# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013470
**Filing Date:** 2023-2
**Character Count:** 680465
**Document Hash:** e09123deda3e41c5f00b059d976e6618
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013470.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013470

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683194

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/DFA U.S. Small Cap Fund (Series ID: S000068110)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000218178 | JNL/DFA U.S. Small Cap Fund (A) |  |
| C000218179 | JNL/DFA U.S. Small Cap Fund (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/DFA U.S. Small Cap Fund

- **b. EDGAR series identifier (if any):** S000068110

- **c. LEI of Series:** N57VJHYSXKU7D2LC3678

**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:** $492199459.97

**Total Liabilities:** $2411137.28

**Net Assets:** $489788322.69

**Cash Not Reported:** $218394.60

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218178 | 12.10%               | 4.30%                | -5.77%               |
| Class ID C000218179 | 12.08%               | 4.35%                | -5.80%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4117983.36              | $48345981.45                               |
| Month 2  | $512913.71               | $20227442.51                               |
| Month 3  | $-620836.61              | $-29729486.94                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC           | JNL Securities Lending Collateral Fund           | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1742169 | NS      | $1742168.75   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                              | Acuity Brands, Inc.                              | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7102 | NS      | $1176162.22   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics, Inc.                    | Arcutis Biotherapeutics, Inc.                    | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6481 | NS      | $95918.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon, Inc.                                    | Annexon, Inc.                                    | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       655 | NS      | $3386.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corporation             | Adaptive Biotechnologies Corporation             | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     33082 | NS      | $252746.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AgroFresh Solutions, Inc.                        | AgroFresh Solutions, Inc.                        | CUSIP: 00856G109<br>LEI: 549300SBHHYUXDIB7F37 | Long             | EC               | CORP              | US        |      4441 | NS      | $13145.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caci International Inc.                          | Caci International Inc.                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      1872 | NS      | $562704.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT, Inc.                                        | AXT, Inc.                                        | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |     11443 | NS      | $50120.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mega Matrix Corp.                                | Mega Matrix Corp.                                | CUSIP: 007737109<br>LEI: 25490058LPSOM53QUK54 | Long             | EC               | CORP              | US        |      2800 | NS      | $4928.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti, Inc.                                    | Agiliti, Inc.                                    | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8581 | NS      | $139956.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International, Inc.                          | ATN International, Inc.                          | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      4411 | NS      | $199862.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Monocle Acquisition Corporation                  | Monocle Acquisition Corporation                  | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7027 | NS      | $113977.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CarParts.com, Inc.                               | CarParts.com, Inc.                               | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |     12833 | NS      | $80334.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                                   | Carter's, Inc.                                   | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      6793 | NS      | $506825.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                     | Antero Midstream Corporation                     | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86373 | NS      | $931964.67    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc.                                     | Anterix Inc.                                     | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      4795 | NS      | $154255.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                         | Allegiant Travel Company                         | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      3169 | NS      | $215460.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Systems, Inc.                            | Allison Systems, Inc.                            | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     21556 | NS      | $896729.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                 | Carpenter Technology Corporation                 | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      7731 | NS      | $285583.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares, Inc.                          | Carter Bankshares, Inc.                          | CUSIP: 146103106<br>LEI: 549300SO0M022D8D8358 | Long             | EC               | CORP              | US        |      7076 | NS      | $117390.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                         | Boot Barn Holdings, Inc.                         | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      4895 | NS      | $306035.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Aaron's Company, Inc.                        | The Aaron's Company, Inc.                        | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8257 | NS      | $98671.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems, Inc.                     | Cardiovascular Systems, Inc.                     | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     11209 | NS      | $152666.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip, Inc.                                  | Dril-Quip, Inc.                                  | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      8854 | NS      | $240563.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant, Inc.                                 | Immunovant, Inc.                                 | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21830 | NS      | $387482.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                               | AMC Networks, Inc.                               | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      7830 | NS      | $122696.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio, Inc.                                   | AppFolio, Inc.                                   | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      2449 | NS      | $258075.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                  | Affiliated Managers Group, Inc.                  | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      8290 | NS      | $1313384.70   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc.                                 | Alamo Group Inc.                                 | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      3203 | NS      | $453544.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CareCloud, Inc.                                  | CareCloud, Inc.                                  | CUSIP: 14167R100<br>LEI: 549300GEO5Y45G5I3070 | Long             | EC               | CORP              | US        |      1398 | NS      | $3928.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CarGurus, Inc.                                   | CarGurus, Inc.                                   | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     16984 | NS      | $237945.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.                    | AMN Healthcare Services, Inc.                    | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      9729 | NS      | $1000335.78   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products, Inc.                | Installed Building Products, Inc.                | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      4820 | NS      | $412592.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment, Inc.                     | Inspired Entertainment, Inc.                     | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |      5598 | NS      | $70926.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                  | Central Pacific Financial Corp.                  | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      5422 | NS      | $109958.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cheesecake Factory Incorporated              | The Cheesecake Factory Incorporated              | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      7758 | NS      | $246006.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc.                       | ALX Oncology Holdings Inc.                       | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       979 | NS      | $11033.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals, Inc.                     | A-Mark Precious Metals, Inc.                     | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      6640 | NS      | $230607.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                              | ACI Worldwide, Inc.                              | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     30221 | NS      | $695083.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences, Inc.                        | Caribou Biosciences, Inc.                        | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4654 | NS      | $29227.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services, Inc.                          | Carriage Services, Inc.                          | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3929 | NS      | $108204.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corporation                                 | ACNB Corporation                                 | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2139 | NS      | $85153.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus, Inc.                                     | Cactus, Inc.                                     | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      9624 | NS      | $483702.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chefs' Warehouse, Inc.                       | The Chefs' Warehouse, Inc.                       | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      5433 | NS      | $180810.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemung Financial Corporation                    | Chemung Financial Corporation                    | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1128 | NS      | $51741.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atyr Pharma, Inc.                                | Atyr Pharma, Inc.                                | CUSIP: 002120202<br>LEI: 529900ENQUXMC5EBKO36 | Long             | EC               | CORP              | US        |      1679 | NS      | $3677.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                           | Alaska Air Group, Inc.                           | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     26136 | NS      | $1122279.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals, Inc.                        | ANI Pharmaceuticals, Inc.                        | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      5068 | NS      | $203885.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc.                                        | Angi Inc.                                        | CUSIP: 00183L102<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |     21056 | NS      | $49481.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Global Corporation                     | Blue Bird Global Corporation                     | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       987 | NS      | $10570.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics, Inc.                            | C4 Therapeutics, Inc.                            | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3747 | NS      | $22107.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                    | Certara, Inc.                                    | CUSIP: 15687V109<br>LEI: 549300LI8UBB8QGWZ814 | Long             | EC               | CORP              | US        |     12944 | NS      | $208010.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Champions Oncology, Inc.                         | Champions Oncology, Inc.                         | CUSIP: 15870P307<br>LEI: 549300O8WKLP8QEG5U47 | Long             | EC               | CORP              | US        |       500 | NS      | $2255.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidxchange Holdings, Inc.                       | Avidxchange Holdings, Inc.                       | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7236 | NS      | $71925.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight, Inc.                                     | Alight, Inc.                                     | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |      8743 | NS      | $73091.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corporation                        | American Well Corporation                        | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34287 | NS      | $97032.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc.                                | ACV Auctions Inc.                                | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16189 | NS      | $132911.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Document Solutions, Inc.                     | ARC Document Solutions, Inc.                     | CUSIP: 00191G103<br>LEI: 529900E4UQREZKXE7O60 | Long             | EC               | CORP              | US        |      7900 | NS      | $23147.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                            | ChampionX Corporation                            | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     30380 | NS      | $880716.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                      | Franklin Electric Co., Inc.                      | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      8212 | NS      | $654907.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients, Inc.                           | Alto Ingredients, Inc.                           | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |     19598 | NS      | $56442.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerisafe, Inc.                                  | Amerisafe, Inc.                                  | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      4952 | NS      | $257355.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.                 | Armstrong World Industries, Inc.                 | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      8234 | NS      | $564770.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Asensus Surgical, Inc.                           | Asensus Surgical, Inc.                           | CUSIP: 04367G103<br>LEI: 5493005KN31IIY2XSQ42 | Long             | EC               | CORP              | US        |      5087 | NS      | $1767.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                       | Albany International Corp.                       | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      7624 | NS      | $751650.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector, Inc.                                    | Alector, Inc.                                    | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      4020 | NS      | $37104.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International, Inc.                  | CSG Systems International, Inc.                  | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      6588 | NS      | $376833.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials, Inc.                            | CSW Industrials, Inc.                            | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      2322 | NS      | $269189.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences, Inc.                        | Avidity Biosciences, Inc.                        | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14224 | NS      | $315630.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BWXT Government Group, Inc.                      | BWXT Government Group, Inc.                      | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     13720 | NS      | $796857.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GSI Technology, Inc.                             | GSI Technology, Inc.                             | CUSIP: 36241U106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3491 | NS      | $6039.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genprex, Inc.                                    | Genprex, Inc.                                    | CUSIP: 372446104<br>LEI: 549300KS9771JZ234890 | Long             | EC               | CORP              | US        |      3034 | NS      | $4399.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ASGN Incorporated                                | ASGN Incorporated                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     11637 | NS      | $948182.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks, Inc.                               | A10 Networks, Inc.                               | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     20645 | NS      | $343326.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group Corp                                   | APi Group Corp                                   | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     32310 | NS      | $607751.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan, Inc.                                      | Argan, Inc.                                      | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      3873 | NS      | $142836.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels, Inc.                             | Aspen Aerogels, Inc.                             | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1734 | NS      | $20443.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pphm, Inc.                                       | Pphm, Inc.                                       | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |     14892 | NS      | $205062.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp, Inc.                     | Great Southern Bancorp, Inc.                     | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      3460 | NS      | $205835.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulf Island Fabrication, Inc.                    | Gulf Island Fabrication, Inc.                    | CUSIP: 402307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1592 | NS      | $8166.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies Inc.                  | Allied Motion Technologies Inc.                  | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      4542 | NS      | $158107.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car Mart, Inc.                         | America's Car Mart, Inc.                         | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1577 | NS      | $113954.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anaptysbio, Inc.                                 | Anaptysbio, Inc.                                 | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      7911 | NS      | $245161.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                            | Air Lease Corporation                            | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     24885 | NS      | $956081.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcbest Corporation                              | Arcbest Corporation                              | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      4138 | NS      | $289825.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                   | Ameris Bancorp                                   | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     12550 | NS      | $591607.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corporation                              | Arconic Corporation                              | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     16169 | NS      | $342136.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aadi Bioscience, Inc.                            | Aadi Bioscience, Inc.                            | CUSIP: 00032Q104<br>LEI: 549300G3U7TKW1M58L09 | Long             | EC               | CORP              | US        |      4206 | NS      | $53962.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corporation                          | ACCO Brands Corporation                          | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     23899 | NS      | $133595.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corporation                            | Astronics Corporation                            | CUSIP: 046433207<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       141 | NS      | $1402.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                            | Bar Harbor Bankshares                            | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3418 | NS      | $109512.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir, Inc.                                    | Allovir, Inc.                                    | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8557 | NS      | $43897.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.              | Alpha Metallurgical Resources, Inc.              | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4423 | NS      | $647482.97    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc.                             | Amerant Bancorp Inc.                             | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |      8036 | NS      | $215686.24    | 0.04%             |  |  |  | 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        |     29982 | NS      | $234459.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hackett Group, Inc.                          | The Hackett Group, Inc.                          | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      8925 | NS      | $181802.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hain Celestial Group, Inc.                   | The Hain Celestial Group, Inc.                   | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     14371 | NS      | $232522.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Company                    | American States Water Company                    | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      6912 | NS      | $639705.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corporation                    | American Vanguard Corporation                    | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      8720 | NS      | $189311.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock & Wilcox Enterprises, Inc.               | Babcock & Wilcox Enterprises, Inc.               | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |     12147 | NS      | $70088.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corporation                            | BancFirst Corporation                            | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      5689 | NS      | $501656.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.                  | Academy Sports & Outdoors, Inc.                  | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18819 | NS      | $988750.26    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources, Inc.                             | Arch Resources, Inc.                             | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      3676 | NS      | $524896.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock, Inc.                                   | Archrock, Inc.                                   | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     23773 | NS      | $213481.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corporation                            | Astronics Corporation                            | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      8115 | NS      | $83584.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellring Intermediate Holdings, Inc.             | Bellring Intermediate Holdings, Inc.             | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     21244 | NS      | $544692.67    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                        | AAR Corp.                                        | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      6039 | NS      | $271151.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apyx Medical Corporation                         | Apyx Medical Corporation                         | CUSIP: 03837C106<br>LEI: 5299009QZVYUYO082S45 | Long             | EC               | CORP              | US        |      6848 | NS      | $16024.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.               | Atlas Air Worldwide Holdings, Inc.               | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      4627 | NS      | $466401.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora, Inc.                                    | Blucora, Inc.                                    | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |      4234 | NS      | $108094.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ridge Bankshares, Inc.                      | Blue Ridge Bankshares, Inc.                      | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3472 | NS      | $42427.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                               | Avient Corporation                               | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     15644 | NS      | $528141.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BGSF, Inc.                                       | BGSF, Inc.                                       | CUSIP: 05601C105<br>LEI: 549300AUC6I9ZG3KKQ91 | Long             | EC               | CORP              | US        |      1580 | NS      | $24205.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioatla, Inc.                                    | Bioatla, Inc.                                    | CUSIP: 09077B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1229 | NS      | $10139.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                               | Chemed Corporation                               | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       186 | NS      | $94939.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics, Inc.                             | ADMA Biologics, Inc.                             | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15148 | NS      | $58774.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT, Inc.                                        | ADT, Inc.                                        | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13795 | NS      | $125120.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres, Inc.                                    | Caleres, Inc.                                    | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      8151 | NS      | $181604.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrols Holdco Inc.                              | Carrols Holdco Inc.                              | CUSIP: 14574X104<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | EC               | CORP              | US        |     12713 | NS      | $17289.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons, Inc.                              | The Andersons, Inc.                              | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      7439 | NS      | $260290.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Princeton, The                           | Bank of Princeton, The                           | CUSIP: 064520109<br>LEI: 549300EMC7T53UNNNA58 | Long             | EC               | CORP              | US        |      1141 | NS      | $36192.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                           | Chart Industries, Inc.                           | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      6040 | NS      | $695989.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co., Inc.                                | Gannett Co., Inc.                                | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     28889 | NS      | $58644.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                    | American Woodmark Corporation                    | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      4472 | NS      | $218501.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corporation                      | Arrow Financial Corporation                      | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |      4618 | NS      | $156550.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA, Inc.                           | Beazer Homes USA, Inc.                           | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      8688 | NS      | $110858.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI Card Group Inc.                              | CPI Card Group Inc.                              | CUSIP: 12634H200<br>LEI: 54930087HHJ1VWIJK062 | Long             | EC               | CORP              | US        |      1227 | NS      | $44270.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Company  | American Equity Investment Life Holding Company  | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     16634 | NS      | $758843.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares Inc.                | American National Bankshares Inc.                | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |      2697 | NS      | $99600.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Company, Inc.                  | CommScope Holding Company, Inc.                  | CUSIP: 20337X109<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | EC               | CORP              | US        |     30199 | NS      | $221962.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial Corp.                        | Community Financial Corp.                        | CUSIP: 20368X101<br>LEI: 549300IM1P8BVV642449 | Long             | EC               | CORP              | US        |      1061 | NS      | $42333.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots, Inc.                                   | Big Lots, Inc.                                   | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7056 | NS      | $103723.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                        | CNX Resources Corporation                        | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     33908 | NS      | $571010.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                            | Boise Cascade Company                            | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      6691 | NS      | $459470.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                          | Brookline Bancorp, Inc.                          | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13296 | NS      | $188138.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop, Inc.                      | Build-A-Bear Workshop, Inc.                      | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      3830 | NS      | $91307.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp, Inc.                             | Byline Bancorp, Inc.                             | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      9891 | NS      | $227196.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares, Inc.                  | Business First Bancshares, Inc.                  | CUSIP: 12326C105<br>LEI: 54930045J8O98TUGTW86 | Long             | EC               | CORP              | US        |      5762 | NS      | $127570.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonida Senior Living, Inc.                       | Sonida Senior Living, Inc.                       | CUSIP: 140475203<br>LEI: 254900YX6LQ8K1N8PZ90 | Long             | EC               | CORP              | US        |       483 | NS      | $6037.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Autoliv, Inc.                                    | Autoliv, Inc.                                    | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      2354 | NS      | $180269.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                                 | AutoNation, Inc.                                 | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4740 | NS      | $508602.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.                  | Acadia Healthcare Company, Inc.                  | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     15287 | NS      | $1258425.84   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtran Holdings, Inc.                            | Adtran Holdings, Inc.                            | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     22131 | NS      | $415841.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corporation                           | Bank First Corporation                           | CUSIP: 06211J100<br>LEI: 549300BRLQAIJ1LJA253 | Long             | EC               | CORP              | US        |       476 | NS      | $44182.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Boston Omaha Corporation                         | Boston Omaha Corporation                         | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |      7351 | NS      | $194801.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.                   | Catalyst Pharmaceuticals, Inc.                   | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     25060 | NS      | $466116.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                           | Celsius Holdings, Inc.                           | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2845 | NS      | $295993.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                           | Cavco Industries, Inc.                           | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1536 | NS      | $347520.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics, Inc.                       | Chinook Therapeutics, Inc.                       | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |     10992 | NS      | $287990.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                          | Arrow Electronics, Inc.                          | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       316 | NS      | $33044.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services, Inc.                  | Barrett Business Services, Inc.                  | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      2006 | NS      | $187119.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Obh Inc.                                         | Obh Inc.                                         | CUSIP: 08986R408<br>LEI: 549300J4OQ973AEQEG06 | Long             | EC               | CORP              | US        |         9 | NS      | $6250.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions, Inc.                          | BioLife Solutions, Inc.                          | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      6711 | NS      | $122140.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems, Inc.                          | CommVault Systems, Inc.                          | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      6656 | NS      | $418263.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc.                                       | Cowen Inc.                                       | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      7078 | NS      | $273352.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp.                         | CECO Environmental Corp.                         | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |     10088 | NS      | $117831.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                     | Coca-Cola Consolidated, Inc.                     | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      1445 | NS      | $740360.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                               | Cirrus Logic, Inc.                               | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      9903 | NS      | $737575.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Comscore, Inc.                                   | Comscore, Inc.                                   | CUSIP: 20564W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23486 | NS      | $27243.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                      | ABM Industries Incorporated                      | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     14421 | NS      | $640580.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group, Inc.               | Air Transport Services Group, Inc.               | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |     19618 | NS      | $509675.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc.                            | Koppers Holdings Inc.                            | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5847 | NS      | $164885.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services, Inc.                         | Liquidity Services, Inc.                         | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |      9195 | NS      | $129281.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corporation                    | Columbus McKinnon Corporation                    | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      6582 | NS      | $213717.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                        | Commercial Metals Company                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     21353 | NS      | $1031349.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.             | Cogent Communications Holdings, Inc.             | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8132 | NS      | $464174.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings, Inc.       | Consolidated Communications Holdings, Inc.       | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |     30552 | NS      | $109376.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences, Inc.                         | Cogent Biosciences, Inc.                         | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13383 | NS      | $154707.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                   | Coherent Corp.                                   | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      9333 | NS      | $327588.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc.            | Allscripts Healthcare Solutions, Inc.            | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     28488 | NS      | $502528.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group, Inc.                      | Ambac Financial Group, Inc.                      | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     11368 | NS      | $198257.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc.                                   | Bioventus Inc.                                   | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1260 | NS      | $3288.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Blueprint Medicines Corporation                  | Blueprint Medicines Corporation                  | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      6707 | NS      | $293833.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment, Inc.              | Dave & Buster's Entertainment, Inc.              | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      7494 | NS      | $265587.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                           | Dycom Industries, Inc.                           | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      5083 | NS      | $475768.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc.                                     | Genesco Inc.                                     | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      3814 | NS      | $175520.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd.                                | Genie Energy Ltd.                                | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |      7260 | NS      | $75068.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera, Inc.                                   | Coursera, Inc.                                   | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     11087 | NS      | $131159.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group, Inc.                   | Covenant Logistics Group, Inc.                   | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3074 | NS      | $106268.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA, Inc.                                 | Altice USA, Inc.                                 | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     41989 | NS      | $193149.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies, Inc.                          | Arlo Technologies, Inc.                          | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     15501 | NS      | $54408.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis, Inc.                                    | Codexis, Inc.                                    | CUSIP: 192005106<br>LEI: 549300KGLM6CDPTVSE20 | Long             | EC               | CORP              | US        |      9620 | NS      | $44829.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                               | Enovis Corporation                               | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      8915 | NS      | $477148.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc.                     | Brookdale Senior Living Inc.                     | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     50773 | NS      | $138610.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                     | Azenta, Inc.                                     | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      1239 | NS      | $72134.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                      | Amalgamated Financial Corp.                      | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8865 | NS      | $204249.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atreca, Inc.                                     | Atreca, Inc.                                     | CUSIP: 04965G109<br>LEI: 549300B5CQV1OOXFLU71 | Long             | EC               | CORP              | US        |      5673 | NS      | $4541.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CBIZ, Inc.                                       | CBIZ, Inc.                                       | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      8170 | NS      | $382764.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Codorus Valley Bancorp, Inc.                     | Codorus Valley Bancorp, Inc.                     | CUSIP: 192025104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2111 | NS      | $50241.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Therapeutics, Inc.                        | Adicet Therapeutics, Inc.                        | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |     12326 | NS      | $110194.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerovate Therapeutics Inc.                       | Aerovate Therapeutics Inc.                       | CUSIP: 008064107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       615 | NS      | $18019.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ennis, Inc.                                      | Ennis, Inc.                                      | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6897 | NS      | $152837.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. Corporation                               | F.N.B. Corporation                               | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     60744 | NS      | $792709.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boston Beer Company, Inc.                    | The Boston Beer Company, Inc.                    | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      1601 | NS      | $527561.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings, Inc.                        | BrightView Holdings, Inc.                        | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     20806 | NS      | $143353.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                          | Boyd Gaming Corporation                          | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |       387 | NS      | $21103.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C&F Financial Corporation                        | C&F Financial Corporation                        | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |       705 | NS      | $41080.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Container Store Group, Inc.                  | The Container Store Group, Inc.                  | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |     12561 | NS      | $54137.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Incorporated                | Corcept Therapeutics Incorporated                | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     18194 | NS      | $369520.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumberland Pharmaceuticals, Inc.                 | Cumberland Pharmaceuticals, Inc.                 | CUSIP: 230770109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $6300.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corporation                       | Curtiss-Wright Corporation                       | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      3288 | NS      | $549063.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Task Group, Incorporated                | Computer Task Group, Incorporated                | CUSIP: 205477102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2954 | NS      | $22332.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                         | Comstock Resources, Inc.                         | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     38988 | NS      | $534525.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group, Inc.                    | Capital City Bank Group, Inc.                    | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      4586 | NS      | $149045.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix, Inc.                                   | Chimerix, Inc.                                   | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |     15128 | NS      | $28138.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corporation                 | Dynavax Technologies Corporation                 | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     14517 | NS      | $154460.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Company The                              | Eastern Company The                              | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |      1238 | NS      | $23868.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ames National Corporation                        | Ames National Corporation                        | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1902 | NS      | $44906.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                           | Amkor Technology, Inc.                           | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     44930 | NS      | $1077421.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                    | Columbia Banking System, Inc.                    | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13600 | NS      | $409768.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp.                 | Comtech Telecommunications Corp.                 | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |      7946 | NS      | $96464.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                         | Century Aluminum Company                         | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     15055 | NS      | $123149.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                   | Collegium Pharmaceutical, Inc.                   | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      9599 | NS      | $222696.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aware Inc.                                       | Aware Inc.                                       | CUSIP: 05453N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4801 | NS      | $8209.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The AZEK Company Inc.                            | The AZEK Company Inc.                            | CUSIP: 05478C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25911 | NS      | $526511.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services, Inc.                | Consumer Portfolio Services, Inc.                | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5820 | NS      | $51507.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc.                           | Dyne Therapeutics Inc.                           | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6651 | NS      | $77085.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Biopharma, Inc.                              | Cue Biopharma, Inc.                              | CUSIP: 22978P106<br>LEI: 549300PBW78KZA33WC97 | Long             | EC               | CORP              | US        |      6811 | NS      | $19411.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curo Group Holdings Corp.                        | Curo Group Holdings Corp.                        | CUSIP: 23131L107<br>LEI: 54930007KH8KCGJ4YE72 | Long             | EC               | CORP              | US        |      5013 | NS      | $17796.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CIRCOR International, Inc.                       | CIRCOR International, Inc.                       | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |      5763 | NS      | $138081.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends, Inc.                                | Citi Trends, Inc.                                | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      1555 | NS      | $41176.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corporation                   | Flushing Financial Corporation                   | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8673 | NS      | $168082.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Beach Brands Holding Company            | Hamilton Beach Brands Holding Company            | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       814 | NS      | $10085.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO Corp.                                       | ARKO Corp.                                       | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18973 | NS      | $164306.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corporation                       | Bank of Hawaii Corporation                       | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      7069 | NS      | $548271.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company                | Graphic Packaging Holding Company                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28761 | NS      | $639932.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Operating Corporation            | Gulfport Energy Operating Corporation            | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      2408 | NS      | $177325.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Technologies, Inc.                      | Liquidia Technologies, Inc.                      | CUSIP: 53635D202<br>LEI: 549300O826O5VQJTG707 | Long             | EC               | CORP              | US        |      3593 | NS      | $22887.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Live Oak Bancshares, Inc.                        | Live Oak Bancshares, Inc.                        | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7375 | NS      | $222725.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems, Inc.                   | Cass Information Systems, Inc.                   | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      3812 | NS      | $174665.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine, Inc.                            | Editas Medicine, Inc.                            | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     19610 | NS      | $173940.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                  | B&G Foods, Inc.                                  | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      3087 | NS      | $34420.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corporation                        | BOK Financial Corporation                        | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      7248 | NS      | $752269.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings, Inc.                          | Delek US Holdings, Inc.                          | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     11585 | NS      | $312795.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals, Inc.                      | Eagle Pharmaceuticals, Inc.                      | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      3791 | NS      | $110810.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc.                           | Beam Therapeutics Inc.                           | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2976 | NS      | $116391.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioxcel Therapeutics, Inc.                       | Bioxcel Therapeutics, Inc.                       | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |       345 | NS      | $7410.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                         | Energizer Holdings, Inc.                         | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     11410 | NS      | $382805.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                 | ESAB Corporation                                 | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      6259 | NS      | $293687.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enlink Midstream, LLC                            | Enlink Midstream, LLC                            | CUSIP: 29336T100<br>LEI: 54930000GY1H533OBE23 | Long             | EC               | CORP              | US        |     75720 | NS      | $931356.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                           | EnPro Industries, Inc.                           | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      3426 | NS      | $372371.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals, Inc.                  | Crinetics Pharmaceuticals, Inc.                  | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |      7842 | NS      | $143508.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.                   | Cross Country Healthcare, Inc.                   | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      8166 | NS      | $216970.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                           | Astec Industries, Inc.                           | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      6140 | NS      | $249652.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                               | Avista Corporation                               | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     12372 | NS      | $548574.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix, Inc.                                       | Ebix, Inc.                                       | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      6569 | NS      | $131117.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                    | Embecta Corp.                                    | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      6864 | NS      | $173590.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.           | Cracker Barrel Old Country Store, Inc.           | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      3775 | NS      | $357643.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                           | First Internet Bancorp                           | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      2700 | NS      | $65556.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                                  | CTS Corporation                                  | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      5017 | NS      | $197770.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CASI Pharmaceuticals, Inc.                       | CASI Pharmaceuticals, Inc.                       | CUSIP: 14757U208<br>LEI: 549300RYDG4U21PJZ263 | Long             | EC               | CORP              | US        |      1669 | NS      | $2920.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc.                             | Designer Brands Inc.                             | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      9848 | NS      | $96313.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Colombia S A S            | Edgewell Personal Care Colombia S A S            | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      9762 | NS      | $376227.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCORE Corporation                               | EMCORE Corporation                               | CUSIP: 290846203<br>LEI: 529900B9OHDEWU534K08 | Long             | EC               | CORP              | US        |      8605 | NS      | $8282.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings, Inc.                         | Employers Holdings, Inc.                         | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5405 | NS      | $233117.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc.                           | BlueLinx Holdings Inc.                           | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      2704 | NS      | $192281.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                     | Cadence Bank                                     | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     31771 | NS      | $783472.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Obh Inc.                                         | Obh Inc.                                         | CUSIP: 08986R309<br>LEI: 549300J4OQ973AEQEG06 | Long             | EC               | CORP              | US        |       546 | NS      | $75784.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants, Inc.                           | BJ's Restaurants, Inc.                           | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      6305 | NS      | $166325.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                     | Central Garden & Pet Company                     | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      1903 | NS      | $71267.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                      | Columbia Sportswear Company                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     10430 | NS      | $913459.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Crossfirst Bankshares, Inc.                      | Crossfirst Bankshares, Inc.                      | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12992 | NS      | $161230.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals, Inc.                  | Deciphera Pharmaceuticals, Inc.                  | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |     16953 | NS      | $277859.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Company, Inc.                          | Donaldson Company, Inc.                          | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      2197 | NS      | $129337.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Global Corporation                       | Horizon Global Corporation                       | CUSIP: 44052W104<br>LEI: 549300D1ZZV3IWN54G85 | Long             | EC               | CORP              | US        |      1276 | NS      | $496.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp.                              | MVB Financial Corp.                              | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |      2938 | NS      | $64694.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corporation                        | Macatawa Bank Corporation                        | CUSIP: 554225102<br>LEI: 549300M5D5Q2KMDSMP10 | Long             | EC               | CORP              | US        |     10008 | NS      | $110388.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marchex, Inc.                                    | Marchex, Inc.                                    | CUSIP: 56624R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       116 | NS      | $182.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                        | Moog Inc.                                        | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      4527 | NS      | $397289.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Express, Inc.                                    | Express, Inc.                                    | CUSIP: 30219E103<br>LEI: 529900V6IJOGM1YFQL87 | Long             | EC               | CORP              | US        |     14369 | NS      | $14656.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| G1 Therapeutics, Inc.                            | G1 Therapeutics, Inc.                            | CUSIP: 3621LQ109<br>LEI: 529900TC35UPZQYRKW13 | Long             | EC               | CORP              | US        |      7759 | NS      | $42131.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The First of Long Island Corporation             | The First of Long Island Corporation             | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6096 | NS      | $109728.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisker Group Inc.                                | Fisker Group Inc.                                | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Long             | EC               | CORP              | US        |      8724 | NS      | $63423.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Exelixis, Inc.                                   | Exelixis, Inc.                                   | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     48497 | NS      | $777891.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings, Inc.                         | eXp World Holdings, Inc.                         | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |     15796 | NS      | $175019.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Edgewise Therapeutics, Inc.                      | Edgewise Therapeutics, Inc.                      | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1285 | NS      | $11487.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth, Inc.                                    | eHealth, Inc.                                    | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |      2444 | NS      | $11828.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical, Inc.                             | Avanos Medical, Inc.                             | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      9332 | NS      | $252523.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics, Inc.                       | Celldex Therapeutics, Inc.                       | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      4526 | NS      | $201723.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                          | Black Hills Corporation                          | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     10185 | NS      | $716412.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                      | Calix, Inc.                                      | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     11241 | NS      | $769221.63    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                           | ESCO Technologies Inc.                           | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      4207 | NS      | $368280.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                          | Euronet Worldwide, Inc.                          | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      7764 | NS      | $732766.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                        | Comfort Systems USA, Inc.                        | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      7047 | NS      | $810968.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp, Inc.                              | Eagle Bancorp, Inc.                              | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      5507 | NS      | $242693.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                                   | Amedisys, Inc.                                   | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      6158 | NS      | $514439.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corporation                   | Artesian Resources Corporation                   | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2460 | NS      | $144106.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AxoGen, Inc.                                     | AxoGen, Inc.                                     | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11434 | NS      | $114111.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                             | Axos Financial, Inc.                             | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     10971 | NS      | $419311.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc.                                    | Innospec Inc.                                    | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      4024 | NS      | $413908.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Solutions and Support, Inc.           | Innovative Solutions and Support, Inc.           | CUSIP: 45769N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3991 | NS      | $32806.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                          | Customers Bancorp, Inc.                          | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      6904 | NS      | $195659.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corporation                              | Denny's Corporation                              | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |     15744 | NS      | $145002.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbSci Corporation                                | AbSci Corporation                                | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8276 | NS      | $17379.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corporation               | Masonite International Corporation               | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |      3700 | NS      | $298257.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation                       | Meritage Homes Corporation                       | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      2340 | NS      | $215748.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc.                            | First Bancshares Inc.                            | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |      6688 | NS      | $214082.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corporation                                | Geron Corporation                                | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |     19630 | NS      | $47504.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                         | Mueller Industries, Inc.                         | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      9800 | NS      | $578200.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NN, Inc.                                         | NN, Inc.                                         | CUSIP: 629337106<br>LEI: 549300SU3TUM6VH84645 | Long             | EC               | CORP              | US        |     11182 | NS      | $16773.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everspin Technologies, Inc.                      | Everspin Technologies, Inc.                      | CUSIP: 30041T104<br>LEI: 549300MNDRV7X6PEDF15 | Long             | EC               | CORP              | US        |      3926 | NS      | $21828.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Security Bank of Washington                  | 1st Security Bank of Washington                  | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2172 | NS      | $72631.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics, Inc.                                    | Axonics, Inc.                                    | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |      7863 | NS      | $491673.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group, Inc.                                  | BRP Group, Inc.                                  | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9564 | NS      | $240438.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerald Holding, Inc.                            | Emerald Holding, Inc.                            | CUSIP: 29103W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2928 | NS      | $10365.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions, Inc.                     | Financial Institutions, Inc.                     | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4019 | NS      | $97902.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes & Noble Education, Inc.                   | Barnes & Noble Education, Inc.                   | CUSIP: 06777U101<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |     10840 | NS      | $18970.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baycom Corp                                      | Baycom Corp                                      | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |      3032 | NS      | $57547.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings, Inc.                            | Cannae Holdings, Inc.                            | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     13397 | NS      | $276648.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Capricor Therapeutics, Inc.                      | Capricor Therapeutics, Inc.                      | CUSIP: 14070B309<br>LEI: 5493002ZI5PDLXV4DX14 | Long             | EC               | CORP              | US        |      3000 | NS      | $11580.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research, Inc.                         | Forrester Research, Inc.                         | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |      4842 | NS      | $173149.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated                | Granite Construction Incorporated                | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      7798 | NS      | $273475.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                                 | Clearfield, Inc.                                 | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      3169 | NS      | $298329.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers, Inc.                             | Cohen & Steers, Inc.                             | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      8133 | NS      | $525066.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc.                                | Barnes Group Inc.                                | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      7602 | NS      | $310541.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                    | Berkshire Hills Bancorp, Inc.                    | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      7670 | NS      | $229333.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings, Inc.                 | Esquire Financial Holdings, Inc.                 | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2037 | NS      | $88120.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc.                              | Forestar Group Inc.                              | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     13706 | NS      | $211209.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                | Five Star Bancorp                                | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |      2434 | NS      | $66302.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corporation                               | Harsco Corporation                               | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     13179 | NS      | $82895.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                             | FTI Consulting, Inc.                             | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      6141 | NS      | $975190.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                           | Federated Hermes, Inc.                           | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     15250 | NS      | $553727.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean, Inc.                     | Heritage-Crystal Clean, Inc.                     | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6496 | NS      | $210990.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling, Inc.             | Hyster-Yale Materials Handling, Inc.             | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3620 | NS      | $91622.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co., Ltd.                        | Graham Holdings Co., Ltd.                        | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       664 | NS      | $401195.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corporation                            | Green Dot Corporation                            | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9016 | NS      | $142633.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Casa Systems, Inc.                               | Casa Systems, Inc.                               | CUSIP: 14713L102<br>LEI: 549300PNQ0GUDHNZLG66 | Long             | EC               | CORP              | US        |      4305 | NS      | $11752.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cato Corporation                             | The Cato Corporation                             | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |      4565 | NS      | $42591.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation                | Horace Mann Educators Corporation                | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      6829 | NS      | $255199.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics, Inc.                      | Intellia Therapeutics, Inc.                      | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     10312 | NS      | $359785.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Acme United Corporation                          | Acme United Corporation                          | CUSIP: 004816104<br>LEI: 549300NVT8NN13WP8M83 | Long             | EC               | CORP              | US        |       700 | NS      | $15330.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                          | Acushnet Holdings Corp.                          | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     16808 | NS      | $713667.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corporation                                | Chase Corporation                                | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2541 | NS      | $219186.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford & Company                               | Crawford & Company                               | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      6317 | NS      | $35122.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries, Inc.                         | Insteel Industries, Inc.                         | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      5525 | NS      | $152048.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                                  | Insperity, Inc.                                  | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      6497 | NS      | $738059.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System, Inc.                      | Community Bank System, Inc.                      | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      9016 | NS      | $567557.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                   | Community Health Systems, Inc.                   | CUSIP: 203668108<br>LEI: 5493007X5NC5XI1BB106 | Long             | EC               | CORP              | US        |     24029 | NS      | $103805.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services, Inc.          | First Business Financial Services, Inc.          | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      2450 | NS      | $89547.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc.                              | Garrett Motion Inc.                              | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |     11630 | NS      | $88620.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial                        | Capitol Federal Financial                        | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21796 | NS      | $188535.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corporation                    | Coastal Financial Corporation                    | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |      3698 | NS      | $175728.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc.                                    | Bel Fuse Inc.                                    | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      2960 | NS      | $97443.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                                 | CVR Energy, Inc.                                 | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     12648 | NS      | $396388.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogenomics, Inc.                                | Neogenomics, Inc.                                | CUSIP: 64049M209<br>LEI: 549300KN62PPGHBVXB46 | Long             | EC               | CORP              | US        |     20347 | NS      | $188006.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, Inc.                                    | NETGEAR, Inc.                                    | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      7912 | NS      | $143286.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortitude Gold Corporation                       | Fortitude Gold Corporation                       | CUSIP: 34962K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2278 | NS      | $12550.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.             | Frontier Communications Parent, Inc.             | CUSIP: 35909D109<br>LEI: 549300ZCZ76HYCS0H445 | Long             | EC               | CORP              | US        |      7322 | NS      | $186564.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex, Inc.                                 | Omega Flex, Inc.                                 | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1857 | NS      | $173295.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma, Inc.                                       | Ooma, Inc.                                       | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6684 | NS      | $91036.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Contract Drilling, Inc.             | Independence Contract Drilling, Inc.             | CUSIP: 453415606<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       210 | NS      | $686.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                           | Independent Bank Corp.                           | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      8633 | NS      | $728884.19    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc.                                | Green Plains Inc.                                | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      8621 | NS      | $262940.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gritstone Bio, Inc.                              | Gritstone Bio, Inc.                              | CUSIP: 39868T105<br>LEI: 5493003TER6KY3MUVY84 | Long             | EC               | CORP              | US        |     13416 | NS      | $46285.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Brightsphere Investment Group Inc.               | Brightsphere Investment Group Inc.               | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      9991 | NS      | $205614.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                            | Brunswick Corporation                            | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     12579 | NS      | $906694.32    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc.                                     | Denbury Inc.                                     | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      7913 | NS      | $688589.26    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Egain Corporation                                | Egain Corporation                                | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7911 | NS      | $71436.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp.                | Integral Ad Science Holding Corp.                | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1415 | NS      | $12437.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                               | InterDigital, Inc.                               | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |      4646 | NS      | $229884.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                       | Adeia Inc.                                       | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7947 | NS      | $75337.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics, Inc.                       | Chinook Therapeutics, Inc.                       | CUSIP: N/A<br>LEI: 549300X0O3003W5QYQ48       | Long             | EC               | CORP              | US        |      3004 | NS      | $6098.12      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Chuy's Holdings, Inc.                            | Chuy's Holdings, Inc.                            | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4792 | NS      | $135613.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                              | Clean Harbors, Inc.                              | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      8067 | NS      | $920606.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners, Inc.                       | Green Brick Partners, Inc.                       | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      7386 | NS      | $178962.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Incorporated                       | Hamilton Lane Incorporated                       | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      5663 | NS      | $361752.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash, Inc.                            | Intrepid Potash, Inc.                            | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      4078 | NS      | $117731.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Investar Holding Corporation                     | Investar Holding Corporation                     | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |      2218 | NS      | $47753.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CytoSorbents Corporation                         | CytoSorbents Corporation                         | CUSIP: 23283X206<br>LEI: 549300VI8WO8GK5QK793 | Long             | EC               | CORP              | US        |      7457 | NS      | $11558.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc.                         | Denali Therapeutics Inc.                         | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      8339 | NS      | $231907.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiesta Restaurant Group, Inc.                    | Fiesta Restaurant Group, Inc.                    | CUSIP: 31660B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6645 | NS      | $48840.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp, Inc.                    | German American Bancorp, Inc.                    | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |      4577 | NS      | $170722.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia, Inc.                                | iHeartMedia, Inc.                                | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18313 | NS      | $112258.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                        | Insight Enterprises, Inc.                        | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      6176 | NS      | $619267.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group, Ltd.                        | G-III Apparel Group, Ltd.                        | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     11867 | NS      | $162696.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Corporation                               | Graham Corporation                               | CUSIP: 384556106<br>LEI: 254900EI9P4LTY524J77 | Long             | EC               | CORP              | US        |      2302 | NS      | $22145.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corporation                     | Independent Bank Corporation                     | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6212 | NS      | $148591.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastech Digital, Inc.                            | Mastech Digital, Inc.                            | CUSIP: 57633B100<br>LEI: 549300GD5HFB0F451006 | Long             | EC               | CORP              | US        |      2673 | NS      | $29429.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                                  | HCI Group, Inc.                                  | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      2710 | NS      | $107288.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Heritage Commerce Corp                           | Heritage Commerce Corp                           | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     16210 | NS      | $210730.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp.                         | Clean Energy Fuels Corp.                         | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |     31694 | NS      | $164808.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.             | Clear Channel Outdoor Holdings, Inc.             | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16703 | NS      | $17538.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA, Inc.                    | Heartland Financial USA, Inc.                    | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      6407 | NS      | $298694.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation        | Integra LifeSciences Holdings Corporation        | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     13454 | NS      | $754365.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc.                           | Element Solutions Inc.                           | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     42817 | NS      | $778841.23    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery, Inc.                            | Energy Recovery, Inc.                            | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      9193 | NS      | $188364.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings Inc.                             | Duluth Holdings Inc.                             | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |      6369 | NS      | $39360.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings, Inc.                     | El Pollo Loco Holdings, Inc.                     | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      9657 | NS      | $96183.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corporation                   | Heritage Financial Corporation                   | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9549 | NS      | $292581.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences, Inc.                            | IGM Biosciences, Inc.                            | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |      2819 | NS      | $47951.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings, Inc.                  | Concrete Pumping Holdings, Inc.                  | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13686 | NS      | $80063.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings, Co.                              | Crane Holdings, Co.                              | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8971 | NS      | $901136.95    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca, Inc.                                     | Erasca, Inc.                                     | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4965 | NS      | $21399.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc.                                | EverCommerce Inc.                                | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1007 | NS      | $7492.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.                  | Metropolitan Bank Holding Corp.                  | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2966 | NS      | $174015.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlefield Banc Corp.                           | Middlefield Banc Corp.                           | CUSIP: 596304204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $13700.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Vehicle Group, Inc.                   | Commercial Vehicle Group, Inc.                   | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |      7760 | NS      | $52845.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Concert Pharmaceuticals, Inc.                    | Concert Pharmaceuticals, Inc.                    | CUSIP: 206022105<br>LEI: 529900PYI5BSGQNATP82 | Long             | EC               | CORP              | US        |     11724 | NS      | $68468.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enzo Biochem, Inc.                               | Enzo Biochem, Inc.                               | CUSIP: 294100102<br>LEI: 5299001N23WBO4XQ2P60 | Long             | EC               | CORP              | US        |      9620 | NS      | $13756.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bancshares, Inc.                 | First Community Bancshares, Inc.                 | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4475 | NS      | $151702.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| P.A.M. Transportation Services, Inc.             | P.A.M. Transportation Services, Inc.             | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4931 | NS      | $127712.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Companies, Inc.                        | Patterson Companies, Inc.                        | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     16426 | NS      | $460420.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Intermodal - Paragon, Inc.                | Matson Intermodal - Paragon, Inc.                | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      7762 | NS      | $485202.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                                  | MaxLinear, Inc.                                  | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     11107 | NS      | $377082.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corporation                      | MGIC Investment Corporation                      | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     50564 | NS      | $657332.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                          | Piper Sandler Companies                          | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      2881 | NS      | $375077.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                              | Knowles Corporation                              | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     19620 | NS      | $322160.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc.                             | Kodiak Sciences Inc.                             | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      8312 | NS      | $59513.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon, Inc.                                    | Groupon, Inc.                                    | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |      5076 | NS      | $43552.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GrowGeneration Corp.                             | GrowGeneration Corp.                             | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5771 | NS      | $22622.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                           | NetScout Systems, Inc.                           | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     13183 | NS      | $428579.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Network-1 Technologies, Inc.                     | Network-1 Technologies, Inc.                     | CUSIP: 64121N109<br>LEI: 529900GYEMDKBILURW28 | Long             | EC               | CORP              | US        |      2700 | NS      | $5940.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                    | IDACORP, Inc.                                    | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      7986 | NS      | $861290.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Immersion Corporation                            | Immersion Corporation                            | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |      5311 | NS      | $37336.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center, Inc.                        | European Wax Center, Inc.                        | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1638 | NS      | $20393.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evans Bancorp, Inc.                              | Evans Bancorp, Inc.                              | CUSIP: 29911Q208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1447 | NS      | $54103.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Montana, Inc.                      | Eagle Bancorp Montana, Inc.                      | CUSIP: 26942G100<br>LEI: 549300P2SVRIY3YU1412 | Long             | EC               | CORP              | US        |      1444 | NS      | $23335.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                             | Eagle Materials Inc.                             | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      6133 | NS      | $814769.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp, Inc.                            | Colony Bankcorp, Inc.                            | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2896 | NS      | $36750.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial, Inc.                         | Columbia Financial, Inc.                         | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |     15319 | NS      | $331196.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Buckle, Inc.                                 | The Buckle, Inc.                                 | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      8594 | NS      | $389737.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corporation                        | CNB Financial Corporation                        | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      5733 | NS      | $136388.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adams Resources & Energy, Inc.                   | Adams Resources & Energy, Inc.                   | CUSIP: 006351308<br>LEI: UP28TXL7K8XSRNNC7V02 | Long             | EC               | CORP              | US        |       800 | NS      | $31136.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corporation                       | Addus HomeCare Corporation                       | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      4599 | NS      | $457554.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software, Inc.                          | American Software, Inc.                          | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8459 | NS      | $124178.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter, Inc.                               | Badger Meter, Inc.                               | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      5054 | NS      | $551037.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                 | McGrath RentCorp                                 | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      3550 | NS      | $350527.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                     | Mueller Water Products, Inc.                     | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     23451 | NS      | $252332.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cryoport, Inc.                                   | Cryoport, Inc.                                   | CUSIP: 229050307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8194 | NS      | $142165.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals, Inc.                 | Day One Biopharmaceuticals, Inc.                 | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3021 | NS      | $65011.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Company                          | Middlesex Water Company                          | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2391 | NS      | $188099.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp, Inc.                     | Midland States Bancorp, Inc.                     | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      6707 | NS      | $178540.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget, Inc.                                 | TechTarget, Inc.                                 | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      4260 | NS      | $187695.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corporation                                | Telos Corporation                                | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6533 | NS      | $33252.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishka, Inc.                                     | Nishka, Inc.                                     | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |      7534 | NS      | $82195.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FutureFuel Corp.                                 | FutureFuel Corp.                                 | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     10305 | NS      | $83779.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                   | Preferred Bank                                   | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      3166 | NS      | $236246.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corporation                    | Progress Software Corporation                    | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      6958 | NS      | $351031.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc.                          | Maxar Technologies Inc.                          | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |     11354 | NS      | $587455.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bank                                    | Meridian Bank                                    | CUSIP: 58958P104<br>LEI: 635400IW1QMK3FNFF894 | Long             | EC               | CORP              | US        |       907 | NS      | $27473.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International, Inc.             | Compass Minerals International, Inc.             | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      5273 | NS      | $216193.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                           | Concentrix Corporation                           | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1377 | NS      | $183361.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                                | Kirby Corporation                                | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     10334 | NS      | $664992.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA, Inc.                             | Kura Sushi USA, Inc.                             | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1894 | NS      | $90305.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Company                          | Investors Title Company                          | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       343 | NS      | $50609.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                      | Ionis Pharmaceuticals, Inc.                      | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      3748 | NS      | $141561.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc.                          | Altair Engineering Inc.                          | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |     11484 | NS      | $522177.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                      | Benchmark Electronics, Inc.                      | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      9397 | NS      | $250805.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Biotools Inc.                           | Standard Biotools Inc.                           | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |      5838 | NS      | $6830.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hope Bancorp, Inc.                               | Hope Bancorp, Inc.                               | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     19637 | NS      | $251549.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings N.V.                        | Expro Group Holdings N.V.                        | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | NL        |      4147 | NS      | $75185.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Playa Hotels & Resorts N.V.                      | Playa Hotels & Resorts N.V.                      | CUSIP: N/A<br>LEI: 529900BUP3KWPCJNLS49       | Long             | EC               | CORP              | NL        |     26158 | NS      | $170811.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corporation                             | Teradata Corporation                             | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     17168 | NS      | $577874.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc.                                    | Terawulf Inc.                                    | CUSIP: 88080T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $199.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Gentex Corporation                               | Gentex Corporation                               | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      4686 | NS      | $127787.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancshares, Inc.                        | Guaranty Bancshares, Inc.                        | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3158 | NS      | $109389.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corporation                               | CONMED Corporation                               | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      4917 | NS      | $435842.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CymaBay Therapeutics, Inc.                       | CymaBay Therapeutics, Inc.                       | CUSIP: 23257D103<br>LEI: 549300YT9GNL852E7F84 | Long             | EC               | CORP              | US        |     21906 | NS      | $137350.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                           | Murphy Oil Corporation                           | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     15115 | NS      | $650096.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                  | Murphy USA Inc.                                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      4302 | NS      | $1202581.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp.                                   | First Bancorp.                                   | CUSIP: 318672706<br>LEI: 549300QGC3EY3EV0NS72 | Long             | EC               | CORP              | PR        |     32869 | NS      | $418093.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp, Inc.                                | FVCBankcorp, Inc.                                | CUSIP: 36120Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       545 | NS      | $10393.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                            | Landstar System, Inc.                            | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      4836 | NS      | $787784.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                          | Lantheus Holdings, Inc.                          | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     11320 | NS      | $576867.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.               | Hawaiian Electric Industries, Inc.               | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     17034 | NS      | $712872.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Howard Hughes Corporation                    | The Howard Hughes Corporation                    | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      8407 | NS      | $642462.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiger Biopharmaceuticals, Inc.                   | Eiger Biopharmaceuticals, Inc.                   | CUSIP: 28249U105<br>LEI: 549300N6TVZB9N2Q9M78 | Long             | EC               | CORP              | US        |     11125 | NS      | $13127.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                       | Federal Signal Corporation                       | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      9867 | NS      | $458519.49    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc.                      | Organogenesis Holdings Inc.                      | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     19476 | NS      | $52390.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Group Holdings Limited                  | Reynolds Group Holdings Limited                  | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |     13998 | NS      | $159017.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics, Inc.                        | Design Therapeutics, Inc.                        | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2989 | NS      | $30667.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares, Inc.                  | Dime Community Bancshares, Inc.                  | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6829 | NS      | $217379.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                              | AeroVironment, Inc.                              | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      6791 | NS      | $581717.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corporation (Bry)                          | Berry Corporation (Bry)                          | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19531 | NS      | $156248.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.                   | Protagonist Therapeutics, Inc.                   | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12601 | NS      | $137476.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                      | Range Resources Corporation                      | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     11246 | NS      | $281374.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                                | Foot Locker, Inc.                                | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     15637 | NS      | $590922.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gorman- Rupp Company                         | The Gorman- Rupp Company                         | CUSIP: 383082104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7412 | NS      | $189895.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                              | Lithia Motors, Inc.                              | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       771 | NS      | $157854.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corporation               | Matthews International Corporation               | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      8345 | NS      | $254021.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Emissions Solutions, Inc.               | Advanced Emissions Solutions, Inc.               | CUSIP: 00770C101<br>LEI: 52990086HRJSW2EZQH40 | Long             | EC               | CORP              | US        |      3500 | NS      | $8505.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc.                                    | AdvanSix Inc.                                    | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      7480 | NS      | $284389.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.              | Donnelley Financial Solutions, Inc.              | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      6544 | NS      | $252925.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings, Inc.                  | Dun & Bradstreet Holdings, Inc.                  | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41599 | NS      | $510003.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Edesa Biotech Inc.                               | Edesa Biotech Inc.                               | CUSIP: 27966L108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1900 | NS      | $4104.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 89Bio, Inc.                                      | 89Bio, Inc.                                      | CUSIP: 282559103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2550 | NS      | $32461.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| IPG Photonics Corporation                        | IPG Photonics Corporation                        | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      8881 | NS      | $840764.27    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen, Inc.                                  | ImmunoGen, Inc.                                  | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     14807 | NS      | $73442.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The One Group Hospitality, Inc.                  | The One Group Hospitality, Inc.                  | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Long             | EC               | CORP              | US        |      7628 | NS      | $48056.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL, Inc.                                       | XPEL, Inc.                                       | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      2994 | NS      | $179819.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings, Inc.                           | Palomar Holdings, Inc.                           | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      3913 | NS      | $176711.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysign, Inc.                                    | Paysign, Inc.                                    | CUSIP: 70451A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3298 | NS      | $8508.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Larimar Therapeutics, Inc.                       | Larimar Therapeutics, Inc.                       | CUSIP: 517125100<br>LEI: 529900NCBZHTTJV6HX73 | Long             | EC               | CORP              | US        |      1606 | NS      | $6632.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy, Inc.                                 | MGE Energy, Inc.                                 | CUSIP: 55277P104<br>LEI: 549300BYWGHSXX2TEO67 | Long             | EC               | CORP              | US        |      5847 | NS      | $411628.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd.                      | GrafTech International Ltd.                      | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     38698 | NS      | $184202.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings, Inc.                     | Grid Dynamics Holdings, Inc.                     | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10243 | NS      | $114926.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group, Inc.                              | Newmark Group, Inc.                              | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27994 | NS      | $223112.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                 | Olin Corporation                                 | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      4544 | NS      | $240559.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc.                                   | Bandwidth Inc.                                   | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      2004 | NS      | $45991.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                           | DXC Technology Company                           | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      6132 | NS      | $162498.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daseke Companies, Inc.                           | Daseke Companies, Inc.                           | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |     15285 | NS      | $86971.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Corporation                      | First Community Corporation                      | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |      1057 | NS      | $23137.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerislife Inc.                                  | Alerislife Inc.                                  | CUSIP: 33832D205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3900 | NS      | $2145.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                     | Plexus Corp.                                     | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      4737 | NS      | $487579.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                      | Prosperity Bancshares, Inc.                      | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1736 | NS      | $126172.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                          | Haemonetics Corporation                          | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      7782 | NS      | $612054.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                      | Halozyme Therapeutics, Inc.                      | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     10565 | NS      | $601148.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDEVCO Corp.                                    | PEDEVCO Corp.                                    | CUSIP: 70532Y303<br>LEI: 549300Z61LE7UJPSV293 | Long             | EC               | CORP              | US        |      6709 | NS      | $7446.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                        | SJW Group                                        | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4680 | NS      | $379969.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel, Inc.                              | Olympic Steel, Inc.                              | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      2952 | NS      | $99128.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                                   | Omnicell, Inc.                                   | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      7842 | NS      | $395393.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc.                              | LSI Industries Inc.                              | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |      6919 | NS      | $84688.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End, Inc.                                 | Lands' End, Inc.                                 | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      6627 | NS      | $50298.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Friedman Industries, Incorporated                | Friedman Industries, Incorporated                | CUSIP: 358435105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1505 | NS      | $14733.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genasys Inc.                                     | Genasys Inc.                                     | CUSIP: 36872P103<br>LEI: 549300W0ZVKXG9NQ7D23 | Long             | EC               | CORP              | US        |      7400 | NS      | $27380.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic First Bancorp, Inc.                     | Republic First Bancorp, Inc.                     | CUSIP: 760416107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13286 | NS      | $28564.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc.                       | Ribbon Communications Inc.                       | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |     47753 | NS      | $133230.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp.                           | Cambium Networks Corp.                           | CUSIP: N/A<br>LEI: 549300OYSIGK6OT5WL04       | Long             | EC               | CORP              | KY        |      7546 | NS      | $163521.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                | Essent Group Ltd.                                | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     17292 | NS      | $672312.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvard Bioscience, Inc.                         | Harvard Bioscience, Inc.                         | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |      9066 | NS      | $25112.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Companies, Inc.                | Haverty Furniture Companies, Inc.                | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      3855 | NS      | $115264.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                                    | Evercore Inc.                                    | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      6562 | NS      | $715782.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial, Inc.                    | First Western Financial, Inc.                    | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |      2503 | NS      | $70459.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                            | Flowserve Corporation                            | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     21976 | NS      | $674223.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                            | Harley-Davidson, Inc.                            | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     20489 | NS      | $852342.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp, Inc.                       | Sandy Spring Bancorp, Inc.                       | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8026 | NS      | $282755.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics, Inc.                       | Sangamo Therapeutics, Inc.                       | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |     46419 | NS      | $145755.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                     | Envista Holdings Corporation                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     26930 | NS      | $906733.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp.                      | Farmers National Banc Corp.                      | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9382 | NS      | $132473.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corporation                                  | HNI Corporation                                  | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      6403 | NS      | $182037.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated              | Ligand Pharmaceuticals Incorporated              | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      2891 | NS      | $193118.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MGPI Processing, Inc.                            | MGPI Processing, Inc.                            | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      3441 | NS      | $366053.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                                  | M/I Homes, Inc.                                  | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      2075 | NS      | $95823.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                                 | Proto Labs, Inc.                                 | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      4139 | NS      | $105668.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corporation                      | Quaker Chemical Corporation                      | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      2759 | NS      | $460477.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corporation                    | Oportun Financial Corporation                    | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |      6738 | NS      | $37126.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc.                                  | PBF Energy Inc.                                  | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     22050 | NS      | $899199.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                    | Hawkins, Inc.                                    | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      4859 | NS      | $187557.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hennessy Advisors, Inc.                          | Hennessy Advisors, Inc.                          | CUSIP: 425885100<br>LEI: 549300OM5HCSFZO7FR31 | Long             | EC               | CORP              | US        |       750 | NS      | $6300.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tronox Holdings PLC                              | Tronox Holdings PLC                              | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |     25148 | NS      | $344779.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SelectQuote, Inc.                                | SelectQuote, Inc.                                | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |      2623 | NS      | $1762.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences, Inc.                             | Sight Sciences, Inc.                             | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3359 | NS      | $41013.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc.                 | International Money Express Inc.                 | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10200 | NS      | $248574.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies, Inc.                   | Intra-Cellular Therapies, Inc.                   | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |      1659 | NS      | $87794.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc.                                     | Hibbett Inc.                                     | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      3446 | NS      | $235086.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                                | Hillenbrand, Inc.                                | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     11006 | NS      | $469626.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                         | Banc of California, Inc.                         | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      9847 | NS      | $156862.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Valley Community Bancorp                 | Central Valley Community Bancorp                 | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3013 | NS      | $63815.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corporation                    | SeaSpine Holdings Corporation                    | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |     11129 | NS      | $92927.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE, Inc.                                    | SI-BONE, Inc.                                    | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |      8571 | NS      | $116565.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Biomea Fusion, Inc.                              | Biomea Fusion, Inc.                              | CUSIP: 09077A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2297 | NS      | $19363.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers, Inc.                             | Calavo Growers, Inc.                             | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5401 | NS      | $158789.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fonar Corporation                                | Fonar Corporation                                | CUSIP: 344437405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1172 | NS      | $19631.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet, Inc.                                   | Freshpet, Inc.                                   | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |      6099 | NS      | $321844.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corporation             | Quanex Building Products Corporation             | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      9229 | NS      | $218542.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares, Inc.                       | Red River Bancshares, Inc.                       | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |      1905 | NS      | $97269.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                            | Stellar Bancorp, Inc.                            | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     15192 | NS      | $447556.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                    | Sterling Infrastructure, Inc.                    | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      8719 | NS      | $285983.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences, Inc.                        | Kezar Life Sciences, Inc.                        | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |      1647 | NS      | $11594.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corporation                                  | NCR Corporation                                  | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     20978 | NS      | $491094.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PC-Tel, Inc.                                     | PC-Tel, Inc.                                     | CUSIP: 69325Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $11610.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources, Inc.                              | PNM Resources, Inc.                              | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     15084 | NS      | $735948.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hookipa Pharma Inc.                              | Hookipa Pharma Inc.                              | CUSIP: 43906K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $3240.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                        | Liberty Media Corporation                        | CUSIP: 531229888<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |      6452 | NS      | $207947.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies, Inc.                          | SIGA Technologies, Inc.                          | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15634 | NS      | $115066.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc.                        | Silicon Laboratories Inc.                        | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      5529 | NS      | $750119.43    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextnav Inc.                                     | Nextnav Inc.                                     | CUSIP: 65345N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3548 | NS      | $10395.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nicholas Financial, Inc.                         | Nicholas Financial, Inc.                         | CUSIP: 65373J209<br>LEI: 5493005OYHXSC9R6FU12 | Long             | EC               | CORP              | CA        |      1880 | NS      | $11862.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands, Inc.                             | Hostess Brands, Inc.                             | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23726 | NS      | $532411.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises, Inc.                      | Hovnanian Enterprises, Inc.                      | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |      1293 | NS      | $54409.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp, Inc.                          | Merchants Bancorp, Inc.                          | CUSIP: 58844R108<br>LEI: 5493003V2R4M1JXKDE59 | Long             | EC               | CORP              | US        |      6798 | NS      | $165327.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies, Inc.                    | NanoString Technologies, Inc.                    | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |      2994 | NS      | $23862.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Company                           | Matrix Service Company                           | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |      6281 | NS      | $39067.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                     | Mattel, Inc.                                     | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      5381 | NS      | $95997.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                       | Patterson-UTI Energy, Inc.                       | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     35182 | NS      | $592464.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corporation          | Peapack-Gladstone Financial Corporation          | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      5226 | NS      | $194511.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taskus, Inc.                                     | Taskus, Inc.                                     | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |      2089 | NS      | $35304.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Territorial Bancorp Inc.                         | Territorial Bancorp Inc.                         | CUSIP: 88145X108<br>LEI: 5493003VDUGN5KBPTN24 | Long             | EC               | CORP              | US        |      1954 | NS      | $46915.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection, Inc.                       | Resources Connection, Inc.                       | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9277 | NS      | $170511.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOR Marine Holdings Inc.                      | SEACOR Marine Holdings Inc.                      | CUSIP: 78413P101<br>LEI: 5493003LNKFW1W43N030 | Long             | EC               | CORP              | US        |      5618 | NS      | $51460.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                         | GMS Inc.                                         | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      7020 | NS      | $349596.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                         | Genworth Financial, Inc.                         | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     78924 | NS      | $417507.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's, Inc.                                     | Conn's, Inc.                                     | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |      6212 | NS      | $42738.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Incorporated                            | Gentherm Incorporated                            | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      5593 | NS      | $365166.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals, Inc.                        | ARS Pharmaceuticals, Inc.                        | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3363 | NS      | $28686.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                          | Sonoco Products Company                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      7754 | NS      | $470745.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corporation                       | Legacy Housing Corporation                       | CUSIP: 52472M101<br>LEI: V6WE5M18QYITU8L1QF76 | Long             | EC               | CORP              | US        |      5423 | NS      | $102820.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                        | Liberty Media Corporation                        | CUSIP: 531229706<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |      1811 | NS      | $59165.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nathan's Famous, Inc.                            | Nathan's Famous, Inc.                            | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |      1156 | NS      | $77694.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextcure, Inc.                                   | Nextcure, Inc.                                   | CUSIP: 65343E108<br>LEI: 549300Y5PR6RJR1STI24 | Long             | EC               | CORP              | US        |      6223 | NS      | $8774.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayville Engineering Company, Inc.               | Mayville Engineering Company, Inc.               | CUSIP: 578605107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5070 | NS      | $64186.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries, Inc.                           | NACCO Industries, Inc.                           | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1344 | NS      | $51072.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bankshares, Inc.                        | National Bankshares, Inc.                        | CUSIP: 634865109<br>LEI: 549300Q745S62Q6QNW78 | Long             | EC               | CORP              | US        |       959 | NS      | $38647.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings, Inc.                   | National Vision Holdings, Inc.                   | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     15142 | NS      | $586903.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The ODP Corporation                              | The ODP Corporation                              | CUSIP: 88337F105<br>LEI: 549300OI428NU7XTM839 | Long             | EC               | CORP              | US        |      8123 | NS      | $369921.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corporation               | United States Cellular Corporation               | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      7968 | NS      | $166132.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance, Inc.                        | Goosehead Insurance, Inc.                        | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      2757 | NS      | $94675.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services, Inc.                     | H&E Equipment Services, Inc.                     | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |      5524 | NS      | $250789.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment, Inc.                         | PENN Entertainment, Inc.                         | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19293 | NS      | $573002.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Penns Woods Bancorp, Inc.                        | Penns Woods Bancorp, Inc.                        | CUSIP: 708430103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $31944.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology Inc.                         | Quotient Technology Inc.                         | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |     22134 | NS      | $75919.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RCM Technologies, Inc.                           | RCM Technologies, Inc.                           | CUSIP: 749360400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2153 | NS      | $26568.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands, Inc.                               | Sovos Brands, Inc.                               | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4352 | NS      | $62538.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products, Inc.                    | Standard Motor Products, Inc.                    | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      5571 | NS      | $193870.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals Inc.                    | KalVista Pharmaceuticals Inc.                    | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |      3679 | NS      | $24870.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics, Inc.                        | Karuna Therapeutics, Inc.                        | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1006 | NS      | $197679.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRX Corporation                           | OptimizeRX Corporation                           | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3126 | NS      | $52516.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                    | Penske Automotive Group, Inc.                    | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      7540 | NS      | $866572.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Millerknoll, Inc.                                | Millerknoll, Inc.                                | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      4507 | NS      | $94692.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems, Inc.                              | Mitek Systems, Inc.                              | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |     11839 | NS      | $114719.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEAYA Biosciences, Inc.                         | IDEAYA Biosciences, Inc.                         | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |     13247 | NS      | $240697.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals, Inc.                               | I3 Verticals, Inc.                               | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |      6370 | NS      | $155045.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Gas Services Group, Inc.                 | Natural Gas Services Group, Inc.                 | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2288 | NS      | $26220.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Incorporated                | Northern Oil and Gas Incorporated                | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     11134 | NS      | $343149.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc.                             | Peoples Bancorp Inc.                             | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7731 | NS      | $218400.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp.                           | Playtika Holding Corp.                           | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |     24024 | NS      | $204444.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals, Inc.              | United States Lime & Minerals, Inc.              | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      1477 | NS      | $207902.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vm Consolidated, Inc.                            | Vm Consolidated, Inc.                            | CUSIP: 92511U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24855 | NS      | $343744.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corporation                   | Perdoceo Education Corporation                   | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     16869 | NS      | $234479.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient, Inc.                                 | Perficient, Inc.                                 | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      5873 | NS      | $410111.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GlycoMimetics, Inc.                              | GlycoMimetics, Inc.                              | CUSIP: 38000Q102<br>LEI: 549300TZ84FFU2J2J459 | Long             | EC               | CORP              | US        |      6898 | NS      | $20900.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                     | Grocery Outlet Holding Corp.                     | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15271 | NS      | $445760.49    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corporation                              | Sylvamo Corporation                              | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      5424 | NS      | $263552.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascent Industries Co.                            | Ascent Industries Co.                            | CUSIP: 871565107<br>LEI: 549300U2S5125001TS43 | Long             | EC               | CORP              | US        |      1787 | NS      | $15493.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                               | NMI Holdings, Inc.                               | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     13024 | NS      | $272201.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc.                                         | Olo Inc.                                         | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13867 | NS      | $86668.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group, Inc.                                  | REV Group, Inc.                                  | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     16260 | NS      | $205201.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                        | RLI Corp.                                        | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      7772 | NS      | $1020230.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nine Energy Service, Inc.                        | Nine Energy Service, Inc.                        | CUSIP: 65441V101<br>LEI: 549300KRLJCZBPZMKT65 | Long             | EC               | CORP              | US        |      6712 | NS      | $97525.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                                  | Nordstrom, Inc.                                  | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     26258 | NS      | $423804.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Global Industrial Company                        | Global Industrial Company                        | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7367 | NS      | $173345.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                      | Greif, Inc.                                      | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      4261 | NS      | $285742.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                    | Primoris Services Corporation                    | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     10842 | NS      | $237873.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc.                 | Rayonier Advanced Materials Inc.                 | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     16547 | NS      | $158851.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp, Inc.                            | Capital Bancorp, Inc.                            | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      3175 | NS      | $74739.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                     | Central Garden & Pet Company                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      7335 | NS      | $262593.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings, Inc.                              | Spok Holdings, Inc.                              | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      1028 | NS      | $8419.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp.                             | Sterling Check Corp.                             | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2704 | NS      | $41830.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                       | Northwest Bancshares, Inc.                       | CUSIP: 667340103<br>LEI: 549300RLPDJH5V5UHQ32 | Long             | EC               | CORP              | US        |     21886 | NS      | $305966.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                       | OceanFirst Financial Corp.                       | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9895 | NS      | $210275.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex, Inc.                                     | Vertex, Inc.                                     | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |      3022 | NS      | $43849.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor, Inc.                                     | Xencor, Inc.                                     | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      9750 | NS      | $253890.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pieris Pharmaceuticals GmbH                      | Pieris Pharmaceuticals GmbH                      | CUSIP: 720795103<br>LEI: 254900AJDH8PAOOI5T33 | Long             | EC               | CORP              | US        |     12425 | NS      | $12922.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                                | Pitney Bowes Inc.                                | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     35856 | NS      | $136252.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corporation                           | 3D Systems Corporation                           | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     12344 | NS      | $91345.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue, Inc.                                   | TrueBlue, Inc.                                   | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8514 | NS      | $166704.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc.                               | Revolve Group Inc.                               | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5638 | NS      | $125501.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Reynolds Consumer Products Inc.                  | Reynolds Consumer Products Inc.                  | CUSIP: 76171L106<br>LEI: 549300DWNZYMOSR1X343 | Long             | EC               | CORP              | US        |      6646 | NS      | $199247.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                     | OmniAb, Inc.                                     | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14166 | NS      | $50997.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc.                        | Oppenheimer Holdings Inc.                        | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2450 | NS      | $103708.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nlight, Inc.                                     | Nlight, Inc.                                     | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10460 | NS      | $106064.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive, Inc.                                   | NuVasive, Inc.                                   | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      8432 | NS      | $347735.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCard Corporation                             | CoreCard Corporation                             | CUSIP: 45816D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1463 | NS      | $42383.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp                            | Kearny Financial Corp                            | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19018 | NS      | $193032.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corporation of America                   | Oil-Dri Corporation of America                   | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |       800 | NS      | $26832.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RGC Resources, Inc.                              | RGC Resources, Inc.                              | CUSIP: 74955L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1323 | NS      | $29172.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                         | RXO Inc.                                         | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8105 | NS      | $139406.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology, Inc.                       | Rackspace Technology, Inc.                       | CUSIP: 750102105<br>LEI: 549300QTYCKLMFSE8I97 | Long             | EC               | CORP              | US        |     16937 | NS      | $49964.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                                    | Progyny, Inc.                                    | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11736 | NS      | $365576.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                               | RH                                               | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      1208 | NS      | $322765.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons Finance & Co. S.C.A.    | Orion Engineered Carbons Finance & Co. S.C.A.    | CUSIP: N/A<br>LEI: 529900GL5W5OLSTSBE42       | Long             | EC               | CORP              | LU        |     12477 | NS      | $222215.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                             | Hecla Mining Company                             | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     95637 | NS      | $531741.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HireQuest, Inc.                                  | HireQuest, Inc.                                  | CUSIP: 433535101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $9486.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Talos Energy Inc.                                | Talos Energy Inc.                                | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     14721 | NS      | $277932.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi, Inc.                                      | Unifi, Inc.                                      | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |      4429 | NS      | $38133.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                         | Guidewire Software, Inc.                         | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      9099 | NS      | $569233.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International, Inc.                       | Haynes International, Inc.                       | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |      3408 | NS      | $155711.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California, Inc.          | Pacific Biosciences of California, Inc.          | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |     22934 | NS      | $187600.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Patriot Transportation, Inc.                     | Patriot Transportation, Inc.                     | CUSIP: 70338W105<br>LEI: 549300CONREOD6V7PO98 | Long             | EC               | CORP              | US        |       309 | NS      | $2196.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software, Inc.                            | Upland Software, Inc.                            | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |      3973 | NS      | $28327.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd.                                | Vector Group Ltd.                                | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     24761 | NS      | $293665.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adverum Biotechnologies, Inc.                    | Adverum Biotechnologies, Inc.                    | CUSIP: 00773U108<br>LEI: 529900ZEDOOZL1EWHJ89 | Long             | EC               | CORP              | US        |      7355 | NS      | $4262.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Radian Group Inc.                                | Radian Group Inc.                                | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     27157 | NS      | $517883.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet, Inc.                                     | RadNet, Inc.                                     | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     13803 | NS      | $259910.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                     | ALLETE, Inc.                                     | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     13108 | NS      | $845597.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ADS Alliance Data Systems, Inc.                  | ADS Alliance Data Systems, Inc.                  | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     11380 | NS      | $428570.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Riverview Bancorp, Inc.                          | Riverview Bancorp, Inc.                          | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2695 | NS      | $20697.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATIV Holdings, Inc.                             | MATIV Holdings, Inc.                             | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     12870 | NS      | $268983.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy, Inc.                           | SandRidge Energy, Inc.                           | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |     10148 | NS      | $172820.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| John B. Sanfilippo & Son, Inc.                   | John B. Sanfilippo & Son, Inc.                   | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      2383 | NS      | $193785.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix, Inc.                         | Ocular Therapeutix, Inc.                         | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |      8087 | NS      | $22724.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olema Pharmaceuticals Inc.                       | Olema Pharmaceuticals Inc.                       | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $7350.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hooker Furnishings Corporation                   | Hooker Furnishings Corporation                   | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2885 | NS      | $53949.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corporation                                 | IMAX Corporation                                 | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |     15135 | NS      | $221879.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley, Inc.                               | Vera Bradley, Inc.                               | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |      7710 | NS      | $34926.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                           | Veritex Holdings, Inc.                           | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      7136 | NS      | $200378.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Energy Systems, Inc.                       | Orion Energy Systems, Inc.                       | CUSIP: 686275108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5236 | NS      | $9529.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                         | Ormat Technologies, Inc.                         | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      9705 | NS      | $839288.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Home Bancorp, Inc.                               | Home Bancorp, Inc.                               | CUSIP: 43689E107<br>LEI: 5493008ATL42O3U2YM84 | Long             | EC               | CORP              | US        |      2094 | NS      | $83822.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Honest Company, Inc.                         | The Honest Company, Inc.                         | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24901 | NS      | $74952.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                           | TTM Technologies, Inc.                           | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     14650 | NS      | $220922.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology, Inc.                 | Tactile Systems Technology, Inc.                 | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |      5763 | NS      | $66159.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Group, LLC                   | Kimball Electronics Group, LLC                   | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      7039 | NS      | $159011.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnate Biopharma Inc.                           | Kinnate Biopharma Inc.                           | CUSIP: 49705R105<br>LEI: 549300YVIWV7HJ5WHI66 | Long             | EC               | CORP              | US        |       931 | NS      | $5679.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nkarta, Inc.                                     | Nkarta, Inc.                                     | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1824 | NS      | $10925.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                   | Northeast Bank                                   | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      2051 | NS      | $86347.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corporation               | REX American Resources Corporation               | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4731 | NS      | $150729.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                  | SLM Corporation                                  | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |     44586 | NS      | $740127.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifirst Corporation                             | Unifirst Corporation                             | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      2599 | NS      | $501581.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corporation                                  | VSE Corporation                                  | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      3521 | NS      | $165064.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                    | Topgolf Callaway Brands Corp.                    | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     28948 | NS      | $571723.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Civeo Corporation                                | Civeo Corporation                                | CUSIP: 17878Y207<br>LEI: 254900H0BM0N0O4MSY43 | Long             | EC               | CORP              | CA        |      3945 | NS      | $122689.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries, Inc.                 | Schnitzer Steel Industries, Inc.                 | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      7471 | NS      | $228986.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation of Florida          | Seacoast Banking Corporation of Florida          | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     10938 | NS      | $341156.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos, Inc.                            | Century Casinos, Inc.                            | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |      7145 | NS      | $50229.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                        | Century Communities, Inc.                        | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      5106 | NS      | $255351.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.                  | Selective Insurance Group, Inc.                  | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     10587 | NS      | $938114.07    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock, Inc.                               | Shutterstock, Inc.                               | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      5482 | NS      | $289011.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                        | WESCO International, Inc.                        | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      5342 | NS      | $668818.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest, Inc.                               | WideOpenWest, Inc.                               | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |     12866 | NS      | $117209.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services, Inc.                | Orrstown Financial Services, Inc.                | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      2956 | NS      | $68460.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                              | Oshkosh Corporation                              | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     10847 | NS      | $956596.93    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corporation                          | TimkenSteel Corporation                          | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     11861 | NS      | $215514.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                              | Toll Brothers, Inc.                              | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     13062 | NS      | $652055.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                             | Houlihan Lokey, Inc.                             | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      7348 | NS      | $640451.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group, Inc.                 | Information Services Group, Inc.                 | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |     12176 | NS      | $56009.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                               | Ryder System, Inc.                               | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      7999 | NS      | $668476.43    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corporation                      | Ryerson Holding Corporation                      | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      8324 | NS      | $251884.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico, Inc.                                      | Alico, Inc.                                      | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1931 | NS      | $46092.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                       | Saia, Inc.                                       | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      4245 | NS      | $890091.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaworld Entertainment, Inc.                     | Seaworld Entertainment, Inc.                     | CUSIP: 81282V100<br>LEI: 549300UZV72O3371JJ53 | Long             | EC               | CORP              | US        |     12596 | NS      | $674011.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Limited                                     | IBEX Limited                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      1351 | NS      | $33572.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantronix, Inc.                                  | Lantronix, Inc.                                  | CUSIP: 516548203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6800 | NS      | $29376.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marine Products Corporation                      | Marine Products Corporation                      | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3778 | NS      | $44467.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc.                                     | Cerence Inc.                                     | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      5739 | NS      | $106343.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles & Colvard, Ltd.                          | Charles & Colvard, Ltd.                          | CUSIP: 159765106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3600 | NS      | $2934.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                                  | Blackbaud, Inc.                                  | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      8923 | NS      | $525207.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                     | Clearwater Paper Corporation                     | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      4555 | NS      | $172224.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group, Inc.                                | Shyft Group, Inc.                                | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |      8097 | NS      | $201291.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group Inc.          | Silvercrest Asset Management Group Inc.          | CUSIP: 828359109<br>LEI: 54930025FW84N3HROX04 | Long             | EC               | CORP              | US        |      2300 | NS      | $43171.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc.                                        | CEVA Inc.                                        | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |      6284 | NS      | $160744.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners, Inc.                      | Construction Partners, Inc.                      | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |      5570 | NS      | $148663.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith-Midland Corporation                        | Smith-Midland Corporation                        | CUSIP: 832156103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $18450.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries, Inc.                    | South Jersey Industries, Inc.                    | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     18389 | NS      | $653361.17    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank of New Jersey                         | First Bank of New Jersey                         | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      3580 | NS      | $49260.