# EDGAR Filing Document

**Accession Number:** 0000353905
**File Stem:** 0001752724-23-040504
**Filing Date:** 2023-2
**Character Count:** 153354
**Document Hash:** 3bf39abefc43aafaab4987ebfa2c9ff7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040504.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-040504

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NATIONWIDE VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000353905
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03213
- **FILM NUMBER:** 23667686

**BUSINESS ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 5-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215
- **BUSINESS PHONE:** 614-435-5749

**MAIL ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 5-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GARTMORE VARIABLE INSURANCE TRUST
- **DATE OF NAME CHANGE:** 20020125

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE SEPARATE ACCOUNT TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE SEPARATE ACCOUNT MONEY MARKET TRUST
- **DATE OF NAME CHANGE:** 19860226

## Series and Classes Contracts Data

### NVIT Multi-Manager Small Company Fund (Series ID: S000005419)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000014743 | Class I      |  |
| C000014744 | Class II     |  |
| C000014746 | Class IV     |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Nationwide Variable Insurance Trust

- **b. Investment Company Act file number:** 811-03213

- **c. CIK number of Registrant:** 0000353905

- **d. LEI of Registrant:** 549300WLMVM3JP578846

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

  - **Street Address 1:** One Nationwide Plaza Location:N0900

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

  - **Telephone number:** 614-435-3820

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

- **a. Name of Series:** NVIT Multi-Manager Small Company Fund

- **b. EDGAR series identifier (if any):** S000005419

- **c. LEI of Series:** 5493003VP8KVVNIV8R98

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $358007884.11

**Total Liabilities:** $6001687.73

**Net Assets:** $352006196.38

**Cash Not Reported:** $6277611.07

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014744 | 11.11%               | 3.02%                | -6.75%               |
| Class ID C000014746 | 11.07%               | 3.02%                | -6.69%               |
| Class ID C000014743 | 11.12%               | 3.02%                | -6.69%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2966224.98             | $40101877.27                               |
| Month 2  | $-257650.32              | $11046889.63                               |
| Month 3  | $-2223607.46             | $-23361137.80                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Radian Group, Inc.                           | Radian Group, Inc.                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     17680 | NS      | $337157.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares, Inc.                 | Third Coast Bancshares, Inc.                 | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3342 | NS      | $61593.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Werner Enterprises, Inc.                     | Werner Enterprises, Inc.                     | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     12304 | NS      | $495359.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries, Inc.             | Schnitzer Steel Industries, Inc., Class A    | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     44309 | NS      | $1358070.85   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                     | Trinity Industries, Inc.                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     32828 | NS      | $970723.96    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group, Inc.              | Shoals Technologies Group, Inc., Class A     | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30628 | NS      | $755592.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Wintrust Financial Corp.                     | Wintrust Financial Corp.                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     10797 | NS      | $912562.44    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                            | Merchants Bancorp                            | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     17284 | NS      | $420346.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Douglas Elliman, Inc.                        | Douglas Elliman, Inc.                        | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     52777 | NS      | $214802.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                            | Foot Locker, Inc.                            | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     78736 | NS      | $2975433.44   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp.                         | Xerox Holdings Corp.                         | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |    173634 | NS      | $2535056.40   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma, Inc.                          | Athira Pharma, Inc.                          | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44275 | NS      | $140351.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                  | Ionis Pharmaceuticals, Inc.                  | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      3780 | NS      | $142770.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Oxford Industries, Inc.                      | Oxford Industries, Inc.                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     18265 | NS      | $1701932.70   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                             | Zions Bancorp NA                             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     45391 | NS      | $2231421.56   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares, Inc.              | Southern First Bancshares, Inc.              | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1229 | NS      | $56226.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings, Inc.                       | Koppers Holdings, Inc.                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4186 | NS      | $118045.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group, Inc.             | MidWestOne Financial Group, Inc.             | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2182 | NS      | $69278.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Resideo Technologies, Inc.                   | Resideo Technologies, Inc.                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     75097 | NS      | $1235345.65   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue, Inc.                               | TrueBlue, Inc.                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50107 | NS      | $981095.06    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics, Inc.                                | Axonics, Inc.                                | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |     34188 | NS      | $2137775.64   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights, Inc.                        | Berkeley Lights, Inc.                        | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |    149701 | NS      | $401198.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp, Inc.                       | Lakeland Bancorp, Inc.                       | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |      5459 | NS      | $96132.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics, Inc.                             | Daktronics, Inc.                             | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |      2354 | NS      | $6638.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics, Inc.                     | Tango Therapeutics, Inc.                     | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34173 | NS      | $247754.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Aviat Networks, Inc.                         | Aviat Networks, Inc.                         | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      9887 | NS      | $308375.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| TriCo Bancshares                             | TriCo Bancshares                             | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48584 | NS      | $2477298.16   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar, Inc.                                | TrueCar, Inc.                                | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |    119287 | NS      | $299410.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings, Inc.                 | Driven Brands Holdings, Inc.                 | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21440 | NS      | $585526.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Oscar Health, Inc.                           | Oscar Health, Inc., Class A                  | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92444 | NS      | $227412.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares, Inc.           | American National Bankshares, Inc.           | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |      1427 | NS      | $52699.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp, Inc.                      | HarborOne Bancorp, Inc.                      | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     36551 | NS      | $508058.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Great Lakes Dredge & Dock Corp.              | Great Lakes Dredge & Dock Corp.              | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     11455 | NS      | $68157.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Generation Bio Co.                           | Generation Bio Co.                           | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16188 | NS      | $63618.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Invivyd, Inc.                                | Invivyd, Inc.                                | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13169 | NS      | $19753.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercantile Bank Corp.                        | Mercantile Bank Corp.                        | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      4601 | NS      | $154041.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp.                        | Camden National Corp.                        | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      3705 | NS      | $154461.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp.                  | Lattice Semiconductor Corp.                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     37120 | NS      | $2408345.60   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                   | Axcelis Technologies, Inc.                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      1892 | NS      | $150149.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co.                | Northwest Natural Holding Co.                | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     23505 | NS      | $1118602.95   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                               | Doximity, Inc., Class A                      | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13352 | NS      | $448093.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Curtiss-Wright Corp.                         | Curtiss-Wright Corp.                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     12739 | NS      | $2127285.61   | 0.60%             |  |  |  | No            |                  1 | On Loan: —       |
| Option Care Health, Inc.                     | Option Care Health, Inc.                     | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     36362 | NS      | $1094132.58   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.           | BJ's Wholesale Club Holdings, Inc.           | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      8247 | NS      | $545621.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions, Inc.                 | Financial Institutions, Inc.                 | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11604 | NS      | $282673.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc. | American Axle & Manufacturing Holdings, Inc. | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206813 | NS      | $1617277.66   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp.                 | REX American Resources Corp.                 | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22326 | NS      | $711306.36    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                        | Deckers Outdoor Corp.                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      3190 | NS      | $1273320.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilly's, Inc.                                | Tilly's, Inc., Class A                       | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55696 | NS      | $504048.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                  | Kinsale Capital Group, Inc.                  | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      6885 | NS      | $1800565.20   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Medpace Holdings, Inc.                       | Medpace Holdings, Inc.                       | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     10312 | NS      | $2190371.92   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp.                               | Repligen Corp.                               | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     12642 | NS      | $2140417.02   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics, Inc.                      | Dyne Therapeutics, Inc.                      | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33343 | NS      | $386445.37    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains GP Holdings LP                        | Plains GP Holdings LP, Class A               | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |      9616 | NS      | $119623.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Trinseo plc                                  | Trinseo plc                                  | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | IE        |     39925 | NS      | $906696.75    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Piedmont Office Realty Trust, Inc.           | Piedmont Office Realty Trust, Inc., Class A  | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139425 | NS      | $1278527.25   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane, Inc.                          | Hamilton Lane, Inc., Class A                 | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     30606 | NS      | $1955111.28   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics, Inc.                      | Radiant Logistics, Inc.                      | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |     24459 | NS      | $124496.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                   | Saia, Inc.                                   | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      4279 | NS      | $897220.72    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Banc of California, Inc.                     | Banc of California, Inc.                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     49818 | NS      | $793600.74    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                     | Washington Federal, Inc.                     | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54180 | NS      | $1817739.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares, Inc.                 | Bridgewater Bancshares, Inc.                 | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      1464 | NS      | $25971.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp, Inc.                     | Northfield Bancorp, Inc.                     | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4561 | NS      | $71744.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| World Acceptance Corp.                       | World Acceptance Corp.                       | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9483 | NS      | $625309.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Employers Holdings, Inc.                     | Employers Holdings, Inc.                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32578 | NS      | $1405089.14   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corp.                             | Glatfelter Corp.                             | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |     24373 | NS      | $67756.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Apple Hospitality REIT, Inc.                 | Apple Hospitality REIT, Inc.                 | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    189002 | NS      | $2982451.56   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics, Inc.                  | Universal Electronics, Inc.                  | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      9182 | NS      | $191077.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                             | SiriusPoint Ltd.                             | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |     33638 | NS      | $198464.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics, Inc.                     | Nurix Therapeutics, Inc.                     | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28239 | NS      | $310064.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp.                                | Navient Corp.                                | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    176233 | NS      | $2899032.85   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp.             | Comtech Telecommunications Corp.             | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |     15269 | NS      | $185365.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Root, Inc.                                   | Root, Inc., Class A                          | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9245 | NS      | $41510.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Outfront Media, Inc.                         | Outfront Media, Inc.                         | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     34198 | NS      | $567002.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Chemung Financial Corp.                      | Chemung Financial Corp.                      | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1193 | NS      | $54722.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings, Inc.                           | QCR Holdings, Inc.                           | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     14167 | NS      | $703249.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                       | Warrior Met Coal, Inc.                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     69284 | NS      | $2399997.76   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancshares, Inc.                    | Guaranty Bancshares, Inc.                    | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3415 | NS      | $118295.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Kiniksa Pharmaceuticals Ltd.                 | Kiniksa Pharmaceuticals Ltd., Class A        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     43579 | NS      | $652813.42    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS Holdings Ltd.                            | WNS Holdings Ltd.                            | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |     15845 | NS      | $1267441.55   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group, Inc.                | Capital City Bank Group, Inc.                | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      6687 | NS      | $217327.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp, Inc.              | Southern Missouri Bancorp, Inc.              | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       121 | NS      | $5545.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Valhi, Inc.                                  | Valhi, Inc.                                  | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3770 | NS      | $82940.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education, Inc.              | American Public Education, Inc.              | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     27318 | NS      | $335738.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                | Dropbox, Inc., Class A                       | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     68812 | NS      | $1540012.56   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| SM Energy Co.                                | SM Energy Co.                                | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     36562 | NS      | $1273454.46   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Equity Commonwealth                          | Equity Commonwealth                          | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |    111463 | NS      | $2783231.11   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                      | Lantheus Holdings, Inc.                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      4273 | NS      | $217752.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Acadia Healthcare Co., Inc.                  | Acadia Healthcare Co., Inc.                  | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     19269 | NS      | $1586224.08   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp, Inc.                     | Old Second Bancorp, Inc.                     | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     17287 | NS      | $277283.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies, Inc.                   | OraSure Technologies, Inc.                   | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |    161338 | NS      | $777649.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CANTOR FITZGERAL & CO                        | Government Agency Repurchase Agreement       | CUSIP: N/A<br>LEI: 5493004J7H4GCPG6OB62       | Long             | RA               | CORP              | US        |   3139200 | PA      | $3139199.90   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Silk Road Medical, Inc.                      | Silk Road Medical, Inc.                      | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |     11013 | NS      | $582037.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd.       | Argo Group International Holdings Ltd.       | CUSIP: N/A<br>LEI: 549300M4T8Y5TTWI6O03       | Long             | EC               | CORP              | BM        |     26750 | NS      | $691487.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics, Inc.                  | Atara Biotherapeutics, Inc.                  | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |     37581 | NS      | $123265.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Midland States Bancorp, Inc.                 | Midland States Bancorp, Inc.                 | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     14801 | NS      | $394002.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics, Inc.                            | MacroGenics, Inc.                            | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |     16438 | NS      | $110298.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands, Inc.                  | Smith & Wesson Brands, Inc.                  | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |     59506 | NS      | $516512.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent, Inc.                              | Confluent, Inc., Class A                     | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     16904 | NS      | $375944.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies, Inc.               | Intra-Cellular Therapies, Inc.               | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |     16700 | NS      | $883764.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| FibroGen, Inc.                               | FibroGen, Inc.                               | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |     36565 | NS      | $585771.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Kodiak Sciences, Inc.                        | Kodiak Sciences, Inc.                        | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |     16197 | NS      | $115970.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                          | Nektar Therapeutics                          | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    249414 | NS      | $563675.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Reata Pharmaceuticals, Inc.                  | Reata Pharmaceuticals, Inc., Class A         | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |      4188 | NS      | $159102.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Amalgamated Financial Corp.                  | Amalgamated Financial Corp.                  | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13968 | NS      | $321822.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp. (The)             | First of Long Island Corp. (The)             | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7569 | NS      | $136242.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group, Inc.                          | Mistras Group, Inc.                          | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1321 | NS      | $6512.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma, Inc.                   | Theravance Biopharma, Inc.                   | CUSIP: N/A<br>LEI: 5493007VTSXP4Z6MIW52       | Long             | EC               | CORP              | KY        |     22108 | NS      | $248051.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Vera Bradley, Inc.                           | Vera Bradley, Inc.                           | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |     30098 | NS      | $136343.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions, Inc.              | Consensus Cloud Solutions, Inc.              | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15964 | NS      | $858224.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24, Inc.                                   | ON24, Inc.                                   | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11500 | NS      | $99245.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corp.                          | Macatawa Bank Corp.                          | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13797 | NS      | $152180.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                     | Hersha Hospitality Trust, Class A            | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     73300 | NS      | $624516.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares, Inc.                      | Carter Bankshares, Inc.                      | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8467 | NS      | $140467.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA, Inc.                | Heartland Financial USA, Inc.                | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      6600 | NS      | $307692.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings, Inc.                           | RBC Bearings, Inc.                           | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3997 | NS      | $836771.95    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio, Inc.                           | Bluebird Bio, Inc.                           | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55785 | NS      | $386032.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Allscripts Healthcare Solutions, Inc.        | Allscripts Healthcare Solutions, Inc.        | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    158525 | NS      | $2796381.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyster-Yale Materials Handling, Inc.         | Hyster-Yale Materials Handling, Inc.         | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12395 | NS      | $313717.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                   | OceanFirst Financial Corp.                   | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8908 | NS      | $189295.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp.                           | TrustCo Bank Corp.                           | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1535 | NS      | $57700.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ALLETE, Inc.                                 | ALLETE, Inc.                                 | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     10814 | NS      | $697611.14    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp.                       | Playtika Holding Corp.                       | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |     70926 | NS      | $603580.26    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                 | Grand Canyon Education, Inc.                 | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      4534 | NS      | $479062.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADURO BIOTECH I                       | CONTRA ADURO BIOTECH I, CVR                  | CUSIP: 007CVR012<br>LEI: N/A                  | Long             |  | CORP              | US        |      4756 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Barrett Business Services, Inc.              | Barrett Business Services, Inc.              | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      6809 | NS      | $635143.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services, Inc.                         | Kelly Services, Inc., Class A                | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8676 | NS      | $146624.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics, Inc.                             | Cardlytics, Inc.                             | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |     19361 | NS      | $111906.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Business First Bancshares, Inc.              | Business First Bancshares, Inc.              | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      1981 | NS      | $43859.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                            | Boise Cascade Co.                            | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     45458 | NS      | $3121600.86   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Gitlab, Inc.                                 | Gitlab, Inc., Class A                        | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11083 | NS      | $503611.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| DraftKings, Inc.                             | DraftKings, Inc., Class A                    | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26017 | NS      | $296333.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Box, Inc.                                    | Box, Inc., Class A                           | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     30696 | NS      | $955566.48    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Cytokinetics, Inc.                           | Cytokinetics, Inc.                           | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     10870 | NS      | $498063.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| LendingClub Corp.                            | LendingClub Corp.                            | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    136735 | NS      | $1203268.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Jamf Holding Corp.                           | Jamf Holding Corp.                           | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |      5442 | NS      | $115914.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Visteon Corp.                                | Visteon Corp.                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      8756 | NS      | $1145547.48   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Paylocity Holding Corp.                      | Paylocity Holding Corp.                      | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     12860 | NS      | $2498183.60   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma, Inc.                        | Sutro Biopharma, Inc.                        | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     94377 | NS      | $762566.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp.                                | Parsons Corp.                                | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     33744 | NS      | $1560660.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Casella Waste Systems, Inc.                  | Casella Waste Systems, Inc., Class A         | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     41979 | NS      | $3329354.49   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica, Inc.                               | Comerica, Inc.                               | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      5189 | NS      | $346884.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rite Aid Corp.                               | Rite Aid Corp.                               | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |     13380 | NS      | $44689.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Pinnacle Financial Partners, Inc.            | Pinnacle Financial Partners, Inc.            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     12716 | NS      | $933354.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                               | Exelixis, Inc.                               | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    116046 | NS      | $1861377.84   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                           | HealthEquity, Inc.                           | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     17833 | NS      | $1099226.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares, Inc. (The)                 | First Bancshares, Inc. (The)                 | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |       600 | NS      | $19206.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                         | Globus Medical, Inc., Class A                | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     24743 | NS      | $1837662.61   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Wabash National Corp.                        | Wabash National Corp.                        | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     55299 | NS      | $1249757.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp.                            | SecureWorks Corp., Class A                   | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17484 | NS      | $111722.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group, Inc.                              | REV Group, Inc.                              | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     43960 | NS      | $554775.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals, Inc.                 | Enanta Pharmaceuticals, Inc.                 | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     31217 | NS      | $1452214.84   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                                | ArcBest Corp.                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     30833 | NS      | $2159543.32   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE NEW YORK BRANCH                | Treasury Repurchase Agreement                | CUSIP: N/A<br>LEI: ANGGYXNX0JLX3X63JN86       | Long             | RA               | CORP              | US        |    850000 | PA      | $850000.00    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| HealthStream, Inc.                           | HealthStream, Inc.                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      1000 | NS      | $24840.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Corp.            | Bluegreen Vacations Holding Corp.            | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |      7241 | NS      | $180735.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                       | PTC Therapeutics, Inc.                       | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     49092 | NS      | $1873841.64   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp, Inc.                 | Great Southern Bancorp, Inc.                 | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      8010 | NS      | $476514.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.              | Ultragenyx Pharmaceutical, Inc.              | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     30563 | NS      | $1415983.79   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Up Experience, Inc.                   | Wheels Up Experience, Inc.                   | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19800 | NS      | $20394.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Marin Bancorp                        | Bank of Marin Bancorp                        | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2803 | NS      | $92162.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                          | Vertiv Holdings Co.                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     79910 | NS      | $1091570.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Arconic Corp.                                | Arconic Corp.                                | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      5641 | NS      | $119363.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Waterstone Financial, Inc.                   | Waterstone Financial, Inc.                   | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |     12028 | NS      | $207362.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                   | Performance Food Group Co.                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     33053 | NS      | $1929964.67   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp.              | Evoqua Water Technologies Corp.              | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |     45221 | NS      | $1790751.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure, Inc.                               | AtriCure, Inc.                               | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25898 | NS      | $1149353.24   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Livent Corp.                                 | Livent Corp.                                 | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     52318 | NS      | $1039558.66   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Corp.                       | Independent Bank Corp.                       | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17100 | NS      | $409032.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft, Inc.                                   | Lyft, Inc., Class A                          | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |    125321 | NS      | $1381037.42   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.               | Cross Country Healthcare, Inc.               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     12945 | NS      | $343948.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp.                              | Astronics Corp.                              | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     29967 | NS      | $308660.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                          | UMB Financial Corp.                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     22538 | NS      | $1882373.76   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp.                       | Clearwater Paper Corp.                       | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     24956 | NS      | $943586.36    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts, Inc.                       | Red Rock Resorts, Inc., Class A              | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42253 | NS      | $1690542.53   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd.                            | Vector Group Ltd.                            | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      8700 | NS      | $103182.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| US Silica Holdings, Inc.                     | US Silica Holdings, Inc.                     | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     17920 | NS      | $224000.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.              | Advanced Drainage Systems, Inc.              | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     11132 | NS      | $912490.04    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp, Inc.                            | NBT Bancorp, Inc.                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12452 | NS      | $540665.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Informatica, Inc.                            | Informatica, Inc., Class A                   | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46820 | NS      | $762697.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Resources Connection, Inc.                   | Resources Connection, Inc.                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19811 | NS      | $364126.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp.                          | CNB Financial Corp.                          | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      4737 | NS      | $112693.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                | Berkshire Hills Bancorp, Inc.                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     51754 | NS      | $1547444.60   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp.                       | Alerus Financial Corp.                       | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |      1096 | NS      | $25591.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd.                   | Greenlight Capital Re Ltd., Class A          | CUSIP: N/A<br>LEI: 549300Q9HRIFA2BGHJ51       | Long             | EC               | CORP              | KY        |      3764 | NS      | $30676.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth, Inc.                              | Bandwidth, Inc., Class A                     | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     54351 | NS      | $1247355.45   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| National Bank Holdings Corp.                 | National Bank Holdings Corp., Class A        | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5034 | NS      | $211780.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Manitowoc Co., Inc. (The)                    | Manitowoc Co., Inc. (The)                    | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     83636 | NS      | $766105.76    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology, Inc.             | Tactile Systems Technology, Inc.             | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     17591 | NS      | $201944.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings, Inc.           | Universal Insurance Holdings, Inc.           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     45685 | NS      | $483804.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment, Inc.                 | SeaWorld Entertainment, Inc.                 | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     33316 | NS      | $1782739.16   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Avanos Medical, Inc.                         | Avanos Medical, Inc.                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      1553 | NS      | $42024.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                       | Chart Industries, Inc.                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      9856 | NS      | $1135706.88   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| First Commonwealth Financial Corp.           | First Commonwealth Financial Corp.           | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     13185 | NS      | $184194.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Heritage Financial Corp.                     | Heritage Financial Corp.                     | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13587 | NS      | $416305.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp.                        | Ryerson Holding Corp.                        | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     26139 | NS      | $790966.14    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| ExlService Holdings, Inc.                    | ExlService Holdings, Inc.                    | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     12108 | NS      | $2051458.44   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education, Inc.               | Adtalem Global Education, Inc.               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     25028 | NS      | $888494.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Byline Bancorp, Inc.                         | Byline Bancorp, Inc.                         | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     16072 | NS      | $369173.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                 | Xenia Hotels & Resorts, Inc.                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     99611 | NS      | $1312872.98   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Herbalife Nutrition Ltd.                     | Herbalife Nutrition Ltd.                     | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |     81732 | NS      | $1216172.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| First Business Financial Services, Inc.      | First Business Financial Services, Inc.      | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      2800 | NS      | $102340.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| First Savings Financial Group, Inc.          | First Savings Financial Group, Inc.          | CUSIP: 33621E109<br>LEI: 549300BD6X6E6468JI14 | Long             | EC               | CORP              | US        |      1433 | NS      | $28660.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aet & D Holdings No. 1                       | Aet & D Holdings No. 1                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    106305 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| First Internet Bancorp                       | First Internet Bancorp                       | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      4660 | NS      | $113144.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore, Inc.                           | W&T Offshore, Inc.                           | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     72171 | NS      | $402714.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Jackson Financial, Inc.                      | Jackson Financial, Inc., Class A             | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     71655 | NS      | $2492877.45   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient plc                                   | Adient plc                                   | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     18248 | NS      | $633023.12    | 0.18%             |  |  |  | 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        |      9426 | NS      | $78424.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                | Fresh Del Monte Produce, Inc.                | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |     14687 | NS      | $384652.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                          | Herc Holdings, Inc.                          | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      4952 | NS      | $651534.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Sovos Brands, Inc.                           | Sovos Brands, Inc.                           | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14084 | NS      | $202387.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstar Financial Holdings, Inc.             | Capstar Financial Holdings, Inc.             | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10321 | NS      | $182268.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| 2U, Inc.                                     | 2U, Inc.                                     | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |    129607 | NS      | $812635.89    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp.                                 | Unisys Corp.                                 | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      6282 | NS      | $32101.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                    | CNO Financial Group, Inc.                    | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    116381 | NS      | $2659305.85   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals, Inc.              | Deciphera Pharmaceuticals, Inc.              | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |     64570 | NS      | $1058302.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone & Data Systems, Inc.               | Telephone & Data Systems, Inc.               | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51103 | NS      | $536070.47    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote, Inc.                            | Selectquote, Inc.                            | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |     47083 | NS      | $31635.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hanmi Financial Corp.                        | Hanmi Financial Corp.                        | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     41355 | NS      | $1023536.25   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals, Inc.                   | Atea Pharmaceuticals, Inc.                   | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25852 | NS      | $124348.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co.                | Graphic Packaging Holding Co.                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48434 | NS      | $1077656.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                             | elf Beauty, Inc.                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     26230 | NS      | $1450519.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics, Inc.                | Iovance Biotherapeutics, Inc.                | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     33698 | NS      | $215330.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology, Inc.                    | Quotient Technology, Inc.                    | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |      9819 | NS      | $33679.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                           | FB Financial Corp.                           | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     12149 | NS      | $439064.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Health Group, Inc.                    | Bright Health Group, Inc.                    | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97344 | NS      | $63263.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Investar Holding Corp.                       | Investar Holding Corp.                       | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |      2304 | NS      | $49605.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst, Inc.                        | Health Catalyst, Inc.                        | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    150357 | NS      | $1598294.91   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Associated Banc-Corp.                        | Associated Banc-Corp.                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    147304 | NS      | $3401249.36   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                          | Clean Harbors, Inc.                          | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     16365 | NS      | $1867573.80   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp.                           | Sleep Number Corp.                           | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      3591 | NS      | $93294.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco, Inc.                                | Genesco, Inc.                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     12337 | NS      | $567748.74    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Ltd.                                 | Paysafe Ltd.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     47325 | NS      | $657344.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Hain Celestial Group, Inc. (The)             | Hain Celestial Group, Inc. (The)             | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     39040 | NS      | $631667.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                               | AdvanSix, Inc.                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     39779 | NS      | $1512397.58   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors, Inc.               | Sunstone Hotel Investors, Inc.               | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    152663 | NS      | $1474724.58   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Agios Pharmaceuticals, Inc.                  | Agios Pharmaceuticals, Inc.                  | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     61291 | NS      | $1721051.28   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Teekay Tankers Ltd.                          | Teekay Tankers Ltd., Class A                 | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | MH        |     48390 | NS      | $1490895.90   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio, Inc.                           | 2seventy bio, Inc.                           | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25409 | NS      | $238082.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HashiCorp, Inc.                              | HashiCorp, Inc., Class A                     | CUSIP: 418100103<br>LEI: 549300XGOB9ZFQHMIP56 | Long             | EC               | CORP              | US        |     10896 | NS      | $297896.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Central Valley Community Bancorp             | Central Valley Community Bancorp             | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4076 | NS      | $86329.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvard Bioscience, Inc.                     | Harvard Bioscience, Inc.                     | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |     17726 | NS      | $49101.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp.                                | AerSale Corp.                                | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12957 | NS      | $210162.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Surgery Partners, Inc.                       | Surgery Partners, Inc.                       | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     41024 | NS      | $1142928.64   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancorp                                | First Bancorp                                | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    103920 | NS      | $1321862.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro, Inc.                                  | GoPro, Inc., Class A                         | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |    281212 | NS      | $1400435.76   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                        | Matador Resources Co.                        | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     49840 | NS      | $2852841.60   | 0.81%             |  |  |  | No            |                  1 | On Loan: —       |
| Stewart Information Services Corp.           | Stewart Information Services Corp.           | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     30901 | NS      | $1320399.73   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)             | Goodyear Tire & Rubber Co. (The)             | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    249758 | NS      | $2535043.70   | 0.72%             |  |  |  | No            |                  1 | On Loan: —       |
| KBR, Inc.                                    | KBR, Inc.                                    | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     21266 | NS      | $1122844.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Orthofix Medical, Inc.                       | Orthofix Medical, Inc.                       | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45694 | NS      | $938097.82    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix, Inc.                               | Chimerix, Inc.                               | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |    105711 | NS      | $196622.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial, Inc.                         | SmartFinancial, Inc.                         | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4200 | NS      | $115500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences, Inc.                    | Kezar Life Sciences, Inc.                    | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |     23584 | NS      | $166031.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Donegal Group, Inc.                          | Donegal Group, Inc., Class A                 | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13640 | NS      | $193688.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Steelcase, Inc.                              | Steelcase, Inc., Class A                     | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     67991 | NS      | $480696.37    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals, Inc.                  | Vanda Pharmaceuticals, Inc.                  | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     93490 | NS      | $690891.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Western New England Bancorp, Inc.            | Western New England Bancorp, Inc.            | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |      2402 | NS      | $22722.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)          | Hanover Insurance Group, Inc. (The)          | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      5301 | NS      | $716324.13    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                                   | Globant SA                                   | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | LU        |      6052 | NS      | $1017704.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group, Inc.               | Covenant Logistics Group, Inc.               | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32181 | NS      | $1112497.17   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra Space, Inc.                            | Astra Space, Inc.                            | CUSIP: 04634X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162350 | NS      | $70427.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Evercore, Inc.                               | Evercore, Inc., Class A                      | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     10710 | NS      | $1168246.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Ocwen Financial Corp.                        | Ocwen Financial Corp.                        | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |      4879 | NS      | $149199.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp.                             | 1st Source Corp.                             | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4069 | NS      | $216023.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.              | James River Group Holdings Ltd.              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     22582 | NS      | $472189.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Nicolet Bankshares, Inc.                     | Nicolet Bankshares, Inc.                     | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7668 | NS      | $611829.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| AGCO Corp.                                   | AGCO Corp.                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      5425 | NS      | $752393.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals, Inc.                    | ARS Pharmaceuticals, Inc.                    | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46988 | NS      | $400807.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Horizon Bancorp, Inc.                        | Horizon Bancorp, Inc.                        | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     19753 | NS      | $297875.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce, Inc.                           | EverCommerce, Inc.                           | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27079 | NS      | $201467.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| REGENXBIO, Inc.                              | REGENXBIO, Inc.                              | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      6347 | NS      | $143949.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                     | Schneider National, Inc., Class B            | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      5840 | NS      | $136656.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                       | Primis Financial Corp.                       | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |     10826 | NS      | $128288.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BioCryst Pharmaceuticals, Inc.               | BioCryst Pharmaceuticals, Inc.               | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     77090 | NS      | $884993.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Bancorp, Inc.                          | Eagle Bancorp, Inc.                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     41824 | NS      | $1843183.68   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Cellular Corp.                 | United States Cellular Corp.                 | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     47940 | NS      | $999549.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| AMN Healthcare Services, Inc.                | AMN Healthcare Services, Inc.                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     10988 | NS      | $1129786.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim Bancorp, Inc.                       | Northrim Bancorp, Inc.                       | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      4095 | NS      | $223464.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                   | Manhattan Associates, Inc.                   | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     21450 | NS      | $2604030.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs & Systems, Inc.            | Computer Programs & Systems, Inc.            | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     20172 | NS      | $549081.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara, Inc.                                | Samsara, Inc., Class A                       | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32762 | NS      | $407231.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Encore Capital Group, Inc.                   | Encore Capital Group, Inc.                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     11890 | NS      | $570006.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Praxis Precision Medicines, Inc.             | Praxis Precision Medicines, Inc.             | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71513 | NS      | $170200.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| World Fuel Services Corp.                    | World Fuel Services Corp.                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     84327 | NS      | $2304656.91   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                  | RBB Bancorp                                  | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |     10692 | NS      | $222928.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp.                 | Matthews International Corp., Class A        | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      6406 | NS      | $194998.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSHING LLC                                 | Government Agency Repurchase Agreement       | CUSIP: N/A<br>LEI: ZI8Q1A8EI8LQFJNM0D94       | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| MGP Ingredients, Inc.                        | MGP Ingredients, Inc.                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     13141 | NS      | $1397939.58   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                         | Planet Fitness, Inc., Class A                | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     16628 | NS      | $1310286.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Corp.                        | First Financial Corp.                        | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14131 | NS      | $651156.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                               | Wingstop, Inc.                               | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      7552 | NS      | $1039306.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Container Store Group, Inc. (The)            | Container Store Group, Inc. (The)            | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |     39268 | NS      | $169245.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Avid Technology, Inc.                        | Avid Technology, Inc.                        | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     27333 | NS      | $726784.47    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Itron, Inc.                                  | Itron, Inc.                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     35436 | NS      | $1794833.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Community Trust Bancorp, Inc.                | Community Trust Bancorp, Inc.                | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12640 | NS      | $580555.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp, Inc.                             | FS Bancorp, Inc.                             | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2350 | NS      | $78584.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group, Inc.               | Bankwell Financial Group, Inc.               | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      3638 | NS      | $107066.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.          | World Wrestling Entertainment, Inc., Class A | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     17145 | NS      | $1174775.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Karuna Therapeutics, Inc.                    | Karuna Therapeutics, Inc.                    | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2457 | NS      | $482800.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts, Inc.                  | Park Hotels & Resorts, Inc.                  | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     10744 | NS      | $126671.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp.                                | Inseego Corp.                                | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |     11400 | NS      | $9604.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Capital Bancorp, Inc.                        | Capital Bancorp, Inc.                        | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      3180 | NS      | $74857.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp.                             | SolarWinds Corp.                             | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6100 | NS      | $57096.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth, Inc.                      | CTO Realty Growth, Inc.                      | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24957 | NS      | $456213.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical, Inc.                      | Shockwave Medical, Inc.                      | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      9541 | NS      | $1961725.01   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                      | Primoris Services Corp.                      | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     47618 | NS      | $1044738.92   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo, Inc.                               | Duolingo, Inc.                               | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9964 | NS      | $708739.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| American Outdoor Brands, Inc.                | American Outdoor Brands, Inc.                | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1687 | NS      | $16903.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                      | Brandywine Realty Trust                      | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     55670 | NS      | $342370.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.    | MACOM Technology Solutions Holdings, Inc.    | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18178 | NS      | $1144850.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Hooker Furnishings Corp.                     | Hooker Furnishings Corp.                     | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3278 | NS      | $61298.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                   | Olin Corp.                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     22644 | NS      | $1198773.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Impinj, Inc.                                 | Impinj, Inc.                                 | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     31533 | NS      | $3442772.94   | 0.98%             |  |  |  | No            |                  1 | On Loan: —       |
| HomeTrust Bancshares, Inc.                   | HomeTrust Bancshares, Inc.                   | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12387 | NS      | $299393.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp.          | WillScot Mobile Mini Holdings Corp.          | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     67027 | NS      | $3027609.59   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics, Inc.                   | Mersana Therapeutics, Inc.                   | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |     25064 | NS      | $146875.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                     | Boot Barn Holdings, Inc.                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     17531 | NS      | $1096038.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Citi Trends, Inc.                            | Citi Trends, Inc.                            | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      2747 | NS      | $72740.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta, Inc.                                | Novanta, Inc.                                | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     13960 | NS      | $1896745.20   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.               | Protagonist Therapeutics, Inc.               | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11550 | NS      | $126010.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.            | PennyMac Financial Services, Inc.            | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     12204 | NS      | $691478.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Cerence, Inc.                                | Cerence, Inc.                                | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     71530 | NS      | $1325450.90   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                             | PBF Energy, Inc., Class A                    | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     57399 | NS      | $2340731.22   | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| Belden, Inc.                                 | Belden, Inc.                                 | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     23147 | NS      | $1664269.30   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Travere Therapeutics, Inc.                   | Travere Therapeutics, Inc.                   | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74032 | NS      | $1556892.96   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Bridgebio Pharma, Inc.                       | Bridgebio Pharma, Inc.                       | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     60344 | NS      | $459821.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Peapack-Gladstone Financial Corp.            | Peapack-Gladstone Financial Corp.            | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     10049 | NS      | $374023.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                       | ProPetro Holding Corp.                       | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142865 | NS      | $1481510.05   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| PROG Holdings, Inc.                          | PROG Holdings, Inc.                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    122406 | NS      | $2067437.34   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum Corp.                                | Quantum Corp.                                | CUSIP: 747906501<br>LEI: 5493007210175UIK7S88 | Long             | EC               | CORP              | US        |     22842 | NS      | $24897.78     | 0.01%             |  |  |  | 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        |     55911 | NS      | $668136.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                               | Preferred Bank                               | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      4084 | NS      | $304748.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst, Inc.                                | Ecovyst, Inc.                                | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109048 | NS      | $966165.28    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                  | OFG Bancorp                                  | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     61143 | NS      | $1685101.08   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social, Inc.                          | Sprout Social, Inc., Class A                 | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25961 | NS      | $1465758.06   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Edgewell Personal Care Co.                   | Edgewell Personal Care Co.                   | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     54570 | NS      | $2103127.80   | 0.60%             |  |  |  | No            |                  1 | On Loan: —       |
| Comfort Systems USA, Inc.                    | Comfort Systems USA, Inc.                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     10332 | NS      | $1189006.56   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Forestar Group, Inc.                         | Forestar Group, Inc.                         | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     10945 | NS      | $168662.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN LIFE INSURANCE COMPANY          | Treasury Repurchase Agreement                | CUSIP: N/A<br>LEI: 549300H7EXFMRS487544       | Long             | RA               | CORP              | US        |     66527 | PA      | $66526.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DHI Group, Inc.                              | DHI Group, Inc.                              | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |      9467 | NS      | $50080.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co.                     | Modine Manufacturing Co.                     | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     38835 | NS      | $771263.10    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy, Inc.                          | CONSOL Energy, Inc.                          | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      2473 | NS      | $160745.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Benchmark Electronics, Inc.                  | Benchmark Electronics, Inc.                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     53798 | NS      | $1435868.62   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics, Inc.                        | C4 Therapeutics, Inc.                        | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49047 | NS      | $289377.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Avnet, Inc.                                  | Avnet, Inc.                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      8816 | NS      | $366569.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                                | Nutanix, Inc., Class A                       | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     59383 | NS      | $1546927.15   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                              | CoreCivic, Inc.                              | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    240972 | NS      | $2785636.32   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                  | Halozyme Therapeutics, Inc.                  | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     46296 | NS      | $2634242.40   | 0.75%             |  |  |  | No            |                  1 | On Loan: —       |
| Ryman Hospitality Properties, Inc.           | Ryman Hospitality Properties, Inc.           | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     14573 | NS      | $1191779.94   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems, Inc.                | Inspire Medical Systems, Inc.                | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     10359 | NS      | $2609224.92   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services, Inc.                 | H&E Equipment Services, Inc.                 | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     14153 | NS      | $642546.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.     | Heidrick & Struggles International, Inc.     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     14394 | NS      | $402600.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp.                      | Heritage Commerce Corp.                      | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     11024 | NS      | $143312.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Celsius Holdings, Inc.                       | Celsius Holdings, Inc.                       | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11127 | NS      | $1157653.08   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Privia Health Group, Inc.                    | Privia Health Group, Inc.                    | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25704 | NS      | $583737.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Chatham Lodging Trust                        | Chatham Lodging Trust                        | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28607 | NS      | $351007.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Texas Capital Bancshares, Inc.               | Texas Capital Bancshares, Inc.               | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     47363 | NS      | $2856462.53   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical, Inc.                          | Inari Medical, Inc.                          | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12128 | NS      | $770855.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| EZCORP, Inc.                                 | EZCORP, Inc., Class A                        | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     74199 | NS      | $604721.85    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| iRhythm Technologies, Inc.                   | iRhythm Technologies, Inc.                   | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      5855 | NS      | $548437.85    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Academy Sports & Outdoors, Inc.              | Academy Sports & Outdoors, Inc.              | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16688 | NS      | $876787.52    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                             | ScanSource, Inc.                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     13225 | NS      | $386434.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries, Inc.                      | Powell Industries, Inc.                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      7503 | NS      | $263955.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                       | NetScout Systems, Inc.                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     12221 | NS      | $397304.71    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Jounce Therapeutics, Inc.                    | Jounce Therapeutics, Inc.                    | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |     12413 | NS      | $13778.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KVH Industries, Inc.                         | KVH Industries, Inc.                         | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6856 | NS      | $70068.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                         | Evolent Health, Inc., Class A                | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     31099 | NS      | $873259.92    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Stellar Bancorp, Inc.                        | Stellar Bancorp, Inc.                        | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      6225 | NS      | $183388.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Encore Wire Corp.                            | Encore Wire Corp.                            | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23424 | NS      | $3222205.44   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                     | Genworth Financial, Inc., Class A            | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    384407 | NS      | $2033513.03   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software, Inc.                        | Upland Software, Inc.                        | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     27583 | NS      | $196666.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan, Inc.                                  | Argan, Inc.                                  | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |     16900 | NS      | $623272.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.           | Reinsurance Group of America, Inc.           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     10733 | NS      | $1525051.97   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Personalis, Inc.                             | Personalis, Inc.                             | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |     33837 | NS      | $66997.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, Inc.                                | NETGEAR, Inc.                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     38311 | NS      | $693812.21    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                      | United Fire Group, Inc.                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11247 | NS      | $307717.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Armada Hoffler Properties, Inc.              | Armada Hoffler Properties, Inc.              | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     33837 | NS      | $389125.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp, Inc.                            | S&T Bancorp, Inc.                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3806 | NS      | $130089.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                     | Perdoceo Education Corp.                     | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     69615 | NS      | $967648.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.              | Central Pacific Financial Corp.              | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     64239 | NS      | $1302766.92   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp, Inc.                            | BCB Bancorp, Inc.                            | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      7431 | NS      | $133683.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group, Inc.                   | Alta Equipment Group, Inc.                   | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |      5067 | NS      | $66833.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                           | Zillow Group, Inc., Class A                  | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     13937 | NS      | $434973.77    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp.                                | Sylvamo Corp.                                | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     13260 | NS      | $644303.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery, Inc.                        | Titan Machinery, Inc.                        | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     30600 | NS      | $1215738.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinity Bio-energy Ltd.                     | Infinity Bio-energy Ltd.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     94500 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| iTeos Therapeutics, Inc.                     | iTeos Therapeutics, Inc.                     | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33405 | NS      | $652399.65    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                     | Pathward Financial, Inc.                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     35379 | NS      | $1523065.95   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldeyra Therapeutics, Inc.                   | Aldeyra Therapeutics, Inc.                   | CUSIP: 01438T106<br>LEI: 529900HGKY864E4Y9014 | Long             | EC               | CORP              | US        |     20774 | NS      | $144587.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                    | Enova International, Inc.                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     34980 | NS      | $1342182.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy, Inc.                    | New Fortress Energy, Inc.                    | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18107 | NS      | $768098.94    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| NOW, Inc.                                    | NOW, Inc.                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    177033 | NS      | $2248319.10   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                  | Brighthouse Financial, Inc.                  | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     16800 | NS      | $861336.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Sierra Bancorp                               | Sierra Bancorp                               | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3626 | NS      | $77016.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International, Inc.                  | Kimball International, Inc., Class B         | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |     43118 | NS      | $280267.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                           | Cirrus Logic, Inc.                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     13861 | NS      | $1032367.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax, Inc.                               | Icosavax, Inc.                               | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7500 | NS      | $59550.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| On Holding AG                                | On Holding AG, Class A                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |     16631 | NS      | $285387.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.                | Portland General Electric Co.                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     30719 | NS      | $1505231.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| NextGen Healthcare, Inc.                     | NextGen Healthcare, Inc.                     | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24511 | NS      | $460316.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                       | Astec Industries, Inc.                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     14262 | NS      | $579892.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie, Inc.                                 | Zimvie, Inc.                                 | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     52129 | NS      | $486884.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.              | Atlantic Union Bankshares Corp.              | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9947 | NS      | $349537.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals, Inc.                 | NGM Biopharmaceuticals, Inc.                 | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |     72376 | NS      | $363327.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp.                              | Green Dot Corp., Class A                     | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50542 | NS      | $799574.44    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp.                           | Tutor Perini Corp.                           | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     40996 | NS      | $309519.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Velodyne Lidar, Inc.                         | Velodyne Lidar, Inc.                         | CUSIP: 92259F101<br>LEI: 549300JQOKE3P3PB2T84 | Long             | EC               | CORP              | US        |    212665 | NS      | $157095.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Spok Holdings, Inc.                          | Spok Holdings, Inc.                          | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |     24723 | NS      | $202481.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings, Inc.           | Harmony Biosciences Holdings, Inc.           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15038 | NS      | $828593.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial, Inc.                          | HBT Financial, Inc.                          | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      7168 | NS      | $140277.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp.               | Quanex Building Products Corp.               | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     22656 | NS      | $536494.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos., Inc.                 | Haverty Furniture Cos., Inc.                 | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     12806 | NS      | $382899.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions, Inc.                  | Emergent BioSolutions, Inc.                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |    131399 | NS      | $1551822.19   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications, Inc.                  | Ribbon Communications, Inc.                  | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |     77509 | NS      | $216250.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies, Inc.                      | FARO Technologies, Inc.                      | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     17610 | NS      | $517910.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co.  | American Equity Investment Life Holding Co.  | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     72565 | NS      | $3310415.30   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness, Inc.                     | Xponential Fitness, Inc., Class A            | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11436 | NS      | $262227.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Unifi, Inc.                                  | Unifi, Inc.                                  | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |     19221 | NS      | $165492.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co.                           | Matrix Service Co.                           | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |     21623 | NS      | $134495.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio, Inc.                             | IVERIC bio, Inc.                             | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     24308 | NS      | $520434.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                              | Dorian LPG Ltd.                              | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |     22328 | NS      | $423115.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                            | RLJ Lodging Trust                            | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167957 | NS      | $1778664.63   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                           | StoneX Group, Inc.                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      9582 | NS      | $913164.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial, Inc.                 | South Plains Financial, Inc.                 | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      4692 | NS      | $129170.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp, Inc.                           | Home Bancorp, Inc.                           | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $60045.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group, Inc.                           | Movado Group, Inc.                           | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     11905 | NS      | $383936.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                    | SLM Corp.                                    | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26369 | NS      | $437725.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                        | Andersons, Inc. (The)                        | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     30596 | NS      | $1070554.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Customers Bancorp, Inc.                      | Customers Bancorp, Inc.                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     31052 | NS      | $880013.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics, Inc.                    | Akebia Therapeutics, Inc.                    | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |    252430 | NS      | $145652.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| MiMedx Group, Inc.                           | MiMedx Group, Inc.                           | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25282 | NS      | $70283.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenaya Therapeutics, Inc.                    | Tenaya Therapeutics, Inc.                    | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7344 | NS      | $14761.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Valmont Industries, Inc.                     | Valmont Industries, Inc.                     | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      6711 | NS      | $2219126.37   | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| PDC Energy, Inc.                             | PDC Energy, Inc.                             | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     22799 | NS      | $1447280.52   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| CyberArk Software Ltd.                       | CyberArk Software Ltd.                       | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |     12445 | NS      | $1613494.25   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp.                           | ProAssurance Corp.                           | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     58550 | NS      | $1022868.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| SunCoke Energy, Inc.                         | SunCoke Energy, Inc.                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    122906 | NS      | $1060678.78   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                             | BankUnited, Inc.                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     43183 | NS      | $1466926.51   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| BrightView Holdings, Inc.                    | BrightView Holdings, Inc.                    | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     23012 | NS      | $158552.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet, Inc.                             | HomeStreet, Inc.                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27097 | NS      | $747335.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

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

**Name of Applicant:** Nationwide Variable Insurance Trust

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer