# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-016954
**Filing Date:** 2023-1
**Character Count:** 210885
**Document Hash:** d6f22babf608acacb6b57cabfd87b551
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016954.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016954

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 23564341

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

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

## Series and Classes Contracts Data

### SIIT Small Cap II Fund (Series ID: S000036633)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000111997 | SIIT Small Cap II Fund - Class A | SECAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL INVESTMENTS TRUST

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIIT SMALL CAP II FUND

- **b. EDGAR series identifier (if any):** S000036633

- **c. LEI of Series:** NTFLJ7F30WAH9GWJ8H78

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $301569152.15

**Total Liabilities:** $7709262.53

**Net Assets:** $293859889.62

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111997 | 3.45%                | 12.14%               | -8.81%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1648412.97              | $8226948.41                                |
| Month 2  | $-498176.79              | $31779756.70                               |
| Month 3  | $106031.16               | $-25489560.23                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| POOL CORPORATION                                        | POOL CORP COMMON STOCK                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               |  | US        |      1892 | NS      | $623243.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL, INC.                                   | STAG INDUSTRIAL INC REIT                                  | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |     29947 | NS      | $985555.77    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO BRANDS CORPORATION                                 | ACCO BRANDS CORP COMMON STOCK                             | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               |  | US        |    325522 | NS      | $1813157.54   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| NICOLET BANKSHARES, INC.                                | NICOLET BANKSHARES INC COMMON STOCK                       | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               |  | US        |      3307 | NS      | $273555.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDWIDTH INC.                                          | BANDWIDTH INC-CLASS A COMMON STOCK                        | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               |  | US        |      3160 | NS      | $72237.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP.                       | ALGONQUIN POWER & UTILITIES COMMON STOCK                  | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               |  | US        |     40828 | NS      | $308251.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| OneWater Marine Inc                                     | ONEWATER MARINE INC-CL A COMMON STOCK                     | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               |  | US        |      8279 | NS      | $270640.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND BANCORP, INC.                                  | LAKELAND BANCORP INC COMMON STOCK                         | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               |  | US        |     14770 | NS      | $275903.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICO'S FAS, INC.                                       | CHICO'S FAS INC COMMON STOCK                              | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               |  | US        |     41910 | NS      | $246011.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC FIRST BANCORP, INC.                            | REPUBLIC FIRST BANCORP INC COMMON STOCK                   | CUSIP: 760416107<br>LEI: N/A                  | Long             | EC               |  | US        |     32039 | NS      | $81699.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp                                   | CAMBIUM NETWORKS CORP COMMON STOCK                        | CUSIP: G17766109<br>LEI: 549300OYSIGK6OT5WL04 | Long             | EC               |  | US        |      3060 | NS      | $65147.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO COMPANY PUBLIC LIMITED COMPANY                  | PERRIGO CO PLC COMMON STOCK                               | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               |  | US        |     14864 | NS      | $479066.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS, INC.                                     | YETI HOLDINGS INC COMMON STOCK                            | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               |  | US        |      6898 | NS      | $309651.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY LATIN AMERICA LTD.                              | LIBERTY LATIN AMERIC-CL A COMMON STOCK                    | CUSIP: G9001E102<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               |  | US        |     16087 | NS      | $124513.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC.                                       | STONEX GROUP INC COMMON STOCK                             | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               |  | US        |      3305 | NS      | $335358.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                              | SPIRE INC COMMON STOCK                                    | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               |  | US        |      6845 | NS      | $507214.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORPORATION                                     | PARSONS CORP COMMON STOCK                                 | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               |  | US        |      5714 | NS      | $282843.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES, INC.                                    | UFP INDUSTRIES INC COMMON STOCK                           | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               |  | US        |      6850 | NS      | $560741.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                                   | STELLAR BANCORP INC COMMON STOCK                          | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               |  | US        |      8789 | NS      | $297156.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN COVEY CO.                                      | FRANKLIN COVEY CO COMMON STOCK                            | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               |  | US        |     10582 | NS      | $549840.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DESTINATION XL GROUP, INC.                              | DESTINATION XL GROUP INC COMMON STOCK                     | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               |  | US        |     76398 | NS      | $508810.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RUTH'S HOSPITALITY GROUP, INC.                          | RUTH'S HOSPITALITY GROUP INC COMMON STOCK                 | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               |  | US        |     21050 | NS      | $368585.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                     | COTERRA ENERGY INC COMMON STOCK                           | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               |  | US        |     21686 | NS      | $605256.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANKSHARES, INC.                                 | UNITED BANKSHARES INC COMMON STOCK                        | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               |  | US        |      6573 | NS      | $281915.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.                       | PRESTIGE CONSUMER HEALTHCARE COMMON STOCK                 | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               |  | US        |     25943 | NS      | $1594456.78   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH PLAINS FINANCIAL, INC.                            | SOUTH PLAINS FINANCIAL INC COMMON STOCK                   | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               |  | US        |      2396 | NS      | $74180.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECHNOLOGIES, INC.                                | TETRA TECHNOLOGIES INC COMMON STOCK                       | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               |  | US        |     18000 | NS      | $68580.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group, Inc.                                       | PORCH GROUP INC COMMON STOCK                              | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               |  | US        |     81250 | NS      | $165750.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCSHARES, INC.                                   | HOME BANCSHARES INC COMMON STOCK                          | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               |  | US        |     34975 | NS      | $890113.75    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                       | HAMILTON LANE INC-CLASS A COMMON STOCK                    | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               |  | US        |      8775 | NS      | $648297.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                                 | KARUNA THERAPEUTICS INC COMMON STOCK                      | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               |  | US        |      1670 | NS      | $392967.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                             | ALECTOR INC COMMON STOCK                                  | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               |  | US        |     51360 | NS      | $436046.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE, INC.                                        | WISDOMTREE INC COMMON STOCK                               | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               |  | US        |     45368 | NS      | $252699.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapt Therapeutics Inc                                   | RAPT THERAPEUTICS INC COMMON STOCK                        | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               |  | US        |     22940 | NS      | $405579.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 2Seventy Bio Inc                                        | 2SEVENTY BIO INC COMMON STOCK                             | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               |  | US        |      6780 | NS      | $106242.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UMPQUA HOLDINGS CORPORATION                             | UMPQUA HOLDINGS CORP COMMON STOCK                         | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               |  | US        |    133131 | NS      | $2698565.37   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ORRSTOWN FINANCIAL SERVICES, INC.                       | ORRSTOWN FINL SERVICES INC COMMON STOCK                   | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               |  | US        |      8705 | NS      | $234251.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc                               | ALX ONCOLOGY HOLDINGS INC COMMON STOCK                    | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               |  | US        |     35748 | NS      | $396802.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                            | CHURCHILL DOWNS INC COMMON STOCK                          | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               |  | US        |      3977 | NS      | $882734.92    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MITEK SYSTEMS, INC.                                     | MITEK SYSTEMS INC COMMON STOCK                            | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               |  | US        |      7137 | NS      | $73011.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DASEKE, INC.                                            | DASEKE INC COMMON STOCK                                   | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               |  | US        |     40780 | NS      | $237747.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FORRESTER RESEARCH, INC.                                | FORRESTER RESEARCH INC COMMON STOCK                       | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               |  | US        |      9021 | NS      | $317358.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA, INC.                               | COMFORT SYSTEMS USA INC COMMON STOCK                      | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               |  | US        |      3128 | NS      | $396505.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MARKETS, INC.                                      | WEIS MARKETS INC COMMON STOCK                             | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               |  | US        |      3008 | NS      | $262327.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                     | KRYSTAL BIOTECH INC COMMON STOCK                          | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               |  | US        |      3582 | NS      | $278464.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COVENANT LOGISTICS GROUP, INC.                          | COVENANT LOGISTICS GROUP INC COMMON STOCK                 | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               |  | US        |      7460 | NS      | $286389.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COASTAL FINANCIAL CORPORATION                           | COASTAL FINANCIAL CORP/WA COMMON STOCK                    | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               |  | US        |      5488 | NS      | $273960.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRA INDUSTRIAL MOTION CORP.                           | ALTRA INDUSTRIAL MOTION CORP COMMON STOCK                 | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               |  | US        |     28437 | NS      | $1666976.94   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIGIN BANCORP, INC.                                    | ORIGIN BANCORP INC COMMON STOCK                           | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               |  | US        |      1920 | NS      | $78566.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BUCKLE, INC.                                        | BUCKLE INC/THE COMMON STOCK                               | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               |  | US        |      2689 | NS      | $118181.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORPORATION                            | CLEARWATER PAPER CORP COMMON STOCK                        | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               |  | US        |     12840 | NS      | $501145.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS, INC.                                      | A10 NETWORKS INC COMMON STOCK                             | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               |  | US        |     32319 | NS      | $604688.49    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                                  | ENPRO INDUSTRIES INC COMMON STOCK                         | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               |  | US        |     10404 | NS      | $1235995.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                         | CARLISLE COS INC COMMON STOCK                             | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               |  | US        |      2298 | NS      | $604626.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KADANT INC.                                             | KADANT INC COMMON STOCK                                   | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               |  | US        |       970 | NS      | $187248.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COHEN & STEERS, INC.                                    | COHEN & STEERS INC COMMON STOCK                           | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               |  | US        |      8744 | NS      | $579290.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                                   | SHOCKWAVE MEDICAL INC COMMON STOCK                        | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               |  | US        |      1476 | NS      | $374313.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| REVANCE THERAPEUTICS, INC.                              | REVANCE THERAPEUTICS INC COMMON STOCK                     | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               |  | US        |      9833 | NS      | $213474.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD.                             | RENAISSANCERE HOLDINGS LTD COMMON STOCK                   | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               |  | US        |      1506 | NS      | $284498.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HANESBRANDS INC.                                        | HANESBRANDS INC COMMON STOCK                              | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               |  | US        |     17643 | NS      | $118560.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, INC.                                           | IDACORP INC COMMON STOCK                                  | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               |  | US        |      7576 | NS      | $837375.28    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDRICK & STRUGGLES INTERNATIONAL, INC.                | HEIDRICK & STRUGGLES INTL COMMON STOCK                    | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               |  | US        |      7773 | NS      | $230858.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORPORATION                                     | NORDSON CORP COMMON STOCK                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               |  | US        |      2525 | NS      | $597137.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS, INC.                                          | ENTEGRIS INC COMMON STOCK                                 | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               |  | US        |      7724 | NS      | $596987.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS, INC.                                 | HEARTLAND EXPRESS INC COMMON STOCK                        | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               |  | US        |     46935 | NS      | $785691.90    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| P.A.M. TRANSPORTATION SERVICES, INC.                    | P.A.M. TRANSPORTATION SVCS COMMON STOCK                   | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               |  | US        |     11632 | NS      | $326044.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB FINANCIAL CORPORATION                               | CNB FINANCIAL CORP/PA COMMON STOCK                        | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               |  | US        |      2728 | NS      | $69700.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGI INTERNATIONAL INC.                                 | DIGI INTERNATIONAL INC COMMON STOCK                       | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               |  | US        |     12238 | NS      | $519747.86    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                     | POST HOLDINGS INC COMMON STOCK                            | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               |  | US        |      2057 | NS      | $192555.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORPORATION                                       | TEREX CORP COMMON STOCK                                   | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               |  | US        |     16484 | NS      | $756780.44    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES, INC.                       | NAPCO SECURITY TECHNOLOGIES COMMON STOCK                  | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               |  | US        |      7367 | NS      | $194341.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Albireo Pharma Inc                                      | ALBIREO PHARMA INC COMMON STOCK                           | CUSIP: 01345P106<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               |  | US        |      6226 | NS      | $137470.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                            | ENVISTA HOLDINGS CORP COMMON STOCK                        | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               |  | US        |     20313 | NS      | $693079.56    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRUS ENERGY CORP.                                    | CENTRUS ENERGY CORP-CLASS A COMMON STOCK                  | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               |  | US        |     11168 | NS      | $424384.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD SECOND BANCORP, INC.                                | OLD SECOND BANCORP INC COMMON STOCK                       | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               |  | US        |      3640 | NS      | $63554.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION, INC.                            | GRAND CANYON EDUCATION INC COMMON STOCK                   | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               |  | US        |      2303 | NS      | $260400.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITAE CORPORATION                                     | INVITAE CORP COMMON STOCK                                 | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               |  | US        |     46402 | NS      | $137813.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Legacy Housing Corp                                     | LEGACY HOUSING CORP COMMON STOCK                          | CUSIP: 52472M101<br>LEI: V6WE5M18QYITU8L1QF76 | Long             | EC               |  | US        |     16446 | NS      | $288133.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORPORATION                                | CHORD ENERGY CORP COMMON STOCK                            | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               |  | US        |      5394 | NS      | $822746.82    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK HOLDINGS, INC.                                 | CINEMARK HOLDINGS INC COMMON STOCK                        | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               |  | US        |    120113 | NS      | $1634737.93   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY, INC.                                      | HEALTHEQUITY INC COMMON STOCK                             | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               |  | US        |      3772 | NS      | $239446.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORPORATION                                   | CHAMPIONX CORP COMMON STOCK                               | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               |  | US        |     40329 | NS      | $1243746.36   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORPORATION                              | CURTISS-WRIGHT CORP COMMON STOCK                          | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               |  | US        |      1638 | NS      | $289352.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC.                                  | GFL ENVIRONMENTAL INC-SUB VT COMMON STOCK                 | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               |  | US        |     23801 | NS      | $689514.97    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORPORATION                       | LATTICE SEMICONDUCTOR CORP COMMON STOCK                   | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               |  | US        |      3940 | NS      | $286950.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS AND OUTDOORS, INC.                       | ACADEMY SPORTS & OUTDOORS IN COMMON STOCK                 | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               |  | US        |      7110 | NS      | $358912.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC.                                    | SCORPIO TANKERS INC COMMON STOCK                          | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               |  | US        |     11482 | NS      | $585811.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RANPAK HOLDINGS CORP                                    | RANPAK HOLDINGS CORP COMMON STOCK                         | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               |  | US        |     42095 | NS      | $227733.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER PARFUMS, INC.                                     | INTER PARFUMS INC COMMON STOCK                            | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               |  | US        |      7891 | NS      | $751933.39    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP.                           | TOPGOLF CALLAWAY BRANDS CORP COMMON STOCK                 | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               |  | US        |     30586 | NS      | $640776.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP                                    | OLD NATIONAL BANCORP COMMON STOCK                         | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               |  | US        |    148846 | NS      | $2844447.06   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT FINANCIAL, INC                                      | HBT FINANCIAL INC/DE COMMON STOCK                         | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               |  | US        |      8960 | NS      | $176064.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC.                                             | RAMBUS INC COMMON STOCK                                   | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               |  | US        |      9867 | NS      | $378695.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Iteos Therapeutics Inc                                  | ITEOS THERAPEUTICS INC COMMON STOCK                       | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               |  | US        |     20640 | NS      | $415896.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY, INC.                                    | SUNCOKE ENERGY INC COMMON STOCK                           | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               |  | US        |     69500 | NS      | $587970.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT CORPORATION                                         | IDT CORP-CLASS B COMMON STOCK                             | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               |  | US        |      6440 | NS      | $179998.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP, INC.                               | Nexstar Media Group Inc COMMON STOCK                      | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               |  | US        |      3995 | NS      | $757292.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT POINT ENERGY CORP.                             | CRESCENT POINT ENERGY CORP COMMON STOCK                   | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               |  | US        |     38721 | NS      | $300862.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| HILLENBRAND, INC.                                       | HILLENBRAND INC COMMON STOCK                              | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               |  | US        |     12487 | NS      | $624350.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CHASE CORPORATION                                       | CHASE CORP COMMON STOCK                                   | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               |  | US        |      3206 | NS      | $304570.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPINJ, INC.                                            | IMPINJ INC COMMON STOCK                                   | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               |  | US        |      2627 | NS      | $335073.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC.                                          | VALVOLINE INC COMMON STOCK                                | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               |  | US        |     22822 | NS      | $752669.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS, INC.                    | BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK                 | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               |  | US        |      3851 | NS      | $574222.61    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC.                                    | SILGAN HOLDINGS INC COMMON STOCK                          | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               |  | US        |     12875 | NS      | $681087.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIPRECRUITER, INC.                                      | ZIPRECRUITER INC-A COMMON STOCK                           | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               |  | US        |     21632 | NS      | $358225.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENNIS, INC.                                             | ENNIS INC COMMON STOCK                                    | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               |  | US        |     18712 | NS      | $434679.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                            | LINCOLN NATIONAL CORP COMMON STOCK                        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               |  | US        |     15247 | NS      | $593718.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORPORATION                              | TERRENO REALTY CORP REIT                                  | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |     10372 | NS      | $608214.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC.                                           | WINGSTOP INC COMMON STOCK                                 | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               |  | US        |      5903 | NS      | $977005.53    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                         | O-I GLASS INC COMMON STOCK                                | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               |  | US        |     52525 | NS      | $861935.25    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORPORATION                                   | AIR LEASE CORP COMMON STOCK                               | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               |  | US        |     16635 | NS      | $642443.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES CORPORATION                      | JOHN BEAN TECHNOLOGIES CORP COMMON STOCK                  | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               |  | US        |      2089 | NS      | $191895.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST, INC.                         | ASHFORD HOSPITALITY TRUST REIT                            | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               |  | US        |     11720 | NS      | $76297.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOMENTIVE GLOBAL INC.                                   | MOMENTIVE GLOBAL INC COMMON STOCK                         | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               |  | US        |     44789 | NS      | $355176.77    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP.                         | CENTRAL PACIFIC FINANCIAL CO COMMON STOCK                 | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               |  | US        |      9070 | NS      | $192193.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST                       | NATIONAL STORAGE AFFILIATES REIT                          | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               |  | US        |     18513 | NS      | $737002.53    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GENCO SHIPPING & TRADING LIMITED                        | GENCO SHIPPING & TRADING LTD COMMON STOCK                 | CUSIP: Y2685T131<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               |  | US        |      4742 | NS      | $70323.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonendo Inc                                             | SONENDO INC COMMON STOCK                                  | CUSIP: 835431107<br>LEI: N/A                  | Long             | EC               |  | US        |     27680 | NS      | $66155.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| OPPENHEIMER HOLDINGS INC.                               | OPPENHEIMER HOLDINGS-CL A COMMON STOCK                    | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               |  | US        |     11601 | NS      | $483297.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO'S PIZZA, INC.                                    | DOMINO'S PIZZA INC COMMON STOCK                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               |  | US        |      1578 | NS      | $613415.94    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC.                                    | VIAVI SOLUTIONS INC COMMON STOCK                          | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               |  | US        |     68792 | NS      | $779413.36    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTIVION, INC.                                          | ARTIVION INC COMMON STOCK                                 | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               |  | US        |      7961 | NS      | $101821.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGO GROUP INTERNATIONAL HOLDINGS, LTD.                 | ARGO GROUP INTERNATIONAL COMMON STOCK                     | CUSIP: G0464B107<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               |  | US        |     25178 | NS      | $684338.04    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.                         | ACADIA HEALTHCARE CO INC COMMON STOCK                     | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               |  | US        |      3944 | NS      | $351252.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                           | STERLING INFRASTRUCTURE INC COMMON STOCK                  | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               |  | US        |     17741 | NS      | $581017.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS, INC.                                            | CACTUS INC - A COMMON STOCK                               | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               |  | US        |     15805 | NS      | $859633.95    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Audacy, Inc.                                            | AUDACY INC COMMON STOCK                                   | CUSIP: 05070N103<br>LEI: N/A                  | Long             | EC               |  | US        |    191680 | NS      | $55031.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE CORPORATION PLC                                   | NOBLE CORP PLC COMMON STOCK                               | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               |  | US        |      6804 | NS      | $252632.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX, INC.                                             | CALIX INC COMMON STOCK                                    | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               |  | US        |      5491 | NS      | $391508.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEDISYS, INC.                                          | AMEDISYS INC COMMON STOCK                                 | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               |  | US        |      6856 | NS      | $624513.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventyx Biosciences Inc                                  | VENTYX BIOSCIENCES INC COMMON STOCK                       | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               |  | US        |      6522 | NS      | $189072.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| U. S. PHYSICAL THERAPY, INC.                            | U.S. PHYSICAL THERAPY INC COMMON STOCK                    | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               |  | US        |      4609 | NS      | $398263.69    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                             | ARCELLX INC COMMON STOCK                                  | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               |  | US        |     14520 | NS      | $289528.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC.                                  | VEECO INSTRUMENTS INC COMMON STOCK                        | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               |  | US        |      3055 | NS      | $60733.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                          | LIONS GATE ENTERTAINMENT-A COMMON STOCK                   | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               |  | US        |    231983 | NS      | $1772350.12   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX, INC.                                            | VERTEX INC - CLASS A COMMON STOCK                         | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               |  | US        |      5158 | NS      | $88614.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES, INC.                   | APPLIED INDUSTRIAL TECH INC COMMON STOCK                  | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               |  | US        |      2924 | NS      | $387400.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUEBLUE, INC.                                          | TRUEBLUE INC COMMON STOCK                                 | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               |  | US        |     23709 | NS      | $511640.22    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITIL CORPORATION                                      | UNITIL CORP COMMON STOCK                                  | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               |  | US        |      1384 | NS      | $75870.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMOS GOLD INC.                                        | ALAMOS GOLD INC-CLASS A COMMON STOCK                      | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               |  | US        |     38476 | NS      | $373217.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Xpel Inc                                                | XPEL INC COMMON STOCK                                     | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               |  | US        |      3174 | NS      | $217577.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTO INGREDIENTS, INC.                                  | ALTO INGREDIENTS INC COMMON STOCK                         | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               |  | US        |     66540 | NS      | $232224.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                                  | MURPHY OIL CORP COMMON STOCK                              | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               |  | US        |      7222 | NS      | $340878.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORPORATION.                                      | FLUOR CORP COMMON STOCK                                   | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               |  | US        |      9229 | NS      | $310186.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ENSIGN GROUP, INC.                                  | ENSIGN GROUP INC/THE COMMON STOCK                         | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               |  | US        |     10038 | NS      | $953610.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                              | CULLEN/FROST BANKERS INC COMMON STOCK                     | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               |  | US        |      1786 | NS      | $259095.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORPORATION                                      | HEXCEL CORP COMMON STOCK                                  | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               |  | US        |     10851 | NS      | $650517.45    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INCORPORATED                               | RBC BEARINGS INC COMMON STOCK                             | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               |  | US        |      1147 | NS      | $271804.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HOLDINGS, INC.                      | UNIVERSAL INSURANCE HOLDINGS COMMON STOCK                 | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               |  | US        |     34441 | NS      | $378506.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Transmedics Group Inc                                   | TRANSMEDICS GROUP INC COMMON STOCK                        | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               |  | US        |      5950 | NS      | $368126.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES, INC.                            | NEUROCRINE BIOSCIENCES INC COMMON STOCK                   | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               |  | US        |      2546 | NS      | $323494.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFETIME BRANDS, INC.                                   | LIFETIME BRANDS INC COMMON STOCK                          | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               |  | US        |      8813 | NS      | $74117.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL BANCORP, INC.                                   | CAPITAL BANCORP INC/MD COMMON STOCK                       | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               |  | US        |      6280 | NS      | $155869.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                           | JACK HENRY & ASSOCIATES INC COMMON STOCK                  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               |  | US        |      3535 | NS      | $669352.25    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL INSTRUMENTS CORPORATION                        | NATIONAL INSTRUMENTS CORP COMMON STOCK                    | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               |  | US        |     19815 | NS      | $812811.30    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGEL PHARMACEUTICALS, INC.                             | RIGEL PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               |  | US        |     91538 | NS      | $61476.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc                                     | SUTRO BIOPHARMA INC COMMON STOCK                          | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               |  | US        |     15619 | NS      | $116986.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS, INC.                    | COGENT COMMUNICATIONS HOLDIN COMMON STOCK                 | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               |  | US        |     10575 | NS      | $613878.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSSFIRST BANKSHARES, INC.                             | CROSSFIRST BANKSHARES INC COMMON STOCK                    | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               |  | US        |     11480 | NS      | $159227.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BEAUTY HEALTH COMPANY                               | BEAUTY HEALTH CO/THE COMMON STOCK                         | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               |  | US        |     19128 | NS      | $205626.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                                  | NURIX THERAPEUTICS INC COMMON STOCK                       | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               |  | US        |     23410 | NS      | $290049.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                     | STEPSTONE GROUP INC-CLASS A COMMON STOCK                  | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               |  | US        |      6991 | NS      | $209590.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SP PLUS CORPORATION                                     | SP PLUS CORP COMMON STOCK                                 | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               |  | US        |     14923 | NS      | $520663.47    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR INTERNATIONAL, INC.                              | CIRCOR INTERNATIONAL INC COMMON STOCK                     | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               |  | US        |     18198 | NS      | $501354.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                              | ALIGHT INC - CLASS A COMMON STOCK                         | CUSIP: 01626W101<br>LEI: N/A                  | Long             | EC               |  | US        |     69553 | NS      | $600242.39    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                            | ENCOMPASS HEALTH CORP COMMON STOCK                        | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               |  | US        |     30821 | NS      | $1802412.08   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AUDIOCODES LTD                                          | AUDIOCODES LTD COMMON STOCK                               | CUSIP: M15342104<br>LEI: 529900TA48138NEVR854 | Long             | EC               |  | US        |     15699 | NS      | $301420.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                                            | PLEXUS CORP COMMON STOCK                                  | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               |  | US        |      2778 | NS      | $306191.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                                     | C4 THERAPEUTICS INC COMMON STOCK                          | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               |  | US        |     14904 | NS      | $127727.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOVADO GROUP, INC.                                      | MOVADO GROUP INC COMMON STOCK                             | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               |  | US        |     15106 | NS      | $486262.14    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP COMPANY                          | PERFORMANCE FOOD GROUP CO COMMON STOCK                    | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               |  | US        |     13391 | NS      | $816583.18    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS, INC.                                 | DELEK US HOLDINGS INC COMMON STOCK                        | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               |  | US        |     75023 | NS      | $2324212.54   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                                  | AMKOR TECHNOLOGY INC COMMON STOCK                         | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               |  | US        |     10099 | NS      | $282973.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORPORATION                                      | COGNEX CORP COMMON STOCK                                  | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               |  | US        |      8316 | NS      | $413970.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International, Inc.                                  | WW INTERNATIONAL INC COMMON STOCK                         | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               |  | US        |     30140 | NS      | $124478.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS, INC.                             | INTERNATIONAL SEAWAYS INC COMMON STOCK                    | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               |  | US        |      5525 | NS      | $238017.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                               | COMMERCIAL METALS CO COMMON STOCK                         | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               |  | US        |     44782 | NS      | $2204170.04   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORPORATION                                 | HAEMONETICS CORP/MASS COMMON STOCK                        | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               |  | US        |      5094 | NS      | $434569.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IRadimed Corp                                           | IRADIMED CORP COMMON STOCK                                | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               |  | US        |      3106 | NS      | $91813.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HAIN CELESTIAL GROUP, INC.                          | HAIN CELESTIAL GROUP INC COMMON STOCK                     | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               |  | US        |     22968 | NS      | $430420.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL CORPORATION                             | FIRST FINANCIAL CORP/INDIANA COMMON STOCK                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               |  | US        |      2760 | NS      | $132673.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS, INC.                                    | HOSTESS BRANDS INC COMMON STOCK                           | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               |  | US        |     37363 | NS      | $986383.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANOGENESIS HOLDINGS INC.                             | ORGANOGENESIS HOLDINGS INC COMMON STOCK                   | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               |  | US        |     87079 | NS      | $238596.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES, INC.                             | PROSPERITY BANCSHARES INC COMMON STOCK                    | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               |  | US        |      9564 | NS      | $722751.48    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marine Products Corp                                    | MARINE PRODUCTS CORP COMMON STOCK                         | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               |  | US        |      6476 | NS      | $75445.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co                                              | LOVESAC CO/THE COMMON STOCK                               | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               |  | US        |     15911 | NS      | $414481.55    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN AEROGELS, INC.                                    | ASPEN AEROGELS INC COMMON STOCK                           | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               |  | US        |     22480 | NS      | $271108.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                                 | PRIVIA HEALTH GROUP INC COMMON STOCK                      | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               |  | US        |      3300 | NS      | $78969.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                   | ELEMENT SOLUTIONS INC COMMON STOCK                        | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               |  | US        |     28820 | NS      | $563719.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                                  | EXP WORLD HOLDINGS INC COMMON STOCK                       | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               |  | US        |     33334 | NS      | $435675.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| INTERNATIONAL MONEY EXPRESS, INC.                       | INTERNATIONAL MONEY EXPRESS COMMON STOCK                  | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               |  | US        |     24551 | NS      | $533247.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC.                                                | NOV INC COMMON STOCK                                      | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               |  | US        |     13179 | NS      | $296000.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PCSB FINANCIAL CORPORATION                              | PCSB FINANCIAL CORP COMMON STOCK                          | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               |  | US        |      6750 | NS      | $134865.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Kura Sushi USA Inc                                      | KURA SUSHI USA INC-CLASS A COMMON STOCK                   | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               |  | US        |      2853 | NS      | $187442.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress plc                                            | CIMPRESS PLC COMMON STOCK                                 | CUSIP: G2143T103<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               |  | US        |      5112 | NS      | $151264.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                              | PROMETHEUS BIOSCIENCES INC COMMON STOCK                   | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               |  | US        |      3314 | NS      | $136238.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                             | ARVINAS INC COMMON STOCK                                  | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               |  | US        |      2824 | NS      | $115896.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAREDX, INC.                                            | CAREDX INC COMMON STOCK                                   | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               |  | US        |     10187 | NS      | $131921.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC.                                         | PBF ENERGY INC-CLASS A COMMON STOCK                       | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               |  | US        |      6298 | NS      | $250471.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATION                         | WESTERN ALLIANCE BANCORP COMMON STOCK                     | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               |  | US        |     17391 | NS      | $1191979.14   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEBIRD BIO, INC.                                      | BLUEBIRD BIO INC COMMON STOCK                             | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               |  | US        |     31300 | NS      | $243827.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AFC GAMMA, INC.                                         | AFC GAMMA INC REIT                                        | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               |  | US        |      5790 | NS      | $101209.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| INSPERITY, INC.                                         | INSPERITY INC COMMON STOCK                                | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               |  | US        |      7165 | NS      | $849410.75    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL, INC.                                          | OMNICELL INC COMMON STOCK                                 | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               |  | US        |      2724 | NS      | $140585.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORPORATION                       | STANDEX INTERNATIONAL CORP COMMON STOCK                   | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               |  | US        |     13751 | NS      | $1444542.55   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NEVRO CORP.                                             | NEVRO CORP COMMON STOCK                                   | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               |  | US        |      4085 | NS      | $190810.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP.                                  | INDEPENDENT BANK CORP/MA COMMON STOCK                     | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               |  | US        |     11292 | NS      | $1022151.84   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                                  | RELAY THERAPEUTICS INC COMMON STOCK                       | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               |  | US        |      5949 | NS      | $110532.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                             | CERTARA INC COMMON STOCK                                  | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               |  | US        |     16381 | NS      | $278149.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T OFFSHORE, INC.                                      | W&T OFFSHORE INC COMMON STOCK                             | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               |  | US        |     26020 | NS      | $178757.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORPORATION                                    | UNIFIRST CORP/MA COMMON STOCK                             | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               |  | US        |      2904 | NS      | $562679.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                          | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK                 | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               |  | US        |     38759 | NS      | $847659.33    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio Inc                                      | PROVENTION BIO INC COMMON STOCK                           | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               |  | US        |     25940 | NS      | $234497.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANSOURCE, INC.                                        | SCANSOURCE INC COMMON STOCK                               | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               |  | US        |      2580 | NS      | $77038.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC.                                                | ITT INC COMMON STOCK                                      | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               |  | US        |     12307 | NS      | $1040187.64   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| E.L.F. BEAUTY, INC.                                     | ELF BEAUTY INC COMMON STOCK                               | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               |  | US        |      6575 | NS      | $361362.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares, Inc.                        | FIRST COMMUNITY BANKSHARES COMMON STOCK                   | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               |  | US        |      8250 | NS      | $304837.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CRAWFORD & COMPANY                                      | CRAWFORD & COMPANY -CL A COMMON STOCK                     | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               |  | US        |     10530 | NS      | $66654.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND | CUSIP: N/A<br>LEI: N/A                        | Short            | DBT              | CORP              | US        |  -6909044 | PA      | $-6909044.06  | -2.35%            | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS, INC.                             | MERIT MEDICAL SYSTEMS INC COMMON STOCK                    | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               |  | US        |      8087 | NS      | $582264.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP.                                | ENERPAC TOOL GROUP COMMON STOCK                           | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               |  | US        |     16632 | NS      | $416465.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                             | KINIKSA PHARMACEUTICALS-A COMMON STOCK                    | CUSIP: G5269C101<br>LEI: N/A                  | Long             | EC               |  | US        |     33896 | NS      | $570469.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZER HOMES USA, INC.                                  | BEAZER HOMES USA INC COMMON STOCK                         | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               |  | US        |     21259 | NS      | $290185.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TEEKAY TANKERS LTD.                                     | TEEKAY TANKERS LTD-CLASS A COMMON STOCK                   | CUSIP: Y8565N300<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               |  | US        |     22421 | NS      | $756484.54    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 VERTICALS, INC.                                      | I3 VERTICALS INC-CLASS A COMMON STOCK                     | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               |  | US        |      4132 | NS      | $108630.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                             | AXONICS INC COMMON STOCK                                  | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               |  | US        |      3429 | NS      | $234817.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKAMI TECHNOLOGY, INC.                                 | ALKAMI TECHNOLOGY INC COMMON STOCK                        | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               |  | US        |     43548 | NS      | $547398.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| LIVENT CORPORATION                                      | LIVENT CORP COMMON STOCK                                  | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               |  | US        |     39184 | NS      | $1096760.16   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER'S, INC.                                          | CARTER'S INC COMMON STOCK                                 | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               |  | US        |     12310 | NS      | $899122.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TREDEGAR CORPORATION                                    | TREDEGAR CORP COMMON STOCK                                | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               |  | US        |      9790 | NS      | $101228.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TG THERAPEUTICS, INC.                                   | TG THERAPEUTICS INC COMMON STOCK                          | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               |  | US        |     30470 | NS      | $268745.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc                                             | MAXCYTE INC COMMON STOCK                                  | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               |  | US        |     29517 | NS      | $176806.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corporation PLC                                | PROTHENA CORP PLC COMMON STOCK                            | CUSIP: G72800108<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               |  | US        |      4735 | NS      | $295984.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                          | TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK                 | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               |  | US        |     36480 | NS      | $312268.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL, INC.                               | ENOVA INTERNATIONAL INC COMMON STOCK                      | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               |  | US        |      4060 | NS      | $163780.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOLIFE SOLUTIONS, INC.                                 | BIOLIFE SOLUTIONS INC COMMON STOCK                        | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               |  | US        |      7210 | NS      | $152635.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION, INC.                                     | PC CONNECTION INC COMMON STOCK                            | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               |  | US        |      9900 | NS      | $549945.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORPORATION                              | FEDERAL SIGNAL CORP COMMON STOCK                          | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               |  | US        |      6339 | NS      | $308012.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS, INC.                                   | MGP INGREDIENTS INC COMMON STOCK                          | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               |  | US        |      9793 | NS      | $1224712.58   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                            | NUVALENT INC-A COMMON STOCK                               | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               |  | US        |      3889 | NS      | $127870.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STONERIDGE, INC.                                        | STONERIDGE INC COMMON STOCK                               | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               |  | US        |     16139 | NS      | $382332.91    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                              | NORTHERN OIL AND GAS INC COMMON STOCK                     | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               |  | US        |     33737 | NS      | $1227689.43   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS, INC.                              | SAREPTA THERAPEUTICS INC COMMON STOCK                     | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               |  | US        |      1640 | NS      | $201408.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC.                                      | BRISTOW GROUP INC COMMON STOCK                            | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               |  | US        |     18969 | NS      | $493194.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                                 | MIRION TECHNOLOGIES INC COMMON STOCK                      | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               |  | US        |     37044 | NS      | $236340.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| MATADOR RESOURCES COMPANY                               | MATADOR RESOURCES CO COMMON STOCK                         | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               |  | US        |      5176 | NS      | $343479.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX, INC.                                         | MARINEMAX INC COMMON STOCK                                | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               |  | US        |      2930 | NS      | $96777.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pliant Therapeutics Inc                                 | PLIANT THERAPEUTICS INC COMMON STOCK                      | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               |  | US        |      9011 | NS      | $165622.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HOLDINGS, INC.                             | SALLY BEAUTY HOLDINGS INC COMMON STOCK                    | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               |  | US        |     20336 | NS      | $239151.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                             | DICK'S SPORTING GOODS INC COMMON STOCK                    | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               |  | US        |      1812 | NS      | $216678.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY                       | PORTLAND GENERAL ELECTRIC CO COMMON STOCK                 | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               |  | US        |     26008 | NS      | $1280373.84   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP.                     | WILLSCOT MOBILE MINI HOLDING COMMON STOCK                 | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               |  | US        |      5858 | NS      | $282414.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                           | FACTSET RESEARCH SYSTEMS INC COMMON STOCK                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               |  | US        |      1641 | NS      | $756976.89    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTER PROGRAMS AND SYSTEMS, INC.                     | COMPUTER PROGRAMS & SYSTEMS COMMON STOCK                  | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               |  | US        |      4876 | NS      | $144329.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Daily Income Trust: Government Fund; Class F Shares | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)              | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5144694 | NS      | $5144693.54   | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| HIBBETT, INC.                                           | HIBBETT INC COMMON STOCK                                  | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               |  | US        |      2843 | NS      | $189514.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GATES INDUSTRIAL CORPORATION PLC                        | GATES INDUSTRIAL CORP PLC COMMON STOCK                    | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               |  | US        |     40460 | NS      | $470145.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS, INC.                       | PINNACLE FINANCIAL PARTNERS COMMON STOCK                  | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               |  | US        |     13276 | NS      | $1113723.64   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAPACK-GLADSTONE FINANCIAL CORPORATION                 | PEAPACK GLADSTONE FINL CORP COMMON STOCK                  | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               |  | US        |      4504 | NS      | $185654.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORPORATION                           | CHESAPEAKE ENERGY CORP COMMON STOCK                       | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               |  | US        |      1872 | NS      | $193752.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORPORATION                                      | CHEMED CORP COMMON STOCK                                  | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               |  | US        |      1705 | NS      | $886600.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR, INC.                                       | MORNINGSTAR INC COMMON STOCK                              | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               |  | US        |      2722 | NS      | $667243.86    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY                      | GOODYEAR TIRE & RUBBER CO COMMON STOCK                    | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               |  | US        |     35415 | NS      | $397356.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC.                                           | INNOSPEC INC COMMON STOCK                                 | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               |  | US        |      4803 | NS      | $532604.67    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.                     | ALLISON TRANSMISSION HOLDING COMMON STOCK                 | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               |  | US        |     19097 | NS      | $855545.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS, INC.               | MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK                 | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               |  | US        |      7218 | NS      | $495804.42    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIANT LOGISTICS, INC.                                 | RADIANT LOGISTICS INC COMMON STOCK                        | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               |  | US        |     60673 | NS      | $323993.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NCS MULTISTAGE HOLDINGS, INC.                           | NCS MULTISTAGE HOLDINGS INC COMMON STOCK                  | CUSIP: 628877201<br>LEI: 5493003WLG5T6MNJ7292 | Long             | EC               |  | US        |      2022 | NS      | $54594.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO, INC.                                             | MONRO INC COMMON STOCK                                    | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               |  | US        |     12658 | NS      | $575559.26    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL, INC.                               | WESCO INTERNATIONAL INC COMMON STOCK                      | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               |  | US        |      3605 | NS      | $464756.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMALGAMATED BANK                                        | AMALGAMATED FINANCIAL CORP COMMON STOCK                   | CUSIP: 022671101<br>LEI: 254900FMBXF85WQYV433 | Long             | EC               |  | US        |      9140 | NS      | $243763.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS, INC.                                  | URBAN OUTFITTERS INC COMMON STOCK                         | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               |  | US        |     79349 | NS      | $2296360.06   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                                   | BLOOMIN' BRANDS INC COMMON STOCK                          | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               |  | US        |     84105 | NS      | $1894044.60   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | SEI LIQUIDITY FUND                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |   6910501 | NS      | $6911386.55   | 2.35%             |  |  |  | No            |                  2 | On Loan: No      |
| GRID DYNAMICS HOLDINGS, INC.                            | GRID DYNAMICS HOLDINGS INC COMMON STOCK                   | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               |  | US        |     20290 | NS      | $258494.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSETMARK FINANCIAL HOLDINGS, INC.                      | ASSETMARK FINANCIAL HOLDINGS COMMON STOCK                 | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               |  | US        |     10435 | NS      | $259414.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA GOOSE HOLDINGS INC.                              | CANADA GOOSE HOLDINGS INC COMMON STOCK                    | CUSIP: 135086106<br>LEI: 529900891XBE6RV8JR07 | Long             | EC               |  | US        |      8481 | NS      | $159103.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| EMCOR GROUP, INC.                                       | EMCOR GROUP INC COMMON STOCK                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               |  | US        |      8745 | NS      | $1354600.50   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC.                                  | LUMENTUM HOLDINGS INC COMMON STOCK                        | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               |  | US        |     10221 | NS      | $561541.74    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES BANCORP INC.                                    | PEOPLES BANCORP INC COMMON STOCK                          | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               |  | US        |      3200 | NS      | $96000.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC.                                             | BELDEN INC COMMON STOCK                                   | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               |  | US        |     13604 | NS      | $1094305.76   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEGREEN VACATIONS HOLDING CORPORATION                 | BLUEGREEN VACATIONS HOLDING COMMON STOCK                  | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               |  | US        |     14041 | NS      | $302583.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL LOGISTICS HOLDINGS, INC.                      | UNIVERSAL LOGISTICS HOLDINGS COMMON STOCK                 | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               |  | US        |      4110 | NS      | $156056.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN VANGUARD CORPORATION                           | AMERICAN VANGUARD CORP COMMON STOCK                       | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               |  | US        |      2820 | NS      | $64860.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORPORATION                      | REX AMERICAN RESOURCES CORP COMMON STOCK                  | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               |  | US        |     16368 | NS      | $483019.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc                                  | XPONENTIAL FITNESS INC-A COMMON STOCK                     | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               |  | US        |     24510 | NS      | $542651.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                                | ATEA PHARMACEUTICALS INC COMMON STOCK                     | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               |  | US        |     38640 | NS      | $181221.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW FINANCIAL CORPORATION                             | ARROW FINANCIAL CORP COMMON STOCK                         | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               |  | US        |      2602 | NS      | $91512.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc                                  | AKERO THERAPEUTICS INC COMMON STOCK                       | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               |  | US        |      5972 | NS      | $277698.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                             | SOUTHWESTERN ENERGY CO COMMON STOCK                       | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               |  | US        |    214949 | NS      | $1487447.08   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA OUTDOOR INC.                                      | VISTA OUTDOOR INC COMMON STOCK                            | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               |  | US        |      5180 | NS      | $144884.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HURON CONSULTING GROUP INC.                             | HURON CONSULTING GROUP INC COMMON STOCK                   | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               |  | US        |     27318 | NS      | $2126979.48   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8, INC.                                               | 8X8 INC COMMON STOCK                                      | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               |  | US        |    107607 | NS      | $460557.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERVICES, INC.                                    | KELLY SERVICES INC -A COMMON STOCK                        | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               |  | US        |     17731 | NS      | $301249.69    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                              | ERASCA INC COMMON STOCK                                   | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               |  | US        |     14197 | NS      | $107187.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| HERON THERAPEUTICS, INC.                                | HERON THERAPEUTICS INC COMMON STOCK                       | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               |  | US        |     63530 | NS      | $172166.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| UNUM GROUP                                              | UNUM GROUP COMMON STOCK                                   | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               |  | US        |      6460 | NS      | $272482.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCIAL INSTITUTIONS, INC.                            | FINANCIAL INSTITUTIONS INC COMMON STOCK                   | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               |  | US        |      7411 | NS      | $187646.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB FINANCIAL CORP.                                     | CVB FINANCIAL CORP COMMON STOCK                           | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               |  | US        |      8758 | NS      | $251179.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc                      | ARCTURUS THERAPEUTICS HOLDIN COMMON STOCK                 | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               |  | US        |      2065 | NS      | $38078.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc                            | SPRINGWORKS THERAPEUTICS INC COMMON STOCK                 | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               |  | US        |      5357 | NS      | $129532.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES, INC.                           | AMN HEALTHCARE SERVICES INC COMMON STOCK                  | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               |  | US        |     13621 | NS      | $1684917.70   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AEHR TEST SYSTEMS                                       | AEHR TEST SYSTEMS COMMON STOCK                            | CUSIP: 00760J108<br>LEI: 529900A4GWWZFRU2RE97 | Long             | EC               |  | US        |      9640 | NS      | $251314.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| BRIDGEWATER BANCSHARES, INC.                            | BRIDGEWATER BANCSHARES INC COMMON STOCK                   | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               |  | US        |      3702 | NS      | $71337.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RYERSON HOLDING CORPORATION                             | RYERSON HOLDING CORP COMMON STOCK                         | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               |  | US        |     16520 | NS      | $487174.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                                | PROCEPT BIOROBOTICS CORP COMMON STOCK                     | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               |  | US        |      4316 | NS      | $185156.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| NMI HOLDINGS, INC.                                      | NMI HOLDINGS INC-CLASS A COMMON STOCK                     | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               |  | US        |     16981 | NS      | $365600.93    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MONARCH CASINO & RESORT, INC.                           | MONARCH CASINO & RESORT INC COMMON STOCK                  | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               |  | US        |      2640 | NS      | $224004.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAKER CHEMICAL CORPORATION                             | QUAKER CHEMICAL CORPORATION COMMON STOCK                  | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               |  | US        |      2841 | NS      | $559080.39    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO MICROSYSTEMS, INC                               | ALLEGRO MICROSYSTEMS INC COMMON STOCK                     | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               |  | US        |     20180 | NS      | $628405.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED, INC.                                        | BANKUNITED INC COMMON STOCK                               | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               |  | US        |     90201 | NS      | $3312180.72   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VANDA PHARMACEUTICALS INC.                              | VANDA PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               |  | US        |      8260 | NS      | $90116.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                                       | GENERATION BIO CO COMMON STOCK                            | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               |  | US        |     16330 | NS      | $87038.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP, INC.                             | KINSALE CAPITAL GROUP INC COMMON STOCK                    | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               |  | US        |      1321 | NS      | $407145.41    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE, INC.                                        | LITTELFUSE INC COMMON STOCK                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               |  | US        |      2746 | NS      | $676889.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB BANCORP                                             | RBB BANCORP COMMON STOCK                                  | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               |  | US        |      9620 | NS      | $216161.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Company Inc                                     | AARON'S CO INC/THE COMMON STOCK                           | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               |  | US        |     44175 | NS      | $538493.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                             | PILGRIM'S PRIDE CORP COMMON STOCK                         | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               |  | US        |     43533 | NS      | $1138823.28   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON MOTION TECHNOLOGY CORPORATION                   | SILICON MOTION TECHNOL-ADR DEPOSITARY RECEIPT             | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               |  | US        |     26030 | NS      | $1642493.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES, INC.                                  | SPX TECHNOLOGIES INC COMMON STOCK                         | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               |  | US        |      3875 | NS      | $259237.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OCULAR THERAPEUTIX, INC.                                | OCULAR THERAPEUTIX INC COMMON STOCK                       | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               |  | US        |     22906 | NS      | $68030.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, INC.                                               | RPC INC COMMON STOCK                                      | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               |  | US        |     29570 | NS      | $273818.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HAVERTY FURNITURE COMPANIES, INC.                       | HAVERTY FURNITURE COMMON STOCK                            | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               |  | US        |     15979 | NS      | $503817.87    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOURCES CONNECTION, INC.                              | RESOURCES CONNECTION INC COMMON STOCK                     | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               |  | US        |     19943 | NS      | $384899.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN MACHINERY INC.                                    | TITAN MACHINERY INC COMMON STOCK                          | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               |  | US        |     16131 | NS      | $710247.93    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                                  | INGREDION INC COMMON STOCK                                | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |     11419 | NS      | $1118719.43   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INCORPORATED                                     | DIODES INC COMMON STOCK                                   | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               |  | US        |      6821 | NS      | $629100.83    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCRAFT BOAT HOLDINGS, INC.                         | MASTERCRAFT BOAT HOLDINGS IN COMMON STOCK                 | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               |  | US        |     14120 | NS      | $363166.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL DISPLAY CORPORATION                           | UNIVERSAL DISPLAY CORP COMMON STOCK                       | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               |  | US        |      5981 | NS      | $673580.22    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES, INC.                                | ARRAY TECHNOLOGIES INC COMMON STOCK                       | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               |  | US        |      9469 | NS      | $198280.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE RMR GROUP INC.                                      | RMR GROUP INC/THE - A COMMON STOCK                        | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               |  | US        |      4390 | NS      | $126914.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                                          | IVERIC BIO INC COMMON STOCK                               | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               |  | US        |     10328 | NS      | $243947.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORPORATION                             | HANMI FINANCIAL CORPORATION COMMON STOCK                  | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               |  | US        |     11088 | NS      | $299930.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. CORPORATION                                      | FNB CORP COMMON STOCK                                     | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               |  | US        |    141006 | NS      | $1988184.60   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORPORATION                            | INDEPENDENT BANK CORP - MICH COMMON STOCK                 | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               |  | US        |     11975 | NS      | $293866.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PUBLIC LIMITED COMPANY                           | STERIS PLC COMMON STOCK                                   | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               |  | US        |      4072 | NS      | $756333.28    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET HOSPITALITY CORP.                                | TARGET HOSPITALITY CORP COMMON STOCK                      | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               |  | US        |     29967 | NS      | $433322.82    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| UTAH MEDICAL PRODUCTS, INC.                             | UTAH MEDICAL PRODUCTS INC COMMON STOCK                    | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               |  | US        |      1122 | NS      | $99925.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure Inc                     | SOLARIS OILFIELD INFRAST-A COMMON STOCK                   | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               |  | US        |     39352 | NS      | $431691.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE, INC.                                         | CABLE ONE INC COMMON STOCK                                | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               |  | US        |       978 | NS      | $708355.62    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTORCAR PARTS OF AMERICA, INC.                         | MOTORCAR PARTS OF AMERICA IN COMMON STOCK                 | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               |  | US        |      4500 | NS      | $50715.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DUCOMMUN INCORPORATED                                   | DUCOMMUN INC COMMON STOCK                                 | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               |  | US        |      3678 | NS      | $185040.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TURNING POINT BRANDS, INC.                              | TURNING POINT BRANDS INC COMMON STOCK                     | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               |  | US        |     14119 | NS      | $310900.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL CORPORATION LTD.                                    | SFL CORP LTD COMMON STOCK                                 | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               |  | US        |     27025 | NS      | $264574.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VIA RENEWABLES, INC.                                    | VIA RENEWABLES INC COMMON STOCK                           | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               |  | US        |     12168 | NS      | $78605.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Caleres Inc.                                            | CALERES INC COMMON STOCK                                  | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               |  | US        |      7960 | NS      | $192313.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc                        | FIRST WATCH RESTAURANT GROUP COMMON STOCK                 | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               |  | US        |     27528 | NS      | $431639.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VIVINT SMART HOME, INC.                                 | VIVINT SMART HOME INC COMMON STOCK                        | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               |  | US        |     63355 | NS      | $587934.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc                          | ESQUIRE FINANCIAL HOLDINGS I COMMON STOCK                 | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               |  | US        |      4618 | NS      | $207071.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS, INC.                                | POWER INTEGRATIONS INC COMMON STOCK                       | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               |  | US        |      9028 | NS      | $726573.44    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED              | REINSURANCE GROUP OF AMERICA COMMON STOCK                 | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               |  | US        |      1890 | NS      | $272916.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORPORATION                   | BROOKFIELD INFRASTRUCTURE-A COMMON STOCK                  | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               |  | US        |     10262 | NS      | $481082.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES TRUST                       | CORPORATE OFFICE PROPERTIES REIT                          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     25759 | NS      | $715327.43    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS, INC.                             | HALOZYME THERAPEUTICS INC COMMON STOCK                    | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               |  | US        |      7114 | NS      | $407347.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 1ST SOURCE CORPORATION                                  | 1ST SOURCE CORP COMMON STOCK                              | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               |  | US        |      3810 | NS      | $217551.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MARIN BANCORP                                   | BANK OF MARIN BANCORP/CA COMMON STOCK                     | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               |  | US        |      4540 | NS      | $162940.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                             | VAXCYTE INC COMMON STOCK                                  | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               |  | US        |      7184 | NS      | $330895.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Village Super Market, Inc.                              | VILLAGE SUPER MARKET-CLASS A COMMON STOCK                 | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               |  | US        |      8792 | NS      | $198171.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DECKERS OUTDOOR CORPORATION                             | DECKERS OUTDOOR CORP COMMON STOCK                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               |  | US        |       721 | NS      | $287592.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade Inc                                            | ACCOLADE INC COMMON STOCK                                 | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               |  | US        |     24630 | NS      | $217482.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES, INC.                                 | CIVITAS RESOURCES INC COMMON STOCK                        | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               |  | US        |      8129 | NS      | $547569.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                 | HELMERICH & PAYNE COMMON STOCK                            | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               |  | US        |     11033 | NS      | $563565.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORPORATION                                 | HF SINCLAIR CORP COMMON STOCK                             | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               |  | US        |     37484 | NS      | $2336752.56   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPIC STEEL, INC.                                     | OLYMPIC STEEL INC COMMON STOCK                            | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               |  | US        |      6808 | NS      | $238892.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U, INC.                                                | 2U INC COMMON STOCK                                       | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               |  | US        |      6560 | NS      | $52676.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corporation                                     | WINMARK CORP COMMON STOCK                                 | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               |  | US        |       292 | NS      | $70080.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKDALE SENIOR LIVING INC.                            | BROOKDALE SENIOR LIVING INC COMMON STOCK                  | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               |  | US        |     14238 | NS      | $44849.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE AZEK COMPANY INC.                                   | AZEK CO INC/THE COMMON STOCK                              | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               |  | US        |     24806 | NS      | $479748.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC.                              | ETHAN ALLEN INTERIORS INC COMMON STOCK                    | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               |  | US        |     20160 | NS      | $573552.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TIDEWATER INC.                                          | TIDEWATER INC COMMON STOCK                                | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               |  | US        |      9078 | NS      | $275971.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASTER COLONY CORPORATION                            | LANCASTER COLONY CORP COMMON STOCK                        | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               |  | US        |      1981 | NS      | $410344.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY CASINOS, INC.                                   | CENTURY CASINOS INC COMMON STOCK                          | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               |  | US        |     15710 | NS      | $117353.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                                  | STOKE THERAPEUTICS INC COMMON STOCK                       | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               |  | US        |      6727 | NS      | $50721.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASURE SOFTWARE, INC.                                    | ASURE SOFTWARE INC COMMON STOCK                           | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               |  | US        |     28665 | NS      | $225020.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP, INC.                           | Pediatrix Medical Group Inc COMMON STOCK                  | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               |  | US        |     12895 | NS      | $206062.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIX ENERGY SOLUTIONS GROUP, INC.                      | HELIX ENERGY SOLUTIONS GROUP COMMON STOCK                 | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               |  | US        |     74338 | NS      | $474276.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT FINANCIAL GROUP, INC.                            | SUMMIT FINANCIAL GROUP INC COMMON STOCK                   | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               |  | US        |      1900 | NS      | $53884.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH, INC.                                        | TETRA TECH INC COMMON STOCK                               | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               |  | US        |      5082 | NS      | $785626.38    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORPORATION                 | BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               |  | US        |      6597 | NS      | $701920.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMETRUST BANCSHARES, INC.                              | HOMETRUST BANCSHARES INC COMMON STOCK                     | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               |  | US        |      5670 | NS      | $145152.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE CORPORATION                                  | SOUTHSTATE CORP COMMON STOCK                              | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               |  | US        |      2641 | NS      | $232011.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                            | PROTAGONIST THERAPEUTICS INC COMMON STOCK                 | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               |  | US        |     19000 | NS      | $150290.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR, INC.                                 | LEMAITRE VASCULAR INC COMMON STOCK                        | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               |  | US        |     13521 | NS      | $633458.85    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Monday.Com Ltd                                          | MONDAY.COM LTD COMMON STOCK                               | CUSIP: M7S64H106<br>LEI: N/A                  | Long             | EC               |  | US        |      2062 | NS      | $221665.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| CLARUS CORPORATION                                      | CLARUS CORP COMMON STOCK                                  | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               |  | US        |     12661 | NS      | $105339.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RITCHIE BROS. AUCTIONEERS INCORPORATED                  | RITCHIE BROS AUCTIONEERS COMMON STOCK                     | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               |  | US        |      8810 | NS      | $483228.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VIMEO, INC.                                             | VIMEO INC COMMON STOCK                                    | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               |  | US        |     12690 | NS      | $54313.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares, Inc.                                 | CARTER BANKSHARES INC COMMON STOCK                        | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               |  | US        |      7118 | NS      | $131967.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                                     | DOUGLAS ELLIMAN INC COMMON STOCK                          | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               |  | US        |     62001 | NS      | $255444.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGHT SCIENCES, INC.                                    | SIGHT SCIENCES INC COMMON STOCK                           | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               |  | US        |     18580 | NS      | $207538.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| SAFE BULKERS, INC.                                      | SAFE BULKERS INC COMMON STOCK                             | CUSIP: Y7388L103<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               |  | US        |    126600 | NS      | $360810.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY CORPORATION (BRY)                                 | BERRY CORP COMMON STOCK                                   | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               |  | US        |     58543 | NS      | $527472.43    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                                                | SEER INC COMMON STOCK                                     | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               |  | US        |     20930 | NS      | $135207.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL WESTERN LIFE GROUP, INC.                       | NATIONAL WESTERN LIFE GROU-A COMMON STOCK                 | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               |  | US        |       410 | NS      | $86428.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                                   | CARA THERAPEUTICS INC COMMON STOCK                        | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               |  | US        |     13500 | NS      | $159300.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER, INC.                                      | BADGER METER INC COMMON STOCK                             | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               |  | US        |      2940 | NS      | $340510.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Co-Diagnostics Inc                                      | CO-DIAGNOSTICS INC COMMON STOCK                           | CUSIP: 189763105<br>LEI: 549300Z1JPESYWFM1R93 | Long             | EC               |  | US        |     96585 | NS      | $290720.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| NOW INC.                                                | NOW INC COMMON STOCK                                      | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               |  | US        |     22679 | NS      | $283033.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon 28, Inc.                                        | PARAGON 28 INC COMMON STOCK                               | CUSIP: 69913P105<br>LEI: 254900GM24PT1FMTRP66 | Long             | EC               |  | US        |      5214 | NS      | $106887.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Latham Group Inc                                        | LATHAM GROUP INC COMMON STOCK                             | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               |  | US        |     12679 | NS      | $43742.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                                     | SANMINA CORP COMMON STOCK                                 | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               |  | US        |      6539 | NS      | $432162.51    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                                | COMSTOCK RESOURCES INC COMMON STOCK                       | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               |  | US        |     10835 | NS      | $198822.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                                  | CASTLE BIOSCIENCES INC COMMON STOCK                       | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               |  | US        |      4730 | NS      | $111580.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY         | AMERICAN EQUITY INVT LIFE HL COMMON STOCK                 | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               |  | US        |     60841 | NS      | $2464668.91   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAMARE INC.                                          | COSTAMARE INC COMMON STOCK                                | CUSIP: Y1771G102<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               |  | US        |     18535 | NS      | $178677.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTCO BANK CORP N Y                                   | TRUSTCO BANK CORP NY COMMON STOCK                         | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               |  | US        |      8598 | NS      | $333946.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                           | RELIANCE STEEL & ALUMINUM COMMON STOCK                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               |  | US        |      3723 | NS      | $786632.67    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICUS HOLDINGS CORPORATION                         | ATLANTICUS HOLDINGS CORP COMMON STOCK                     | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               |  | US        |      9793 | NS      | $282038.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTIMIZERx Corp                                         | OPTIMIZERX CORP COMMON STOCK                              | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               |  | US        |      5287 | NS      | $111502.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ, INC.                                              | CBIZ INC COMMON STOCK                                     | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               |  | US        |      5768 | NS      | $286381.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HACKETT GROUP, INC.                                 | HACKETT GROUP INC/THE COMMON STOCK                        | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               |  | US        |     23006 | NS      | $531438.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS, INC.                                   | DORMAN PRODUCTS INC COMMON STOCK                          | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               |  | US        |      5300 | NS      | $475092.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS, INC.                                     | CLEAN HARBORS INC COMMON STOCK                            | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               |  | US        |     12333 | NS      | $1479960.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL PHARMACEUTICALS, INC.                            | AMNEAL PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               |  | US        |     28670 | NS      | $73395.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGENUS INC.                                             | AGENUS INC COMMON STOCK                                   | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               |  | US        |    213098 | NS      | $575364.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR, INC.                                           | POPULAR INC COMMON STOCK                                  | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               |  | US        |      8531 | NS      | $622933.62    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                           | SHOALS TECHNOLOGIES GROUP -A COMMON STOCK                 | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               |  | US        |      9687 | NS      | $280632.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBALL INTERNATIONAL, INC.                             | KIMBALL INTERNATIONAL-B COMMON STOCK                      | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               |  | US        |     25625 | NS      | $183475.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP, INC.                         | INTERACTIVE BROKERS GRO-CL A COMMON STOCK                 | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               |  | US        |      3542 | NS      | $284422.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Instil Bio Inc                                          | INSTIL BIO INC COMMON STOCK                               | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               |  | US        |      6372 | NS      | $8474.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA, INC.                                         | PRIMERICA INC COMMON STOCK                                | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               |  | US        |      5274 | NS      | $785984.22    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO.                                    | TRAVEL + LEISURE CO COMMON STOCK                          | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               |  | US        |     16698 | NS      | $649051.26    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc                                  | SERES THERAPEUTICS INC COMMON STOCK                       | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               |  | US        |     15590 | NS      | $101335.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                              | MATSON INC COMMON STOCK                                   | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               |  | US        |      5330 | NS      | $339840.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS N.V.                               | EXPRO GROUP HOLDINGS NV COMMON STOCK                      | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               |  | US        |     15442 | NS      | $268227.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOE CARNIVAL, INC.                                     | SHOE CARNIVAL INC COMMON STOCK                            | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               |  | US        |     11008 | NS      | $290721.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                             | OFG BANCORP COMMON STOCK                                  | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               |  | US        |     22412 | NS      | $649275.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                | DIAMONDBACK ENERGY INC COMMON STOCK                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               |  | US        |      5082 | NS      | $752237.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC.                                         | KENNAMETAL INC COMMON STOCK                               | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               |  | US        |     10738 | NS      | $283697.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVISTA BANCSHARES, INC.                                | CIVISTA BANCSHARES INC COMMON STOCK                       | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               |  | US        |      8775 | NS      | $200596.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE AND SOFFA INDUSTRIES, INC.                      | KULICKE & SOFFA INDUSTRIES COMMON STOCK                   | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               |  | US        |     14299 | NS      | $685637.05    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST ADVANTAGE CORPORATION                             | FIRST ADVANTAGE CORP COMMON STOCK                         | CUSIP: 31846B108<br>LEI: 5493009E31FM2H8Q7497 | Long             | EC               |  | US        |      6470 | NS      | $86051.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Ozk                                                | BANK OZK COMMON STOCK                                     | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               |  | US        |     19508 | NS      | $900294.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                          | PRAXIS PRECISION MEDICINES I COMMON STOCK                 | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               |  | US        |     32610 | NS      | $72068.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS COUNTRY HEALTHCARE, INC.                          | CROSS COUNTRY HEALTHCARE INC COMMON STOCK                 | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               |  | US        |     15774 | NS      | $564393.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCHANTS BANCORP                                       | MERCHANTS BANCORP/IN COMMON STOCK                         | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               |  | US        |      9740 | NS      | $249246.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS, INC.                                        | ZIFF DAVIS INC COMMON STOCK                               | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               |  | US        |      4714 | NS      | $434913.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTA EQUIPMENT GROUP INC.                               | ALTA EQUIPMENT GROUP INC COMMON STOCK                     | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               |  | US        |     20851 | NS      | $251046.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILD-A-BEAR WORKSHOP, INC.                             | BUILD-A-BEAR WORKSHOP INC COMMON STOCK                    | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               |  | US        |      4490 | NS      | $106637.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                              | KORN FERRY COMMON STOCK                                   | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               |  | US        |     13819 | NS      | $788097.57    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                                | FABRINET COMMON STOCK                                     | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               |  | US        |      2101 | NS      | $280294.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORPORATION                                 | BLACK HILLS CORP COMMON STOCK                             | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               |  | US        |      9413 | NS      | $674253.19    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen, Inc.                                          | PRECIGEN INC COMMON STOCK                                 | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               |  | US        |    109750 | NS      | $199745.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Univest Financial Corporation                           | UNIVEST FINANCIAL CORP COMMON STOCK                       | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               |  | US        |     32459 | NS      | $915668.39    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION                        | CHESAPEAKE UTILITIES CORP COMMON STOCK                    | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               |  | US        |      1039 | NS      | $124399.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                                  | COGENT BIOSCIENCES INC COMMON STOCK                       | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               |  | US        |     15960 | NS      | $200776.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER, INC.                              | SUPER MICRO COMPUTER INC COMMON STOCK                     | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               |  | US        |     35561 | NS      | $3208669.03   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS, INC.                                        | PHOTRONICS INC COMMON STOCK                               | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               |  | US        |    140576 | NS      | $2642828.80   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER ADVANCED MATERIALS INC.                        | RAYONIER ADVANCED MATERIALS COMMON STOCK                  | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               |  | US        |     39363 | NS      | $304669.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc                                          | SUMO LOGIC INC COMMON STOCK                               | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               |  | US        |      9948 | NS      | $75604.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK, INC.                                      | SHUTTERSTOCK INC COMMON STOCK                             | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               |  | US        |     12229 | NS      | $658164.78    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANEX BUILDING PRODUCTS CORPORATION                    | QUANEX BUILDING PRODUCTS COMMON STOCK                     | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               |  | US        |     16777 | NS      | $398789.29    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                             | MGIC INVESTMENT CORP COMMON STOCK                         | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               |  | US        |     38625 | NS      | $530321.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HOLDINGS CORPORATION               | INTEGRA LIFESCIENCES HOLDING COMMON STOCK                 | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               |  | US        |     39297 | NS      | $2158977.18   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| EARTHSTONE ENERGY, INC.                                 | EARTHSTONE ENERGY INC - A COMMON STOCK                    | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               |  | US        |     22041 | NS      | $349129.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Sana Biotechnology Inc                                  | SANA BIOTECHNOLOGY INC COMMON STOCK                       | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               |  | US        |     35378 | NS      | $176536.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ADVANCE AUTO PARTS, INC.                                | ADVANCE AUTO PARTS INC COMMON STOCK                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               |  | US        |      3567 | NS      | $538581.33    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC.                                           | HARMONIC INC COMMON STOCK                                 | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               |  | US        |     89850 | NS      | $1378299.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Reservoir Media Inc                                     | RESERVOIR MEDIA INC COMMON STOCK                          | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               |  | US        |     30720 | NS      | $194150.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| QUIDELORTHO CORPORATION                                 | QUIDELORTHO CORP COMMON STOCK                             | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               |  | US        |      7340 | NS      | $643057.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                                        | CLEARFIELD INC COMMON STOCK                               | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               |  | US        |      3094 | NS      | $407232.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES, INC.                                  | BWX TECHNOLOGIES INC COMMON STOCK                         | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               |  | US        |     26308 | NS      | $1601894.12   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corporation                      | MASONITE INTERNATIONAL CORP COMMON STOCK                  | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               |  | US        |      8106 | NS      | $610138.62    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM, INC.                                   | LANDSTAR SYSTEM INC COMMON STOCK                          | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               |  | US        |      4293 | NS      | $742603.14    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S RESTAURANTS, INC.                                  | BJ'S RESTAURANTS INC COMMON STOCK                         | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               |  | US        |      9110 | NS      | $292248.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGAN, INC.                                             | ARGAN INC COMMON STOCK                                    | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               |  | US        |      7769 | NS      | $294833.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc                              | AMYLYX PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               |  | US        |      6639 | NS      | $254738.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| PACWEST BANCORP                                         | PACWEST BANCORP COMMON STOCK                              | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               |  | US        |     22172 | NS      | $579132.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS, INC.                                             | CROCS INC COMMON STOCK                                    | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               |  | US        |      3967 | NS      | $400667.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY PRECISION GROUP, INC.                            | VISHAY PRECISION GROUP COMMON STOCK                       | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               |  | US        |     13930 | NS      | $565140.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc                                | CHINOOK THERAPEUTICS INC COMMON STOCK                     | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               |  | US        |     10983 | NS      | $248764.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORPORATION                                     | GRIFFON CORP COMMON STOCK                                 | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               |  | US        |      9411 | NS      | $332302.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EGAIN CORPORATION                                       | EGAIN CORP COMMON STOCK                                   | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               |  | US        |     28374 | NS      | $249691.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc                           | 4D MOLECULAR THERAPEUTICS IN COMMON STOCK                 | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               |  | US        |     11984 | NS      | $289653.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                            | VERACYTE INC COMMON STOCK                                 | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               |  | US        |      6864 | NS      | $190407.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UPLAND SOFTWARE, INC.                                   | UPLAND SOFTWARE INC COMMON STOCK                          | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               |  | US        |     19276 | NS      | $145341.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC.                                         | MURPHY USA INC COMMON STOCK                               | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               |  | US        |      4481 | NS      | $1325524.61   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc                                 | PMV PHARMACEUTICALS INC COMMON STOCK                      | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               |  | US        |     22028 | NS      | $219839.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGALZOOM.COM, INC.                                     | LEGALZOOMCOM INC COMMON STOCK                             | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               |  | US        |     23563 | NS      | $208532.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| HERITAGE COMMERCE CORP                                  | HERITAGE COMMERCE CORP COMMON STOCK                       | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               |  | US        |     21455 | NS      | $304875.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS, INC.                              | PAR PACIFIC HOLDINGS INC COMMON STOCK                     | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               |  | US        |     20958 | NS      | $491045.94    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYNES INTERNATIONAL, INC.                              | HAYNES INTERNATIONAL INC COMMON STOCK                     | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               |  | US        |     10210 | NS      | $510091.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT BANCORP, INC.                                 | PROVIDENT BANCORP INC COMMON STOCK                        | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               |  | US        |      9442 | NS      | $65527.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVASIVE, INC.                                          | NUVASIVE INC COMMON STOCK                                 | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               |  | US        |     11268 | NS      | $437649.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINET GROUP, INC.                                      | TRINET GROUP INC COMMON STOCK                             | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               |  | US        |      3531 | NS      | $255891.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Inc                                             | INHIBRX INC COMMON STOCK                                  | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               |  | US        |     21215 | NS      | $636025.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONAL MANAGEMENT CORP.                               | REGIONAL MANAGEMENT CORP COMMON STOCK                     | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               |  | US        |     11884 | NS      | $349864.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY TRUST BANCORP, INC.                           | COMMUNITY TRUST BANCORP INC COMMON STOCK                  | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               |  | US        |      3740 | NS      | $179183.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP TECHNOLOGIES, INC.                                  | UFP TECHNOLOGIES INC COMMON STOCK                         | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               |  | US        |      2569 | NS      | $308408.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON TECHNOLOGIES, INC.                               | HUDSON TECHNOLOGIES INC COMMON STOCK                      | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               |  | US        |    109343 | NS      | $1234482.47   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HARSCO CORPORATION                                      | HARSCO CORP COMMON STOCK                                  | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               |  | US        |     26010 | NS      | $194554.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP                      | ENTERPRISE FINANCIAL SERVICE COMMON STOCK                 | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               |  | US        |      4927 | NS      | $257879.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARD AIR CORPORATION                                 | FORWARD AIR CORP COMMON STOCK                             | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               |  | US        |      3502 | NS      | $393519.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORPORATION                                       | CABOT CORP COMMON STOCK                                   | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               |  | US        |      6492 | NS      | $477941.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC.                             | IRIDIUM COMMUNICATIONS INC COMMON STOCK                   | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               |  | US        |      8390 | NS      | $445509.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC.                                        | N B T BANCORP INC COMMON STOCK                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               |  | US        |      5585 | NS      | $257803.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIAT NETWORKS, INC.                                    | AVIAT NETWORKS INC COMMON STOCK                           | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               |  | US        |      7300 | NS      | $229658.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CASS INFORMATION SYSTEMS, INC.                          | CASS INFORMATION SYSTEMS INC COMMON STOCK                 | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               |  | US        |      5440 | NS      | $236531.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BIGLARI HOLDINGS INC.                                   | BIGLARI HOLDINGS INC-B COMMON STOCK                       | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               |  | US        |       912 | NS      | $131200.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORPORATION                           | PERMIAN RESOURCES CORP COMMON STOCK                       | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               |  | US        |     27679 | NS      | $281218.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORPORATION                                   | BRUNSWICK CORP COMMON STOCK                               | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               |  | US        |      9722 | NS      | $721372.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, INC.                                               | V2X INC COMMON STOCK                                      | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               |  | US        |      6282 | NS      | $253855.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Byrna Technologies Inc                                  | BYRNA TECHNOLOGIES INC COMMON STOCK                       | CUSIP: 12448X201<br>LEI: N/A                  | Long             | EC               |  | US        |     26799 | NS      | $232079.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| PEOPLES FINANCIAL SERVICES CORP.                        | PEOPLES FINANCIAL SERVICES COMMON STOCK                   | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               |  | US        |      3393 | NS      | $193197.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV AUCTIONS INC.                                       | ACV AUCTIONS INC-A COMMON STOCK                           | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               |  | US        |     45991 | NS      | $406560.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES, INC.                                | VALMONT INDUSTRIES COMMON STOCK                           | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               |  | US        |      4290 | NS      | $1452851.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRETT BUSINESS SERVICES, INC.                         | BARRETT BUSINESS SVCS INC COMMON STOCK                    | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               |  | US        |      4253 | NS      | $418197.49    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MANUFACTURING COMPANY                            | MODINE MANUFACTURING CO COMMON STOCK                      | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               |  | US        |    135711 | NS      | $2873001.87   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| THE FIRST OF LONG ISLAND CORPORATION                    | FIRST OF LONG ISLAND CORP COMMON STOCK                    | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               |  | US        |      5701 | NS      | $110884.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC.                                 | CACI INTERNATIONAL INC -CL A COMMON STOCK                 | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               |  | US        |      3269 | NS      | $1020908.70   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS, INC.                                     | TTEC HOLDINGS INC COMMON STOCK                            | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               |  | US        |     12185 | NS      | $584270.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS, INC.                                      | DHT HOLDINGS INC COMMON STOCK                             | CUSIP: 037633232<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               |  | DE        |     23780 | NS      | $224982.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INDUSTRIAL COMPANY                               | GLOBAL INDUSTRIAL CO COMMON STOCK                         | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               |  | US        |      8008 | NS      | $197076.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC.                                         | GLOBE LIFE INC COMMON STOCK                               | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               |  | US        |      5556 | NS      | $666497.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                          | QUEST DIAGNOSTICS INC COMMON STOCK                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |      4956 | NS      | $752469.48    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS, INC.                         | CONSENSUS CLOUD SOLUTION COMMON STOCK                     | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               |  | US        |      5389 | NS      | $306041.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SILK ROAD MEDICAL, INC.                                 | SILK ROAD MEDICAL INC COMMON STOCK                        | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               |  | US        |      2010 | NS      | $107032.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                            | PUBMATIC INC-CLASS A COMMON STOCK                         | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               |  | US        |     10160 | NS      | $159207.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| METROCITY BANKSHARES, INC.                              | METROCITY BANKSHARES INC COMMON STOCK                     | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               |  | US        |      5099 | NS      | $114727.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                            | INGLES MARKETS INC-CLASS A COMMON STOCK                   | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               |  | US        |      3139 | NS      | $317352.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS, INC.                                    | THRYV HOLDINGS INC COMMON STOCK                           | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               |  | US        |      6040 | NS      | $115847.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 Value ETF                          | ISHARES RUSSELL 2000 VALUE E MUTUAL FUND                  | CUSIP: 464287630<br>LEI: N/A                  | Long             | EC               | RF                | US        |      4495 | NS      | $671732.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES, INC.                            | CASEY'S GENERAL STORES INC COMMON STOCK                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               |  | US        |      3378 | NS      | $820921.56    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORPORATION                                       | KIRBY CORP COMMON STOCK                                   | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               |  | US        |      4945 | NS      | $345111.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET LAB USA, INC.                                    | ROCKET LAB USA INC COMMON STOCK                           | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               |  | US        |     31628 | NS      | $132521.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN MISSOURI BANCORP, INC.                         | SOUTHERN MISSOURI BANCORP COMMON STOCK                    | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               |  | US        |      2110 | NS      | $109424.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN, LTD.                                     | STEVEN MADDEN LTD COMMON STOCK                            | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               |  | US        |     17295 | NS      | $597369.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC.                                       | TALOS ENERGY INC COMMON STOCK                             | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               |  | US        |     13710 | NS      | $269401.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD.                             | AXALTA COATING SYSTEMS LTD COMMON STOCK                   | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               |  | US        |     22292 | NS      | $598317.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCANTILE BANK CORPORATION                             | MERCANTILE BANK CORP COMMON STOCK                         | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               |  | US        |      5831 | NS      | $202977.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARD'S, INC.                                         | DILLARDS INC-CL A COMMON STOCK                            | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               |  | US        |       740 | NS      | $266178.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| CELSIUS HOLDINGS, INC.                                  | CELSIUS HOLDINGS INC COMMON STOCK                         | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               |  | US        |      2656 | NS      | $295719.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC.                                                | ADT INC COMMON STOCK                                      | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               |  | US        |     35790 | NS      | $334278.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| BRINKER INTERNATIONAL, INC.                             | BRINKER INTERNATIONAL INC COMMON STOCK                    | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               |  | US        |     71661 | NS      | $2397060.45   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT COMPANY                                         | TENNANT CO COMMON STOCK                                   | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               |  | US        |      4480 | NS      | $284614.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBORONE BANCORP, INC.                                 | HARBORONE BANCORP INC COMMON STOCK                        | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               |  | US        |      7600 | NS      | $111188.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SKECHERS U.S.A., INC.                                   | SKECHERS USA INC-CL A COMMON STOCK                        | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               |  | US        |      9765 | NS      | $411790.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dice Therapeutics Inc                                   | DICE THERAPEUTICS INC COMMON STOCK                        | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               |  | US        |     10317 | NS      | $359134.77    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| OXFORD INDUSTRIES INC                                   | OXFORD INDUSTRIES INC COMMON STOCK                        | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               |  | US        |      3413 | NS      | $385191.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BYLINE BANCORP, INC.                                    | BYLINE BANCORP INC COMMON STOCK                           | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               |  | US        |      5850 | NS      | $133321.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE, INC.                                         | INTERFACE INC COMMON STOCK                                | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               |  | US        |      9970 | NS      | $107975.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORPORATION                                    | INGEVITY CORP COMMON STOCK                                | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               |  | US        |      9446 | NS      | $739338.42    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Ltd                       | ALPHA & OMEGA SEMICONDUCTOR COMMON STOCK                  | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               |  | US        |      7210 | NS      | $252926.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE-CRYSTAL CLEAN, INC.                            | HERITAGE-CRYSTAL CLEAN INC COMMON STOCK                   | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               |  | US        |     34713 | NS      | $1096930.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI COMPOSITES, INC.                                    | TPI COMPOSITES INC COMMON STOCK                           | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               |  | US        |     12540 | NS      | $151483.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS, INC.                             | IONIS PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               |  | US        |      4717 | NS      | $192406.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDIOVASCULAR SYSTEMS, INC.                            | CARDIOVASCULAR SYSTEMS INC COMMON STOCK                   | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               |  | US        |     13084 | NS      | $183306.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN BANK HOLDING CORP.                         | METROPOLITAN BANK HOLDING CO COMMON STOCK                 | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               |  | US        |      7705 | NS      | $489575.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc                                    | VIANT TECHNOLOGY INC-A COMMON STOCK                       | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               |  | US        |     14228 | NS      | $54350.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS, INC.                         | AMERICAN EAGLE OUTFITTERS COMMON STOCK                    | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               |  | US        |    185405 | NS      | $2933107.10   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP, INC.                                | NORTHFIELD BANCORP INC COMMON STOCK                       | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               |  | US        |      6968 | NS      | $111139.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                              | RHYTHM PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               |  | US        |      8953 | NS      | $239671.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| AxoGen, Inc.                                            | AXOGEN INC COMMON STOCK                                   | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               |  | US        |      9191 | NS      | $100641.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMERS NATIONAL BANC CORP.                             | FARMERS NATL BANC CORP COMMON STOCK                       | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               |  | US        |     10833 | NS      | $164769.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT ENERGY SERVICES, INC.                            | SELECT ENERGY SERVICES INC-A COMMON STOCK                 | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               |  | US        |     39373 | NS      | $322464.87    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                               | REGAL REXNORD CORP COMMON STOCK                           | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               |  | US        |      7930 | NS      | $1039702.30   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGames S.A.                                           | NEOGAMES SA COMMON STOCK                                  | CUSIP: L6673X107<br>LEI: 222100MZTIQEZS4XY614 | Long             | EC               |  | US        |     31968 | NS      | $441478.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INCORPORATED                             | ABM INDUSTRIES INC COMMON STOCK                           | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               |  | US        |     61476 | NS      | $2900437.68   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS, INC.                                   | TREEHOUSE FOODS INC COMMON STOCK                          | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               |  | US        |     21910 | NS      | $1083011.30   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD WRESTLING ENTERTAINMENT, INC.                     | WORLD WRESTLING ENTERTAIN-A COMMON STOCK                  | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               |  | US        |      4381 | NS      | $349954.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc                                | MERSANA THERAPEUTICS INC COMMON STOCK                     | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               |  | US        |     12100 | NS      | $80586.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRESS, INC.                                           | EXPRESS INC COMMON STOCK                                  | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               |  | US        |     54200 | NS      | $76964.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| KENNEDY-WILSON HOLDINGS, INC.                           | KENNEDY-WILSON HOLDINGS INC COMMON STOCK                  | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               |  | US        |     35733 | NS      | $608175.66    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYAGS, INC.                                           | PLAYAGS INC COMMON STOCK                                  | CUSIP: 72814N104<br>LEI: N/A                  | Long             | EC               |  | US        |     37830 | NS      | $200499.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                                     | KODIAK SCIENCES INC COMMON STOCK                          | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               |  | US        |     28570 | NS      | $210846.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP, INC.                                     | NEWMARK GROUP INC-CLASS A COMMON STOCK                    | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               |  | US        |     62045 | NS      | $526141.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                          | WINTRUST FINANCIAL CORP COMMON STOCK                      | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               |  | US        |     15309 | NS      | $1399701.87   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMBRIDGE BANCORP                                       | CAMBRIDGE BANCORP COMMON STOCK                            | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               |  | US        |       730 | NS      | $64904.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY, INC.                                        | PDC ENERGY INC COMMON STOCK                               | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               |  | US        |     15305 | NS      | $1137467.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUY'S HOLDINGS, INC.                                   | CHUY'S HOLDINGS INC COMMON STOCK                          | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               |  | US        |      9590 | NS      | $303907.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGERDUTY, INC.                                         | PAGERDUTY INC COMMON STOCK                                | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               |  | US        |      5862 | NS      | $130370.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                               | CNO FINANCIAL GROUP INC COMMON STOCK                      | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               |  | US        |    104900 | NS      | $2463052.00   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF, INCORPORATED                           | DIEBOLD NIXDORF INC COMMON STOCK                          | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               |  | US        |     50370 | NS      | $108295.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                                     | MORPHIC HOLDING INC COMMON STOCK                          | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               |  | US        |      2370 | NS      | $65222.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOWLERO CORP.                                           | BOWLERO CORP COMMON STOCK                                 | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               |  | US        |     14131 | NS      | $197268.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| CHIMERA INVESTMENT CORPORATION                          | CHIMERA INVESTMENT CORP REIT                              | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |     96268 | NS      | $659435.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL STATES INTERNATIONAL, INC.                          | OIL STATES INTERNATIONAL INC COMMON STOCK                 | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               |  | US        |     16830 | NS      | $113602.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidxchange Holdings Inc                                | AVIDXCHANGE HOLDINGS INC COMMON STOCK                     | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               |  | US        |      8760 | NS      | $75511.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                                          | INNOVIVA INC COMMON STOCK                                 | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               |  | US        |     15381 | NS      | $201952.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA TECHNOLOGIES, INC.                                 | SIGA TECHNOLOGIES INC COMMON STOCK                        | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               |  | US        |     44890 | NS      | $412090.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST COMMONWEALTH FINANCIAL CORPORATION                | FIRST COMMONWEALTH FINL CORP COMMON STOCK                 | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               |  | US        |     91129 | NS      | $1341418.88   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS, INC.                                  | EXTREME NETWORKS INC COMMON STOCK                         | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               |  | US        |     18593 | NS      | $389895.21    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC, INC.                                            | MASTEC INC COMMON STOCK                                   | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               |  | US        |      1650 | NS      | $149869.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS, INC.                               | EXLSERVICE HOLDINGS INC COMMON STOCK                      | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               |  | US        |      6944 | NS      | $1299916.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT, INC.                                               | AXT INC COMMON STOCK                                      | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               |  | US        |     64501 | NS      | $342500.31    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MACATAWA BANK CORPORATION                               | MACATAWA BANK CORP COMMON STOCK                           | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               |  | US        |     16403 | NS      | $182237.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers By Vitamin Cottage Inc                  | NATURAL GROCERS BY VITAMIN C COMMON STOCK                 | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               |  | US        |     15185 | NS      | $153064.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS, INC.                          | CATALYST PHARMACEUTICALS INC COMMON STOCK                 | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               |  | US        |     34556 | NS      | $579504.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST, INC.                        | NEXPOINT RESIDENTIAL REIT                                 | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |     12279 | NS      | $590497.11    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THE FIRST BANCSHARES, INC.                              | FIRST BANCSHARES INC/MS COMMON STOCK                      | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               |  | US        |      6808 | NS      | $232765.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NOODLES & COMPANY                                       | NOODLES & CO COMMON STOCK                                 | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               |  | US        |     14580 | NS      | $80335.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT SOUTHERN BANCORP, INC.                            | GREAT SOUTHERN BANCORP INC COMMON STOCK                   | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               |  | US        |      3860 | NS      | $241829.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corp                                         | PURE CYCLE CORP COMMON STOCK                              | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               |  | US        |     15817 | NS      | $167818.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS, INC.                                          | AGILYSYS INC COMMON STOCK                                 | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               |  | US        |      4040 | NS      | $268256.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                        | HARMONY BIOSCIENCES HOLDINGS COMMON STOCK                 | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               |  | US        |      4601 | NS      | $275001.77    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA INTERNATIONAL, INC.                                 | CRA INTERNATIONAL INC COMMON STOCK                        | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               |  | US        |      2658 | NS      | $327625.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO ENERGY, INC.                                     | VAALCO ENERGY INC COMMON STOCK                            | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               |  | US        |     59370 | NS      | $307536.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC.                                              | TEGNA INC COMMON STOCK                                    | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               |  | US        |      8593 | NS      | $169625.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR, INC.                                         | FRONTDOOR INC COMMON STOCK                                | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               |  | US        |     22135 | NS      | $517294.95    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERSTATE BANCSYSTEM, INC.                       | FIRST INTERSTATE BANCSYS-A COMMON STOCK                   | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               |  | US        |     36393 | NS      | $1587462.66   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MODEL N, INC.                                           | MODEL N INC COMMON STOCK                                  | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               |  | US        |      7529 | NS      | $292727.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY BANCSHARES, INC.                                 | EQUITY BANCSHARES INC - CL A COMMON STOCK                 | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               |  | US        |      5270 | NS      | $192671.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** SEI INSTITUTIONAL INVESTMENTS TRUST

**Signature:** Ankit Puri

**Name of Signer:** Ankit Puri

**Title:** CFO