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                         | First Financial Bancorp.                         | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     15657 | NS      | $379369.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc.                          | Northfield Bancorp Inc.                          | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13898 | NS      | $218615.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc.                                     | Novanta Inc.                                     | CUSIP: 67000B104<br>LEI: 549300NBPHPTUPTS8070 | Long             | EC               | CORP              | CA        |      6394 | NS      | $868752.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics, Inc.                      | Allogene Therapeutics, Inc.                      | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34563 | NS      | $217401.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinedigm Corp.                                   | Cinedigm Corp.                                   | CUSIP: 172406209<br>LEI: 549300QPGXUR8OY7KD24 | Long             | EC               | CORP              | US        |     35472 | NS      | $13752.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tompkins Financial Corporation                   | Tompkins Financial Corporation                   | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      2501 | NS      | $194027.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                         | Trinity Industries, Inc.                         | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     14130 | NS      | $417824.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bancorp, Inc.                                | The Bancorp, Inc.                                | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9976 | NS      | $283118.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group, Inc.                   | Bankwell Financial Group, Inc.                   | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      1924 | NS      | $56623.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartfinancial, Inc.                             | Smartfinancial, Inc.                             | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4988 | NS      | $137170.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings, Inc.                | Spirit AeroSystems Holdings, Inc.                | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8187 | NS      | $242335.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg, Inc.                                      | Chegg, Inc.                                      | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     12713 | NS      | $321257.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company                             | The Chemours Company                             | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     25032 | NS      | $766479.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines, Inc.                 | Praxis Precision Medicines, Inc.                 | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7813 | NS      | $18594.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                           | Primis Financial Corp.                           | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      6601 | NS      | $78221.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith Micro Software, Inc.                       | Smith Micro Software, Inc.                       | CUSIP: 832154207<br>LEI: 549300YR8UTB5CX2B814 | Long             | EC               | CORP              | US        |     10059 | NS      | $21123.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spero Therapeutics, Inc.                         | Spero Therapeutics, Inc.                         | CUSIP: 84833T103<br>LEI: 54930074G13LHWJT2323 | Long             | EC               | CORP              | US        |     10003 | NS      | $17305.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitex International, Inc.                      | Manitex International, Inc.                      | CUSIP: 563420108<br>LEI: 549300QZ9TZ4MVXPZQ53 | Long             | EC               | CORP              | US        |       925 | NS      | $3700.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Manitowoc Company, Inc.                      | The Manitowoc Company, Inc.                      | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      8960 | NS      | $82073.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares, Inc.                         | Nicolet Bankshares, Inc.                         | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2520 | NS      | $201070.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corporation                        | Park National Corporation                        | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      2618 | NS      | $368483.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation         | Stewart Information Services Corporation         | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      4639 | NS      | $198224.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix, Inc.                                 | Stitch Fix, Inc.                                 | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |     11093 | NS      | $34499.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| scPharmaceuticals Inc.                           | scPharmaceuticals Inc.                           | CUSIP: 810648105<br>LEI: 549300F55SN4ZR2OA180 | Long             | EC               | CORP              | US        |      2261 | NS      | $16211.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte, Inc.                                    | Vaxcyte, Inc.                                    | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |       954 | NS      | $45744.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc.                               | Donegal Group Inc.                               | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7283 | NS      | $103418.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical, Inc.                              | Inari Medical, Inc.                              | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3084 | NS      | $196019.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                   | California Water Service Group                   | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      8976 | NS      | $544304.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                          | Cinemark Holdings, Inc.                          | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     14398 | NS      | $124686.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Children's Place, Inc.                       | The Children's Place, Inc.                       | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |      2993 | NS      | $109005.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Company                             | City Holding Company                             | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2314 | NS      | $215410.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises, Inc.                        | Nu Skin Enterprises, Inc.                        | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      7458 | NS      | $314429.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics, Inc.                         | Nurix Therapeutics, Inc.                         | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12528 | NS      | $137557.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology, Inc.                         | Puma Biotechnology, Inc.                         | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8077 | NS      | $34165.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail, Inc.                              | Qurate Retail, Inc.                              | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |     56254 | NS      | $91694.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                       | Spire Inc.                                       | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      8895 | NS      | $612509.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sypris Solutions, Inc.                           | Sypris Solutions, Inc.                           | CUSIP: 871655106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2600 | NS      | $5252.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group, Inc.                     | Vishay Precision Group, Inc.                     | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3437 | NS      | $132840.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                       | Winnebago Industries, Inc.                       | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      5514 | NS      | $290587.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home II Corporation              | Taylor Morrison Home II Corporation              | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     20094 | NS      | $609852.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company, Inc.                               | Trex Company, Inc.                               | CUSIP: 89531P105<br>LEI: 549300ER482WJT9UUX16 | Long             | EC               | CORP              | US        |     10359 | NS      | $438496.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings, Inc.             | Sportsman's Warehouse Holdings, Inc.             | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |     10813 | NS      | $101750.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchronoss Technologies, Inc.                   | Synchronoss Technologies, Inc.                   | CUSIP: 87157B103<br>LEI: 5493007Z5J8Z2TA76376 | Long             | EC               | CORP              | US        |      5186 | NS      | $3205.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                            | Clearway Energy, Inc.                            | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      2730 | NS      | $81681.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytomx Therapeutics, Inc.                        | Cytomx Therapeutics, Inc.                        | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |     13711 | NS      | $21937.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Group, Inc.                     | Independent Bank Group, Inc.                     | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7075 | NS      | $425066.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| InfuSystem Holdings, Inc.                        | InfuSystem Holdings, Inc.                        | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |      3867 | NS      | $33565.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corporation                              | Pulmonx Corporation                              | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |      4658 | NS      | $39266.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corporation                           | Pure Cycle Corporation                           | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6202 | NS      | $64996.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts, Inc.                           | Red Rock Resorts, Inc.                           | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9900 | NS      | $396099.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global, Inc.                             | Remitly Global, Inc.                             | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11635 | NS      | $133220.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI Pointe Homes Holdings, Inc.                  | TRI Pointe Homes Holdings, Inc.                  | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17201 | NS      | $319766.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Holdings, Inc.                         | Tile Shop Holdings, Inc.                         | CUSIP: 88677Q109<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |      8072 | NS      | $35355.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd.                     | Kiniksa Pharmaceuticals Ltd.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      7447 | NS      | $111556.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                   | TechnipFMC PLC                                   | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     69313 | NS      | $844925.47    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce, Inc.                            | Mission Produce, Inc.                            | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |      3522 | NS      | $40925.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc.                            | Momentive Global Inc.                            | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |      7000 | NS      | $49000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verastem, Inc.                                   | Verastem, Inc.                                   | CUSIP: 92337C104<br>LEI: 549300IY0EFBIU8NQC81 | Long             | EC               | CORP              | US        |     41454 | NS      | $16685.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                              | Vericel Corporation                              | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      7249 | NS      | $190938.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI Composites, Inc.                             | TPI Composites, Inc.                             | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |      7718 | NS      | $78260.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands, Inc.                       | Turning Point Brands, Inc.                       | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      5232 | NS      | $113168.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares, Inc.                         | Eastern Bankshares, Inc.                         | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     26950 | NS      | $464887.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.              | Enterprise Financial Services Corp.              | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      5845 | NS      | $286171.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corporation Ltd.                             | SFL Corporation Ltd.                             | CUSIP: N/A<br>LEI: 549300RLYYPSB0C7RH77       | Long             | EC               | CORP              | BM        |     24792 | NS      | $228582.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                  | Valaris Limited                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      5145 | NS      | $347904.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                                  | O-I Glass, Inc.                                  | CUSIP: 67098H104<br>LEI: XRT4MR5HXMYMNAZQA715 | Long             | EC               | CORP              | US        |     24650 | NS      | $408450.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                  | Simpson Manufacturing Co., Inc.                  | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      7629 | NS      | $676387.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                          | Digi International Inc.                          | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      8115 | NS      | $296603.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DZS, Inc.                                        | DZS, Inc.                                        | CUSIP: 268211109<br>LEI: 549300JL6GXPZ9SNGD29 | Long             | EC               | CORP              | US        |      8093 | NS      | $102619.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rallybio Corporation                             | Rallybio Corporation                             | CUSIP: 75120L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1563 | NS      | $10268.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Orphan LLC                               | Horizon Orphan LLC                               | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |      9288 | NS      | $183902.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group, Inc.                            | Replimune Group, Inc.                            | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |     12372 | NS      | $336518.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products Inc.                    | Resolute Forest Products Inc.                    | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15741 | NS      | $339848.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corporation                          | Encore Wire Corporation                          | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3233 | NS      | $444731.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp.                         | Enerpac Tool Group Corp.                         | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      7712 | NS      | $196270.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.            | Ollie's Bargain Outlet Holdings, Inc.            | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     10791 | NS      | $505450.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Orgenesis Inc.                                   | Orgenesis Inc.                                   | CUSIP: 68619K204<br>LEI: 549300DCE2FRWERKD784 | Long             | EC               | CORP              | US        |      2300 | NS      | $4485.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| V2X, Inc.                                        | V2X, Inc.                                        | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3805 | NS      | $157108.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Climb Global Solutions, Inc.                     | Climb Global Solutions, Inc.                     | CUSIP: 946760105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1170 | NS      | $36890.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International, Inc.                    | MoneyGram International, Inc.                    | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |     15885 | NS      | $172987.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding, Inc.                            | Morphic Holding, Inc.                            | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |      5236 | NS      | $140063.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                        | Viad Corp                                        | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      5830 | NS      | $142193.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics, Inc.                        | Viking Therapeutics, Inc.                        | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |     17240 | NS      | $162056.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                             | Renasant Corporation                             | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      9197 | NS      | $345715.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp, Inc.                           | Republic Bancorp, Inc.                           | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3832 | NS      | $156805.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc.                                  | Tecnoglass Inc.                                  | CUSIP: N/A<br>LEI: 529900YRWTPOC2E6IO67       | Long             | EC               | CORP              | KY        |      7752 | NS      | $238529.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc.                                   | Costamare Inc.                                   | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |     18525 | NS      | $171912.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                 | WisdomTree, Inc.                                 | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     40200 | NS      | $219090.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext, Inc.                                       | Yext, Inc.                                       | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |     22372 | NS      | $146089.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes Public Limited Company                  | Alkermes Public Limited Company                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     28372 | NS      | $741360.36    | 0.15%             |  |  |  | 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        |      5183 | NS      | $133980.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc.                             | Viavi Solutions Inc.                             | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     36726 | NS      | $385990.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corporation                                | Vicor Corporation                                | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      4983 | NS      | $267836.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group, Inc.                          | James River Group, Inc.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     10418 | NS      | $217840.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RVL Pharmaceuticals Public Limited Company       | RVL Pharmaceuticals Public Limited Company       | CUSIP: N/A<br>LEI: 549300UFONE2USNRQ615       | Long             | EC               | CORP              | IE        |      1925 | NS      | $2156.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Epsilon Energy Ltd.                              | Epsilon Energy Ltd.                              | CUSIP: 294375209<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4910 | NS      | $32553.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                             | Evolent Health, Inc.                             | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     15772 | NS      | $442877.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                        | PVH Corp.                                        | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     11182 | NS      | $789337.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Pharmaceuticals, Inc.                     | Pacira Pharmaceuticals, Inc.                     | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      6825 | NS      | $263513.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd              | White Mountains Insurance Group Ltd              | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |       524 | NS      | $741108.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                      | Kinsale Capital Group, Inc.                      | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      3136 | NS      | $820126.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology, Inc.                              | Kura Oncology, Inc.                              | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     17307 | NS      | $214779.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                           | Capri Holdings Limited                           | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |      1393 | NS      | $79846.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress Public Limited Company                  | Cimpress Public Limited Company                  | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |      5198 | NS      | $143516.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaunos Therapeutics, Inc.                       | Alaunos Therapeutics, Inc.                       | CUSIP: 98973P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27700 | NS      | $17980.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Achillion Pharmaceuticals, Inc.                  | Achillion Pharmaceuticals, Inc.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11439 | NS      | $16357.77     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rhythm Pharmaceuticals, Inc.                     | Rhythm Pharmaceuticals, Inc.                     | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |      6689 | NS      | $194783.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Root Inc.                                        | Root Inc.                                        | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       970 | NS      | $4355.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rambus Inc.                                      | Rambus Inc.                                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     19716 | NS      | $706227.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp                             | Ranpak Holdings Corp                             | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |     12321 | NS      | $71092.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                     | ViaSat, Inc.                                     | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     11399 | NS      | $360778.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The York Water Company                           | The York Water Company                           | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4383 | NS      | $197147.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings, Inc.                      | SMART Global Holdings, Inc.                      | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |     11223 | NS      | $166998.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr. Cooper Group Inc.                            | Mr. Cooper Group Inc.                            | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     11610 | NS      | $465909.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Noodles & Company                                | Noodles & Company                                | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |     10971 | NS      | $60230.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp.                  | Evoqua Water Technologies Corp.                  | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |     18603 | NS      | $736678.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation             | First American Financial Corporation             | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     17194 | NS      | $899933.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The First Bancorp, Inc.                          | The First Bancorp, Inc.                          | CUSIP: 31866P102<br>LEI: 549300C7R45JOAEF1Y41 | Long             | EC               | CORP              | US        |      2934 | NS      | $87843.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic, Inc.                                   | Harmonic, Inc.                                   | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     18737 | NS      | $245454.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                               | Deluxe Corporation                               | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      8403 | NS      | $142682.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                                | EMCOR Group, Inc.                                | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      7013 | NS      | $1038695.43   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexa Resources S.A.                              | Nexa Resources S.A.                              | CUSIP: N/A<br>LEI: 549300QRMRHM7GAU7L47       | Long             | EC               | CORP              | LU        |      7094 | NS      | $42776.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taro Pharmaceutical Industries Ltd               | Taro Pharmaceutical Industries Ltd               | CUSIP: N/A<br>LEI: 5493002WIJCSC2L2VL79       | Long             | EC               | CORP              | IL        |      4318 | NS      | $125394.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                          | Victoria's Secret & Co.                          | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      8756 | NS      | $313289.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                        | WESCO International, Inc.                        | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |      1357 | NS      | $35580.54     | 0.01%             | 2500-12-31      | Fixed         | 10.63%                | No            |                  1 | On Loan: No      |
| International Seaways, Inc.                      | International Seaways, Inc.                      | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |      9039 | NS      | $334623.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc.                             | Scorpio Tankers Inc.                             | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |     12063 | NS      | $648627.51    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Educational Development Corporation              | Educational Development Corporation              | CUSIP: 281479105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $2212.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                          | EnerSys                                          | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      7049 | NS      | $520498.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Reading International, Inc.                      | Reading International, Inc.                      | CUSIP: 755408101<br>LEI: 549300OHQRI7MW2NQU72 | Long             | EC               | CORP              | US        |      2457 | NS      | $6805.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Realogy Holdings Corp.                           | Realogy Holdings Corp.                           | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     20639 | NS      | $131883.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Shipping (Canada) Ltd.                    | Teekay Shipping (Canada) Ltd.                    | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | MH        |     25353 | NS      | $115102.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Company                | Northwest Natural Holding Company                | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5028 | NS      | $239282.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Now, Inc.                                        | Now, Inc.                                        | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     15561 | NS      | $197624.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                       | Wolverine World Wide, Inc.                       | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     14640 | NS      | $160015.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corporation                     | World Acceptance Corporation                     | CUSIP: 981419104<br>LEI: 529900M7JQUDCH7Q9153 | Long             | EC               | CORP              | US        |      1388 | NS      | $91524.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc.                | Harmony Biosciences Holdings Inc.                | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7906 | NS      | $435620.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Identiv, Inc.                                    | Identiv, Inc.                                    | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |      5648 | NS      | $40891.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corporation                          | First Busey Corporation                          | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      7921 | NS      | $195807.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap, Inc.                                    | The Gap, Inc.                                    | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     42234 | NS      | $476399.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc.                                         | ITT Inc.                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      2494 | NS      | $202263.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N, Inc.                                    | Model N, Inc.                                    | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |      7657 | NS      | $310567.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated       | Reinsurance Group of America, Incorporated       | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |        90 | NS      | $12788.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repare Therapeutics Inc.                         | Repare Therapeutics Inc.                         | CUSIP: 760273102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3893 | NS      | $57266.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corporation                  | World Fuel Services Corporation                  | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     11413 | NS      | $311917.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                     | Worthington Industries, Inc.                     | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      8341 | NS      | $414631.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                                  | PRA Group, Inc.                                  | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      6609 | NS      | $223252.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Performant Financial Corporation                 | Performant Financial Corporation                 | CUSIP: 71377E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13437 | NS      | $48507.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                  | PacWest Bancorp                                  | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     19563 | NS      | $448970.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                              | Parsons Corporation                              | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     13104 | NS      | $606060.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                             | First Hawaiian, Inc.                             | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     21431 | NS      | $558063.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries, Inc.                       | Flexsteel Industries, Inc.                       | CUSIP: 339382103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1153 | NS      | $17756.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                          | Civitas Resources, Inc.                          | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      4950 | NS      | $286753.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining, Inc.                               | Coeur Mining, Inc.                               | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     66596 | NS      | $223762.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                        | XPO, Inc.                                        | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     19091 | NS      | $635539.39    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics, Inc.                        | Y-mAbs Therapeutics, Inc.                        | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4920 | NS      | $24009.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                | SM Energy Company                                | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     20981 | NS      | $730768.23    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack, Inc.                                | Shake Shack, Inc.                                | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      4970 | NS      | $206404.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                        | Fox Factory Holding Corp.                        | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      7111 | NS      | $648736.53    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc.                                      | fuboTV Inc.                                      | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18454 | NS      | $32109.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ingevity Corporation                             | Ingevity Corporation                             | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      6419 | NS      | $452154.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva, Inc.                                   | Innoviva, Inc.                                   | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     17773 | NS      | $235492.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                         | Fabrinet                                         | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |      6318 | NS      | $810093.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Public Limited Company | Weatherford International Public Limited Company | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |      9212 | NS      | $469075.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                         | Sleep Number Corporation                         | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      4980 | NS      | $129380.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group, Inc.                          | TransMedics Group, Inc.                          | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4631 | NS      | $285825.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Geospace Technologies Corporation                | Geospace Technologies Corporation                | CUSIP: 37364X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2133 | NS      | $9001.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo, Inc.                                       | Gevo, Inc.                                       | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |      5050 | NS      | $9595.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Apogee Enterprises, Inc.                         | Apogee Enterprises, Inc.                         | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      5784 | NS      | $257156.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares, Inc.                           | Shore Bancshares, Inc.                           | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4972 | NS      | $86661.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smart Sand, Inc.                                 | Smart Sand, Inc.                                 | CUSIP: 83191H107<br>LEI: 549300JISW1T66DVOK23 | Long             | EC               | CORP              | US        |      9622 | NS      | $17223.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Limited                 | Textainer Group Holdings Limited                 | CUSIP: N/A<br>LEI: 529900OHEYRATAFMIT89       | Long             | EC               | CORP              | BM        |      8649 | NS      | $268205.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                       | Liberty Latin America Ltd.                       | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |      7433 | NS      | $55970.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                          | Synovus Financial Corp.                          | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     17496 | NS      | $656974.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings, Inc.                              | TTEC Holdings, Inc.                              | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      8107 | NS      | $357761.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corporation                               | Unitil Corporation                               | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4840 | NS      | $248582.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                         | Valmont Industries, Inc.                         | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      3798 | NS      | $1255884.66   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                       | Gibraltar Industries, Inc.                       | CUSIP: 374689107<br>LEI: 549300AE5O3GN0YBLM57 | Long             | EC               | CORP              | US        |      5088 | NS      | $233437.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gopro Inc.                                       | Gopro Inc.                                       | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     29787 | NS      | $148339.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                           | SPX Technologies, Inc.                           | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7211 | NS      | $473402.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger, Inc.                                | Schrodinger, Inc.                                | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6350 | NS      | $118681.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One, Inc.                                  | Urban One, Inc.                                  | CUSIP: 91705J105<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |      2081 | NS      | $9468.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market, Inc.                       | Village Super Market, Inc.                       | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      2181 | NS      | $50795.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. Fuller Company                              | H.B. Fuller Company                              | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      9418 | NS      | $674517.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                     | Fulton Financial Corporation                     | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     28614 | NS      | $481573.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                               | ManpowerGroup Inc.                               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      8241 | NS      | $685733.61    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings, Inc.              | Maravai LifeSciences Holdings, Inc.              | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2365 | NS      | $33843.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Actinium Pharmaceuticals, Inc.                   | Actinium Pharmaceuticals, Inc.                   | CUSIP: 00507W206<br>LEI: 549300LCY1NZSXCQDT45 | Long             | EC               | CORP              | US        |      2972 | NS      | $31651.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Corp.                 | Peoples Financial Services Corp.                 | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1818 | NS      | $94245.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                 | Royal Gold, Inc.                                 | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       960 | NS      | $108211.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Value Line, Inc.                                 | Value Line, Inc.                                 | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       486 | NS      | $24727.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc.                       | Vanda Pharmaceuticals Inc.                       | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     16299 | NS      | $120449.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc.                      | Iridium Communications Inc.                      | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     21024 | NS      | $1080633.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                                 | Ziff Davis, Inc.                                 | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      8415 | NS      | $665626.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                      | Greif, Inc.                                      | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      2578 | NS      | $201676.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst, Inc.                            | Health Catalyst, Inc.                            | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |      7619 | NS      | $80989.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                            | Virtu Financial, Inc.                            | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     18228 | NS      | $372033.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                     | Vishay Intertechnology, Inc.                     | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     23643 | NS      | $509979.51    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group, Inc.                  | Shoals Technologies Group, Inc.                  | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15077 | NS      | $371949.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                             | Silgan Holdings Inc.                             | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     17488 | NS      | $906577.92    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu, Inc.                                       | Cohu, Inc.                                       | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      8565 | NS      | $274508.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics, Inc.                                 | Daktronics, Inc.                                 | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     10477 | NS      | $29545.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings, Inc.                          | Hawaiian Holdings, Inc.                          | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     14231 | NS      | $146010.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corporation                                | Heska Corporation                                | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |      2393 | NS      | $148748.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Ensign Group, Inc.                           | The Ensign Group, Inc.                           | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      9585 | NS      | $906836.85    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corporation                  | Equitrans Midstream Corporation                  | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     68869 | NS      | $461422.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Solo Brands, Inc.                                | Solo Brands, Inc.                                | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2835 | NS      | $10546.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                             | SunCoke Energy, Inc.                             | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     21914 | NS      | $189117.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                             | Associated Banc-Corp                             | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     26365 | NS      | $608767.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Capital Group Inc.                    | Associated Capital Group Inc.                    | CUSIP: 045528106<br>LEI: 549300FBGXGSSUE01W24 | Long             | EC               | CORP              | US        |       613 | NS      | $25739.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home, Inc.                          | Vivint Smart Home, Inc.                          | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4964 | NS      | $59071.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands, Inc.                         | Whole Earth Brands, Inc.                         | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11055 | NS      | $44993.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                             | EchoStar Corporation                             | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      5841 | NS      | $97427.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevate Credit, Inc.                             | Elevate Credit, Inc.                             | CUSIP: 28621V101<br>LEI: 5493005YGC28MJELZ875 | Long             | EC               | CORP              | US        |      8386 | NS      | $14675.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings, Inc.                  | MasterCraft Boat Holdings, Inc.                  | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      5132 | NS      | $132764.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort, Inc.                    | Monarch Casino & Resort, Inc.                    | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      2070 | NS      | $159162.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens & Northern Corporation                  | Citizens & Northern Corporation                  | CUSIP: 172922106<br>LEI: 254900SK7KTN4QNPHP32 | Long             | EC               | CORP              | US        |      3961 | NS      | $90548.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Incorporated                            | Conduent Incorporated                            | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     56699 | NS      | $229630.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                                   | Woodward, Inc.                                   | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      4504 | NS      | $435131.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Corp.                                     | Yellow Corp.                                     | CUSIP: 985510106<br>LEI: 529900SEX4UQ2WLPRC40 | Long             | EC               | CORP              | US        |      8643 | NS      | $21693.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                         | FB Financial Corporation                         | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      7500 | NS      | $271050.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares, Inc.                 | First Financial Bankshares, Inc.                 | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     13152 | NS      | $452428.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd.                               | Kosmos Energy Ltd.                               | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     79682 | NS      | $506777.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries, Inc.                             | LSB Industries, Inc.                             | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     15812 | NS      | $210296.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc.                                        | Yelp Inc.                                        | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     10912 | NS      | $298334.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                        | Janus Henderson Group PLC                        | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |     26220 | NS      | $616694.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampco-Pittsburgh Corporation                     | Ampco-Pittsburgh Corporation                     | CUSIP: 032037103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2669 | NS      | $6699.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assembly Biosciences, Inc.                       | Assembly Biosciences, Inc.                       | CUSIP: 045396108<br>LEI: 5299007Y1X8RBDFT8C40 | Long             | EC               | CORP              | US        |      6685 | NS      | $8690.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                           | Synaptics Incorporated                           | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      6978 | NS      | $664026.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health, Inc.                             | Teladoc Health, Inc.                             | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     13602 | NS      | $321687.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro, Inc.                                      | Monro, Inc.                                      | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5283 | NS      | $238791.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group, Inc.               | Montrose Environmental Group, Inc.               | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |      1369 | NS      | $60769.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corporation                      | First Merchants Corporation                      | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      9961 | NS      | $409487.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group, Inc.                               | Fossil Group, Inc.                               | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |     10757 | NS      | $46362.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp, Inc.                         | ConnectOne Bancorp, Inc.                         | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      7911 | NS      | $191525.31    | 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        |      3983 | NS      | $214144.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                      | Avnet, Inc.                                      | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     17128 | NS      | $712182.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                       | Axcelis Technologies, Inc.                       | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      5670 | NS      | $449971.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                              | Luxfer Holdings PLC                              | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | GB        |      6717 | NS      | $92157.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                            | Nabors Industries Ltd                            | CUSIP: N/A<br>LEI: 549300VFQWRKICUFNU92       | Long             | EC               | CORP              | BM        |      1418 | NS      | $219605.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Iveric Bio, Inc.                                 | Iveric Bio, Inc.                                 | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     17265 | NS      | $369643.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                             | Kontoor Brands, Inc.                             | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      8419 | NS      | $336675.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp, Inc.                           | Lakeland Bancorp, Inc.                           | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     13366 | NS      | $235375.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corporation                   | Lakeland Financial Corporation                   | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4342 | NS      | $316835.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corporation                              | Griffon Corporation                              | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      9547 | NS      | $341687.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp, Inc.                          | HarborOne Bancorp, Inc.                          | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     13266 | NS      | $184404.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Company                     | Modine Manufacturing Company                     | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     13782 | NS      | $273710.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group, Inc.                               | Movado Group, Inc.                               | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      4613 | NS      | $148769.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc.                                   | Tidewater Inc.                                   | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      9575 | NS      | $352838.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corporation                         | Tutor Perini Corporation                         | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     13020 | NS      | $98301.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc.                               | CONSOL Energy Inc.                               | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      8428 | NS      | $547820.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Holdings Inc.                    | Cooper-Standard Holdings Inc.                    | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |      3644 | NS      | $33014.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corporation PLC                            | Noble Corporation PLC                            | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | GB        |     17782 | NS      | $670559.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JFROG Ltd                                        | JFROG Ltd                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      6182 | NS      | $131862.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BankFinancial Corporation                        | BankFinancial Corporation                        | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2643 | NS      | $27830.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corporation                               | Banner Corporation                               | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5620 | NS      | $355184.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                           | Rush Enterprises, Inc.                           | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      8251 | NS      | $431362.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                         | Schneider National, Inc.                         | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     16229 | NS      | $379758.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences, Inc.                      | USANA Health Sciences, Inc.                      | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      3050 | NS      | $162260.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Silica Holdings, Inc.                       | U.S. Silica Holdings, Inc.                       | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     19485 | NS      | $243562.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation                | Lattice Semiconductor Corporation                | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      7446 | NS      | $483096.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corporation                  | National HealthCare Corporation                  | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3601 | NS      | $214259.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services, Inc.                       | KAR Auction Services, Inc.                       | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     16123 | NS      | $210405.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                        | KBR, Inc.                                        | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     16952 | NS      | $895065.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Opiant Pharmaceuticals, Inc.                     | Opiant Pharmaceuticals, Inc.                     | CUSIP: 683750103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       518 | NS      | $10505.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                           | Otter Tail Corporation                           | CUSIP: 689648103<br>LEI: 549300HHVBQRQUVKKD91 | Long             | EC               | CORP              | US        |      6925 | NS      | $406566.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main, Inc.                                | Core & Main, Inc.                                | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4480 | NS      | $86508.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                              | Diodes Incorporated                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      7787 | NS      | $592902.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation   | Science Applications International Corporation   | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      8649 | NS      | $959433.57    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corporation                             | Seaboard Corporation                             | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |       138 | NS      | $520978.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Acacia Research Corporation                      | Acacia Research Corporation                      | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |     11270 | NS      | $47446.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc.                      | ACADIA Pharmaceuticals Inc.                      | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      5421 | NS      | $86302.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Alternatives International, Inc.         | Natural Alternatives International, Inc.         | CUSIP: 638842302<br>LEI: 549300QOT5V1NZ8WZY48 | Long             | EC               | CORP              | US        |       862 | NS      | $7232.18      | 0.00%             |  |  |  | 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        |      4115 | NS      | $34236.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences, Inc.                         | Castle Biosciences, Inc.                         | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5474 | NS      | $128857.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies, Inc.                  | Core Molding Technologies, Inc.                  | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |       200 | NS      | $2598.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.        | Kratos Defense & Security Solutions, Inc.        | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     20998 | NS      | $216699.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Limoneira Company                                | Limoneira Company                                | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |      3598 | NS      | $43931.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings, Inc.                | Heritage Insurance Holdings, Inc.                | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      5061 | NS      | $9109.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc.                      | Hilton Grand Vacations Inc.                      | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      1653 | NS      | $63706.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                              | Owens & Minor, Inc.                              | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     13714 | NS      | $267834.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                          | Oxford Industries, Inc.                          | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      2888 | NS      | $269103.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amtech Systems, Inc.                             | Amtech Systems, Inc.                             | CUSIP: 032332504<br>LEI: 5299008VRUUPETM6HZ85 | Long             | EC               | CORP              | US        |      3100 | NS      | $23560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc.                                      | Atkore Inc.                                      | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      7767 | NS      | $880933.14    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation              | Select Medical Holdings Corporation              | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22156 | NS      | $550133.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Semler Scientific, Inc.                          | Semler Scientific, Inc.                          | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Long             | EC               | CORP              | US        |      1522 | NS      | $50226.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp, Inc.                             | Origin Bancorp, Inc.                             | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      4232 | NS      | $155314.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                    | Organon & Co.                                    | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |       475 | NS      | $13266.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation             | International Bancshares Corporation             | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     10676 | NS      | $488533.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| inTEST Corporation                               | inTEST Corporation                               | CUSIP: 461147100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2600 | NS      | $26780.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corporation                      | Umpqua Holdings Corporation                      | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     36608 | NS      | $653452.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                               | Under Armour, Inc.                               | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     25695 | NS      | $261061.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| West Bancorporation, Inc.                        | West Bancorporation, Inc.                        | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |      4232 | NS      | $108127.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wex, Inc.                                        | Wex, Inc.                                        | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      1018 | NS      | $166595.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group, Inc.                                  | DHI Group, Inc.                                  | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |     12150 | NS      | $64273.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DLH Holdings Corp.                               | DLH Holdings Corp.                               | CUSIP: 23335Q100<br>LEI: 549300KRYPLQFKWVTE62 | Long             | EC               | CORP              | US        |       700 | NS      | $8305.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions, Inc.                              | PDF Solutions, Inc.                              | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     10019 | NS      | $285741.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals, Inc.                  | Recursion Pharmaceuticals, Inc.                  | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5368 | NS      | $41387.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc.                                      | Kadant Inc.                                      | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      2008 | NS      | $356681.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems, Inc.                      | Merit Medical Systems, Inc.                      | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      9949 | NS      | $702598.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intevac, Inc.                                    | Intevac, Inc.                                    | CUSIP: 461148108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4501 | NS      | $29121.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KVH Industries, Inc.                             | KVH Industries, Inc.                             | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4594 | NS      | $46950.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics, Inc.                          | Cara Therapeutics, Inc.                          | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |     16055 | NS      | $172430.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                        | Coty Inc.                                        | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    113985 | NS      | $975711.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                               | Under Armour, Inc.                               | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      6416 | NS      | $57230.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corporation                               | Unisys Corporation                               | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     12122 | NS      | $61943.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services, Inc.                             | Kelly Services, Inc.                             | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9587 | NS      | $162020.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich American Corporation                      | Zurich American Corporation                      | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     10698 | NS      | $526341.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments, LLC                             | Shift4 Payments, LLC                             | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4677 | NS      | $261584.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Surface Oncology, Inc.                           | Surface Oncology, Inc.                           | CUSIP: 86877M209<br>LEI: 549300FCSG6MNIMFH738 | Long             | EC               | CORP              | US        |     10978 | NS      | $9001.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                                  | Dillard's, Inc.                                  | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      2801 | NS      | $905283.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Dorman Products, Inc.                            | Dorman Products, Inc.                            | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5313 | NS      | $429662.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                                | Dana Incorporated                                | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     22640 | NS      | $342543.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc.                      | Driven Brands Holdings Inc.                      | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2309 | NS      | $63058.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc.                       | Emergent BioSolutions Inc.                       | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      8296 | NS      | $97975.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals, Inc.                     | Enanta Pharmaceuticals, Inc.                     | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      5645 | NS      | $262605.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Insurance Holdings Corp.                  | United Insurance Holdings Corp.                  | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |      2246 | NS      | $2380.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                       | Unum Group                                       | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     26191 | NS      | $1074616.73   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc.                            | Orthofix Medical Inc.                            | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5229 | NS      | $107351.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phx Minerals Inc.                                | Phx Minerals Inc.                                | CUSIP: 69291A100<br>LEI: 5493007OI1JOF1QSPE51 | Long             | EC               | CORP              | US        |      9638 | NS      | $37491.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals, Inc.                     | Tarsus Pharmaceuticals, Inc.                     | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4660 | NS      | $68315.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group, Inc.                              | Triumph Group, Inc.                              | CUSIP: 896818119<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      3420 | NS      | $5574.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Bancorp, Inc.                         | Enterprise Bancorp, Inc.                         | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2618 | NS      | $92415.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares, Inc.                          | Equity Bancshares, Inc.                          | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      4394 | NS      | $143551.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Incorporated                            | Ducommun Incorporated                            | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      3574 | NS      | $178557.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DURECT Corporation                               | DURECT Corporation                               | CUSIP: 266605500<br>LEI: 549300EW9IYW3V3QPJ86 | Long             | EC               | CORP              | US        |      3909 | NS      | $13525.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Air Group, Inc.                             | Mesa Air Group, Inc.                             | CUSIP: 590479135<br>LEI: 549300EY743RMV1F7P98 | Long             | EC               | CORP              | US        |      8901 | NS      | $13618.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics, Inc.                        | Methode Electronics, Inc.                        | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      5930 | NS      | $263114.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc.                                  | Kennametal Inc.                                  | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     13163 | NS      | $316701.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings, Inc.                    | Kennedy-Wilson Holdings, Inc.                    | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     21721 | NS      | $341671.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                              | Nektar Therapeutics                              | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     33778 | NS      | $76338.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corporation                 | New Jersey Resources Corporation                 | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     16260 | NS      | $806821.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                     | LivaNova PLC                                     | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      8095 | NS      | $449596.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion, Inc.                                  | Trupanion, Inc.                                  | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      4948 | NS      | $235178.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Trustco Bank Corp N Y                            | Trustco Bank Corp N Y                            | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5238 | NS      | $196896.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Longlade, Dr Charles W                           | Longlade, Dr Charles W                           | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4104 | NS      | $78140.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations, Inc.                            | PGT Innovations, Inc.                            | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      8402 | NS      | $150899.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                       | Encore Capital Group, Inc.                       | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      5739 | NS      | $275127.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Exagen Inc.                                      | Exagen Inc.                                      | CUSIP: 30068X103<br>LEI: 549300JV2CYDOME5OO17 | Long             | EC               | CORP              | US        |       811 | NS      | $1946.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Usio, Inc.                                       | Usio, Inc.                                       | CUSIP: 917313108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4800 | NS      | $7680.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                           | Veeco Instruments Inc.                           | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      9879 | NS      | $183551.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                       | United Natural Foods, Inc.                       | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     10582 | NS      | $409629.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte, Inc.                                   | Veracyte, Inc.                                   | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     12134 | NS      | $287939.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                       | The New York Times Company                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     25668 | NS      | $833183.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                               | Newell Brands Inc.                               | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      5981 | NS      | $78231.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corporation                               | Atrion Corporation                               | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       302 | NS      | $168953.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp, Inc.                                | BCB Bancorp, Inc.                                | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      4927 | NS      | $88636.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Escalade, Incorporated                           | Escalade, Incorporated                           | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3058 | NS      | $31130.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corporation                  | Evolution Petroleum Corporation                  | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |      8429 | NS      | $63638.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FG Group Holdings Inc                            | FG Group Holdings Inc                            | CUSIP: 302462106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $6288.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Rock Properties, Inc.                    | Florida Rock Properties, Inc.                    | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2726 | NS      | $146822.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                                | PJT Partners Inc.                                | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      3437 | NS      | $253272.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                   | Wyndham Hotels & Resorts, Inc.                   | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      7837 | NS      | $558856.47    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                            | NewMarket Corporation                            | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1714 | NS      | $533242.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocwen Financial Corporation                      | Ocwen Financial Corporation                      | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |      2150 | NS      | $65747.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corporation                     | Lancaster Colony Corporation                     | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      4474 | NS      | $882720.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum, Inc.                           | Laredo Petroleum, Inc.                           | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      2952 | NS      | $151791.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corporation                              | Veritiv Corporation                              | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      3034 | NS      | $369268.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Maiden Holdings, Ltd.                            | Maiden Holdings, Ltd.                            | CUSIP: N/A<br>LEI: 5493000GQUKNWGNXRZ91       | Long             | EC               | CORP              | BM        |     21538 | NS      | $45445.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings, Inc.                       | Orion Group Holdings, Inc.                       | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |      6095 | NS      | $14506.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthopediatrics Corp.                            | Orthopediatrics Corp.                            | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |      4721 | NS      | $187565.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ, Inc.                                      | PetIQ, Inc.                                      | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |      7522 | NS      | $69352.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia, Inc.                                   | Phreesia, Inc.                                   | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      4904 | NS      | $158693.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                     | Safety Insurance Group, Inc.                     | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      2416 | NS      | $203572.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                             | Light & Wonder, Inc.                             | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     10242 | NS      | $600181.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                       | RenaissanceRe Holdings Ltd                       | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |       595 | NS      | $109616.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                  | SiriusPoint Ltd                                  | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |     31111 | NS      | $183554.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, Inc.                                     | EZCORP, Inc.                                     | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     16065 | NS      | $130929.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers & Merchants Bancorp, Inc.                | Farmers & Merchants Bancorp, Inc.                | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2105 | NS      | $57213.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Overseas Shipholding Group, Inc.                 | Overseas Shipholding Group, Inc.                 | CUSIP: 69036R863<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22315 | NS      | $64490.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals, Inc.                        | PMV Pharmaceuticals, Inc.                        | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10111 | NS      | $87965.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge, Inc.                                 | Everbridge, Inc.                                 | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |      1056 | NS      | $31236.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks, Inc.                           | Extreme Networks, Inc.                           | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     23850 | NS      | $436693.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lee Enterprises, Incorporated                    | Lee Enterprises, Incorporated                    | CUSIP: 523768406<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1170 | NS      | $21715.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's, Inc.                                   | Leslie's, Inc.                                   | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21583 | NS      | $263528.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nighthawk Biosciences Inc.                       | Nighthawk Biosciences Inc.                       | CUSIP: 42237K409<br>LEI: 549300C7CB2MWG4V3I09 | Long             | EC               | CORP              | US        |      4368 | NS      | $3538.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies, Inc.                        | Helios Technologies, Inc.                        | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      5106 | NS      | $277970.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corporation                              | Flywire Corporation                              | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |      9040 | NS      | $221208.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corporation                      | First Advantage Corporation                      | CUSIP: 31846B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8018 | NS      | $104234.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Secureworks Corp.                                | Secureworks Corp.                                | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3187 | NS      | $20364.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares, Inc.                       | Southside Bancshares, Inc.                       | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      5534 | NS      | $199168.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TCR2 Therapeutics Inc.                           | TCR2 Therapeutics Inc.                           | CUSIP: 87808K106<br>LEI: 5493007TR1ORJAZ8YK34 | Long             | EC               | CORP              | US        |      7611 | NS      | $7601.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.                 | Tempur Sealy International, Inc.                 | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     26094 | NS      | $895807.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                          | LiveRamp Holdings, Inc.                          | CUSIP: 53815P108<br>LEI: 76MIROMHC0FSWDR2G072 | Long             | EC               | CORP              | US        |      9684 | NS      | $226992.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                  | MSC Industrial Direct Co., Inc.                  | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      7118 | NS      | $581540.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma Inc.                          | Lyell Immunopharma Inc.                          | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1834 | NS      | $6363.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc.                                        | MBIA Inc.                                        | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |      5506 | NS      | $70752.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                                  | Hub Group, Inc.                                  | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5869 | NS      | $466526.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Global, Inc.                              | Hudson Global, Inc.                              | CUSIP: 443787205<br>LEI: 54930073WVI9H7ILKL69 | Long             | EC               | CORP              | US        |       454 | NS      | $10274.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                      | Itron, Inc.                                      | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      7795 | NS      | $394816.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp.                          | J & J Snack Foods Corp.                          | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2795 | NS      | $418439.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Company                           | STAAR Surgical Company                           | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      7580 | NS      | $367933.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health, Inc.                              | Syneos Health, Inc.                              | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      8845 | NS      | $324434.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax, Inc.                                  | MarineMax, Inc.                                  | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      5700 | NS      | $177954.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport, Ltd.                           | Marten Transport, Ltd.                           | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13349 | NS      | $264043.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vince Holding Corp.                              | Vince Holding Corp.                              | CUSIP: 92719W207<br>LEI: 5493002NOQOX2DHRRF35 | Long             | EC               | CORP              | US        |       900 | NS      | $7047.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                       | WSFS Financial Corporation                       | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     10664 | NS      | $483505.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen, Inc.                                     | Inogen, Inc.                                     | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      6718 | NS      | $132411.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iradimed Corp.                                   | Iradimed Corp.                                   | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      3203 | NS      | $90612.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corporation                      | Kaiser Aluminum Corporation                      | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1935 | NS      | $146982.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare, Inc.                         | NextGen Healthcare, Inc.                         | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10801 | NS      | $202842.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding, Inc.                           | JELD-WEN Holding, Inc.                           | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     14232 | NS      | $137338.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Joann Inc.                                       | Joann Inc.                                       | CUSIP: 47768J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1810 | NS      | $5158.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synlogic Operating Company, Inc.                 | Synlogic Operating Company, Inc.                 | CUSIP: 87166L100<br>LEI: 5493007C6UCNXL4HOI66 | Long             | EC               | CORP              | US        |      1958 | NS      | $1488.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One, Inc.                                  | Urban One, Inc.                                  | CUSIP: 91705J204<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |      7068 | NS      | $26575.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies, Inc.                        | Hudson Technologies, Inc.                        | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12370 | NS      | $125184.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                     | Ingles Markets, Incorporated                     | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      2724 | NS      | $262757.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS, Inc.                                    | MAXIMUS, Inc.                                    | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      9089 | NS      | $666496.37    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp, Inc.                           | Mid Penn Bancorp, Inc.                           | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3060 | NS      | $91708.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                            | Clearway Energy, Inc.                            | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      3047 | NS      | $97107.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp, Inc.                    | Community Trust Bancorp, Inc.                    | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5165 | NS      | $237228.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrimack Pharmaceuticals, Inc.                  | Merrimack Pharmaceuticals, Inc.                  | CUSIP: 590328209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       790 | NS      | $9053.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group, Inc.                 | MidWestOne Financial Group, Inc.                 | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4221 | NS      | $134016.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corporation                      | Wabash National Corporation                      | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     11799 | NS      | $266657.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets, Inc.                               | Weis Markets, Inc.                               | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5006 | NS      | $411943.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                         | Option Care Health, Inc.                         | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     30713 | NS      | $924154.17    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                    | Pacific Premier Bancorp, Inc.                    | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     15882 | NS      | $501235.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VOXX International Corporation                   | VOXX International Corporation                   | CUSIP: 91829F104<br>LEI: EC1QKSEOVR96PYJPNS25 | Long             | EC               | CORP              | US        |      5225 | NS      | $43785.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                            | Walker & Dunlop, Inc.                            | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5860 | NS      | $459892.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Joint Corp                                   | The Joint Corp                                   | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3914 | NS      | $54717.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightbridge Corporation                          | Lightbridge Corporation                          | CUSIP: 53224K302<br>LEI: 5493005PY54DR0JRCW56 | Long             | EC               | CORP              | US        |        33 | NS      | $128.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade, Inc.                                   | Accolade, Inc.                                   | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |      9950 | NS      | $77510.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc.                    | Adtalem Global Education Inc.                    | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     13452 | NS      | $477546.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems, Inc.              | Computer Programs and Systems, Inc.              | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      4099 | NS      | $111574.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion, Inc.                                   | Artivion, Inc.                                   | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     10984 | NS      | $133126.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE Corporation                                  | NVE Corporation                                  | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |      1222 | NS      | $79124.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corporation               | National Bank Holdings Corporation               | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5480 | NS      | $230543.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Health Trends Corp.                      | Natural Health Trends Corp.                      | CUSIP: 63888P406<br>LEI: 529900WSPRKOOD9HNF27 | Long             | EC               | CORP              | US        |       900 | NS      | $3060.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers By Vitamin Cottage, Inc.         | Natural Grocers By Vitamin Cottage, Inc.         | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |      5465 | NS      | $49950.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc.                                  | MRC Global Inc.                                  | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     24298 | NS      | $281370.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc.                                   | MYR Group Inc.                                   | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      2784 | NS      | $256322.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendy's Company                              | The Wendy's Company                              | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     31801 | NS      | $719656.63    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp.              | WillScot Mobile Mini Holdings Corp.              | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      1892 | NS      | $85461.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals, Inc.                      | Agios Pharmaceuticals, Inc.                      | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     13746 | NS      | $385987.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals, Inc.                     | Amneal Pharmaceuticals, Inc.                     | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     25536 | NS      | $50816.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nautilus, Inc.                                   | Nautilus, Inc.                                   | CUSIP: 63910B102<br>LEI: 549300LLLHX2HF71YE90 | Long             | EC               | CORP              | US        |      6466 | NS      | $9892.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration - Permian, LLC                 | Riley Exploration - Permian, LLC                 | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |      1322 | NS      | $38906.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                          | Cushman & Wakefield PLC                          | CUSIP: N/A<br>LEI: 9676003VT8I14HPZLX83       | Long             | EC               | CORP              | GB        |     36992 | NS      | $460920.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Limited                             | Enstar Group Limited                             | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |      2606 | NS      | $602090.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                     | Integer Holdings Corporation                     | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      6085 | NS      | $416579.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J.Jill, Inc.                                     | J.Jill, Inc.                                     | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |      2349 | NS      | $58255.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight, Inc.                                    | RxSight, Inc.                                    | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2503 | NS      | $31713.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services, Inc.                     | Select Energy Services, Inc.                     | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     23786 | NS      | $219782.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                       | TEGNA Inc.                                       | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     36943 | NS      | $782822.17    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                     | Tenet Healthcare Corporation                     | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      9222 | NS      | $449941.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology, LLC                           | Cullinan Oncology, LLC                           | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2408 | NS      | $25404.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duck Creek Technologies, Inc.                    | Duck Creek Technologies, Inc.                    | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18292 | NS      | $220418.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories N.V.                           | Core Laboratories N.V.                           | CUSIP: N/A<br>LEI: 724500MDYY5VBSAF5W50       | Long             | EC               | CORP              | NL        |     10122 | NS      | $205172.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                           | Kyndryl Holdings, Inc.                           | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     36579 | NS      | $406758.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LCNB Corp.                                       | LCNB Corp.                                       | CUSIP: 50181P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $48600.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                                 | Tetra Tech, Inc.                                 | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       411 | NS      | $59673.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings, Inc.                     | Thermon Group Holdings, Inc.                     | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      8821 | NS      | $177125.68    | 0.04%             |  |  |  | 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        |     10556 | NS      | $664816.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Marinus Pharmaceuticals, Inc.                    | Marinus Pharmaceuticals, Inc.                    | CUSIP: 56854Q200<br>LEI: 549300NCT4OJF7JV1084 | Long             | EC               | CORP              | US        |      6776 | NS      | $26968.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| KB Home                                          | KB Home                                          | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     13439 | NS      | $428032.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands, Inc.                            | Lifetime Brands, Inc.                            | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |      5223 | NS      | $39642.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                      | Sunrun Inc.                                      | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     28874 | NS      | $693553.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                             | UFP Industries, Inc.                             | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     10787 | NS      | $854869.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                      | Belden Inc.                                      | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      7158 | NS      | $514660.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio, Inc.                               | Bluebird Bio, Inc.                               | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23866 | NS      | $165152.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta, Inc.                                    | Marqeta, Inc.                                    | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57240 | NS      | $349736.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corporation         | Marriott Vacations Worldwide Corporation         | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      7100 | NS      | $955589.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| The Rmr Group Inc.                               | The Rmr Group Inc.                               | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      4005 | NS      | $113141.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Richardson Electronics, Ltd.                     | Richardson Electronics, Ltd.                     | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2882 | NS      | $61473.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics, Inc.                        | Mirati Therapeutics, Inc.                        | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |      7675 | NS      | $347754.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                     | OmniAb, Inc.                                     | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1096 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.                  | Amphastar Pharmaceuticals, Inc.                  | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     10339 | NS      | $289698.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp.                             | Amplify Energy Corp.                             | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |      9087 | NS      | $79874.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexion Therapeutics, Inc.                       | Flexion Therapeutics, Inc.                       | CUSIP: N/A<br>LEI: 549300X8HYW1HZKCDG90       | Long             | EC               | CORP              | US        |      7880 | NS      | $5358.40      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OFG Bancorp                                      | OFG Bancorp                                      | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      8035 | NS      | $221444.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OP Bancorp                                       | OP Bancorp                                       | CUSIP: 67109R109<br>LEI: 549300LTYZMS0Q13U522 | Long             | EC               | CORP              | US        |      2483 | NS      | $27710.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands, Inc.                               | Rocky Brands, Inc.                               | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |      1570 | NS      | $37083.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corporation                               | Rogers Corporation                               | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      2654 | NS      | $316728.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc.                                   | Ambarella Inc.                                   | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |      5834 | NS      | $479729.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                    | AXIS Capital Holdings Limited                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     13342 | NS      | $722736.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics, Inc.                              | AngioDynamics, Inc.                              | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     11070 | NS      | $152433.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                      | Brinker International, Inc.                      | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      8055 | NS      | $257035.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S & T Bancorp, Inc.                              | S & T Bancorp, Inc.                              | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5948 | NS      | $203302.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Security National Financial Corporation          | Security National Financial Corporation          | CUSIP: 814785309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3215 | NS      | $23469.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eyepoint Pharmaceuticals, Inc.                   | Eyepoint Pharmaceuticals, Inc.                   | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |      1831 | NS      | $6408.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Greenhill & Co., Inc.                            | Greenhill & Co., Inc.                            | CUSIP: 395259104<br>LEI: 529900VEOQHHHSPI9C69 | Long             | EC               | CORP              | US        |      4121 | NS      | $42240.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp, Inc.                              | Unity Bancorp, Inc.                              | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      2618 | NS      | $71549.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                                  | Valvoline, Inc.                                  | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     29035 | NS      | $947992.75    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantica Sustainable Infrastructure PLC         | Atlantica Sustainable Infrastructure PLC         | CUSIP: N/A<br>LEI: 549300ITBBGKJ651R879       | Long             | EC               | CORP              | GB        |     18182 | NS      | $470913.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings, Ltd.                             | Ichor Holdings, Ltd.                             | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |      7420 | NS      | $199004.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                | International Game Technology PLC                | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | US        |     27717 | NS      | $628621.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation                | Sensient Technologies Corporation                | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      7240 | NS      | $527940.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra BanCorp                                   | Sierra BanCorp                                   | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3993 | NS      | $84811.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, Inc.                                       | AAON, Inc.                                       | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8964 | NS      | $675168.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                      | Hancock Whitney Corporation                      | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     14755 | NS      | $713994.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                                 | Hanesbrands Inc.                                 | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     50850 | NS      | $323406.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corporation                | Standex International Corporation                | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      1633 | NS      | $167235.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc.                                   | Steelcase Inc.                                   | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     21888 | NS      | $154748.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vapotherm, Inc.                                  | Vapotherm, Inc.                                  | CUSIP: 922107107<br>LEI: 549300A6KMUMDX27EQ68 | Long             | EC               | CORP              | US        |      5554 | NS      | $14995.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WD-40 Company                                    | WD-40 Company                                    | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      2179 | NS      | $351276.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                          | National Beverage Corp.                          | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     10107 | NS      | $470278.71    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim Bancorp, Inc.                           | Northrim Bancorp, Inc.                           | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      1355 | NS      | $73942.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Brink's Company                              | The Brink's Company                              | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      8185 | NS      | $439616.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstar Financial Holdings, Inc.                 | Capstar Financial Holdings, Inc.                 | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6310 | NS      | $111434.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                     | OmniAb, Inc.                                     | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1096 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Personalis, Inc.                                 | Personalis, Inc.                                 | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |      7145 | NS      | $14147.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet, Inc.                                 | HomeStreet, Inc.                                 | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4380 | NS      | $120800.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums, Inc.                              | Inter Parfums, Inc.                              | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5217 | NS      | $503544.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corporation                    | Permian Resources Corporation                    | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     58652 | NS      | $551328.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources, Inc.                           | Ramaco Resources, Inc.                           | CUSIP: 75134P303<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |      8578 | NS      | $75400.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Company                                   | Stepan Company                                   | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      3855 | NS      | $410403.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                                 | Stericycle, Inc.                                 | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     15424 | NS      | $769503.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corporation                 | Phibro Animal Health Corporation                 | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      5434 | NS      | $72869.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pixelworks, Inc.                                 | Pixelworks, Inc.                                 | CUSIP: 72581M305<br>LEI: 529900ORL14ENZ36HI70 | Long             | EC               | CORP              | US        |     11567 | NS      | $20473.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Agilysys, Inc.                                   | Agilysys, Inc.                                   | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      5226 | NS      | $413585.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ais Operating Co. Inc.                           | Ais Operating Co. Inc.                           | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               | CORP              | US        |      4673 | NS      | $34346.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                                  | Interface, Inc.                                  | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     16012 | NS      | $158038.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics, Inc.                    | Iovance Biotherapeutics, Inc.                    | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     24269 | NS      | $155078.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies, Inc.                         | TETRA Technologies, Inc.                         | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     36077 | NS      | $124826.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                   | Texas Capital Bancshares, Inc.                   | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      8281 | NS      | $499427.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                           | Rush Enterprises, Inc.                           | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      2267 | NS      | $127564.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group, Inc.                   | Ruth's Hospitality Group, Inc.                   | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |      8014 | NS      | $124056.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Company                           | Northwest Pipe Company                           | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      2983 | NS      | $100527.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corporation                         | NorthWestern Corporation                         | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      9210 | NS      | $546521.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Treehouse Foods, Inc.                            | Treehouse Foods, Inc.                            | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      8953 | NS      | $442099.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corporation                  | United States Steel Corporation                  | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     37103 | NS      | $929430.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc.                        | Alta Equipment Group Inc.                        | CUSIP: 02128L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8382 | NS      | $110558.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimmune, Inc.                                  | Altimmune, Inc.                                  | CUSIP: 02155H200<br>LEI: 549300EOYCQ8SW3NVE64 | Long             | EC               | CORP              | US        |      6837 | NS      | $112468.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PlayAGS, Inc.                                    | PlayAGS, Inc.                                    | CUSIP: 72814N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10436 | NS      | $53223.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Healthcare Solutions, Inc.               | Premier Healthcare Solutions, Inc.               | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17728 | NS      | $620125.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc.                              | Verint Systems Inc.                              | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     11001 | NS      | $399116.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.                   | Victory Capital Holdings, Inc.                   | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      7486 | NS      | $200849.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics, Inc.                       | Century Therapeutics, Inc.                       | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1235 | NS      | $6335.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corporation                          | Forward Air Corporation                          | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4707 | NS      | $493717.23    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                          | Abercrombie & Fitch Co.                          | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     11520 | NS      | $263923.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                     | Arcosa, Inc.                                     | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      8347 | NS      | $453575.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Limited                  | Nordic American Tankers Limited                  | CUSIP: N/A<br>LEI: 213800W4T8AMPKIPIU94       | Long             | EC               | CORP              | BM        |     43045 | NS      | $131717.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nvent Electric Public Limited Company            | Nvent Electric Public Limited Company            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     17103 | NS      | $657952.41    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings, Inc.                    | Apollo Medical Holdings, Inc.                    | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      8847 | NS      | $261782.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                              | CVB Financial Corp.                              | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24499 | NS      | $630849.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                 | Advanced Energy Industries, Inc.                 | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      9147 | NS      | $784629.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Airgain, Inc.                                    | Airgain, Inc.                                    | CUSIP: 00938A104<br>LEI: 549300LL8ZO53X8A5U98 | Long             | EC               | CORP              | US        |      2231 | NS      | $14523.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L. B. Foster Company                             | L. B. Foster Company                             | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |      1700 | NS      | $16456.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television, Inc.                            | Gray Television, Inc.                            | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     14965 | NS      | $167458.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc.                                  | Brightcove Inc.                                  | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |     10664 | NS      | $55772.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc.                                    | Celcuity Inc.                                    | CUSIP: 15102K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $1401.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation                 | California Resources Corporation                 | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     10581 | NS      | $460379.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Bancorp                                | Cambridge Bancorp                                | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1997 | NS      | $165870.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International, Inc.                           | WW International, Inc.                           | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      3052 | NS      | $11780.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Public Limited Company                    | Adient Public Limited Company                    | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     15846 | NS      | $549697.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgio, Inc.                                      | Edgio, Inc.                                      | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |     46673 | NS      | $52740.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings, Inc.                           | Limbach Holdings, Inc.                           | CUSIP: 53263P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $9369.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CM WIND DOWN TOPCO LLC                           | CM WIND DOWN TOPCO LLC                           | CUSIP: 231082801<br>LEI: 549300OW8SUYVNKSAC51 | Long             | EC               | CORP              | US        |      3580 | NS      | $22231.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises, Inc.                            | DXP Enterprises, Inc.                            | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5211 | NS      | $143563.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corporation            | Great Lakes Dredge & Dock Corporation            | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     15719 | NS      | $93528.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess ?, Inc.                                    | Guess ?, Inc.                                    | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      9192 | NS      | $190182.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corporation                      | Camden National Corporation                      | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      4066 | NS      | $169511.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe, Inc.                                 | Cantaloupe, Inc.                                 | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |     18417 | NS      | $80113.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics, Inc.                        | Jounce Therapeutics, Inc.                        | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |     12408 | NS      | $13772.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corporation                                | Kaman Corporation                                | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      6971 | NS      | $155453.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Cell Therapeutics, Inc.                  | Lineage Cell Therapeutics, Inc.                  | CUSIP: 53566P109<br>LEI: 5299002BI4W22SDF8R25 | Long             | EC               | CORP              | US        |      4400 | NS      | $5148.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercury Systems, Inc.                            | Mercury Systems, Inc.                            | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      9573 | NS      | $428296.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Homology Medicines, Inc.                         | Homology Medicines, Inc.                         | CUSIP: 438083107<br>LEI: 549300RWKPJEFTM3K452 | Long             | EC               | CORP              | US        |     12487 | NS      | $15733.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lazydays Holdings, Inc.                          | Lazydays Holdings, Inc.                          | CUSIP: 52110H100<br>LEI: 5493006PPWVM3TDVJH23 | Long             | EC               | CORP              | US        |      2781 | NS      | $33205.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caredx, Inc.                                     | Caredx, Inc.                                     | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      7391 | NS      | $84331.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems, Inc.                      | Casella Waste Systems, Inc.                      | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      8942 | NS      | $709190.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Albireo Pharma, Inc.                             | Albireo Pharma, Inc.                             | CUSIP: 01345P106<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               | CORP              | US        |      5183 | NS      | $112004.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Outdoor Brands, Inc.                    | American Outdoor Brands, Inc.                    | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3340 | NS      | $33466.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Global Holdings Inc.                     | Ashland Global Holdings Inc.                     | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      9203 | NS      | $989598.59    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Assetmark Financial Holdings, Inc.               | Assetmark Financial Holdings, Inc.               | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |      9965 | NS      | $229195.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corporation                             | Materion Corporation                             | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      3504 | NS      | $306635.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics, Inc.                       | Mersana Therapeutics, Inc.                       | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |     15629 | NS      | $91585.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp, Inc.                              | Parke Bancorp, Inc.                              | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |      2926 | NS      | $60685.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corporation               | Simmons First National Corporation               | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     21320 | NS      | $460094.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular, Inc.                          | LeMaitre Vascular, Inc.                          | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      3927 | NS      | $180720.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                   | Lions Gate Entertainment Corp.                   | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     23990 | NS      | $130265.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education, Inc.                  | American Public Education, Inc.                  | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |      4541 | NS      | $55808.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences, Inc.                          | Arcus Biosciences, Inc.                          | CUSIP: 03969F109<br>LEI: 213800CSKAC96ELS4K25 | Long             | EC               | CORP              | US        |     10102 | NS      | $208909.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AstroNova, Inc.                                  | AstroNova, Inc.                                  | CUSIP: 04638F108<br>LEI: 549300D8PFP62QX00223 | Long             | EC               | CORP              | US        |       500 | NS      | $6410.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asure Software, Inc.                             | Asure Software, Inc.                             | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3971 | NS      | $37089.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals, Inc.                     | Syndax Pharmaceuticals, Inc.                     | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     12257 | NS      | $311940.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc.                                     | Tiptree Inc.                                     | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10602 | NS      | $146731.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                           | Cathay General Bancorp                           | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     12498 | NS      | $509793.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                             | Centrus Energy Corp.                             | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      3643 | NS      | $118324.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories, Inc.                          | Mesa Laboratories, Inc.                          | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      1005 | NS      | $167041.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                         | Pathward Financial, Inc.                         | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      5511 | NS      | $237248.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Safeguard Scientifics, Inc.                      | Safeguard Scientifics, Inc.                      | CUSIP: 786449207<br>LEI: 529900EX0PJO7T5RU995 | Long             | EC               | CORP              | US        |      5645 | NS      | $17499.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                              | Sanmina Corporation                              | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     10196 | NS      | $584128.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Truecar, Inc.                                    | Truecar, Inc.                                    | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     21338 | NS      | $53558.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings, Inc.               | Universal Logistics Holdings, Inc.               | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6087 | NS      | $203549.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                                 | Littelfuse, Inc.                                 | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      2199 | NS      | $484219.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                    | Louisiana-Pacific Corporation                    | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     14444 | NS      | $855084.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Viracta Therapeutics, Inc.                       | Viracta Therapeutics, Inc.                       | CUSIP: 92765F108<br>LEI: 549300O5S543GE2D9G67 | Long             | EC               | CORP              | US        |      7649 | NS      | $11167.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VirnetX Holding Corporation                      | VirnetX Holding Corporation                      | CUSIP: 92823T108<br>LEI: 529900GEQQ3ACACKKD25 | Long             | EC               | CORP              | US        |      2423 | NS      | $3149.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corporation         | First Commonwealth Financial Corporation         | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     14259 | NS      | $199198.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corporation                      | First Financial Corporation                      | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1580 | NS      | $72806.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                           | Lumentum Holdings Inc.                           | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      9699 | NS      | $505996.83    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite, Inc.                                    | Magnite, Inc.                                    | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     25243 | NS      | $267323.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| e.l.f. Beauty, Inc.                              | e.l.f. Beauty, Inc.                              | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      7357 | NS      | $406842.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EVI Industries, Inc.                             | EVI Industries, Inc.                             | CUSIP: 26929N102<br>LEI: 549300RU296J63VW0297 | Long             | EC               | CORP              | US        |      1900 | NS      | $45353.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Educational Services Corporation         | Lincoln Educational Services Corporation         | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |      6207 | NS      | $35938.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corporation                              | Lindsay Corporation                              | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      1689 | NS      | $275053.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Satsuma Pharmaceuticals, Inc.                    | Satsuma Pharmaceuticals, Inc.                    | CUSIP: 80405P107<br>LEI: 549300CFJJ7QFB1VAD84 | Long             | EC               | CORP              | US        |      7198 | NS      | $6478.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corporation                 | Scholar Rock Holding Corporation                 | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      4763 | NS      | $43105.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                               | DT Midstream, Inc.                               | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13876 | NS      | $766787.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group, Inc.              | Diamond Hill Investment Group, Inc.              | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       769 | NS      | $142280.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EVO Payments, Inc.                               | EVO Payments, Inc.                               | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |      6312 | NS      | $213598.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co.                               | Franklin Covey Co.                               | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3392 | NS      | $158643.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc.                               | Vista Outdoor Inc.                               | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     11344 | NS      | $276453.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms, Inc.                                | Vital Farms, Inc.                                | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     11785 | NS      | $175832.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                     | Encompass Health Corporation                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     15431 | NS      | $922928.11    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc.                       | Ethan Allen Interiors Inc.                       | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7123 | NS      | $188189.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sciplay Corporation                              | Sciplay Corporation                              | CUSIP: 809087109<br>LEI: 549300B8E2F1A3EW6869 | Long             | EC               | CORP              | US        |      6145 | NS      | $98811.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                              | Semtech Corporation                              | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     10668 | NS      | $306064.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                   | Lions Gate Entertainment Corp.                   | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     13925 | NS      | $79511.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics, Inc.                                | MacroGenics, Inc.                                | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |     15847 | NS      | $106333.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global, Inc.                         | Dine Brands Global, Inc.                         | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      2769 | NS      | $178877.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Electromed, Inc.                                 | Electromed, Inc.                                 | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $8392.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Symbion, Inc.                                    | Symbion, Inc.                                    | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     13519 | NS      | $376639.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgalign Holdings, Inc.                         | Surgalign Holdings, Inc.                         | CUSIP: 86882C204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       295 | NS      | $578.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global, Inc.                                 | NV5 Global, Inc.                                 | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2110 | NS      | $279195.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet, Inc.                                     | Nelnet, Inc.                                     | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      4627 | NS      | $419900.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group, Inc.                                  | LHC Group, Inc.                                  | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      5014 | NS      | $810713.66    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                  | LGI Homes, Inc.                                  | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      3814 | NS      | $353176.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                        | Enova International, Inc.                        | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      6849 | NS      | $262796.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus inc.                                       | ePlus inc.                                       | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      4578 | NS      | $202713.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                        | ExlService Holdings, Inc.                        | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      5877 | NS      | $995740.11    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly, Inc.                                     | Fastly, Inc.                                     | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |      1507 | NS      | $12342.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Northwest, Inc.                  | First Financial Northwest, Inc.                  | CUSIP: 32022K102<br>LEI: 549300F9IPXLCC3K7B36 | Long             | EC               | CORP              | US        |       719 | NS      | $10770.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc.                            | First Foundation Inc.                            | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      9277 | NS      | $132939.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mainstreet Bancshares, Inc.                      | Mainstreet Bancshares, Inc.                      | CUSIP: 56064Y100<br>LEI: 549300FHZZP7SP56TS88 | Long             | EC               | CORP              | US        |      1414 | NS      | $38870.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats, Inc.                               | Malibu Boats, Inc.                               | CUSIP: 56117J100<br>LEI: 549300MHGS3WZNRLUK77 | Long             | EC               | CORP              | US        |      3322 | NS      | $177062.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                   | LCI Industries                                   | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      4375 | NS      | $404468.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corporation                          | LendingClub Corporation                          | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     13219 | NS      | $116327.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree, Inc.                                | LendingTree, Inc.                                | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      2256 | NS      | $48120.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lensar, Inc.                                     | Lensar, Inc.                                     | CUSIP: 52634L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1087 | NS      | $3217.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                    | EVERTEC, Inc.                                    | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     10146 | NS      | $328527.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent, Inc.                                   | Exponent, Inc.                                   | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      8886 | NS      | $880513.74    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mammoth Energy Services, Inc.                    | Mammoth Energy Services, Inc.                    | CUSIP: 56155L108<br>LEI: 549300ODHHN3MGXCQ803 | Long             | EC               | CORP              | US        |      8851 | NS      | $76561.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Plumas Bancorp                                   | Plumas Bancorp                                   | CUSIP: 729273102<br>LEI: 549300O5TKTXYTYP4G59 | Long             | EC               | CORP              | US        |       241 | NS      | $8929.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeVantage Corporation                          | LifeVantage Corporation                          | CUSIP: 53222K205<br>LEI: 5493001Z5YYT109QZ980 | Long             | EC               | CORP              | US        |      1827 | NS      | $6796.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                       | Minerals Technologies Inc.                       | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      5064 | NS      | $307486.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc.              | Arcturus Therapeutics Holdings Inc.              | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7349 | NS      | $124639.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics, Inc.                      | Atara Biotherapeutics, Inc.                      | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |     14675 | NS      | $48134.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoustis Technologies, Inc.                      | Akoustis Technologies, Inc.                      | CUSIP: 00973N102<br>LEI: 549300DLBFV9XWL6J142 | Long             | EC               | CORP              | US        |      8124 | NS      | $22909.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Akero Therapeutics Inc.                          | Akero Therapeutics Inc.                          | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      9556 | NS      | $523668.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics, Inc.                              | Quad/Graphics, Inc.                              | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |      8389 | NS      | $34227.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                        | RPC, Inc.                                        | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |     34226 | NS      | $304269.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corporation                      | Pilgrim's Pride Corporation                      | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     19542 | NS      | $463731.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                  | Primerica, Inc.                                  | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      6129 | NS      | $869214.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies, Inc.                   | The Greenbrier Companies, Inc.                   | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      7528 | NS      | $252413.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corporation                      | Hanmi Financial Corporation                      | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      8612 | NS      | $213147.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldeyra Therapeutics, Inc.                       | Aldeyra Therapeutics, Inc.                       | CUSIP: 01438T106<br>LEI: 529900HGKY864E4Y9014 | Long             | EC               | CORP              | US        |     15993 | NS      | $111311.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allakos Inc.                                     | Allakos Inc.                                     | CUSIP: 01671P100<br>LEI: 549300S6ZD1W6BPMDY37 | Long             | EC               | CORP              | US        |       915 | NS      | $7704.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics, Inc.                          | Fate Therapeutics, Inc.                          | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      9938 | NS      | $100274.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                    | First Bancorp                                    | CUSIP: 318910106<br>LEI: 549300QGC3EY3EV0NS72 | Long             | EC               | CORP              | US        |      5068 | NS      | $217113.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rain Therapeutics, Inc.                          | Rain Therapeutics, Inc.                          | CUSIP: 75082Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1092 | NS      | $8736.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals, Inc.                     | Rocket Pharmaceuticals, Inc.                     | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     13025 | NS      | $254899.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corporation                 | Chesapeake Utilities Corporation                 | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      3042 | NS      | $359503.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS, Inc.                                | Chico's FAS, Inc.                                | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     31843 | NS      | $156667.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares, Inc.                       | Metrocity Bankshares, Inc.                       | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |      7141 | NS      | $154459.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                            | Myriad Genetics, Inc.                            | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     15115 | NS      | $219318.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                      | Mercury General Corporation                      | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      8629 | NS      | $295111.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience, Inc.                        | Meridian Bioscience, Inc.                        | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      8542 | NS      | $283679.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corporation                         | Seneca Foods Corporation                         | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1636 | NS      | $99714.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensus Healthcare, Inc.                          | Sensus Healthcare, Inc.                          | CUSIP: 81728J109<br>LEI: 549300F3JF8NCDJJZW04 | Long             | EC               | CORP              | US        |      2400 | NS      | $17808.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corporation                     | Alerus Financial Corporation                     | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |      4596 | NS      | $107316.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.                  | American Eagle Outfitters, Inc.                  | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     30013 | NS      | $418981.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Flotek Industries, Inc.                          | Flotek Industries, Inc.                          | CUSIP: 343389102<br>LEI: 549300TF60OEK4FPPC44 | Long             | EC               | CORP              | US        |      5102 | NS      | $5714.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies, Inc.                  | Forum Energy Technologies, Inc.                  | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |      1484 | NS      | $43778.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vizio Holding Corp.                              | Vizio Holding Corp.                              | CUSIP: 92858V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1429 | NS      | $10588.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                           | Warrior Met Coal, Inc.                           | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      9849 | NS      | $341169.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.                | Choice Hotels International, Inc.                | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      1568 | NS      | $176619.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares, Inc.                         | Civista Bancshares, Inc.                         | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      4032 | NS      | $88744.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.            | Applied Industrial Technologies, Inc.            | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      7457 | NS      | $939805.71    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics, Inc.                    | Applied Optoelectronics, Inc.                    | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |      5049 | NS      | $9542.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical, Inc.                          | Shockwave Medical, Inc.                          | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       823 | NS      | $169217.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corporation                     | Skyline Champion Corporation                     | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9589 | NS      | $493929.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N-Able, Inc.                                     | N-Able, Inc.                                     | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17481 | NS      | $179704.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| One Stop Systems, Inc.                           | One Stop Systems, Inc.                           | CUSIP: 68247W109<br>LEI: 549300JIBHBZNCC8X044 | Long             | EC               | CORP              | US        |      1400 | NS      | $4214.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals, Inc.                      | Mirum Pharmaceuticals, Inc.                      | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |       940 | NS      | $18330.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NI Holdings Inc.                                 | NI Holdings Inc.                                 | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |      3194 | NS      | $42384.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire & Rubber Company               | The Goodyear Tire & Rubber Company               | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     49308 | NS      | $500476.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.               | Helix Energy Solutions Group, Inc.               | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     41524 | NS      | $306447.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                            | Assured Guaranty Ltd.                            | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     10587 | NS      | $659146.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Venator Materials PLC                            | Venator Materials PLC                            | CUSIP: N/A<br>LEI: 549300WFXC4YL5IHX316       | Long             | EC               | CORP              | GB        |     23413 | NS      | $12640.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ark Restaurants Corp.                            | Ark Restaurants Corp.                            | CUSIP: 040712101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       579 | NS      | $9588.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corporation                              | Balchem Corporation                              | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      5679 | NS      | $693462.69    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.Com, Inc.                          | 1-800-Flowers.Com, Inc.                          | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6478 | NS      | $61929.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerfleet Inc.                                  | Powerfleet Inc.                                  | CUSIP: 73931J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8100 | NS      | $21789.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Holdings, LLC                       | Independence Holdings, LLC                       | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     20294 | NS      | $675993.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Orasure Technologies, Inc.                       | Orasure Technologies, Inc.                       | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     15098 | NS      | $72772.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognyte Software Ltd                             | Cognyte Software Ltd                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      6660 | NS      | $20712.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation, Inc.                          | Purple Innovation, Inc.                          | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9580 | NS      | $45888.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Red Violet, Inc.                                 | Red Violet, Inc.                                 | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |       770 | NS      | $17725.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SkyWest, Inc.                                    | SkyWest, Inc.                                    | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     10873 | NS      | $179513.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands, Inc.                      | Smith & Wesson Brands, Inc.                      | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |     12211 | NS      | $105991.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerschool Holdings, Inc.                       | Powerschool Holdings, Inc.                       | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12249 | NS      | $282706.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corporation                    | Premier Financial Corporation                    | CUSIP: 74052F108<br>LEI: 549300JGKN0NL8JSA469 | Long             | EC               | CORP              | US        |      8280 | NS      | $223311.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iCAD, Inc.                                       | iCAD, Inc.                                       | CUSIP: 44934S206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3297 | NS      | $6033.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innodata Inc.                                    | Innodata Inc.                                    | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |      5800 | NS      | $17197.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc.                                         | AZZ Inc.                                         | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      4817 | NS      | $193643.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corporation                            | Quanterix Corporation                            | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6234 | NS      | $86340.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantumscape Battery, Inc.                       | Quantumscape Battery, Inc.                       | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18851 | NS      | $106885.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Accuray Incorporated                             | Accuray Incorporated                             | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |     21370 | NS      | $44663.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.                | Aerojet Rocketdyne Holdings, Inc.                | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     19230 | NS      | $1075533.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                             | Huntsman Corporation                             | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     34220 | NS      | $940365.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hurco Companies, Inc.                            | Hurco Companies, Inc.                            | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |      1148 | NS      | $29997.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet, Inc.                                 | QuinStreet, Inc.                                 | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     14392 | NS      | $206525.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                              | Teekay Tankers Ltd.                              | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | MH        |      8265 | NS      | $254644.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.Com Holdings, Inc.                         | Alarm.Com Holdings, Inc.                         | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     12111 | NS      | $599252.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp.                    | Altra Industrial Motion Corp.                    | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     12220 | NS      | $730145.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                  | Dorian LPG Ltd.                                  | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |     11662 | NS      | $220994.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals, Inc.                    | Lexicon Pharmaceuticals, Inc.                    | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28346 | NS      | $54140.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corporation                       | Luther Burbank Corporation                       | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |      9502 | NS      | $105567.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.           | Artisan Partners Asset Management Inc.           | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     11247 | NS      | $334035.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure, Inc.                                   | AtriCure, Inc.                                   | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7913 | NS      | $351178.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corporation                               | Kohl's Corporation                               | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     11420 | NS      | $288355.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                       | Korn Ferry                                       | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      9031 | NS      | $457149.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAGG Inc                                         | ZAGG Inc                                         | CUSIP: N/A<br>LEI: 549300ZF4FN5BTLAO858       | Long             | EC               | CORP              | US        |      4213 | NS      | $379.17       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fluor Corporation                                | Fluor Corporation                                | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     20816 | NS      | $721482.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoPrecise Antibodies Ltd.                    | ImmunoPrecise Antibodies Ltd.                    | CUSIP: 45257F200<br>LEI: 549300VULMFHRONS7K42 | Long             | EC               | CORP              | CA        |       416 | NS      | $2204.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMF Holding Corp.                               | JAMF Holding Corp.                               | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |      9114 | NS      | $194128.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co.                               | Levi Strauss & Co.                               | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |       989 | NS      | $15349.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. Holdings, Inc.                            | M.D.C. Holdings, Inc.                            | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     11946 | NS      | $377483.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                        | MDU Resources Group, Inc.                        | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | EC               | CORP              | US        |     34109 | NS      | $1034867.06   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners, Inc.                               | BGC Partners, Inc.                               | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     50013 | NS      | $188549.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Air, Inc.                                 | Beyond Air, Inc.                                 | CUSIP: 08862L103<br>LEI: 549300GFTTTXX5728360 | Long             | EC               | CORP              | US        |      3022 | NS      | $19612.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Energy Inc.                              | Liberty Energy Inc.                              | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26305 | NS      | $421143.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings, Inc.                   | Life Time Group Holdings, Inc.                   | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2450 | NS      | $29302.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corporation                            | Trustmark Corporation                            | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     10369 | NS      | $361981.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products, Inc.                      | Utah Medical Products, Inc.                      | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       913 | NS      | $91783.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Robin Gourmet Burgers, Inc.                  | Red Robin Gourmet Burgers, Inc.                  | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |      2540 | NS      | $14173.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Operations Inc.                        | Six Flags Operations Inc.                        | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     13107 | NS      | $304737.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corporation                               | Livent Corporation                               | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     27808 | NS      | $552544.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corporation                      | Mercantile Bank Corporation                      | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      4313 | NS      | $144399.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Renewables, Inc.                             | Via Renewables, Inc.                             | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |      2849 | NS      | $14558.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Washington Federal, Inc.                         | Washington Federal, Inc.                         | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10982 | NS      | $368446.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Minera Andes Inc.                                | Minera Andes Inc.                                | CUSIP: 58039P305<br>LEI: 5493000FX50GEWAF3U70 | Long             | EC               | CORP              | US        |       390 | NS      | $2285.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MediciNova, Inc.                                 | MediciNova, Inc.                                 | CUSIP: 58468P206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $6150.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp, Inc.                   | Washington Trust Bancorp, Inc.                   | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      4504 | NS      | $212498.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xbiotech Inc                                     | Xbiotech Inc                                     | CUSIP: 98400H102<br>LEI: 5299002WACAY28TQAS52 | Long             | EC               | CORP              | CA        |      6066 | NS      | $21291.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Incorporated                            | La-Z-Boy Incorporated                            | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      7363 | NS      | $168023.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group, Inc.               | Distribution Solutions Group, Inc.               | CUSIP: 520776105<br>LEI: 549300H1YXSE5TXMGL51 | Long             | EC               | CORP              | US        |      4223 | NS      | $155659.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zedge, Inc.                                      | Zedge, Inc.                                      | CUSIP: 98923T104<br>LEI: 549300EDIDRX7NRMGN17 | Long             | EC               | CORP              | US        |      1112 | NS      | $1957.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd.                                  | Transocean Ltd.                                  | CUSIP: N/A<br>LEI: 529900QO4W5DQGBGEF32       | Long             | EC               | CORP              | CH        |    104072 | NS      | $474568.32    | 0.10%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Leggett & Platt, Incorporated                    | Leggett & Platt, Incorporated                    | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     22011 | NS      | $709414.53    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                            | MKS Instruments, Inc.                            | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      1830 | NS      | $155055.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast, Inc.                                   | Medifast, Inc.                                   | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      1985 | NS      | $228969.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mednax, Inc.                                     | Mednax, Inc.                                     | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14335 | NS      | $213018.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                     | Sprouts Farmers Market, Inc.                     | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     18679 | NS      | $604639.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace, Inc.                                | Squarespace, Inc.                                | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |      6055 | NS      | $134239.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc.                        | Mercer International Inc.                        | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |     18648 | NS      | $217062.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries, Inc.                          | Miller Industries, Inc.                          | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      2963 | NS      | $78993.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                           | Medpace Holdings, Inc.                           | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      5639 | NS      | $1197779.99   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pliant Therapeutics, Inc.                        | Pliant Therapeutics, Inc.                        | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |      2446 | NS      | $47281.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                             | Planet Fitness, Inc.                             | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      9824 | NS      | $774131.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                         | ProAssurance Corporation                         | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      7661 | NS      | $133837.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                           | Stifel Financial Corp.                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      9139 | NS      | $533443.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                        | Titan International, Inc.                        | CUSIP: 88830M102<br>LEI: 54930043H7SFLNS88586 | Long             | EC               | CORP              | US        |     15830 | NS      | $242515.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services, Inc.               | Provident Financial Services, Inc.               | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     12517 | NS      | $267363.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Progenics Pharmaceuticals, Inc.                  | Progenics Pharmaceuticals, Inc.                  | CUSIP: 743CVR037<br>LEI: 5299005B0KKBVJ0B2156 | Long             | EC               | CORP              | US        |      2919 | NS      | $3356.85      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Allbirds, Inc.                                   | Allbirds, Inc.                                   | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5513 | NS      | $13341.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                         | ATI Inc.                                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     29858 | NS      | $891559.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection, Inc.                              | PC Connection, Inc.                              | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      4458 | NS      | $209080.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| P.C.B. Bancorp, Inc.                             | P.C.B. Bancorp, Inc.                             | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      3495 | NS      | $61826.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco, Inc.                                   | Ameresco, Inc.                                   | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      6248 | NS      | $357010.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks, Inc.                             | Aviat Networks, Inc.                             | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      1918 | NS      | $59822.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries, Inc.                          | Powell Industries, Inc.                          | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      3048 | NS      | $107228.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                         | Power Integrations, Inc.                         | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     10078 | NS      | $722794.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Poseida Therapeutics, Inc.                       | Poseida Therapeutics, Inc.                       | CUSIP: 73730P108<br>LEI: 549300USKSDMNGMN8V04 | Long             | EC               | CORP              | US        |     13689 | NS      | $72551.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Simply Good Foods Company                    | The Simply Good Foods Company                    | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17078 | NS      | $649476.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                                 | PDC Energy, Inc.                                 | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      6444 | NS      | $409065.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma, Inc.                              | PDL BioPharma, Inc.                              | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |     14333 | NS      | $35115.85     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Preformed Line Products Company                  | Preformed Line Products Company                  | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |      1285 | NS      | $107027.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart, Inc.                                 | PriceSmart, Inc.                                 | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      5171 | NS      | $314293.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings, Inc.                               | QCR Holdings, Inc.                               | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      4671 | NS      | $231868.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings, Inc.                                | Q2 Holdings, Inc.                                | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      2650 | NS      | $71205.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Onespan, Inc.                                    | Onespan, Inc.                                    | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     10755 | NS      | $120348.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health, Inc.                                | OPKO Health, Inc.                                | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |     96791 | NS      | $120988.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wave Life Sciences Ltd.                          | Wave Life Sciences Ltd.                          | CUSIP: N/A<br>LEI: 54930070006GPKFYZ813       | Long             | EC               | CORP              | SG        |      2014 | NS      | $14098.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc.                             | Titan Machinery Inc.                             | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      6071 | NS      | $241200.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tucows Inc.                                      | Tucows Inc.                                      | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               | CORP              | US        |       807 | NS      | $27373.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Professional Holding Corp.                       | Professional Holding Corp.                       | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |      2763 | NS      | $76645.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Richmond Mutual Bancorporation, Inc.             | Richmond Mutual Bancorporation, Inc.             | CUSIP: 76525P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2918 | NS      | $37963.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp.                        | Regional Management Corp.                        | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      2610 | NS      | $73288.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply, Inc.                   | SiteOne Landscape Supply, Inc.                   | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      4930 | NS      | $578387.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics, Inc.                         | Stoke Therapeutics, Inc.                         | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      8937 | NS      | $82488.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge, Inc.                                 | Stoneridge, Inc.                                 | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      7728 | NS      | $166615.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corporation                     | Twist Bioscience Corporation                     | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      8029 | NS      | $191170.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute, Inc.              | Universal Technical Institute, Inc.              | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |      8001 | NS      | $53766.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corporation                             | Tredegar Corporation                             | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      8983 | NS      | $91806.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                 | TriCo Bancshares                                 | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5394 | NS      | $275040.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                     | Macy's, Inc.                                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     43018 | NS      | $888321.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.        | Madison Square Garden Entertainment Corp.        | CUSIP: 55825T103<br>LEI: 529900BQELIZ5ZQYB788 | Long             | EC               | CORP              | US        |      2481 | NS      | $454841.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc.                                      | Bumble Inc.                                      | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20387 | NS      | $429146.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CalAmp Corp.                                     | CalAmp Corp.                                     | CUSIP: 128126109<br>LEI: 5493007SIGZIX83TOW07 | Long             | EC               | CORP              | US        |      8057 | NS      | $36095.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corporation                               | TriMas Corporation                               | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      6385 | NS      | $177119.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinet Group, Inc.                               | Trinet Group, Inc.                               | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     10874 | NS      | $737257.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.        | Madison Square Garden Entertainment Corp.        | CUSIP: 55826T102<br>LEI: 529900BQELIZ5ZQYB788 | Long             | EC               | CORP              | US        |      4166 | NS      | $187341.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Magenta Therapeutics, Inc.                       | Magenta Therapeutics, Inc.                       | CUSIP: 55910K108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |     12172 | NS      | $4807.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Capital Inc.                             | Trinity Capital Inc.                             | CUSIP: 896442308<br>LEI: 549300YGT4SBRQYDVU48 | Long             | EC               | CORP              | US        |       806 | NS      | $8809.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                                       | Lazard Ltd                                       | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |      5220 | NS      | $180977.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Mountain Chocolate Factory, Inc.           | Rocky Mountain Chocolate Factory, Inc.           | CUSIP: 77467X101<br>LEI: 549300D6ZL62HPKRUC81 | Long             | EC               | CORP              | US        |      1500 | NS      | $8550.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stereotaxis, Inc.                                | Stereotaxis, Inc.                                | CUSIP: 85916J409<br>LEI: 549300KPNOKI02O2ZP21 | Long             | EC               | CORP              | US        |     14480 | NS      | $29973.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corporation    | National Energy Services Reunited Corporation    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     24695 | NS      | $171383.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                        | National Fuel Gas Company                        | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     10021 | NS      | $634329.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corporation                 | National Instruments Corporation                 | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     20411 | NS      | $753165.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                            | Bank of Marin Bancorp                            | CUSIP: 063425102<br>LEI: 549300EGL1VV7LY0QU69 | Long             | EC               | CORP              | US        |      4382 | NS      | $144080.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bassett Furniture Industries, Incorporated       | Bassett Furniture Industries, Incorporated       | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2287 | NS      | $39748.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries, Inc.                 | National Presto Industries, Inc.                 | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2072 | NS      | $141849.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corporation                    | National Research Corporation                    | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      5704 | NS      | $212759.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Company                         | Callon Petroleum Company                         | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      8855 | NS      | $328446.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings, Inc.                     | Camping World Holdings, Inc.                     | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      6145 | NS      | $137156.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group, Inc.                | National Western Life Group, Inc.                | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |       895 | NS      | $251495.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources, Inc.                          | Newpark Resources, Inc.                          | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     28863 | NS      | $119781.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International, Inc.                   | Oil States International, Inc.                   | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     18933 | NS      | $141240.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings, Inc.                           | Olaplex Holdings, Inc.                           | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6060 | NS      | $31572.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines, Inc.                       | Revolution Medicines, Inc.                       | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     12354 | NS      | $294272.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street, Inc.                              | Rimini Street, Inc.                              | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |     22505 | NS      | $85744.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coda Octopus Group, Inc.                         | Coda Octopus Group, Inc.                         | CUSIP: 19188U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1104 | NS      | $7573.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coronado Topco, Inc.                             | Coronado Topco, Inc.                             | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |       263 | NS      | $22531.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spartannash Company                              | Spartannash Company                              | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      7701 | NS      | $232878.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelzoo                                        | Travelzoo                                        | CUSIP: 89421Q205<br>LEI: 5493003SM75HBCOOU310 | Long             | EC               | CORP              | US        |      2022 | NS      | $8997.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford & Company                               | Crawford & Company                               | CUSIP: 224633107<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      2805 | NS      | $14894.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corporation                        | Daily Journal Corporation                        | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |       296 | NS      | $74150.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                    | Univest Financial Corporation                    | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      8176 | NS      | $213638.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial, Inc.                       | Waterstone Financial, Inc.                       | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      6711 | NS      | $115697.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| B. Riley & Co., LLC                              | B. Riley & Co., LLC                              | CUSIP: 05580M108<br>LEI: 549300AEVMODVBY3QS51 | Long             | EC               | CORP              | US        |      2541 | NS      | $86902.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BM Technologies, Inc.                            | BM Technologies, Inc.                            | CUSIP: 05591L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       367 | NS      | $1838.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Werner Enterprises, Inc.                         | Werner Enterprises, Inc.                         | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     11439 | NS      | $460534.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                        | The Western Union Company                        | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     47533 | NS      | $654529.41    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group, Inc.                              | Triumph Group, Inc.                              | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     12925 | NS      | $135971.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc.                            | Univar Solutions Inc.                            | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     28051 | NS      | $892019.42    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings, Inc.                   | Spectrum Brands Holdings, Inc.                   | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      6436 | NS      | $392081.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                        | Strategic Education, Inc.                        | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      3521 | NS      | $275764.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Westwood Holdings Group, Inc.                    | Westwood Holdings Group, Inc.                    | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2057 | NS      | $22902.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group, Inc.                                | Weyco Group, Inc.                                | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |      2104 | NS      | $44520.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corporation                 | Big 5 Sporting Goods Corporation                 | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |      2721 | NS      | $24026.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                             | Blue Foundry Bancorp                             | CUSIP: 09549B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4970 | NS      | $63864.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilly's, Inc.                                    | Tilly's, Inc.                                    | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5070 | NS      | $45883.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Timberland Bancorp, Inc.                         | Timberland Bancorp, Inc.                         | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1943 | NS      | $66314.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                       | Xerox Holdings Corporation                       | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     29073 | NS      | $424465.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc.                                       | Xperi Inc.                                       | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1497 | NS      | $12890.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                               | The Timken Company                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     11846 | NS      | $837156.82    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                   | TopBuild Corp.                                   | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      3424 | NS      | $535821.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corporation                    | Universal Display Corporation                    | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7237 | NS      | $781885.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc.                       | Universal Electronics Inc.                       | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      3389 | NS      | $70525.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corporation                               | CorVel Corporation                               | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3175 | NS      | $461422.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Culp, Inc.                                       | Culp, Inc.                                       | CUSIP: 230215105<br>LEI: 549300BIJZDD8EVS1U89 | Long             | EC               | CORP              | US        |      1965 | NS      | $9019.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc.                             | Douglas Elliman Inc.                             | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     20964 | NS      | $85325.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Draftkings Inc.                                  | Draftkings Inc.                                  | CUSIP: 26142V105<br>LEI: 5493008P45UYYL683Z97 | Long             | EC               | CORP              | US        |      1873 | NS      | $21333.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Valley National Bancorp                          | Valley National Bancorp                          | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     81371 | NS      | $920306.01    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore, Inc.                               | W&T Offshore, Inc.                               | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     36300 | NS      | $202554.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc.                                     | Enhabit Inc.                                     | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6858 | NS      | $90251.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equillium, Inc.                                  | Equillium, Inc.                                  | CUSIP: 29446K106<br>LEI: 549300OC7SSPSNNGHE64 | Long             | EC               | CORP              | US        |       780 | NS      | $858.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Gates Industrial Corporation PLC                 | Gates Industrial Corporation PLC                 | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |     38474 | NS      | $438988.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Affimed N.V.                                     | Affimed N.V.                                     | CUSIP: N/A<br>LEI: 5493004V4FSXT1D04610       | Long             | EC               | CORP              | NL        |      5756 | NS      | $7137.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TowneBank                                        | TowneBank                                        | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     10619 | NS      | $327489.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U, Inc.                                         | 2U, Inc.                                         | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     10557 | NS      | $66192.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Pharmaceuticals, Inc.                      | Xeris Pharmaceuticals, Inc.                      | CUSIP: N/A<br>LEI: 5493001EPAB2LX05WW18       | Long             | EC               | CORP              | US        |     13732 | NS      | $4885.85      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Uranium Energy Corp.                             | Uranium Energy Corp.                             | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |      7066 | NS      | $27416.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                              | Visteon Corporation                              | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      4736 | NS      | $619610.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R Block, Inc.                                | H & R Block, Inc.                                | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     25372 | NS      | $926331.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadwind Inc.                                   | Broadwind Inc.                                   | CUSIP: 11161T207<br>LEI: 529900ATI5MMWNW41F84 | Long             | EC               | CORP              | US        |      1879 | NS      | $3363.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings, Inc.                      | DoubleVerify Holdings, Inc.                      | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16223 | NS      | $356257.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics, Inc.                           | Douglas Dynamics, Inc.                           | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |      5893 | NS      | $213090.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Vita Coco Company, Inc.                      | The Vita Coco Company, Inc.                      | CUSIP: 92846Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3718 | NS      | $51382.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                              | Vontier Corporation                              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     25016 | NS      | $483559.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                             | Voya Financial, Inc.                             | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       701 | NS      | $43104.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                          | John Wiley & Sons, Inc.                          | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      7779 | NS      | $311626.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenon Pharmaceuticals Inc.                       | Xenon Pharmaceuticals Inc.                       | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |      7739 | NS      | $305148.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| X4 Pharmaceuticals Inc.                          | X4 Pharmaceuticals Inc.                          | CUSIP: 98420X103<br>LEI: 549300R0UFVPXWP86U94 | Long             | EC               | CORP              | US        |      4974 | NS      | $4939.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                           | CRISPR Therapeutics AG                           | CUSIP: N/A<br>LEI: 506700O6IRRIQLT3W370       | Long             | EC               | CORP              | CH        |     12841 | NS      | $521986.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Services (Ireland) Limited      | Ardmore Shipping Services (Ireland) Limited      | CUSIP: N/A<br>LEI: 549300J8HD7K6BHD8O28       | Long             | EC               | CORP              | MH        |     11230 | NS      | $161824.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International, Inc.                          | CRA International, Inc.                          | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1838 | NS      | $225026.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                            | Cal-Maine Foods, Inc.                            | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      7308 | NS      | $397920.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EngageSmart, Inc.                                | EngageSmart, Inc.                                | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8608 | NS      | $151500.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corporation           | Entravision Communications Corporation           | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     16125 | NS      | $77400.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet, Inc.                                  | Envestnet, Inc.                                  | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |      8398 | NS      | $518156.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote, Inc.                                  | EverQuote, Inc.                                  | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6494 | NS      | $95721.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corporation                    | Strattec Security Corporation                    | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |       849 | NS      | $17446.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties Inc.                          | Stratus Properties Inc.                          | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |      1985 | NS      | $38290.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies, Inc.                          | FARO Technologies, Inc.                          | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |      5170 | NS      | $152049.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation        | Federal Agricultural Mortgage Corporation        | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |      1739 | NS      | $196002.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy, Inc.                            | FuelCell Energy, Inc.                            | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |     63127 | NS      | $175493.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulgent Genetics, Inc.                           | Fulgent Genetics, Inc.                           | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      5091 | NS      | $151609.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts, Inc.                         | Full House Resorts, Inc.                         | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |      9770 | NS      | $73470.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                             | Globus Medical, Inc.                             | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      4245 | NS      | $315276.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings, Inc.                      | Hertz Global Holdings, Inc.                      | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     11988 | NS      | $184495.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hingham Institute for Savings                | The Hingham Institute for Savings                | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |       637 | NS      | $175786.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp, Inc.                            | Horizon Bancorp, Inc.                            | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     11836 | NS      | $178486.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc.                                      | Kforce Inc.                                      | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      2999 | NS      | $164435.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc.                                    | Cars.com Inc.                                    | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     17850 | NS      | $245794.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolphin Entertainment, LLC                       | Dolphin Entertainment, LLC                       | CUSIP: 25686H209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2274 | NS      | $4115.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                     | Stride, Inc.                                     | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      7041 | NS      | $220242.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co.                                  | Tejon Ranch Co.                                  | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |      6901 | NS      | $130014.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Formfactor, Inc.                                 | Formfactor, Inc.                                 | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     12867 | NS      | $286033.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group, Inc.                            | Franchise Group, Inc.                            | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |      6556 | NS      | $156163.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Telephone and Data Systems, Inc.                 | Telephone and Data Systems, Inc.                 | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18320 | NS      | $192176.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Company                                  | Tennant Company                                  | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      2861 | NS      | $176151.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology, Inc.                            | Avid Technology, Inc.                            | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      7546 | NS      | $200648.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corporation                                | Brady Corporation                                | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      7708 | NS      | $363046.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen, Inc.                                   | Precigen, Inc.                                   | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |      5958 | NS      | $9056.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision Biosciences, Inc.                      | Precision Biosciences, Inc.                      | CUSIP: 74019P108<br>LEI: 549300I5QGRS3BLHZH41 | Long             | EC               | CORP              | US        |     11825 | NS      | $14071.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.              | World Wrestling Entertainment, Inc.              | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      6205 | NS      | $425166.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                              | YETI Holdings, Inc.                              | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     10628 | NS      | $439042.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.                | First Interstate BancSystem, Inc.                | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     17389 | NS      | $672084.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares, Inc.                       | First Mid Bancshares, Inc.                       | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4862 | NS      | $155972.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bank                              | Atlantic Union Bank                              | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12478 | NS      | $438476.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corporation                  | Atlanticus Holdings Corporation                  | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4327 | NS      | $113367.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares, Inc.                     | Bridgewater Bancshares, Inc.                     | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      7632 | NS      | $135391.68    | 0.03%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.           | Bright Horizons Family Solutions, Inc.           | CUSIP: 109194100<br>LEI: 254900BHOU40CFNXWQ75 | Long             | EC               | CORP              | US        |      6650 | NS      | $419615.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corporation                           | 1st Source Corporation                           | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4313 | NS      | $228977.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First United Corporation                         | First United Corporation                         | CUSIP: 33741H107<br>LEI: 549300G54QPXQLB4KN58 | Long             | EC               | CORP              | US        |       489 | NS      | $9608.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals, Inc.                   | Zentalis Pharmaceuticals, Inc.                   | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1538 | NS      | $30975.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                      | Axalta Coating Systems Ltd.                      | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     33765 | NS      | $859994.55    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                 | GATX Corporation                                 | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      6127 | NS      | $651545.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corporation                              | Glaukos Corporation                              | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      6579 | NS      | $287370.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                         | Group 1 Automotive, Inc.                         | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      2682 | NS      | $483752.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.                | The Hanover Insurance Group, Inc.                | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      5955 | NS      | $804699.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                                  | Cable One, Inc.                                  | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       126 | NS      | $89694.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                | Cabot Corporation                                | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      9794 | NS      | $654630.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                                 | BankUnited, Inc.                                 | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     13887 | NS      | $471741.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                        | Box, Inc.                                        | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     23808 | NS      | $741143.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                         | FirstCash Holdings, Inc.                         | CUSIP: 33768G107<br>LEI: 549300V2X3UU7K0DG350 | Long             | EC               | CORP              | US        |      8272 | NS      | $718919.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks, Inc.                                 | Freshworks, Inc.                                 | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |      1599 | NS      | $23521.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Healthstream, Inc.                               | Healthstream, Inc.                               | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      9399 | NS      | $233471.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings, Inc.                               | IES Holdings, Inc.                               | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      5456 | NS      | $194069.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Propetro Holding Corp.                           | Propetro Holding Corp.                           | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22207 | NS      | $230286.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra Operating Company, Inc.                 | Proterra Operating Company, Inc.                 | CUSIP: 74374T109<br>LEI: 549300KN6Y54A0I8GX14 | Long             | EC               | CORP              | US        |      7154 | NS      | $26970.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GXO Logistics Inc.                               | GXO Logistics Inc.                               | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     11144 | NS      | $475737.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co.                               | Generation Bio Co.                               | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3812 | NS      | $14981.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corporation                               | iRobot Corporation                               | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      5103 | NS      | $245607.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Koss Corporation                                 | Koss Corporation                                 | CUSIP: 500692108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       698 | NS      | $3406.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferroglobe PLC                                   | Ferroglobe PLC                                   | CUSIP: N/A<br>LEI: 2138005GCFJACFTZUD90       | Long             | EC               | CORP              | GB        |     37392 | NS      | $143959.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altisource Portfolio Solutions S.A.              | Altisource Portfolio Solutions S.A.              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |      2138 | NS      | $20225.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Intelsat Inflight LLC                            | Intelsat Inflight LLC                            | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     14317 | NS      | $211318.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Resource Corporation                        | Gold Resource Corporation                        | CUSIP: 38068T105<br>LEI: 5299006MQBYLDAOI2D32 | Long             | EC               | CORP              | US        |     18073 | NS      | $27651.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech, Inc.                            | Krystal Biotech, Inc.                            | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      4023 | NS      | $318702.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries, Inc.               | Kulicke and Soffa Industries, Inc.               | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     10394 | NS      | $460038.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corporation                           | Glatfelter Corporation                           | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |     10692 | NS      | $29723.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc.                               | Herc Holdings Inc.                               | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      5138 | NS      | $676006.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphite Bio, Inc.                               | Graphite Bio, Inc.                               | CUSIP: 38870X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4212 | NS      | $13983.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial, Inc.                              | HBT Financial, Inc.                              | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      6666 | NS      | $130453.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Industries, Inc.                        | Lakeland Industries, Inc.                        | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |      1600 | NS      | $21280.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education, Inc.                         | Laureate Education, Inc.                         | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     28897 | NS      | $277989.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc.                      | Huron Consulting Group Inc.                      | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      3443 | NS      | $249961.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corporation                                  | IDT Corporation                                  | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      6850 | NS      | $192964.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                               | MP Materials Corp.                               | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21183 | NS      | $514323.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mine Safety Appliances Company, LLC              | Mine Safety Appliances Company, LLC              | CUSIP: 553498106<br>LEI: 549300ZG8DNJXBML4F23 | Long             | EC               | CORP              | US        |      6046 | NS      | $871772.74    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.         | Heidrick & Struggles International, Inc.         | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      5637 | NS      | $157666.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne, Inc.                          | Helmerich & Payne, Inc.                          | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     16251 | NS      | $805562.07    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Spinco Inc.                                  | IAA Spinco Inc.                                  | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     18769 | NS      | $750760.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                           | Ingredion Incorporated                           | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     10683 | NS      | $1046186.19   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Maui Land & Pineapple Company, Inc.              | Maui Land & Pineapple Company, Inc.              | CUSIP: 577345101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1034 | NS      | $9740.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corporation                               | Neogen Corporation                               | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     15540 | NS      | $236674.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden, Ltd.                              | Steven Madden, Ltd.                              | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     13419 | NS      | $428871.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corporation                   | Magnolia Oil & Gas Corporation                   | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32842 | NS      | $770144.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Lovesac Company                              | The Lovesac Company                              | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2475 | NS      | $54474.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnachip Semiconductor Corporation              | Magnachip Semiconductor Corporation              | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |     11986 | NS      | $112548.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group, Inc.                              | Mistras Group, Inc.                              | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5760 | NS      | $28396.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc.                                   | ModivCare Inc.                                   | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      2265 | NS      | $203238.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regenxbio Inc.                                   | Regenxbio Inc.                                   | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      8481 | NS      | $192349.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                      | Zumiez Inc.                                      | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      4007 | NS      | $87112.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Company                                 | Moelis & Company                                 | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      9676 | NS      | $371268.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24, Inc.                                       | ON24, Inc.                                       | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8702 | NS      | $75098.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MeridianLink, Inc.                               | MeridianLink, Inc.                               | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       669 | NS      | $9185.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nov Inc.                                         | Nov Inc.                                         | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     15952 | NS      | $333237.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corporation                         | Open Lending Corporation                         | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12668 | NS      | $85509.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Park-Ohio Holdings Corp.                         | Park-Ohio Holdings Corp.                         | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3177 | NS      | $38854.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                              | Navient Corporation                              | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     24434 | NS      | $401939.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                       | Par Pacific Holdings, Inc.                       | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     11272 | NS      | $262074.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Bancorp Inc.                           | Provident Bancorp Inc.                           | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1267 | NS      | $9223.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic, Inc.                                   | PubMatic, Inc.                                   | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8751 | NS      | $112100.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaia, Inc.                                       | Gaia, Inc.                                       | CUSIP: 36269P104<br>LEI: 529900QUX8SBA2D93M92 | Long             | EC               | CORP              | US        |      3495 | NS      | $8318.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallmark Financial Services, Inc.                | Hallmark Financial Services, Inc.                | CUSIP: 40624Q203<br>LEI: 549300QVZIZ17RUE4C20 | Long             | EC               | CORP              | US        |      1830 | NS      | $1069.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Financial Group, Inc.                     | Summit Financial Group, Inc.                     | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3289 | NS      | $81863.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials, Inc.                           | Summit Materials, Inc.                           | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     20591 | NS      | $584578.49    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                         | Patrick Industries, Inc.                         | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      3956 | NS      | $239733.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc.                | Prestige Consumer Healthcare Inc.                | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8610 | NS      | $538986.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Technologies Corp.                | Park Aerospace Technologies Corp.                | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |      5352 | NS      | $71770.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paya Holdings Inc.                               | Paya Holdings Inc.                               | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20208 | NS      | $159036.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                           | Hayward Holdings, Inc.                           | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11760 | NS      | $110544.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.                  | Healthcare Services Group, Inc.                  | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     15325 | NS      | $183900.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp, Inc.                 | New York Community Bancorp, Inc.                 | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    112770 | NS      | $969822.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                             | Old National Bancorp                             | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     47868 | NS      | $860666.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hometrust Bancshares, Inc.                       | Hometrust Bancshares, Inc.                       | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1134 | NS      | $27408.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                   | Ironwood Pharmaceuticals, Inc.                   | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     22527 | NS      | $279109.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                     | Qualys, Inc.                                     | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      6819 | NS      | $765296.37    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Incorporated                        | RBC Bearings Incorporated                        | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       419 | NS      | $87717.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Limited                 | Genco Shipping & Trading Limited                 | CUSIP: N/A<br>LEI: 5493003MBZ5GU8QHXZ58       | Long             | EC               | CORP              | MH        |     12009 | NS      | $184458.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center, Inc.                              | Rent-A-Center, Inc.                              | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      9074 | NS      | $204618.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus, Inc.                           | Simulations Plus, Inc.                           | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4625 | NS      | $169136.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp, Inc.                         | Old Second Bancorp, Inc.                         | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      7475 | NS      | $119899.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corporation                       | PAR Technology Corporation                       | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |      3647 | NS      | $95077.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Issuer Direct Corporation                        | Issuer Direct Corporation                        | CUSIP: 46520M204<br>LEI: 894500M5FGGV3CFQ8F15 | Long             | EC               | CORP              | US        |       867 | NS      | $21709.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iteris, Inc.                                     | Iteris, Inc.                                     | CUSIP: 46564T107<br>LEI: 549300HHWPIES6047045 | Long             | EC               | CORP              | US        |      8019 | NS      | $24939.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group, Inc.                   | Sinclair Broadcast Group, Inc.                   | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |      8759 | NS      | $135852.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp.                            | Sitio Royalties Corp.                            | CUSIP: 82983N108<br>LEI: 549300OILIONON7XK623 | Long             | EC               | CORP              | US        |      7616 | NS      | $219721.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                | Terex Corporation                                | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     10715 | NS      | $457744.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                            | Thor Industries, Inc.                            | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      9163 | NS      | $691714.87    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                       | Peabody Energy Corporation                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     20722 | NS      | $547475.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics, Inc.                                 | Photronics, Inc.                                 | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      3193 | NS      | $53738.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers U.S.A., Inc.                            | Skechers U.S.A., Inc.                            | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     21745 | NS      | $912202.75    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Springworks Therapeutics, Inc.                   | Springworks Therapeutics, Inc.                   | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5200 | NS      | $135252.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Bancorp, Inc.                           | Sterling Bancorp, Inc.                           | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4580 | NS      | $27892.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc.                                | StoneX Group Inc.                                | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      3594 | NS      | $342508.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries, Inc.                    | Tootsie Roll Industries, Inc.                    | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      6310 | NS      | $268605.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Limited                     | OneSpaWorld Holdings Limited                     | CUSIP: N/A<br>LEI: 5493007W8PZ8W6UC2X76       | Long             | EC               | CORP              | BS        |     16156 | NS      | $150735.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings, Inc.                             | Thryv Holdings, Inc.                             | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8848 | NS      | $168112.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat, Inc.                                   | Transcat, Inc.                                   | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |      1898 | NS      | $134511.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc.                           | Sage Therapeutics Inc.                           | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     10026 | NS      | $382391.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aravas Inc.                                      | Aravas Inc.                                      | CUSIP: 805111101<br>LEI: 5493002JO0WM3YMJXG33 | Long             | EC               | CORP              | US        |      2226 | NS      | $3450.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iteos Therapeutics Inc.                          | Iteos Therapeutics Inc.                          | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1210 | NS      | $23631.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JNL Government Money Market Fund                 | JNL Government Money Market Fund                 | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2167224 | NS      | $2167223.93   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Lease Finance Corporation                 | Willis Lease Finance Corporation                 | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |       339 | NS      | $20004.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping Inc.                         | Eagle Bulk Shipping Inc.                         | CUSIP: N/A<br>LEI: 549300EC4INNZBWR8W37       | Long             | EC               | CORP              | MH        |      3210 | NS      | $160307.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International, Inc.                      | Kimball International, Inc.                      | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |     10278 | NS      | $66807.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingstone Companies, Inc.                        | Kingstone Companies, Inc.                        | CUSIP: 496719105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1409 | NS      | $1902.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring, Inc.                                | LL Flooring, Inc.                                | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6731 | NS      | $37828.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Company                       | Marcus & Millichap Company                       | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      6758 | NS      | $232813.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirkland's, Inc.                                 | Kirkland's, Inc.                                 | CUSIP: 497498105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2423 | NS      | $7995.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kymera Therapeutics, Inc.                        | Kymera Therapeutics, Inc.                        | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5951 | NS      | $148536.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Marcus Corporation                           | The Marcus Corporation                           | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      6697 | NS      | $96369.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc.                  | NexTier Oilfield Solutions Inc.                  | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     46485 | NS      | $429521.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical, Inc.                        | Lifecore Biomedical, Inc.                        | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |      8407 | NS      | $54477.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies, Inc.                | Napco Security Technologies, Inc.                | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      9127 | NS      | $250809.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corporation                           | Ranger Oil Corporation                           | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |      1383 | NS      | $55914.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                | PennyMac Financial Services, Inc.                | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      8700 | NS      | $492942.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwood Financial Corp.                          | Norwood Financial Corp.                          | CUSIP: 669549107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1622 | NS      | $54239.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osi Systems, Inc.                                | Osi Systems, Inc.                                | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      3128 | NS      | $248738.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                         | Chord Energy Corporation                         | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      6734 | NS      | $921304.97    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.                  | Oceaneering International, Inc.                  | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     20532 | NS      | $359104.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Pennant Group, Inc.                          | The Pennant Group, Inc.                          | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |      8412 | NS      | $92363.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail, Inc.                              | Qurate Retail, Inc.                              | CUSIP: 74915M308<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EP               | CORP              | US        |       153 | NS      | $5241.78      | 0.00%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  1 | On Loan: No      |
| Old Republic International Corporation           | Old Republic International Corporation           | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      6391 | NS      | $154342.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics, Inc.                          | Radiant Logistics, Inc.                          | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |     12299 | NS      | $62601.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health LLC                                | Sotera Health LLC                                | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25382 | NS      | $211432.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial, Inc.                     | South Plains Financial, Inc.                     | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      3416 | NS      | $94042.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southstate Corporation                           | Southstate Corporation                           | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     12571 | NS      | $959921.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares, Inc.                  | Southern First Bancshares, Inc.                  | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2143 | NS      | $98042.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rafael Holdings, Inc.                            | Rafael Holdings, Inc.                            | CUSIP: 75062E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4149 | NS      | $7758.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corporation                              | SP Plus Corporation                              | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |      5915 | NS      | $205368.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                       | Ultra Clean Holdings, Inc.                       | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      7226 | NS      | $239541.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc.                   | Ultragenyx Pharmaceutical Inc.                   | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      3753 | NS      | $173876.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                               | SPS Commerce, Inc.                               | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      5438 | NS      | $698402.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Saga Communications, Inc.                        | Saga Communications, Inc.                        | CUSIP: 786598300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       282 | NS      | $6655.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                            | Universal Corporation                            | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      4359 | NS      | $230198.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings, Inc.               | Universal Insurance Holdings, Inc.               | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      8332 | NS      | $88235.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics, Inc.                       | Voyager Therapeutics, Inc.                       | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |      7018 | NS      | $42809.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                   | Wintrust Financial Corporation                   | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     10408 | NS      | $879684.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company            | Shenandoah Telecommunications Company            | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     11743 | NS      | $186478.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ShotSpotter, Inc.                                | ShotSpotter, Inc.                                | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |      2156 | NS      | $72937.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corporation                           | SolarWinds Corporation                           | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14743 | NS      | $137994.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies, Inc.                           | UFP Technologies, Inc.                           | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      2008 | NS      | $236723.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                        | UMB Financial Corporation                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      8167 | NS      | $682107.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| U. S. Physical Therapy, Inc.                     | U. S. Physical Therapy, Inc.                     | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      2060 | NS      | $166921.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Xpress Enterprises, Inc.                    | U.S. Xpress Enterprises, Inc.                    | CUSIP: 90338N202<br>LEI: 549300NXY19K1OZN4915 | Long             | EC               | CORP              | US        |      7188 | NS      | $13010.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultralife Corporation                            | Ultralife Corporation                            | CUSIP: 903899102<br>LEI: 529900NVAFLKA00F3U05 | Long             | EC               | CORP              | US        |      2646 | NS      | $10213.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                          | United Bankshares, Inc.                          | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     24074 | NS      | $974756.26    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Limited                            | Helen of Troy Limited                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      4056 | NS      | $449850.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                            | MeiraGTx Holdings plc                            | CUSIP: N/A<br>LEI: 54930007YV6NYIOGFZ57       | Long             | EC               | CORP              | KY        |     10741 | NS      | $70031.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                          | Signet Jewelers Limited                          | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | JE        |      7817 | NS      | $531556.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo Public Limited Company                   | Trinseo Public Limited Company                   | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | IE        |      5433 | NS      | $123383.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Industries International, Inc.          | Superior Industries International, Inc.          | CUSIP: 868168105<br>LEI: 54930065O5ZIQD1F8U04 | Long             | EC               | CORP              | US        |      4700 | NS      | $19834.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Companies, Inc.                | Superior Group of Companies, Inc.                | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |      3449 | NS      | $34696.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.                   | Supernus Pharmaceuticals, Inc.                   | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      9104 | NS      | $324739.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics, Inc.                                  | Surmodics, Inc.                                  | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      3829 | NS      | $130645.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma, Inc.                            | Sutro Biopharma, Inc.                            | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     12921 | NS      | $104401.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TESSCO Technologies Incorporated                 | TESSCO Technologies Incorporated                 | CUSIP: 872386107<br>LEI: 254900BNVQFBKCIOE491 | Long             | EC               | CORP              | US        |       500 | NS      | $2410.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc.                         | Privia Health Group Inc.                         | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10906 | NS      | $247675.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                              | PROG Holdings, Inc.                              | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     10903 | NS      | $184151.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPhase Labs, Inc.                              | ProPhase Labs, Inc.                              | CUSIP: 74345W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2951 | NS      | $28418.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Quest Resource Holding Corporation               | Quest Resource Holding Corporation               | CUSIP: 74836W203<br>LEI: 54930088J62L2GTB0F58 | Long             | EC               | CORP              | US        |      1500 | NS      | $9165.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics, Inc.                         | Relay Therapeutics, Inc.                         | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16017 | NS      | $239293.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Relmada Therapeutics, Inc.                       | Relmada Therapeutics, Inc.                       | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |      5202 | NS      | $18154.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                                 | ScanSource, Inc.                                 | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      7655 | NS      | $223679.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                   | The Scotts Miracle-Gro Company                   | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      6185 | NS      | $300529.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure, Inc.            | Solaris Oilfield Infrastructure, Inc.            | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      9739 | NS      | $96708.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corporation                              | Winmark Corporation                              | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       897 | NS      | $211539.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corporation PLC                 | Caledonia Mining Corporation PLC                 | CUSIP: N/A<br>LEI: 21380093ZBI4BFM75Y51       | Long             | EC               | CORP              | JE        |      1842 | NS      | $22859.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Limited            | Alpha and Omega Semiconductor Limited            | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |      6986 | NS      | $199590.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corporation Public Limited Company      | Prothena Corporation Public Limited Company      | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |      7331 | NS      | $441692.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequency Therapeutics, Inc.                     | Frequency Therapeutics, Inc.                     | CUSIP: 35803L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1252 | NS      | $4820.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                                  | Frontdoor, Inc.                                  | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     11702 | NS      | $243401.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics, Inc.                       | Fulcrum Therapeutics, Inc.                       | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7415 | NS      | $53981.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Company                          | Hallador Energy Company                          | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |      8501 | NS      | $84924.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                            | Home BancShares, Inc.                            | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34613 | NS      | $788830.27    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide, Inc.                           | Kronos Worldwide, Inc.                           | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |     11083 | NS      | $104180.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                     | MasTec, Inc.                                     | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     11573 | NS      | $987524.09    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                        | Matador Resources Company                        | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     17481 | NS      | $1000612.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Holdings U.S. Inc.                       | Bristow Holdings U.S. Inc.                       | CUSIP: 11040G103<br>LEI: 5OR64DV4VUQ8NW3R8C06 | Long             | EC               | CORP              | US        |      7388 | NS      | $200436.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Byrna Technologies Inc.                          | Byrna Technologies Inc.                          | CUSIP: 12448X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1284 | NS      | $10066.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                       | Tandem Diabetes Care, Inc.                       | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |       949 | NS      | $42657.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                            | Texas Roadhouse, Inc.                            | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     10159 | NS      | $923961.05    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                      | Sonos, Inc.                                      | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     20253 | NS      | $342275.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp, Inc.                  | Southern Missouri Bancorp, Inc.                  | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2591 | NS      | $118745.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                     | Southwest Gas Holdings, Inc.                     | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10341 | NS      | $639901.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic, Inc.                                 | Sumo Logic, Inc.                                 | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |     21553 | NS      | $174579.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corporation                        | TFS Financial Corporation                        | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28449 | NS      | $409950.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America, Inc.                   | TravelCenters of America, Inc.                   | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      3224 | NS      | $144370.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                     | United Community Banks, Inc.                     | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     18155 | NS      | $613639.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UTZ Brands, Inc.                                 | UTZ Brands, Inc.                                 | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2333 | NS      | $37001.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                 | Virtus Investment Partners, Inc.                 | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      1210 | NS      | $231642.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of N.T. Butterfield & Son Limited (The)     | Bank of N.T. Butterfield & Son Limited (The)     | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |      9600 | NS      | $286176.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Pharmaceutical Holding Company Ltd.     | Biohaven Pharmaceutical Holding Company Ltd.     | CUSIP: N/A<br>LEI: 5299007STZTNN32O9920       | Long             | EC               | CORP              | VG        |        98 | NS      | $1360.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioceres Crop Solutions Corp.                    | Bioceres Crop Solutions Corp.                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1700 | NS      | $20451.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Del Monte Fresh Produce Company                  | Del Monte Fresh Produce Company                  | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |      8269 | NS      | $216565.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Limited                                  | Paysafe Limited                                  | CUSIP: N/A<br>LEI: 894500TDMZ4S0F5X0Z61       | Long             | EC               | CORP              | BM        |       335 | NS      | $4653.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corporation                    | Credit Acceptance Corporation                    | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       597 | NS      | $283216.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Cutera, Inc.                                     | Cutera, Inc.                                     | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |      2816 | NS      | $124523.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratasys, Inc.                                  | Stratasys, Inc.                                  | CUSIP: N/A<br>LEI: 529900MU215GIP9SZ741       | Long             | EC               | CORP              | IL        |     13811 | NS      | $163798.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings, Inc.                               | DHT Holdings, Inc.                               | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |     32954 | NS      | $292631.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneti Inc.                                       | Eneti Inc.                                       | CUSIP: N/A<br>LEI: 549300MHZ4YKRPGBH616       | Long             | EC               | CORP              | MH        |      1893 | NS      | $19024.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc.                                  | DMC Global Inc.                                  | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      3600 | NS      | $69984.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Apparel, Inc.                              | Delta Apparel, Inc.                              | CUSIP: 247368103<br>LEI: 549300YCES15WEDS8Z04 | Long             | EC               | CORP              | US        |      1897 | NS      | $20127.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Duckhorn Portfolio Inc.                      | The Duckhorn Portfolio Inc.                      | CUSIP: 26414D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14991 | NS      | $248400.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy, Inc.                          | Earthstone Energy, Inc.                          | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |     19198 | NS      | $273187.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The St. Joe Company                              | The St. Joe Company                              | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     10668 | NS      | $412318.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Salem Media Group, Inc.                          | Salem Media Group, Inc.                          | CUSIP: 794093104<br>LEI: 549300CTHBTS2MIXZL54 | Long             | EC               | CORP              | US        |      2667 | NS      | $2800.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                           | Scholastic Corporation                           | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5087 | NS      | $200733.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The E.W. Scripps Company                         | The E.W. Scripps Company                         | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     14508 | NS      | $191360.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines                                  | Spirit Airlines                                  | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |     14163 | NS      | $275895.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                       | Super Micro Computer, Inc.                       | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      8214 | NS      | $674369.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                                | TripAdvisor, Inc.                                | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     18044 | NS      | $324431.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VBI Vaccines (Delaware) Inc.                     | VBI Vaccines (Delaware) Inc.                     | CUSIP: 91822J103<br>LEI: 52990076U5YRLVGDJE40 | Long             | EC               | CORP              | CA        |     10853 | NS      | $4244.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ViewRay, Inc.                                    | ViewRay, Inc.                                    | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |     42195 | NS      | $189033.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation           | Zurn Elkay Water Solutions Corporation           | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     24482 | NS      | $517794.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging S.A.                      | Ardagh Metal Packaging S.A.                      | CUSIP: N/A<br>LEI: 5493009WKQTU4FN9G032       | Long             | EC               | CORP              | LU        |      1836 | NS      | $8831.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                       | Liberty Latin America Ltd.                       | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |     29061 | NS      | $220863.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings, S.A.                              | Copa Holdings, S.A.                              | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Long             | EC               | CORP              | PA        |      4056 | NS      | $337337.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Milestone Pharmaceuticals Inc.                   | Milestone Pharmaceuticals Inc.                   | CUSIP: 59935V107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1661 | NS      | $6577.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals, Inc.                     | NGM Biopharmaceuticals, Inc.                     | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |     11869 | NS      | $59582.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc.                              | Everi Holdings Inc.                              | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     11897 | NS      | $170721.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                              | Flowers Foods, Inc.                              | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     34795 | NS      | $1000008.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                            | Glacier Bancorp, Inc.                            | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     18542 | NS      | $916345.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GBLI Holdings, LLC                               | GBLI Holdings, LLC                               | CUSIP: 37959R103<br>LEI: 549300KNR55WEKSPTK65 | Long             | EC               | CORP              | US        |      1382 | NS      | $32214.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greene County Bancorp, MHC                       | Greene County Bancorp, MHC                       | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1074 | NS      | $61669.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                               | HealthEquity, Inc.                               | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     11408 | NS      | $703189.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                     | Neurocrine Biosciences, Inc.                     | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       172 | NS      | $20543.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuronetics, Inc.                                | Neuronetics, Inc.                                | CUSIP: 64131A105<br>LEI: 549300T0911ILTTG7P06 | Long             | EC               | CORP              | US        |      7003 | NS      | $48110.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp.                                      | Nevro Corp.                                      | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |      1660 | NS      | $65736.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                        | Nexstar Media Group, Inc.                        | CUSIP: 65336K103<br>LEI: 5493006PK6I4I2OOT688 | Long             | EC               | CORP              | US        |      3395 | NS      | $594226.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| One Gas, Inc.                                    | One Gas, Inc.                                    | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      8518 | NS      | $644982.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.                | Pinnacle Financial Partners, Inc.                | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      8531 | NS      | $626175.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                               | Hexcel Corporation                               | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     12827 | NS      | $754868.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International, Inc.                          | ICF International, Inc.                          | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      2976 | NS      | $294772.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc.                             | Jack in the Box Inc.                             | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      3768 | NS      | $257090.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                      | JetBlue Airways Corporation                      | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     51557 | NS      | $334089.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corporation               | John Bean Technologies Corporation               | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      5423 | NS      | $495282.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc.                            | Johnson Outdoors Inc.                            | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2428 | NS      | $160539.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Luna Innovations Incorporated                    | Luna Innovations Incorporated                    | CUSIP: 550351100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7713 | NS      | $67797.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                     | Polaris Inc.                                     | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      4110 | NS      | $415110.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                      | RBB Bancorp                                      | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |      5233 | NS      | $109108.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings, Inc.                   | RCI Hospitality Holdings, Inc.                   | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |      2154 | NS      | $200731.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dwight A. Walker Real Estate, Inc.               | Dwight A. Walker Real Estate, Inc.               | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      5171 | NS      | $96387.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                       | Resideo Technologies, Inc.                       | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     21953 | NS      | $361126.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival, Inc.                              | Shoe Carnival, Inc.                              | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7395 | NS      | $176814.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                           | Sonic Automotive, Inc.                           | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      4391 | NS      | $216344.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ponce Financial Group, Inc.                      | Ponce Financial Group, Inc.                      | CUSIP: 732344106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1404 | NS      | $13085.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                    | Popular, Inc.                                    | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     12179 | NS      | $807711.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Pharmaceuticals, Inc.                   | Spectrum Pharmaceuticals, Inc.                   | CUSIP: 84763A108<br>LEI: 549300COU30WSP3O5I07 | Long             | EC               | CORP              | US        |     30281 | NS      | $11158.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                             | Travel + Leisure Co.                             | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     13140 | NS      | $478296.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Bancorp, Inc.                            | Triumph Bancorp, Inc.                            | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      4669 | NS      | $228174.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                    | Wingstop Inc.                                    | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      3119 | NS      | $429236.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                | Portland General Electric Company                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     14704 | NS      | $720496.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                              | Post Holdings, Inc.                              | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     10179 | NS      | $918756.54    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy Inc.                                 | Ring Energy Inc.                                 | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |     18461 | NS      | $45414.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer, Inc.                                       | Seer, Inc.                                       | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6289 | NS      | $36476.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd.                         | Herbalife Nutrition Ltd.                         | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |     16999 | NS      | $252945.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corporation N.V.           | Sapiens International Corporation N.V.           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      9750 | NS      | $180180.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton Container International Limited           | Triton Container International Limited           | CUSIP: N/A<br>LEI: 549300O4LZFLCX53XZ54       | Long             | EC               | CORP              | BM        |     10934 | NS      | $752040.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| StarTek, Inc.                                    | StarTek, Inc.                                    | CUSIP: 85569C107<br>LEI: 549300ONES3WQ9KY7P17 | Long             | EC               | CORP              | US        |      6054 | NS      | $22702.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp, Inc.                        | Stock Yards Bancorp, Inc.                        | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      4819 | NS      | $313138.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Townsquare Media, Inc.                           | Townsquare Media, Inc.                           | CUSIP: 892231101<br>LEI: 549300XBA8C68H0DR538 | Long             | EC               | CORP              | US        |      3190 | NS      | $23127.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransAct Technologies Incorporated               | TransAct Technologies Incorporated               | CUSIP: 892918103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       214 | NS      | $1331.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corporation                    | Tupperware Brands Corporation                    | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |      9129 | NS      | $37794.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corporation                         | Turtle Beach Corporation                         | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      4068 | NS      | $29167.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Stainless & Alloy Products, Inc.       | Universal Stainless & Alloy Products, Inc.       | CUSIP: 913837100<br>LEI: 5493001OEIZDUGXZDE09 | Long             | EC               | CORP              | US        |      1055 | NS      | $7564.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy, Inc.                              | VAALCO Energy, Inc.                              | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     12899 | NS      | $58819.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco, Inc.                                   | WesBanco, Inc.                                   | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9827 | NS      | $363402.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorporation                       | Westamerica Bancorporation                       | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4113 | NS      | $242708.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western New England Bancorp, Inc.                | Western New England Bancorp, Inc.                | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |      4335 | NS      | $41009.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group, Inc.                              | Willdan Group, Inc.                              | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      3359 | NS      | $59958.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Industrial Services Group Inc.          | Williams Industrial Services Group Inc.          | CUSIP: 96951A104<br>LEI: CTDK3GGI58CIT29OJ228 | Long             | EC               | CORP              | US        |      1240 | NS      | $1264.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Ltd.                 | Pangaea Logistics Solutions Ltd.                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      7513 | NS      | $38691.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Company Public Limited Company           | Perrigo Company Public Limited Company           | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |     24692 | NS      | $841750.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AC Immune SA                                     | AC Immune SA                                     | CUSIP: N/A<br>LEI: 967600VLQ0ZC2HSOG765       | Long             | EC               | CORP              | CH        |      1663 | NS      | $3392.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                     | Grand Canyon Education, Inc.                     | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      5451 | NS      | $575952.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express, Inc.                          | Heartland Express, Inc.                          | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     12273 | NS      | $188267.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Primeenergy Resources Corporation                | Primeenergy Resources Corporation                | CUSIP: 74158E104<br>LEI: 9QMD37QNHRX1B7685Y44 | Long             | EC               | CORP              | US        |       104 | NS      | $9034.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                      | Sally Beauty Holdings, Inc.                      | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     20249 | NS      | $253517.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re, Ltd.                      | Greenlight Capital Re, Ltd.                      | CUSIP: N/A<br>LEI: 549300Q9HRIFA2BGHJ51       | Long             | EC               | CORP              | KY        |      6212 | NS      | $50627.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corporation              | American Superconductor Corporation              | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |      6837 | NS      | $25160.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics, Inc.                         | Anika Therapeutics, Inc.                         | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      3901 | NS      | $115469.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx, Inc.                                    | Ardelyx, Inc.                                    | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |     19327 | NS      | $55081.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                    | Asbury Automotive Group, Inc.                    | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      3575 | NS      | $640818.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                         | Bank OZK                                         | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     21138 | NS      | $846788.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply, Inc.                      | Beacon Roofing Supply, Inc.                      | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |     11872 | NS      | $626722.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                            | Bloomin' Brands, Inc.                            | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     13086 | NS      | $263290.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                      | Brighthouse Financial, Inc.                      | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     12623 | NS      | $647181.21    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group, Inc.                       | Destination XL Group, Inc.                       | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14113 | NS      | $95262.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine USA, Inc.                        | Digital Turbine USA, Inc.                        | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      5843 | NS      | $89047.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc.                                     | Ecovyst Inc.                                     | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17457 | NS      | $154669.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Bros. Co.                                 | Farmer Bros. Co.                                 | CUSIP: 307675108<br>LEI: 5493006PMLETBTVJ3262 | Long             | EC               | CORP              | US        |      4299 | NS      | $19818.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1stdibs.com, Inc.                                | 1stdibs.com, Inc.                                | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1665 | NS      | $8458.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Point Holdings, LLC                         | Five Point Holdings, LLC                         | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16309 | NS      | $37999.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluent Inc.                                      | Fluent Inc.                                      | CUSIP: 34380C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18220 | NS      | $19859.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harrow Health, Inc.                              | Harrow Health, Inc.                              | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6274 | NS      | $92604.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harte Hanks, Inc.                                | Harte Hanks, Inc.                                | CUSIP: 416196202<br>LEI: 549300J5W5N8Q3OYMS84 | Long             | EC               | CORP              | US        |      1200 | NS      | $13698.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ikonics Corporation                              | Ikonics Corporation                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       300 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Motorcar Parts of America, Inc.                  | Motorcar Parts of America, Inc.                  | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      5127 | NS      | $60806.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries, Inc.                           | Myers Industries, Inc.                           | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      9348 | NS      | $207806.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc.                                 | NBT Bancorp Inc.                                 | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7740 | NS      | $336070.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                             | Onto Innovation Inc.                             | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      8760 | NS      | $596468.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.                  | Papa John's International, Inc.                  | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      6618 | NS      | $544727.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp of North Carolina, Inc.          | Peoples Bancorp of North Carolina, Inc.          | CUSIP: 710577107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       450 | NS      | $14652.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express, Inc.                             | PetMed Express, Inc.                             | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |      5450 | NS      | $96465.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PFSweb, Inc.                                     | PFSweb, Inc.                                     | CUSIP: 717098206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5904 | NS      | $36309.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                     | ServisFirst Bancshares, Inc.                     | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10226 | NS      | $704673.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International Inc.                | Sunnova Energy International Inc.                | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |     19939 | NS      | $359101.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Twin Disc, Incorporated                          | Twin Disc, Incorporated                          | CUSIP: 901476101<br>LEI: 549300FR8EHCY14BLP32 | Long             | EC               | CORP              | US        |       727 | NS      | $7066.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                          | United Fire Group, Inc.                          | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6708 | NS      | $183530.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United-Guardian, Inc.                            | United-Guardian, Inc.                            | CUSIP: 910571108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       143 | NS      | $1487.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                           | Urban Outfitters, Inc.                           | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     16100 | NS      | $383985.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                        | Varex Imaging Corporation                        | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     11326 | NS      | $229917.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems, Inc.                            | Varonis Systems, Inc.                            | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      1689 | NS      | $40434.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.                   | Watts Water Technologies, Inc.                   | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      4645 | NS      | $679238.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                    | Webster Financial Corporation                    | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      2918 | NS      | $138138.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co. Ltd.                      | Consolidated Water Co. Ltd.                      | CUSIP: N/A<br>LEI: 5299001BMEW8X9VIJA73       | Long             | EC               | CORP              | KY        |      4301 | NS      | $63654.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer