom.com Inc                             | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |      4364 | NS      | $33777.36     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| REV Group Inc                             | REV Group Inc                                 | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      3472 | NS      | $43816.64     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| RLI Corp                                  | RLI Corp                                      | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |       564 | NS      | $74036.28     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| LeMaitre Vascular Inc                     | LeMaitre Vascular Inc                         | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      1238 | NS      | $56972.76     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| LendingClub Corp                          | LendingClub Corp                              | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      1903 | NS      | $16746.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| RLJ Lodging Trust                         | RLJ Lodging Trust                             | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2198 | NS      | $23276.82     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| RH                                        | RH                                            | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       315 | NS      | $84164.85     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Lennox International Inc                  | Lennox International Inc                      | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       473 | NS      | $113155.79    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Leslie's Inc                              | Leslie's Inc                                  | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3434 | NS      | $41929.14     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| RPM International Inc                     | RPM International Inc                         | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      1698 | NS      | $165470.10    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| RPT Realty                                | RPT Realty                                    | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |      3658 | NS      | $36726.32     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| RXO Inc                                   | RXO Inc                                       | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |       978 | NS      | $16821.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Rackspace Technology Inc                  | Rackspace Technology Inc                      | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10940 | NS      | $32273.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Radian Group Inc                          | Radian Group Inc                              | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      4194 | NS      | $79979.58     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Radiant Logistics Inc                     | Radiant Logistics Inc                         | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      8035 | NS      | $40898.15     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| RADIUS HEALTH INC CVR                     | RADIUS HEALTH INC CVR                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6802 | NS      | $544.16       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Radius Global Infrastructure I            | Radius Global Infrastructure Inc              | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |      2059 | NS      | $24337.38     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Rambus Inc                                | Rambus Inc                                    | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      2869 | NS      | $102767.58    | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Ralph Lauren Corp                         | Ralph Lauren Corp                             | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       996 | NS      | $105247.32    | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |

### Signature

**Date Signed:** 2023-02-24

**Name of Applicant:** GPS Funds I

**Signature:** /s/ Patrick Young

**Name of Signer:** Patrick Young

**Title:** Principal Financial Officer/Treasurer