# EDGAR Filing Document

**Accession Number:** 0001518042
**File Stem:** 0000910472-26-002797
**Filing Date:** 2026-2
**Character Count:** 168733
**Document Hash:** 9c84438ee9fcb530ceadacccb5cc8b98
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-002797.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000910472-26-002797

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHERN LIGHTS FUND TRUST II
- **CENTRAL INDEX KEY:** 0001518042

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22549
- **FILM NUMBER:** 26683522

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 631-470-2600

**MAIL ADDRESS:**
- **STREET 1:** 4221 NORTH 203RD STREET, SUITE 100
- **CITY:** ELKHORN
- **STATE:** NE
- **ZIP:** 68022

## Series and Classes Contracts Data

### Acclivity Small Cap Value Fund (Series ID: S000063456)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000205616 | Acclivity Small Cap Value Class N Shares | AXVNX           |
| C000205617 | Acclivity Small Cap Value Class I Shares | AXVIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHERN LIGHTS FUND TRUST II

- **b. Investment Company Act file number:** 811-22549

- **c. CIK number of Registrant:** 0001518042

- **d. LEI of Registrant:** 549300TH7YXW5G2QY588

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

  - **Street Address 1:** 225 PICTORIA DRIVE

  - **City:** CINCINNATI

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 631-470-2600

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

- **a. Name of Series:** Acclivity Small Cap Value Fund

- **b. EDGAR series identifier (if any):** S000063456

- **c. LEI of Series:** 549300EEQLNTNSQDT124

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $29474637.65

**Total Liabilities:** $343405.77

**Net Assets:** $29131231.88

**Cash Not Reported:** $23311.60

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205616 | -2.55%               | 3.73%                | 0.71%                |
| Class ID C000205617 | -2.52%               | 3.77%                | 0.71%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $397532.21               | $-1243047.83                               |
| Month 2  | $-56529.86               | $1208729.21                                |
| Month 3  | $626242.41               | $-455510.37                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ACCO Brands Corporation                        | ACCO BRANDS CORP                     | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      7992 | NS      | $29810.16     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| ADT Inc                                        | ADT INC                              | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31906 | NS      | $257481.42    | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| ABM Industries Inc.                            | ABM INDUSTRIES                       | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |       698 | NS      | $29525.40     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Agco Corporation                               | AGCO CORP                            | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       211 | NS      | $22011.52     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| AMC Networks Inc                               | AMC NETWORKS-A                       | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      3066 | NS      | $29188.32     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| AMN Healthcare Services Inc                    | AMN HEALTHCARE                       | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       954 | NS      | $15035.04     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ANI Pharmaceuticals Inc.                       | ANI PHARMACEUTIC                     | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       266 | NS      | $20998.04     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Angi Inc                                       | ANGI INC                             | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      3127 | NS      | $40432.11     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Asgn Incorporated                              | ASGN INC                             | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       435 | NS      | $20953.95     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ATN International Inc.                         | ATN INTERNATIONA                     | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      1327 | NS      | $30255.60     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Academy Sports and Outdoors Inc                | ACADEMY SPORTS &                     | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |      1632 | NS      | $81534.72     | 0.28%             |  |  |  | No            | 1                  | On Loan: —       |
| Acadia Healthcare Company, Inc.                | ACADIA HEALTHCAR                     | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      3160 | NS      | $44840.40     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Acme United Corp                               | ACME UNITED CORP                     | CUSIP: 004816104<br>LEI: 549300NVT8NN13WP8M83 | Long             | EC               | CORP              | US        |       104 | NS      | $4192.24      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Acushnet Holdings Corp                         | ACUSHNET HOLDING                     | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      1526 | NS      | $121805.32    | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| AdaptHealth Corporation                        | ADAPTHEALTH CORP                     | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4239 | NS      | $42220.44     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Adeia Inc.                                     | ADEIA INC                            | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2389 | NS      | $41210.25     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Advance Auto Parts Inc.                        | ADVANCE AUTO PAR                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       569 | NS      | $22361.70     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Advansix Inc                                   | ADVANSIX INC                         | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      1362 | NS      | $23562.60     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Affiliated Managers Group, Inc.                | AFFIL MANAGERS                       | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       111 | NS      | $31999.08     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Lease Corporation                          | AIR LEASE C                          | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      1466 | NS      | $94161.18     | 0.32%             |  |  |  | No            | 1                  | On Loan: —       |
| Alamo Group Inc                                | ALAMO GROUP                          | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |        80 | NS      | $13429.60     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Alaska Air Group Inc.                          | ALASKA AIR GROUP                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       882 | NS      | $44364.60     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Alcoa Corporation                              | ALCOA CORP                           | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      6123 | NS      | $325376.22    | 1.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Alight Inc                                     | ALIGHT INC-CL A                      | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     17342 | NS      | $33816.90     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegiant Travel Company                       | ALLEGIANT TRAVEL                     | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       942 | NS      | $80324.34     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Bread Financial Holdings Inc                   | BREAD FINANCIAL                      | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      2356 | NS      | $174414.68    | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Veradigm Inc                                   | VERADIGM INC                         | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |      3974 | NS      | $19075.20     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| American Axle & Manufacturing Holdings Inc.    | AMER AXLE & MFG                      | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |      4549 | NS      | $29159.09     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| American Eagle Outfitters Inc.                 | AMER EAGLE OUTF                      | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      2746 | NS      | $72412.02     | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| American Public Education Inc.                 | AMERICAN PUBLIC                      | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |       745 | NS      | $28161.00     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| American Woodmark Corporation                  | AMER WOODMARK CO                     | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |       352 | NS      | $18972.80     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameris Bancorp                                 | AMERIS BANCORP                       | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1974 | NS      | $146608.98    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Amkor Technology, Inc.                         | AMKOR TECH INC                       | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |       302 | NS      | $11922.96     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Amphastar Pharmaceuticals Inc                  | AMPHASTAR PHARMA                     | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      1326 | NS      | $35510.28     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| The Andersons Inc                              | ANDERSONS INC                        | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      1060 | NS      | $56360.20     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Angiodynamics Inc                              | ANGIODYNAMICS IN                     | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      2410 | NS      | $30944.40     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Antero Midstream Corporation                   | ANTERO MIDSTREAM                     | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1895 | NS      | $33712.05     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| APA Corp.                                      | APA CORP                             | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      9129 | NS      | $223295.34    | 0.77%             |  |  |  | No            | 1                  | On Loan: —       |
| Aramark                                        | ARAMARK                              | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      1410 | NS      | $51972.60     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcbest Corporation                            | ARCBEST CORP                         | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       597 | NS      | $44291.43     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| ARK Restaurants Cp                             | ARK RESTAURANTS                      | CUSIP: 040712101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $67.05        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Electronics, Inc.                        | ARROW ELECTRONIC                     | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       477 | NS      | $52555.86     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                  | ARROWHEAD PHARMA                     | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |       594 | NS      | $39435.66     | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Asbury Automotive Group, Inc.                  | ASBURY AUTO GRP                      | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       518 | NS      | $120450.54    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Ashland Inc.                                   | ASHLAND INC                          | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |       905 | NS      | $53096.35     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Atkore Inc                                     | ATKORE INC                           | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       695 | NS      | $43958.75     | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Autoliv Inc.                                   | AUTOLIV INC                          | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      1713 | NS      | $203333.10    | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoNation, Inc.                               | AUTONATION INC                       | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1108 | NS      | $228779.84    | 0.79%             |  |  |  | No            | 1                  | On Loan: —       |
| Avanos Medical Inc                             | AVANOS MEDICAL I                     | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      1437 | NS      | $16137.51     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Avient Corporation                             | AVIENT CORP                          | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |       727 | NS      | $22711.48     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Avnet, Inc.                                    | AVNET INC                            | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      1713 | NS      | $82361.04     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Axos Financial Inc                             | AXOS FINANCIAL I                     | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       351 | NS      | $30242.16     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Bandwidth Inc                                  | BANDWIDTH INC-A                      | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      1799 | NS      | $27794.55     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Bank OZK                                       | BANK OZK                             | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      2103 | NS      | $96780.06     | 0.33%             |  |  |  | No            | 1                  | On Loan: —       |
| Banner Corp                                    | BANNER CORPORATI                     | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       551 | NS      | $34525.66     | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Baycom Corp                                    | BAYCOM CORP                          | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |       512 | NS      | $15052.80     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Beazer Homes USA Inc.                          | BEAZER HOMES USA                     | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      1120 | NS      | $22702.40     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Belden Inc.                                    | BELDEN INC                           | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       257 | NS      | $29953.35     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Benchmark Electronics, Inc.                    | BENCHMARK ELECTR                     | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      1497 | NS      | $64011.72     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Beacon Financial Corp.                         | BEACON FINANCIAL                     | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       462 | NS      | $12182.94     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Biglari Holdings Inc.                          | BIGLARI HOLDIN-B                     | CUSIP: 08986R309<br>LEI: 549300J4OQ973AEQEG06 | Long             | EC               | CORP              | US        |       128 | NS      | $42551.04     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Bio-Rad Laboratories, Inc.                     | BIO-RAD LABS-A                       | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       299 | NS      | $90594.01     | 0.31%             |  |  |  | No            | 1                  | On Loan: —       |
| Biomarin Pharmaceutical Inc.                   | BIOMARIN PHARMAC                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       950 | NS      | $56458.50     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| BlueLinx Holdings Inc.                         | BLUELINX HOLDING                     | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |       387 | NS      | $23773.41     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Boise Cascade Co                               | BOISE CASCADE CO                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       477 | NS      | $35107.20     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| BorgWarner Inc.                                | BORGWARNER INC                       | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      3803 | NS      | $171363.18    | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Boyd Gaming Corporation                        | BOYD GAMING CORP                     | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      1727 | NS      | $147209.48    | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Brighthouse Financial Inc.                     | BRIGHTHOUSE FINA                     | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      2850 | NS      | $184651.50    | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| BrightView Holdings Inc.                       | BRIGHTVIEW HOLDI                     | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      2869 | NS      | $36350.23     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Brinker International, Inc.                    | BRINKER INTL                         | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       441 | NS      | $63292.32     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristow Group Inc                              | BRISTOW GROUP IN                     | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      2138 | NS      | $78293.56     | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Brunswick Corporation                          | BRUNSWICK CORP                       | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |       512 | NS      | $38010.88     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Bumble Inc                                     | BUMBLE INC-A                         | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5530 | NS      | $19742.10     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Byline Bancorp Inc                             | BYLINE BANCORP I                     | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      1452 | NS      | $42325.80     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| C&F Finl Corp                                  | C & F FINANCIAL                      | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |       443 | NS      | $32157.37     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CNB Financial Corp (Pennsylvania)              | CNB FINL CORP/PA                     | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |       649 | NS      | $16984.33     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CNO Financial Group, Inc.                      | CNO FINANCIAL GR                     | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      1169 | NS      | $49647.43     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| CSG Systems International Inc.                 | CSG SYSTEMS INTL                     | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       630 | NS      | $48314.70     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| CTS Corporation                                | CTS CORP                             | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       499 | NS      | $21392.13     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CNX Resources Corporation                      | CNX RESOURCES CO                     | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      1180 | NS      | $43388.60     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| CVB Financial                                  | CVB FINANCIAL                        | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1788 | NS      | $33256.80     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Cable One Inc                                  | CABLE ONE INC                        | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       268 | NS      | $30243.80     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| CACI International Inc.                        | CACI INTL-A                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        57 | NS      | $30370.17     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Bank                                   | CADENCE BANK                         | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      2059 | NS      | $88207.56     | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Caesars Entertainment Inc.                     | CAESARS ENTERTAI                     | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      4060 | NS      | $94963.40     | 0.33%             |  |  |  | No            | 1                  | On Loan: —       |
| Cal-Maine Foods Inc.                           | CAL-MAINE FOODS                      | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      1325 | NS      | $105430.25    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| California Resources Corporation               | CALIFORNIA RESOU                     | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      3352 | NS      | $149885.44    | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Topgolf Callaway Brands Corp                   | TOPGOLF CALLAWAY                     | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     10583 | NS      | $123503.61    | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Cannae Holdings Inc.                           | CANNAE HOLDINGS                      | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |      3116 | NS      | $49014.68     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital Bancorp Inc.                           | CAPITAL BANCORP                      | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |       621 | NS      | $17493.57     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Carriage Services, Inc.                        | CARRIAGE SERVICE                     | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       472 | NS      | $19965.60     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Cathay General Bancorp                         | CATHAY GENERAL B                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       688 | NS      | $33292.32     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Celanese Corporation                           | CELANESE CORP                        | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       492 | NS      | $20801.76     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Garden & Pet Company                   | CENTRAL GARDEN-A                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      2504 | NS      | $73091.76     | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Century Communities Inc                        | CENTURY COMMUNIT                     | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      1152 | NS      | $68371.20     | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles River Laboratories International, Inc. | CHARLES RIVER LA                     | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       198 | NS      | $39497.04     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Cheesecake Factory Inc                         | CHEESECAKE FACTO                     | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |       911 | NS      | $45987.28     | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Chemed Corporation                             | CHEMED CORP                          | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       363 | NS      | $155313.18    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Cirrus Logic, Inc.                             | CIRRUS LOGIC INC                     | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       288 | NS      | $34128.00     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Civitas Resources Inc                          | CIVITAS RESOURCE                     | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      3548 | NS      | $96115.32     | 0.33%             |  |  |  | No            | 1                  | On Loan: —       |
| Coffee Hldg Co Inc                             | COFFEE HOLDING C                     | CUSIP: 192176105<br>LEI: 549300FD5P29KIHQU051 | Long             | EC               | CORP              | US        |       355 | NS      | $1377.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Enovis Corporation                             | ENOVIS CORP                          | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      1619 | NS      | $43130.16     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Colony Bankcorp Inc.                           | COLONY BANKCORP                      | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       378 | NS      | $6735.96      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbia Banking System Inc.                   | COLUMBIA BANKING                     | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |      1912 | NS      | $53440.40     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Comerica Incorporated                          | COMERICA INC                         | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      2022 | NS      | $175772.46    | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Metals Company                      | COMMERCIAL METAL                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       951 | NS      | $65828.22     | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Trust Bancorp Inc                    | COMMUNI TRUST BA                     | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       453 | NS      | $25594.50     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Diversified                            | COMPASS DIVERSIF                     | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |      4275 | NS      | $20520.00     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Inc.                                   | COMPASS INC - A                      | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |      9737 | NS      | $102920.09    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Concentrix Corp.                               | CONCENTRIX CORP                      | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      2036 | NS      | $84656.88     | 0.29%             |  |  |  | No            | 1                  | On Loan: —       |
| Concrete Pumping Holdings Inc.                 | CONCRETE PUMPING                     | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2871 | NS      | $19264.41     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Conmed Corporation                             | CONMED CORP                          | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       317 | NS      | $12870.20     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Corecivic Inc                                  | CORECIVIC INC                        | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |       962 | NS      | $18383.82     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| QuidelOrtho Corp                               | QUIDELORTHO CORP                     | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      1015 | NS      | $28988.40     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Covenant Logistics Group Inc.                  | COVENANT LOGISTI                     | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1034 | NS      | $22789.36     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Customers Bancorp, Inc.                        | CUSTOMERS BANCOR                     | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       602 | NS      | $44018.24     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| DMC Global Inc.                                | DMC GLOBAL INC                       | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      1398 | NS      | $9352.62      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| DXC Technology Company                         | DXC TECHNOLOGY C                     | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      5663 | NS      | $82962.95     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Darling Ingredients, Inc                       | DARLING INGREDIE                     | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      2266 | NS      | $81576.00     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Deluxe Corporation                             | DELUXE CORP                          | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      1411 | NS      | $31507.63     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Dentsply Sirona Inc                            | DENTSPLY SIRONA                      | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      4964 | NS      | $56738.52     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Digi International Inc.                        | DIGI INTL INC                        | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |       622 | NS      | $26926.38     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Dillards, Inc.                                 | DILLARDS INC-A                       | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       421 | NS      | $255269.14    | 0.88%             |  |  |  | No            | 1                  | On Loan: —       |
| Diodes Incorporated                            | DIODES INC                           | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      1178 | NS      | $58122.52     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Dolby Laboratories Inc.                        | DOLBY LABORATO-A                     | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       434 | NS      | $27871.48     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Donaldson Co Inc                               | DONALDSON CO INC                     | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      1827 | NS      | $161981.82    | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Donegal Group Inc.                             | DONEGAL GRP-CL A                     | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2063 | NS      | $41218.74     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Driven Brands Holdings Inc                     | DRIVEN BRANDS HO                     | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1897 | NS      | $28113.54     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| El Pollo Loco Holdings Inc                     | EL POLLO LOCO HO                     | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      1994 | NS      | $20857.24     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Bancorp Montana Inc                      | EAGLE BANCORP MO                     | CUSIP: 26942G100<br>LEI: 549300P2SVRIY3YU1412 | Long             | EC               | CORP              | US        |       166 | NS      | $3303.40      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastern Co                                     | EASTERN CO                           | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |       189 | NS      | $3721.41      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Chemical Company                       | EASTMAN CHEMICAL                     | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1104 | NS      | $70468.32     | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| EchoStar Corp.                                 | ECHOSTAR CORP-A                      | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       150 | NS      | $16305.00     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Ecovyst Inc                                    | ECOVYST INC                          | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3877 | NS      | $37723.21     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Edgewell Personal Care Co                      | EDGEWELL PERSONA                     | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      1843 | NS      | $31423.15     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Elanco Animal Health Inc                       | ELANCO ANIMAL HE                     | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      2628 | NS      | $59471.64     | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Employers Holdings Inc.                        | EMPLOYERS HOLDIN                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1882 | NS      | $81245.94     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Capital Group Inc.                      | ENCORE CAPITAL G                     | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       871 | NS      | $47338.85     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| EnerSys                                        | ENERSYS                              | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       369 | NS      | $54150.75     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Enpro Inc                                      | ENPRO INC                            | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |        48 | NS      | $10278.24     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Enterprise Financial Services Corp.            | ENTERPRISE FINAN                     | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      1162 | NS      | $62748.00     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Envista Holdings Corporation                   | ENVISTA HOLDINGS                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      3519 | NS      | $76397.49     | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Eplus Inc                                      | EPLUS INC                            | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       470 | NS      | $41219.00     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Escalade Inc.                                  | ESCALADE INC                         | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       481 | NS      | $6488.69      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ethan Allen Interiors Inc.                     | ETHAN ALLEN                          | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       715 | NS      | $16330.60     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelixis, Inc.                                 | EXELIXIS INC                         | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       981 | NS      | $42997.23     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| EZCORP Inc.                                    | EZCORP INC-A                         | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      6464 | NS      | $125530.88    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| F N B Corp (Pennsylvania)                      | FNB CORP                             | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      4563 | NS      | $78027.30     | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| FB Financial Corp.                             | FB FINANCIAL COR                     | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       568 | NS      | $31694.40     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| FS Bancorp Inc.                                | FS BANCORP INC                       | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       196 | NS      | $8069.32      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Financial Institutions Inc.                    | FINANCIAL INST                       | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       580 | NS      | $18078.60     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| First American Funds Inc.                      | FIRST AM-TR OB-X                     | CUSIP: 31846V328<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |    307877 | PA      | $307877.17    | 1.06%             |  |  |  | No            | 1                  | On Loan: No      |
| First American Financial Corporation           | FIRST AMERICAN F                     | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       462 | NS      | $28385.28     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| First Bancorp                                  | FIRST BANCORP/NC                     | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       862 | NS      | $43780.98     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| First Commonwealth Financial Corp  PA          | FIRST COMMON FIN                     | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      3809 | NS      | $64219.74     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Bancorp.                       | FIRST FIN BANCRP                     | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      3409 | NS      | $85293.18     | 0.29%             |  |  |  | No            | 1                  | On Loan: —       |
| First Financial Corp.                          | FIRST FINANCIAL                      | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       563 | NS      | $34016.46     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| First Horizon Corporation                      | FIRST HORIZON CO                     | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       858 | NS      | $20506.20     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| First Hawaiian Inc.                            | FIRST HAWAIIA                        | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      2117 | NS      | $53560.10     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| First Interstate Bancsystem Inc.               | FIRST INTER/MT-A                     | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      2066 | NS      | $71483.60     | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| First Merchants Corporation                    | FIRST MERCHANTS                      | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      2371 | NS      | $88865.08     | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| First Mid Bancshares Inc.                      | FIRST MID BANCSH                     | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       691 | NS      | $26949.00     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| 1st Source Corporation                         | 1ST SOURCE CORP                      | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       386 | NS      | $24121.14     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Five Below Inc                                 | FIVE BELOW                           | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       331 | NS      | $62347.16     | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Five Point Holdings Llc                        | FIVE POINT HOL-A                     | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3755 | NS      | $20990.45     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Fonar Corporation                              | FONAR CORP                           | CUSIP: 344437405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       811 | NS      | $15052.16     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Forestar Group Inc.                            | FORESTAR GROUP                       | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      1715 | NS      | $42240.45     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Formfactor Inc                                 | FORMFACTOR INC                       | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |       721 | NS      | $40217.38     | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Fox Factory Holding Corporation                | FOX FACTORY HOLD                     | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       514 | NS      | $8794.54      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontier Communications Parent Inc             | FRONTIER COMMUNI                     | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5184 | NS      | $197354.88    | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| GEO Group Inc                                  | GEO GROUP INC/TH                     | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      2372 | NS      | $38236.64     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| G III Apparel Group Ltd                        | G III APPAREL                        | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       786 | NS      | $22762.56     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| The Gap Inc.                                   | GAP INC/THE                          | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      3228 | NS      | $82636.80     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Gentex Corp                                    | GENTEX CORP                          | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      1213 | NS      | $28226.51     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Genworth Financial Inc.                        | GENWORTH FINANCI                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     23070 | NS      | $208322.10    | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Gentherm Inc                                   | GENTHERM INC                         | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       783 | NS      | $28477.71     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Gibraltar Industries, Inc.                     | GIBRALTAR INDUST                     | CUSIP: 374689107<br>LEI: 549300AE5O3GN0YBLM57 | Long             | EC               | CORP              | US        |       415 | NS      | $20517.60     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Glacier Bancorp Inc.                           | GLACIER BANCORP                      | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |       965 | NS      | $42508.25     | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Global Indemnity Group LLC                     | GLOBAL INDEMNI-A                     | CUSIP: 37959R103<br>LEI: 549300KNR55WEKSPTK65 | Long             | EC               | CORP              | US        |      1716 | NS      | $48734.40     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Golden Entertainment Inc                       | GOLDEN ENTERTAIN                     | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      1106 | NS      | $30072.14     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| GoodRx Holdings Inc                            | GOODRX HOLDIN-A                      | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6374 | NS      | $17273.54     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Goodyear Tire & Rubber Co. The                 | GOODYEAR TIRE                        | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      6492 | NS      | $56869.92     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Graham Holdings Co                             | GRAHAM HOLDING-B                     | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       132 | NS      | $145015.20    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Gray Media Inc.                                | GRAY MEDIA INC                       | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     11313 | NS      | $54754.92     | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| Great Lakes Dredge & Dock Corporation          | GREAT LAKES DRED                     | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      2184 | NS      | $28654.08     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Brick Partners Inc.                      | GREEN BRICK PART                     | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       621 | NS      | $38911.86     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| The Greenbrier Companies, Inc.                 | GREENBRIER COS                       | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      1611 | NS      | $75298.14     | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Greif, Inc.                                    | GREIF INC-CL A                       | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       436 | NS      | $29517.20     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Grocery Outlet Holding Corp.                   | GROCERY OUTLET                       | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1715 | NS      | $17321.50     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Group 1 Automotive, Inc.                       | GROUP 1 AUTOMOTI                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       376 | NS      | $147880.80    | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Guess Inc                                      | GUESS? INC                           | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      1956 | NS      | $32763.00     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Gulfport Energy Operating Corp.                | GULFPORT ENERGY                      | CUSIP: 402635502<br>LEI: 549300FJX18IDUFPHD40 | Long             | EC               | CORP              | US        |       119 | NS      | $24750.81     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| HF Sinclair Corp.                              | HF SINCLAIR CORP                     | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      1161 | NS      | $53498.88     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| HNI Corp                                       | HNI CORP                             | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      1185 | NS      | $49835.63     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Hancock Whitney Corporation                    | HANCOCK WHITNEY                      | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      2296 | NS      | $146209.28    | 0.50%             |  |  |  | No            | 1                  | On Loan: —       |
| Hanmi Financial Corp.                          | HANMI FINL CORP                      | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      1078 | NS      | $29138.34     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc      | HA SUSTAINABLE I                     | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |      1097 | NS      | $34478.71     | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Harley-Davidson, Inc.                          | HARLEY-DAVIDSON                      | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      1266 | NS      | $25940.34     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmony Biosciences Holdings Inc               | HARMONY BIOSCIE                      | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1009 | NS      | $37756.78     | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Hasbro Inc                                     | HASBRO INC                           | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       652 | NS      | $53464.00     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Hayward Holdings Inc                           | HAYWARD HOLDINGS                     | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1353 | NS      | $20903.85     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Helios Technologies Inc                        | HELIOS TECHNOLOG                     | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |       713 | NS      | $38138.37     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Helix Energy Solutions Group, Inc.             | HELIX ENERGY SOL                     | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      4300 | NS      | $26961.00     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Helmerich & Payne Inc                          | HELMERICH & PAYN                     | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      1537 | NS      | $44081.16     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Commerce Corp.                        | HERITAGE COMMERC                     | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      2595 | NS      | $31165.95     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Financial Corp.                       | HERITAGE FINL                        | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1426 | NS      | $33724.90     | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Heritage Insurance Holdings Inc                | HERITAGE INSURAN                     | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      1535 | NS      | $44914.10     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| HighPeak Energy Inc                            | HIGHPEAK ENERGY                      | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |      2395 | NS      | $11352.30     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hillenbrand, Inc.                              | HILLENBRAND INC                      | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |       683 | NS      | $21664.76     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Hillman Solutions Corp                         | HILLMAN SOLUTION                     | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4478 | NS      | $38779.48     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilltop Holdings Inc                           | HILLTOP HOLDINGS                     | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       613 | NS      | $20805.22     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Grand Vacations Inc                     | HILTON GRAND VAC                     | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |       714 | NS      | $31951.50     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Holley Inc                                     | HOLLEY INC                           | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |      8123 | NS      | $33547.99     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Home BancShares Inc.                           | HOME BANCSHARES                      | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2189 | NS      | $60810.42     | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Bancorp Inc.                              | HOME BANCORP INC                     | CUSIP: 43689E107<br>LEI: 5493008ATL42O3U2YM84 | Long             | EC               | CORP              | US        |       290 | NS      | $16762.00     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Hometrust Bancshares Inc.                      | HOMETRUST BANCSH                     | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       739 | NS      | $31732.66     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Horace Mann Educators Corporation              | HORACE MANN EDUC                     | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      2186 | NS      | $100949.48    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Hovnanian Enterprises, Inc.                    | HOVNANIAN ENT-A                      | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |       256 | NS      | $24970.24     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Howard Hughes Holdings Inc.                    | HOWARD HUGHES HO                     | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |       607 | NS      | $48420.39     | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| HUB Group Inc                                  | HUB GROUP-A                          | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1875 | NS      | $79893.75     | 0.27%             |  |  |  | No            | 1                  | On Loan: —       |
| Huntington Ingalls Industries, Inc.            | HUNTINGTON INGAL                     | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        94 | NS      | $31966.58     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntsman Corporation                           | HUNTSMAN CORP                        | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      1998 | NS      | $19980.00     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| IAC Inc                                        | IAC INC                              | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      2679 | NS      | $104748.90    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| ICF International Inc                          | ICF INTERNATIONA                     | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       273 | NS      | $23286.90     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ICU Medical Inc                                | ICU MEDICAL                          | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       152 | NS      | $21685.84     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Crescent Energy Co.                            | CRESCENT ENERG-A                     | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10225 | NS      | $85787.75     | 0.29%             |  |  |  | No            | 1                  | On Loan: —       |
| IPG Photonics Corp                             | IPG PHOTONICS                        | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       531 | NS      | $38019.60     | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Independent Bank Corp.                         | INDEP BANK/MA                        | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      1618 | NS      | $118243.44    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Corp Michigan                 | INDEP BANK/MICH                      | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       739 | NS      | $24039.67     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingles Markets, Incorporated                   | INGLES MARKETS-A                     | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      1554 | NS      | $106526.70    | 0.37%             |  |  |  | No            | 1                  | On Loan: —       |
| Ingredion Incorporated                         | INGREDION INC                        | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       210 | NS      | $23154.60     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Insight Enterprises Inc.                       | INSIGHT ENTERPRI                     | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       162 | NS      | $13198.14     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Insteel Industries Inc.                        | INSTEEL INDS                         | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |       466 | NS      | $14758.22     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Innoviva Inc                                   | INNOVIVA INC                         | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |       147 | NS      | $2938.53      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Integra LifeSciences Holdings Corporation      | INTEGRA LIFESCIE                     | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      2932 | NS      | $36415.44     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Interface, Inc.                                | INTERFACE INC                        | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |       857 | NS      | $23927.44     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| International Bancshares Corp                  | INTL BANCSHARES                      | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |       969 | NS      | $64380.36     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Intrepid Potash Inc.                           | INTREPID POTASH                      | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |       750 | NS      | $20797.50     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Financial Inc                          | JACKSON FI-A                         | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      2814 | NS      | $300113.10    | 1.03%             |  |  |  | No            | 1                  | On Loan: No      |
| JetBlue Airways Corporation                    | JETBLUE AIRWAYS                      | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      7404 | NS      | $33688.20     | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Ziff Davis Inc                                 | ZIFF DAVIS INC                       | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      2502 | NS      | $87945.30     | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| OPENLANE Inc                                   | OPENLANE INC                         | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      2828 | NS      | $84217.84     | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaiser Aluminium Corporation                   | KAISER ALUMINUM                      | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       342 | NS      | $39282.12     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| KB Home                                        | KB HOME                              | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      1434 | NS      | $80891.94     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Kelly Services Inc                             | KELLY SERVICES-A                     | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |      1773 | NS      | $15602.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Kemper Corporation                             | KEMPER CORP                          | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      1848 | NS      | $74917.92     | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Kennametal Inc                                 | KENNAMETAL INC                       | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      3688 | NS      | $104776.08    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimball Electronics Inc.                       | KIMBALL ELECTRON                     | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |       676 | NS      | $18806.32     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.      | KNIGHT-SWIFT TRA                     | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       769 | NS      | $40203.32     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Knowles Corporation                            | KNOWLES CORP                         | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |       939 | NS      | $20122.77     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Kohl's Corp.                                   | KOHLS CORP                           | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      4436 | NS      | $90538.76     | 0.31%             |  |  |  | No            | 1                  | On Loan: —       |
| Koppers Holdings Inc                           | KOPPERS HOLDINGS                     | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1203 | NS      | $32577.24     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Korn Ferry                                     | KORN FERRY                           | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       535 | NS      | $35320.70     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Krispy Kreme Inc                               | KRISPY KREME INC                     | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7208 | NS      | $28976.16     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Kulicke and Soffa Industries, Inc.             | KULICKE & SOFFA                      | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |       477 | NS      | $21732.12     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Kyndryl Holdings Inc                           | KYNDRYL HOLDINGS                     | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      2581 | NS      | $68551.36     | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| LGI Homes Inc                                  | LGI HOMES INC                        | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       426 | NS      | $18300.96     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| LKQ Corporation                                | LKQ CORP                             | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      3506 | NS      | $105881.20    | 0.36%             |  |  |  | No            | 1                  | On Loan: —       |
| LCI Industries                                 | LCI INDUSTRIES                       | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       255 | NS      | $30941.70     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| La-Z-Boy Inc                                   | LA-Z-BOY INC                         | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       530 | NS      | $19753.10     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Lear Corporation                               | LEAR CORP                            | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      1226 | NS      | $140499.60    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Legacy Housing Corp.                           | LEGACY HOUSING C                     | CUSIP: 52472M101<br>LEI: V6WE5M18QYITU8L1QF76 | Long             | EC               | CORP              | US        |      1167 | NS      | $22779.84     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Lending Club Corporation                       | LENDINGCLUB CORP                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      3984 | NS      | $75456.96     | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Energy Inc                             | LIBERTY ENERGY I                     | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2134 | NS      | $39393.64     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Ligand Pharmaceuticals Incorporated            | LIGAND PHARM                         | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       110 | NS      | $20797.70     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Lincoln National Corp.                         | LINCOLN NATL CRP                     | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      8630 | NS      | $384293.90    | 1.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Lithia Motors Incorporated                     | LITHIA MOTORS                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       696 | NS      | $231301.68    | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| Littelfuse Inc.                                | LITTELFUSE INC                       | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       153 | NS      | $38696.76     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Lyft Inc                                       | LYFT INC-A                           | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     11695 | NS      | $226532.15    | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| MGIC Investment Corp.                          | MGIC INVT CORP                       | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      4113 | NS      | $120181.86    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| MGM Resorts International                      | MGM RESORTS INTE                     | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      1257 | NS      | $45867.93     | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| MGP Ingredients Inc.                           | MGP INGREDIENTS                      | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |       466 | NS      | $11323.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| M/I Homes Inc.                                 | M/I HOMES INC                        | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       663 | NS      | $84830.85     | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| MKS Inc.                                       | MKS INC                              | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      1416 | NS      | $226276.80    | 0.78%             |  |  |  | No            | 1                  | On Loan: —       |
| MSC Industrial Direct Co Inc.                  | MSC INDL DIRECT                      | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       899 | NS      | $75605.90     | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Macy's, Inc.                                   | MACY'S INC                           | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      5637 | NS      | $124295.85    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Sphere Entertainment Co.                       | SPHERE ENTERTAIN                     | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |       602 | NS      | $57238.16     | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Magnolia Oil & Gas Corporation                 | MAGNOLIA OIL-A                       | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1701 | NS      | $37234.89     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| The Manitowoc Company, Inc.                    | MANITOWOC CO                         | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      2227 | NS      | $26701.73     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ManpowerGroup Inc.                             | MANPOWERGROUP IN                     | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      1408 | NS      | $41859.84     | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Marcus Corp                                    | MARCUS CORP                          | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      2641 | NS      | $40961.91     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Marinemax Inc                                  | MARINEMAX INC                        | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      1526 | NS      | $36974.98     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Marriott Vacations Worldwide Corp              | MARRIOTT VACATIO                     | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      1390 | NS      | $80189.10     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Marten Transport Ltd.                          | MARTEN TRANSPORT                     | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1336 | NS      | $15203.68     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Matador Resources Company                      | MATADOR RESOURCE                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      3042 | NS      | $129102.48    | 0.44%             |  |  |  | No            | 1                  | On Loan: —       |
| Matson Inc                                     | MATSON INC                           | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       712 | NS      | $87967.60     | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Matthews International Corp                    | MATTHEWS INTL-A                      | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       713 | NS      | $18623.56     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Maximus Inc                                    | MAXIMUS INC                          | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       470 | NS      | $40570.40     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Medallion Financial Corp.                      | MEDALLION FINL                       | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               | CORP              | US        |      2600 | NS      | $26754.00     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Pediatrix Medical Group Inc                    | PEDIATRIX MEDICA                     | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4302 | NS      | $92019.78     | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercury Systems Inc                            | MERCURY SYSTEMS                      | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |       343 | NS      | $25042.43     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Meritage Homes Corp                            | MERITAGE HOMES C                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       834 | NS      | $54877.20     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Microvast Holdings Inc.                        | MICROVAST HOLDIN                     | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |      9635 | NS      | $26978.00     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Middleby Corp.                                 | MIDDLEBY CORP                        | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       160 | NS      | $23787.20     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Midland States Bancorp Inc.                    | MIDLAND STATES B                     | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |       828 | NS      | $17528.76     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MillerKnoll Inc.                               | MILLERKNOLL INC                      | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      1282 | NS      | $23434.96     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Miller Industries Inc. (Tennessee)             | MILLER INDS/TENN                     | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |       712 | NS      | $26607.44     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Minerals Technologies Inc.                     | MINERALS TECH                        | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      1208 | NS      | $73627.60     | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Mister Car Wash Inc                            | MISTER CAR WASH                      | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6362 | NS      | $35372.72     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Mistras Group Inc                              | MISTRAS GROUP IN                     | CUSIP: 60649T107<br>LEI: 5493000CMNXVLND3FU73 | Long             | EC               | CORP              | US        |      1648 | NS      | $20847.20     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitek Systems Inc.                             | MITEK SYSTEMS                        | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      2791 | NS      | $29445.05     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Mohawk Industries, Inc.                        | MOHAWK INDS                          | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       906 | NS      | $99025.80     | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Molson Coors Beverage Company                  | MOLSON COORS-B                       | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      2211 | NS      | $103209.48    | 0.35%             |  |  |  | No            | 1                  | On Loan: —       |
| Monro Inc                                      | MONRO INC                            | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1747 | NS      | $35009.88     | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| The Mosaic Company                             | MOSAIC CO/THE                        | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      2074 | NS      | $49962.66     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Movado Group Inc                               | MOVADO GROUP                         | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      1066 | NS      | $21980.92     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Mueller Industries Inc.                        | MUELLER INDS                         | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       388 | NS      | $44542.40     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Murphy Oil Corporation                         | MURPHY OIL CORP                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      4171 | NS      | $130343.75    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| NBT Bancorp Inc                                | NBT BANCORP INC                      | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       527 | NS      | $21881.04     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| NMI Holdings Inc                               | NMI HOLDINGS INC                     | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      1825 | NS      | $74441.75     | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| NOV Inc.                                       | NOV INC                              | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      3956 | NS      | $61832.28     | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| National Bank Holdings Corp                    | NATIONAL-CL A                        | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1053 | NS      | $40024.53     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| National Healthcare Corporation                | NATL HEALTHCARE                      | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |       570 | NS      | $78141.30     | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Natural Grocers By Vitamin Cottage Inc.        | NATURAL GROCERS                      | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |       856 | NS      | $21442.80     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Neogen Corp                                    | NEOGEN CORP                          | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      3887 | NS      | $27170.13     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Netgear Inc                                    | NETGEAR INC                          | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      1217 | NS      | $29853.01     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| NETSCOUT Systems Inc.                          | NETSCOUT SYSTEMS                     | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      3170 | NS      | $85780.20     | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmarket Corporation                          | NEWMARKET CORP                       | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       276 | NS      | $189683.76    | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmark Group Inc                              | NEWMARK GROUP-A                      | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5495 | NS      | $95283.30     | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexstar Media Group Inc                        | NEXSTAR MEDIA                        | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       491 | NS      | $99697.55     | 0.34%             |  |  |  | No            | 1                  | On Loan: —       |
| Northern Oil And Gas, Inc.                     | NORTHERN OIL AND                     | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      3709 | NS      | $79632.23     | 0.27%             |  |  |  | No            | 1                  | On Loan: —       |
| Northwest Bancshares Inc                       | NORTHWEST BANCSH                     | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5135 | NS      | $61620.00     | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| DNOW Inc.                                      | DNOW INC                             | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      2968 | NS      | $39326.00     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| O-I Glass Inc                                  | O-I GLASS INC                        | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2818 | NS      | $41593.68     | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Chord Energy Corp.                             | CHORD ENERGY COR                     | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      1272 | NS      | $117914.40    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| OceanFirst Financial Corp.                     | OCEANFIRST FINL                      | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1487 | NS      | $26691.65     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Old National Bancorp                           | OLD NATL BANCORP                     | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      2223 | NS      | $49595.13     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Republic International Corporation         | OLD REPUB INTL                       | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       828 | NS      | $37789.92     | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Old Second Bancorp Inc.                        | OLD SECOND BNCRP                     | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      3280 | NS      | $63960.00     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Olympic Steel Inc.                             | OLYMPIC STEEL                        | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      1260 | NS      | $53909.10     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicell Inc                                   | OMNICELL INC                         | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      1000 | NS      | $45300.00     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Oppenheimer Holdings Inc.                      | OPPENHEIMER HO-A                     | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1107 | NS      | $80025.03     | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Option Care Health Inc                         | OPTION CARE HEAL                     | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      1184 | NS      | $37722.24     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Oshkosh Corporation                            | OSHKOSH CORP                         | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       670 | NS      | $84172.10     | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Ovintiv Inc                                    | OVINTIV INC                          | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      6971 | NS      | $273193.49    | 0.94%             |  |  |  | No            | 1                  | On Loan: —       |
| PC Connection Inc.                             | PC CONNECTION                        | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       491 | NS      | $28360.16     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| PRA Group Inc.                                 | PRA GROUP INC                        | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      3086 | NS      | $54591.34     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| PVH Corp.                                      | PVH CORP                             | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       920 | NS      | $61658.40     | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacira Biosciences Inc                         | PACIRA BIOSCIENC                     | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      2030 | NS      | $52536.40     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Par Pacific Holdings, Inc.                     | PAR PACIFIC HOLD                     | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      3270 | NS      | $114907.80    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Skydance Corp.                       | PARAMOUNT SKYDAN                     | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |      2617 | NS      | $35067.80     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Park Ohio Holdings Corp.                       | PARK OHIO HLDGS                      | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       788 | NS      | $16500.72     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson-UTI Energy Inc.                      | PATTERSON-UTI                        | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      7278 | NS      | $44468.58     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Peabody Energy Corp.                           | PEABODY ENERGY                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      3849 | NS      | $114315.30    | 0.39%             |  |  |  | No            | 1                  | On Loan: —       |
| PENN Entertainment Inc                         | PENN ENTERTAINME                     | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2918 | NS      | $43040.50     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Pennymac Financial Services Inc                | PENNYMAC FINANCI                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       610 | NS      | $80422.40     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Peoples Bancorp Inc. (Ohio)                    | PEOPLES BANC INC                     | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1935 | NS      | $58108.05     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Perdoceo Education Corp.                       | PERDOCEO EDUCATI                     | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      1197 | NS      | $35108.01     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Permian Resources Corp                         | PERMIAN RESOURCE                     | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      2804 | NS      | $39340.12     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Photronics Inc.                                | PHOTRONICS INC                       | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      2964 | NS      | $94848.00     | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Plexus Corp                                    | PLEXUS CORP                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |        71 | NS      | $10437.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Portillos Inc.                                 | PORTILLO'S-CL A                      | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1929 | NS      | $8757.66      | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Post Holdings Inc.                             | POST HOLDINGS IN                     | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       556 | NS      | $55071.80     | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| Preformed Line Products Co.                    | PREFORMED LINE                       | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       195 | NS      | $40308.45     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Prestige Consumer Healthcare Inc               | PRESTIGE CONSUME                     | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       408 | NS      | $25169.52     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Proassurance Corp                              | PROASSURANCE COR                     | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      5160 | NS      | $124665.60    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Prosperity Bancshares Inc                      | PROSPERITY BNCSH                     | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1440 | NS      | $99518.40     | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Proto Labs Inc                                 | PROTO LABS INC                       | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       691 | NS      | $34957.69     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Quaker Houghton                                | QUAKER CHEMICAL                      | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       313 | NS      | $42978.03     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Qorvo Inc                                      | QORVO INC                            | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      2494 | NS      | $210767.94    | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| RCI Hospitality Holdings Inc.                  | RCI HOSPITALITY                      | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |       419 | NS      | $9988.96      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| RPC Inc                                        | RPC INC                              | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |      3549 | NS      | $19306.56     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Radian Group Inc.                              | RADIAN GROUP INC                     | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      3202 | NS      | $115239.98    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Ramaco Resources Inc.                          | RAMACO RES-B                         | CUSIP: 75134P501<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |        54 | NS      | $631.71       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ranger Energy Services Inc                     | RANGER ENERGY A                      | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |      1989 | NS      | $27806.22     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Ranpak Holdings Corp.                          | RANPAK HOLDINGS                      | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |      4763 | NS      | $25767.83     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Rayonier Advanced Materials Inc                | RAYONIER ADV                         | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      3654 | NS      | $21522.06     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Anywhere Real Estate Inc.                      | ANYWHERE REAL ES                     | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      7308 | NS      | $103481.28    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Regal Rexnord Corporation                      | REGAL REXNORD CO                     | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      1119 | NS      | $157018.08    | 0.54%             |  |  |  | No            | 1                  | On Loan: —       |
| Regional Management Corp.                      | REGIONAL MANAGEM                     | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      1368 | NS      | $53010.00     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Renasant Corp.                                 | RENASANT CORP                        | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      1707 | NS      | $60120.54     | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Bancorp Inc. (Kentucky)               | REPUBLIC BNCRP-A                     | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       243 | NS      | $16764.57     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Repay Holdings Corporation                     | REPAY HOLDINGS C                     | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               | CORP              | US        |      4841 | NS      | $17669.65     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic First Bancorp Inc.                    | REPUBLIC FIRST                       | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               | CORP              | US        |      3100 | NS      | $0.31         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Resideo Technologies Inc                       | RESIDEO TECHN                        | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      3738 | NS      | $131278.56    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| RESOLUTE FOREST PRODUCTS, INC. - CVR           | RESOLUTE FOREST -CVR                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      3718 | NS      | $8328.32      | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Ribbon Communications Inc.                     | RIBBON COMMUNICA                     | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |      8952 | NS      | $25781.76     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Riley Exploration Permian Inc.                 | RILEY EXPLORATIO                     | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |      1183 | NS      | $31231.20     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Rogers Corp                                    | ROGERS CORP                          | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       292 | NS      | $26738.44     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Rush Enterprises Inc.                          | RUSH ENTER-CL A                      | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       450 | NS      | $24273.00     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Ryder System, Inc.                             | RYDER SYSTEM INC                     | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       299 | NS      | $57225.61     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| S&T Bancorp Inc                                | S & T BANCORP                        | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1536 | NS      | $60441.60     | 0.21%             |  |  |  | No            | 1                  | On Loan: —       |
| SM Energy Co.                                  | SM ENERGY CO                         | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      3940 | NS      | $73678.00     | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Safety Insurance Group Inc.                    | SAFETY INSURANCE                     | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       391 | NS      | $30462.81     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Sally Beauty Holdings Inc.                     | SALLY BEAUTY HOL                     | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      3987 | NS      | $56854.62     | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Sandridge Energy, Inc.                         | SANDRIDGE ENERGY                     | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |      1886 | NS      | $27214.98     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanmina Corp                                   | SANMINA CORP                         | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |        86 | NS      | $12906.02     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| ScanSource Inc.                                | SCANSOURCE INC                       | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      1272 | NS      | $49684.32     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Henry Schein, Inc.                             | HENRY SCHEIN INC                     | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       426 | NS      | $32197.08     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Schneider National Inc                         | SCHNEIDER NATL-B                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      1564 | NS      | $41492.92     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Seaboard Corp Del                              | SEABOARD CORP                        | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        30 | NS      | $133344.60    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Seacoast Banking Corporation Of Florida        | SEACOAST BANK/FL                     | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      2299 | NS      | $72234.58     | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Security Nat Finl                              | SECURITY NATL-A                      | CUSIP: 814785309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2849 | NS      | $25669.49     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Selective Insurance Group Inc.                 | SELECT INS GRP                       | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       824 | NS      | $68944.08     | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| SelectQuote Inc                                | SELECTQUOTE INC                      | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |      6972 | NS      | $9830.52      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Seneca Foods                                   | SENECA FOODS-A                       | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       312 | NS      | $34516.56     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Shoe Carnival Inc                              | SHOE CARNIVAL                        | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1068 | NS      | $18027.84     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sierra Bancorp                                 | SIERRA BANCORP                       | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $7843.20      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Silgan Holdings Inc.                           | SILGAN HOLDINGS                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1286 | NS      | $51915.82     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| SiriusXM Holdings Inc                          | SIRIUS XM HOLDIN                     | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6035 | NS      | $120669.83    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Skywest Inc                                    | SKYWEST INC                          | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       521 | NS      | $52313.61     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Skyworks Solutions, Inc.                       | SKYWORKS SOLUTIO                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       318 | NS      | $20164.38     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonic Automotive, Inc.                         | SONIC AUTOMOTI-A                     | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       479 | NS      | $29630.94     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Spectrum Brands Holdings Inc                   | SPECTRUM BRANDS                      | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |       770 | NS      | $45491.60     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Motor Products, Inc.                  | STANDARD MOTOR                       | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       876 | NS      | $32280.60     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Stanley Black & Decker, Inc.                   | STANLEY BLACK &                      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       504 | NS      | $37437.12     | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Stepan Co                                      | STEPAN CO                            | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       684 | NS      | $32394.24     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Stellar Bancorp Inc                            | STELLAR BANCORP                      | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      2035 | NS      | $62962.90     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Stewart Information Services Corporation       | STEWART INFO SVC                     | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       781 | NS      | $54873.06     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Strategic Education Inc                        | STRATEGIC EDUCAT                     | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |       333 | NS      | $26706.60     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Country Airlines Holdings Inc.             | SUN COUNTRY HOLD                     | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      3203 | NS      | $46091.17     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| SunCoke Energy, Inc.                           | SUNCOKE ENERGY I                     | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      3406 | NS      | $24523.20     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Supernus Pharmaceuticals, Inc                  | SUPERNUS PHARMAC                     | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |       652 | NS      | $32404.40     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Synaptics Incorporated                         | SYNAPTICS INC                        | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       607 | NS      | $44930.14     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Synovus Financial Corp.                        | SYNOVUS FINL                         | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      1540 | NS      | $77077.00     | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| TD Synnex Corp                                 | TD SYNNEX CORP                       | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       172 | NS      | $25839.56     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Tri Pointe Homes Inc                           | TRI POINTE HOMES                     | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1241 | NS      | $39054.27     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| TTM Technologies Inc                           | TTM TECHNOLOGIES                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       523 | NS      | $36087.00     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Tandy Leather Factory Inc                      | TANDY LEATHER FA                     | CUSIP: 87538X105<br>LEI: 549300XB36MQTBM8UQ34 | Long             | EC               | CORP              | US        |       149 | NS      | $408.26       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Taylor Morrison Home Corp                      | TAYLOR MORRISON                      | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      1611 | NS      | $94839.57     | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Tegna Inc                                      | TEGNA INC                            | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      3124 | NS      | $60636.84     | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Teladoc Health Inc                             | TELADOC HEALTH I                     | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      8573 | NS      | $60011.00     | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Teleflex Incorporated                          | TELEFLEX INC                         | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       873 | NS      | $106540.92    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Telephone and Data Systems Inc.                | TELEPHONE & DATA                     | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1986 | NS      | $81426.00     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Thor Industries Inc.                           | THOR INDUSTRIES                      | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      1071 | NS      | $109959.57    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| ThredUP Inc.                                   | THREDUP- CLASS A                     | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |      3059 | NS      | $19547.01     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| The Timken Company                             | TIMKEN CO                            | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       485 | NS      | $40803.05     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan Machinery Inc.                           | TITAN MACHINERY                      | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      2189 | NS      | $32922.56     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| TowneBank (Portsmouth Virginia)                | TOWNE BANK                           | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      1177 | NS      | $39276.49     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| TreeHouse Foods, Inc.                          | TREEHOUSE FOODS                      | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      2313 | NS      | $54563.67     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| TriCo Bancshares                               | TRICO BANCSHARES                     | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       787 | NS      | $37280.19     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Trimas Corporation                             | TRIMAS CORP                          | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      1029 | NS      | $36478.05     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Trustco Bank Corp NY                           | TRUSTCO BANK NY                      | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       783 | NS      | $32361.39     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Trustmark Corp                                 | TRUSTMARK CORP                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      2033 | NS      | $79185.35     | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Tutor Perini Corporation                       | TUTOR PERINI COR                     | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |       151 | NS      | $10120.02     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| USANA Health Sciences Inc.                     | USANA HEALTH SCI                     | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       799 | NS      | $15684.37     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| US Physical Therapy Inc                        | US PHYSICAL THER                     | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       308 | NS      | $24051.72     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultra Clean Holdings Inc                       | ULTRA CLEAN HOLD                     | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |       819 | NS      | $20745.27     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Under Armour, Inc.                             | UNDER ARMOUR-A                       | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      5211 | NS      | $25898.67     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Unico American Corporation                     | UNICO AMER CORP                      | CUSIP: 904607108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       246 | NS      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Unifirst Corp                                  | UNIFIRST CORP/MA                     | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       520 | NS      | $100308.00    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| United Bancshares Inc                          | UNITED BANCSHARE                     | CUSIP: 909458101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       172 | NS      | $7654.00      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| United Community Banks Inc.(South Carolina)    | UNITED COMMUNITY                     | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      2462 | NS      | $76863.64     | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| United Bankshares Inc                          | UNITED BANKSHS                       | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      2726 | NS      | $104678.40    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| United Fire Group Inc                          | UNITED FIRE GROU                     | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2961 | NS      | $107632.35    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| United Natural Foods, Inc.                     | UNITED NATURAL                       | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      2893 | NS      | $97407.31     | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Array Digital Infrastructure Inc.              | ARRAY DIGITAL IN                     | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |       966 | NS      | $51796.92     | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| Unity Bancorp Inc                              | UNITY BANCORP                        | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |       507 | NS      | $26222.04     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Corporation                          | UNIVERSAL CORP                       | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       971 | NS      | $51220.25     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Logistics Holdings Inc.              | UNIVERSAL LOGIST                     | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       846 | NS      | $12850.74     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Univest Financial Corp.                        | UNIVEST FINANCIA                     | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       577 | NS      | $18890.98     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Urban Outfitters Inc.                          | URBAN OUTFITTER                      | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       399 | NS      | $30028.74     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Utah Medical Products Inc.                     | UTAH MEDICAL PRO                     | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |        83 | NS      | $4644.68      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Vaalco Energy Inc                              | VAALCO ENERGY                        | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |      9273 | NS      | $33753.72     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Valley National Bancorp.                       | VALLEY NATL BANC                     | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      6780 | NS      | $79190.40     | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Valmont Industries, Inc.                       | VALMONT INDS                         | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       469 | NS      | $188688.08    | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Vanda Pharmace Inc                             | VANDA PHARMACEUT                     | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      3286 | NS      | $28982.52     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Varex Imaging Corporation                      | VAREX IMAGIN                         | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      2518 | NS      | $29334.70     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Veeco Instruments Inc.                         | VEECO INSTRUMENT                     | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      1145 | NS      | $32724.10     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| V2X Inc                                        | V2X INC                              | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       509 | NS      | $27765.95     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| ViaSat, Inc.                                   | VIASAT INC                           | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      1683 | NS      | $57996.18     | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Victorias Secret and Co                        | VICTORIA'S SECRE                     | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |       874 | NS      | $47344.58     | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Village Super Market Inc.                      | VILLAGE SUPER -A                     | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      1480 | NS      | $52384.60     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Virtu Financial Inc                            | VIRTU FINANCIA-A                     | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |       610 | NS      | $20325.20     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Virtus Investment Partners Inc.                | VIRTUS INVEST                        | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       136 | NS      | $22188.40     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Vishay Intertechnology, Inc.                   | VISHAY INTERTECH                     | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      1652 | NS      | $23937.48     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Visteon Corporation                            | VISTEON CORP                         | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       256 | NS      | $24345.60     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Vontier Corporation                            | VONTIER CORP                         | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      1288 | NS      | $47887.84     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya Financial Inc                             | VOYA FINANCIAL I                     | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      2432 | NS      | $181159.68    | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| WSFS Financial Corporation                     | WSFS FINANCIAL                       | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      2406 | NS      | $132907.44    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Webster Financial Corp.                        | WEBSTER FINL                         | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      2350 | NS      | $147909.00    | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Weis Markets Inc                               | WEIS MARKETS INC                     | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       772 | NS      | $49477.48     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Werner Enterprises Inc.                        | WERNER ENT                           | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      1380 | NS      | $41413.80     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Wesbanco Inc                                   | WESBANCO INC                         | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1252 | NS      | $41616.48     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Wesco International, Inc.                      | WESCO INTL                           | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       402 | NS      | $98345.28     | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Westamerica Bancorp                            | WESTAMERICA BANC                     | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |       639 | NS      | $30563.37     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Alliance Bancorp                       | WESTERN ALLIANCE                     | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      1565 | NS      | $131569.55    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Weyco Group Inc.                               | WEYCO GROUP                          | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |       784 | NS      | $23982.56     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Whirlpool Corp.                                | WHIRLPOOL CORP                       | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       317 | NS      | $22868.38     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Willis Lease Finance Corp.                     | WILLIS LEASE                         | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |       200 | NS      | $27128.00     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Winnebago Industries Inc.                      | WINNEBAGO INDS                       | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       824 | NS      | $33388.48     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| World Kinect Corporation                       | WORLD KINECT COR                     | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |       793 | NS      | $18579.99     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Xerox Holdings Corporation                     | XEROX HOLDINGS C                     | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      5597 | NS      | $13264.89     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank     | ZIONS BANCORP NA                     | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      1988 | NS      | $116377.52    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | MOUNT VERNON LIQUID ASSETS PORTFOLIO | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Alkermes PLC                                   | ALKERMES PLC                         | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2658 | NS      | $74370.84     | 0.26%             |  |  |  | No            | 1                  | On Loan: —       |
| Amdocs Limited                                 | AMDOCS LTD                           | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |       674 | NS      | $54263.74     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Assured Guaranty Ltd.                          | ASSURED GUARANTY                     | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |      1294 | NS      | $116291.78    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| AXIS Capital Holdings Limited                  | AXIS CAPITAL                         | CUSIP: G0692U109<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      2799 | NS      | $299744.91    | 1.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cushman And Wakefield Ltd.                     | CUSHMAN & WAKEFI                     | CUSIP: G2717C106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      3910 | NS      | $63302.90     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Essent Group Ltd.                              | ESSENT GROUP LTD                     | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      1749 | NS      | $113702.49    | 0.39%             |  |  |  | No            | 1                  | On Loan: —       |
| Gates Industrial Corp PLC                      | GATES INDUSTRIAL                     | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |      1259 | NS      | $27030.73     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Janus Henderson Group PLC                      | JANUS HENDERSON                      | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |      2186 | NS      | $103988.02    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Jazz Pharmaceuticals PLC                       | JAZZ PHARMACEUTI                     | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      1386 | NS      | $235620.00    | 0.81%             |  |  |  | No            | 1                  | On Loan: —       |
| Signet Jewelers Limited                        | SIGNET JEWELERS                      | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |       684 | NS      | $56689.92     | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| SiriusPoint Ltd                                | SIRIUSPOINT LTD                      | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      6419 | NS      | $140511.91    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| QIAGEN NV                                      | QIAGEN NV                            | CUSIP: N72482206<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      2791 | NS      | $125511.27    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Copa Holdings SA                               | COPA HOLDIN-CL A                     | CUSIP: P31076105<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | PA        |      1272 | NS      | $153415.92    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2026-01-28

**Name of Applicant:** NORTHERN LIGHTS FUND TRUST II

**Signature:** Erik Naviloff

**Name of Signer:** Erik Naviloff

**Title:** Treasurer