# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0002048251-25-002866
**Filing Date:** 2025-11
**Character Count:** 151176
**Document Hash:** 2dacfea8dbd4a6470195dc3bd49a0044
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-002866.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0002048251-25-002866

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL MANAGED TRUST
- **CENTRAL INDEX KEY:** 0000804239

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** PA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04878
- **FILM NUMBER:** 251533189

**BUSINESS ADDRESS:**
- **STREET 1:** 2 OLIVER ST
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 8003455734

**MAIL ADDRESS:**
- **STREET 1:** SEI INVESTMENTS
- **STREET 2:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRUSTFUNDS INSTITUTIONAL MANAGED TRUST
- **DATE OF NAME CHANGE:** 19890509

## Series and Classes Contracts Data

### SIMT SMALL CAP VALUE FUND (Series ID: S000006672)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018194 | CLASS I      | SMVIX           |
| C000018195 | CLASS F      | SESVX           |
| C000147388 | Class Y      | SPVYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-04878

- **c. CIK number of Registrant:** 0000804239

- **d. LEI of Registrant:** 9FTE3UO0Y1HGMNV0D371

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

  - **Street Address 1:** 2 OLIVER STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

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

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

- **b. EDGAR series identifier (if any):** S000006672

- **c. LEI of Series:** T7C5A2UXC3THVGJ1KG82

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $299712481.69

**Total Liabilities:** $265298.42

**Net Assets:** $299447183.27

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018194 | 0.30%                | 8.32%                | 1.73%                |
| Class ID C000147388 | 0.33%                | 8.34%                | 1.76%                |
| Class ID C000018195 | 0.33%                | 8.30%                | 1.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3482929.18              | $-3132945.99                               |
| Month 2  | $2116639.21              | $20485332.79                               |
| Month 3  | $2955223.18              | $1896920.46                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GARRETT MOTION INC.                              | GARRETT MOTION INC COMMON STOCK                | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               |  | US        |     11896 | NS      | $162023.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATIONAL BANCORP                          | VALLEY NATIONAL BANCORP COMMON STOCK           | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               |  | US        |    106157 | NS      | $1125264.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST WESTERN FINANCIAL, INC.                    | FIRST WESTERN FINANCIAL INC COMMON STOCK       | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               |  | US        |      5159 | NS      | $118785.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                            | CAL-MAINE FOODS INC COMMON STOCK               | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               |  | US        |     19787 | NS      | $1861956.70   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                                     | LIVANOVA PLC COMMON STOCK                      | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               |  | US        |      2500 | NS      | $130950.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC.                           | JACKSON FINANCIAL INC-A COMMON STOCK           | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               |  | US        |     67246 | NS      | $6807312.58   | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYSTUDIOS, INC.                                | PLAYSTUDIOS INC COMMON STOCK                   | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               |  | US        |     47710 | NS      | $45925.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORUM ENERGY TECHNOLOGIES, INC.                  | FORUM ENERGY TECHNOLOGIES IN COMMON STOCK      | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               |  | US        |      7600 | NS      | $202996.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardent Health, Inc.                              | ARDENT HEALTH INC COMMON STOCK                 | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               |  | US        |     12230 | NS      | $162047.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS CORPORATION                               | ROGERS CORP COMMON STOCK                       | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               |  | US        |      8556 | NS      | $688415.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                     | CENTRAL GARDEN AND PET CO-A COMMON STOCK       | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               |  | US        |     37470 | NS      | $1106489.10   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP, INC.                               | HOPE BANCORP INC COMMON STOCK                  | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               |  | US        |     11854 | NS      | $127667.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS, INC.                              | CLEAN HARBORS INC COMMON STOCK                 | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               |  | US        |      4805 | NS      | $1115817.10   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL, INC.                        | WESCO INTERNATIONAL INC COMMON STOCK           | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               |  | US        |      8233 | NS      | $1741279.50   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT SOUTHERN BANCORP, INC.                     | GREAT SOUTHERN BANCORP INC COMMON STOCK        | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               |  | US        |      1694 | NS      | $103757.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INCORPORATED                            | COMERICA INC COMMON STOCK                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               |  | US        |     37353 | NS      | $2559427.56   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORPORATION                           | SCHOLASTIC CORP COMMON STOCK                   | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               |  | US        |     15114 | NS      | $413821.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN COVEY CO.                               | FRANKLIN COVEY CO COMMON STOCK                 | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               |  | US        |      7233 | NS      | $140392.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORPORATION                          | BLACK HILLS CORP COMMON STOCK                  | CUSIP: N/A<br>LEI: 3MGELCRSTNSAMJ962671       | Long             | EC               |  | US        |      8632 | NS      | $531644.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC.                                    | ADVANSIX INC COMMON STOCK                      | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               |  | US        |     19023 | NS      | $368665.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP.                           | INDEPENDENT BANK CORP/MA COMMON STOCK          | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               |  | US        |     16428 | NS      | $1136324.76   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORPORATION                          | BOYD GAMING CORP COMMON STOCK                  | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               |  | US        |      1650 | NS      | $142642.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                         | FB FINANCIAL CORP COMMON STOCK                 | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               |  | US        |     22161 | NS      | $1235254.14   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS, INC.                              | YETI HOLDINGS INC COMMON STOCK                 | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               |  | US        |      9586 | NS      | $318063.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY CORPORATION                      | GULFPORT ENERGY CORP COMMON STOCK              | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               |  | US        |       901 | NS      | $163062.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                       | MERITAGE HOMES CORP COMMON STOCK               | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               |  | US        |     13139 | NS      | $951657.77    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT DEFENSE PROPERTIES                          | COPT DEFENSE PROPERTIES REIT                   | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     29628 | NS      | $860989.68    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP, INC.                    | Pediatrix Medical Group Inc COMMON STOCK       | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               |  | US        |     54266 | NS      | $908955.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORPORATION                            | UNIVERSAL CORP/VA COMMON STOCK                 | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               |  | US        |     15162 | NS      | $847100.94    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                      | PILGRIM'S PRIDE CORP COMMON STOCK              | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               |  | US        |      7228 | NS      | $294324.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL, INC.                             | VOYA FINANCIAL INC COMMON STOCK                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               |  | US        |     15240 | NS      | $1139952.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                              | XEROX HOLDINGS CORP COMMON STOCK               | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               |  | US        |     72157 | NS      | $271310.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HURON CONSULTING GROUP INC.                      | HURON CONSULTING GROUP INC COMMON STOCK        | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               |  | US        |     10240 | NS      | $1502924.80   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVISTA BANCSHARES, INC.                         | CIVISTA BANCSHARES INC COMMON STOCK            | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               |  | US        |      7760 | NS      | $157605.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                                   | FIRST BANCORP PUERTO RICO COMMON STOCK         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               |  | US        |    108623 | NS      | $2395137.15   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYCO GROUP, INC.                                | WEYCO GROUP INC COMMON STOCK                   | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               |  | US        |      3630 | NS      | $109226.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE, INC.                                  | INTERFACE INC COMMON STOCK                     | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               |  | US        |     27174 | NS      | $786415.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTRAVISION COMMUNICATIONS CORPORATION           | ENTRAVISION COMMUNICATIONS-A COMMON STOCK      | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               |  | US        |     32743 | NS      | $76291.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN PUBLIC EDUCATION, INC.                  | AMERICAN PUBLIC EDUCATION COMMON STOCK         | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               |  | US        |      9854 | NS      | $388937.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVERAMP HOLDINGS, INC.                          | LIVERAMP HOLDINGS INC COMMON STOCK             | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               |  | US        |      5986 | NS      | $162460.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings N.V.                        | EXPRO GROUP HOLDINGS NV COMMON STOCK           | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               |  | US        |     61638 | NS      | $732259.44    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VANDA PHARMACEUTICALS INC.                       | VANDA PHARMACEUTICALS INC COMMON STOCK         | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               |  | US        |     28671 | NS      | $143068.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK HOTELS & RESORTS INC.                       | PARK HOTELS & RESORTS INC REIT                 | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |     38935 | NS      | $431399.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORPORATION                          | HAEMONETICS CORP/MASS COMMON STOCK             | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               |  | US        |     10202 | NS      | $497245.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                     | ENCOMPASS HEALTH CORP COMMON STOCK             | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               |  | US        |     13035 | NS      | $1655705.70   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN NATIONAL CORPORATION                      | CAMDEN NATIONAL CORP COMMON STOCK              | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               |  | US        |      2822 | NS      | $108900.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS, INC.                          | DELEK US HOLDINGS INC COMMON STOCK             | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               |  | US        |     82037 | NS      | $2647333.99   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDALLION FINANCIAL CORP.                        | MEDALLION FINANCIAL CORP COMMON STOCK          | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               |  | US        |     11852 | NS      | $119705.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS, INC.                  | AMERICAN EAGLE OUTFITTERS COMMON STOCK         | CUSIP: N/A<br>LEI: 5299001Z9HXK01DHW793       | Long             | EC               |  | US        |    133928 | NS      | $2291508.08   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDRICK & STRUGGLES INTERNATIONAL, INC.         | HEIDRICK & STRUGGLES INTL COMMON STOCK         | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               |  | US        |     13388 | NS      | $666320.76    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORPORATION                          | HF SINCLAIR CORP COMMON STOCK                  | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               |  | US        |      5328 | NS      | $278867.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RYERSON HOLDING CORPORATION                      | RYERSON HOLDING CORP COMMON STOCK              | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               |  | US        |      3155 | NS      | $72123.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.                | PRESTIGE CONSUMER HEALTHCARE COMMON STOCK      | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               |  | US        |     18794 | NS      | $1172745.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEGG, INC.                                      | CHEGG INC COMMON STOCK                         | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               |  | US        |     70896 | NS      | $107052.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL, INC.                                     | MATTEL INC COMMON STOCK                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               |  | US        |      9862 | NS      | $165977.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORPORATION.                               | FLUOR CORP COMMON STOCK                        | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               |  | US        |     10247 | NS      | $431091.29    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC.                               | BRISTOW GROUP INC COMMON STOCK                 | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               |  | US        |      6285 | NS      | $226762.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ODP CORPORATION                              | ODP CORP/THE COMMON STOCK                      | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               |  | US        |     24500 | NS      | $682325.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU, INC.                                       | COHU INC COMMON STOCK                          | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               |  | US        |     36765 | NS      | $747432.45    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                         | SERVICE PROPERTIES TRUST REIT                  | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |      6934 | NS      | $18791.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL, INC.                                | MILLERKNOLL INC COMMON STOCK                   | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               |  | US        |     21690 | NS      | $384780.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS, INC.                   | BREAD FINANCIAL HOLDINGS INC COMMON STOCK      | CUSIP: N/A<br>LEI: 549300G8S4PO686J7H97       | Long             | EC               |  | US        |     31495 | NS      | $1756476.15   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NewtekOne, Inc.                                  | NEWTEKONE INC COMMON STOCK                     | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               |  | US        |     16196 | NS      | $185444.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMERSION CORPORATION                            | IMMERSION CORPORATION COMMON STOCK             | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               |  | US        |     19931 | NS      | $146293.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM, INC.                    | COLUMBIA BANKING SYSTEM INC COMMON STOCK       | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               |  | US        |    153966 | NS      | $3963084.84   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORPORATION                               | HEXCEL CORP COMMON STOCK                       | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               |  | US        |     12368 | NS      | $775473.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GREENBRIER COMPANIES, INC.                   | GREENBRIER COMPANIES INC COMMON STOCK          | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               |  | US        |     22025 | NS      | $1016894.25   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORPORATION                            | WHIRLPOOL CORP COMMON STOCK                    | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               |  | US        |     20245 | NS      | $1591257.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS, INC.                | INSTALLED BUILDING PRODUCTS COMMON STOCK       | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               |  | US        |      5142 | NS      | $1268325.72   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Ltd                  | PANGAEA LOGISTICS SOLUTIONS COMMON STOCK       | CUSIP: G6891L105<br>LEI: N/A                  | Long             | EC               |  | US        |     20207 | NS      | $102651.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGSEGURO DIGITAL LTD.                           | PAGSEGURO DIGITAL LTD-CL A COMMON STOCK        | CUSIP: G68707101<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               |  | US        |     63069 | NS      | $630690.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORPORATION                                  | FMC CORP COMMON STOCK                          | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               |  | US        |     54185 | NS      | $1822241.55   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP                             | OLD NATIONAL BANCORP COMMON STOCK              | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               |  | US        |    169739 | NS      | $3725771.05   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK, INC.                               | SHUTTERSTOCK INC COMMON STOCK                  | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               |  | US        |      2118 | NS      | $44160.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC.                               | MANPOWERGROUP INC COMMON STOCK                 | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               |  | US        |       951 | NS      | $36042.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                        | REGAL REXNORD CORP COMMON STOCK                | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               |  | US        |      4754 | NS      | $681913.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                          | ENERSYS COMMON STOCK                           | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               |  | US        |      1978 | NS      | $223434.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS, INC.                 | TELEPHONE AND DATA SYSTEMS COMMON STOCK        | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               |  | US        |     33763 | NS      | $1324860.12   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GATES INDUSTRIAL CORPORATION PLC                 | GATES INDUSTRIAL CORP PLC COMMON STOCK         | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               |  | US        |     78073 | NS      | $1937771.86   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| RED RIVER BANCSHARES, INC.                       | RED RIVER BANCSHARES INC COMMON STOCK          | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               |  | US        |      2837 | NS      | $183894.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES INC.                        | SILICON LABORATORIES INC COMMON STOCK          | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               |  | US        |      7653 | NS      | $1003537.89   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY      | JAZZ PHARMACEUTICALS PLC COMMON STOCK          | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               |  | US        |      2805 | NS      | $369699.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS PACIFIC, INC.                              | JAKKS PACIFIC INC COMMON STOCK                 | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               |  | US        |      4545 | NS      | $85127.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB FINANCIAL CORPORATION                        | CNB FINANCIAL CORP/PA COMMON STOCK             | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               |  | US        |     18313 | NS      | $443174.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSINESS FINANCIAL SERVICES, INC.          | FIRST BUSINESS FINANCIAL SER COMMON STOCK      | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               |  | US        |      4012 | NS      | $205655.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP, INC.                        | Nexstar Media Group Inc COMMON STOCK           | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               |  | US        |      1352 | NS      | $267344.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO, INC.                                      | QORVO INC COMMON STOCK                         | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               |  | US        |      2150 | NS      | $195822.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORPORATION                              | GRIFFON CORP COMMON STOCK                      | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               |  | US        |      2121 | NS      | $161514.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAMARE INC.                                   | COSTAMARE INC COMMON STOCK                     | CUSIP: Y1771G102<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               |  | US        |     28257 | NS      | $336540.87    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST                                | RLJ LODGING TRUST REIT                         | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |    108078 | NS      | $778161.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS, INC.                            | DORMAN PRODUCTS INC COMMON STOCK               | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               |  | US        |      6891 | NS      | $1074169.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKWELL FINANCIAL GROUP, INC.                   | BANKWELL FINANCIAL GROUP INC COMMON STOCK      | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               |  | US        |      3001 | NS      | $132794.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                               | CIRRUS LOGIC INC COMMON STOCK                  | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               |  | US        |      2255 | NS      | $282528.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                                         | BANK OZK COMMON STOCK                          | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               |  | US        |      3423 | NS      | $174504.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust, Inc.                      | PIEDMONT REALTY TRUST INC REIT                 | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |      6080 | NS      | $54720.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES, INC.                       | RESIDEO TECHNOLOGIES INC COMMON STOCK          | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               |  | US        |     89542 | NS      | $3866423.56   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                           | MURPHY OIL CORP COMMON STOCK                   | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               |  | US        |     41817 | NS      | $1188020.97   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Net Lease Office Properties                      | NET LEASE OFFICE PROPERTY REIT                 | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               |  | US        |      9320 | NS      | $276431.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HANOVER INSURANCE GROUP, INC.                | HANOVER INSURANCE GROUP INC/ COMMON STOCK      | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               |  | US        |      5808 | NS      | $1054907.04   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                       | Atkore Inc COMMON STOCK                        | CUSIP: N/A<br>LEI: 52990002TI38AM4RPV48       | Long             | EC               |  | US        |     30067 | NS      | $1886403.58   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| COLONY BANKCORP, INC.                            | COLONY BANKCORP COMMON STOCK                   | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               |  | US        |     11075 | NS      | $188385.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA TECHNOLOGIES, INC.                          | SIGA TECHNOLOGIES INC COMMON STOCK             | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               |  | US        |     28991 | NS      | $265267.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                             | LXP INDUSTRIAL TRUST REIT                      | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |     37675 | NS      | $337568.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LYFT, INC.                                       | LYFT INC-A COMMON STOCK                        | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               |  | US        |     92318 | NS      | $2031919.18   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUELINX HOLDINGS INC.                           | BLUELINX HOLDINGS INC COMMON STOCK             | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               |  | US        |      4744 | NS      | $346691.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC.                                         | ADT INC COMMON STOCK                           | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               |  | US        |     22584 | NS      | $196706.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE NATURAL RESOURCES, INC.                     | CORE NATURAL RESOURCES INC COMMON STOCK        | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               |  | US        |      1154 | NS      | $96335.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS AND OUTDOORS, INC.                | ACADEMY SPORTS & OUTDOORS IN COMMON STOCK      | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               |  | US        |     16050 | NS      | $802821.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MANITOWOC COMPANY, INC.                      | MANITOWOC COMPANY INC COMMON STOCK             | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               |  | US        |     21490 | NS      | $215114.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                              | OWENS & MINOR INC COMMON STOCK                 | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               |  | US        |     45842 | NS      | $220041.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA BANCORP                                   | SIERRA BANCORP COMMON STOCK                    | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               |  | US        |      6777 | NS      | $195923.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHATHAM LODGING TRUST                            | CHATHAM LODGING TRUST REIT                     | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |     35470 | NS      | $238003.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS, INC.                               | NMI HOLDINGS INC COMMON STOCK                  | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               |  | US        |     15478 | NS      | $593426.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER'S, INC.                                   | CARTER'S INC COMMON STOCK                      | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               |  | US        |     20781 | NS      | $586439.82    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                     | LINCOLN NATIONAL CORP COMMON STOCK             | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               |  | US        |     73491 | NS      | $2963892.03   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                  | CSG SYSTEMS INTL INC COMMON STOCK              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               |  | US        |      2154 | NS      | $138674.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORPORATION                               | DELUXE CORP COMMON STOCK                       | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               |  | US        |     31937 | NS      | $618300.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELIS INSURANCE HOLDINGS LIMITED               | FIDELIS INSURANCE HOLDINGS L COMMON STOCK      | CUSIP: G3398L118<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               |  | US        |     48561 | NS      | $881382.15    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INCORPORATED                  | COUSINS PROPERTIES INC REIT                    | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |      5580 | NS      | $161485.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY, INC.                       | PATTERSON-UTI ENERGY INC COMMON STOCK          | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               |  | US        |      6225 | NS      | $32245.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVENTBRITE, INC.                                 | EVENTBRITE INC-CLASS A COMMON STOCK            | CUSIP: N/A<br>LEI: 549300N6XBV2B1FAUF55       | Long             | EC               |  | US        |     48630 | NS      | $122547.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | E-MINI RUSS 2000  DEC25 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        24 | NC      | $2946600.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL CORPORATION                      | FIRST FINANCIAL CORP COMMON STOCK              | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               |  | US        |      1390 | NS      | $78451.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW INC.                                        | DNOW INC COMMON STOCK                          | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               |  | US        |      6500 | NS      | $99125.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC.                                    | HARMONIC INC COMMON STOCK                      | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               |  | US        |    100308 | NS      | $1021135.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TEEKAY CORPORATION LTD.                          | TEEKAY CORP LTD COMMON STOCK                   | CUSIP: G8726T105<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               |  | US        |     38430 | NS      | $314357.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERSTATE BANCSYSTEM, INC.                | FIRST INTERSTATE BANCSYS-A COMMON STOCK        | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               |  | US        |     39415 | NS      | $1256156.05   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORPORATION                              | ARCBEST CORP COMMON STOCK                      | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               |  | US        |      2926 | NS      | $204439.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORPORATION                               | GENTEX CORP COMMON STOCK                       | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               |  | US        |     26584 | NS      | $752327.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibex Ltd                                         | IBEX LTD COMMON STOCK                          | CUSIP: G4690M101<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               |  | US        |      5253 | NS      | $212851.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd, Inc                                        | WAFD INC COMMON STOCK                          | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               |  | US        |      3908 | NS      | $118373.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS, INC.                           | URBAN OUTFITTERS INC COMMON STOCK              | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               |  | US        |      6578 | NS      | $469866.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD PLC                          | CUSHMAN & WAKEFIELD PLC COMMON STOCK           | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               |  | US        |     69236 | NS      | $1102237.12   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES, INC.                           | TRI POINTE HOMES INC COMMON STOCK              | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               |  | US        |     64850 | NS      | $2202954.50   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                                | H&R BLOCK INC COMMON STOCK                     | CUSIP: N/A<br>LEI: 549300CE3KUCWLZBG404       | Long             | EC               |  | US        |      3924 | NS      | $198436.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPETRO HOLDING CORP.                           | PROPETRO HOLDING CORP COMMON STOCK             | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               |  | US        |      3760 | NS      | $19702.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH, INC.                         | OPTION CARE HEALTH INC COMMON STOCK            | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               |  | US        |     25789 | NS      | $715902.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC.                              | Liberty Energy Inc COMMON STOCK                | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               |  | US        |        55 | NS      | $678.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HOLDINGS, INC.                      | SALLY BEAUTY HOLDINGS INC COMMON STOCK         | CUSIP: N/A<br>LEI: 529900VXW6E8ONDIQ271       | Long             | EC               |  | US        |      7198 | NS      | $117183.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDRIDGE ENERGY, INC.                           | SANDRIDGE ENERGY INC COMMON STOCK              | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               |  | US        |     18728 | NS      | $211251.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, INC.                                    | NETGEAR INC COMMON STOCK                       | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               |  | US        |     17650 | NS      | $571683.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corporation                              | MAGNERA CORP COMMON STOCK                      | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               |  | US        |       379 | NS      | $4441.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEESECAKE FACTORY INCORPORATED              | CHEESECAKE FACTORY INC/THE COMMON STOCK        | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               |  | US        |      6671 | NS      | $364503.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PLUMAS BANCORP                                   | PLUMAS BANCORP COMMON STOCK                    | CUSIP: 729273102<br>LEI: 549300O5TKTXYTYP4G59 | Long             | EC               |  | US        |      3340 | NS      | $144087.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMALGAMATED FINANCIAL CORP.                      | AMALGAMATED FINANCIAL CORP COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     15585 | NS      | $423132.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.              | ALLISON TRANSMISSION HOLDING COMMON STOCK      | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               |  | US        |      2371 | NS      | $201250.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORPORATION                        | KILROY REALTY CORP REIT                        | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |      4005 | NS      | $169211.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENNIS, INC.                                      | ENNIS INC COMMON STOCK                         | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               |  | US        |      4575 | NS      | $83631.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                                   | INNOVIVA INC COMMON STOCK                      | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               |  | US        |     35100 | NS      | $640575.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                   | WINTRUST FINANCIAL CORP COMMON STOCK           | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               |  | US        |     13936 | NS      | $1845683.84   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, INC.                                        | RPC INC COMMON STOCK                           | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               |  | US        |     51414 | NS      | $244730.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO.                             | TRAVEL + LEISURE CO COMMON STOCK               | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               |  | US        |      2620 | NS      | $155863.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART, INC.                                 | PRICESMART INC COMMON STOCK                    | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               |  | US        |      1519 | NS      | $184087.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC.                                         | NOV INC COMMON STOCK                           | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               |  | US        |     11781 | NS      | $156098.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC.                                  | MURPHY USA INC COMMON STOCK                    | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               |  | US        |      1921 | NS      | $745847.46    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIMERA INVESTMENT CORPORATION                   | CHIMERA INVESTMENT CORP REIT                   | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |     79217 | NS      | $1047248.74   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY TRUST BANCORP, INC.                    | COMMUNITY TRUST BANCORP INC COMMON STOCK       | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               |  | US        |      1937 | NS      | $108375.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDMORE SHIPPING CORPORATION                     | ARDMORE SHIPPING CORP COMMON STOCK             | CUSIP: Y0207T100<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               |  | US        |     25766 | NS      | $305842.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                  | UGI CORP COMMON STOCK                          | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |      8868 | NS      | $294949.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                        | MATADOR RESOURCES CO COMMON STOCK              | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               |  | US        |      5022 | NS      | $225638.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL, INC.                         | GENWORTH FINANCIAL INC COMMON STOCK            | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               |  | US        |    289845 | NS      | $2579620.50   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| SENECA FOODS CORPORATION                         | SENECA FOODS CORP - CL A COMMON STOCK          | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               |  | US        |      2976 | NS      | $321229.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of N.T. Butterfield & Son Limited       | BANK OF N.T. BUTTERFIELD&SON COMMON STOCK      | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               |  | US        |     32659 | NS      | $1401724.28   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                       | KORN FERRY COMMON STOCK                        | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               |  | US        |     12721 | NS      | $890215.58    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORPORATION                                | TEREX CORP COMMON STOCK                        | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               |  | US        |     27265 | NS      | $1398694.50   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC.                           | LUMENTUM HOLDINGS INC COMMON STOCK             | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               |  | US        |     12135 | NS      | $1974485.85   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO BRANDS CORPORATION                          | ACCO BRANDS CORP COMMON STOCK                  | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               |  | US        |     70614 | NS      | $281749.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UPBOUND GROUP, INC.                              | UPBOUND GROUP INC COMMON STOCK                 | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               |  | US        |      5376 | NS      | $127034.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORPORATION                        | VAREX IMAGING CORP COMMON STOCK                | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               |  | US        |     12974 | NS      | $160877.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES, INC.               | HAWAIIAN ELECTRIC INDS COMMON STOCK            | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               |  | US        |     88407 | NS      | $976013.28    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| UNISYS CORPORATION                               | UNISYS CORP COMMON STOCK                       | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               |  | US        |     37677 | NS      | $146940.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES, INC.                        | NU SKIN ENTERPRISES INC - A COMMON STOCK       | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               |  | US        |     30356 | NS      | $370039.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                              | TEEKAY TANKERS LTD-CLASS A COMMON STOCK        | CUSIP: G8726X106<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               |  | US        |     14933 | NS      | $754863.15    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Inmode Ltd                                       | INMODE LTD COMMON STOCK                        | CUSIP: M5425M103<br>LEI: 984500DD95A35E9BD358 | Long             | EC               |  | US        |     89307 | NS      | $1330674.30   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HOLDINGS CORPORATION        | INTEGRA LIFESCIENCES HOLDING COMMON STOCK      | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               |  | US        |     23457 | NS      | $336138.81    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN INTERNATIONAL, INC.                          | ATN INTERNATIONAL INC COMMON STOCK             | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               |  | US        |      6442 | NS      | $96436.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY               | GOODYEAR TIRE & RUBBER CO COMMON STOCK         | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               |  | US        |    176212 | NS      | $1318065.76   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                     | DIVERSIFIED HEALTHCARE TRUST REIT              | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               |  | US        |     88029 | NS      | $388207.89    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORPORATION                       | PEABODY ENERGY CORP COMMON STOCK               | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               |  | US        |      6216 | NS      | $164848.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MARZETTI COMPANY                             | MARZETTI COMPANY/THE COMMON STOCK              | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               |  | US        |      2659 | NS      | $459448.61    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                     | ENVISTA HOLDINGS CORP COMMON STOCK             | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               |  | US        |     18246 | NS      | $371671.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESCO INC.                                     | GENESCO INC COMMON STOCK                       | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               |  | US        |      6602 | NS      | $191391.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORPORATION                          | QUIDELORTHO CORP COMMON STOCK                  | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               |  | US        |     11404 | NS      | $335847.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO ENERGY, INC.                              | VAALCO ENERGY INC COMMON STOCK                 | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               |  | US        |     62697 | NS      | $252041.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TELADOC HEALTH, INC.                             | TELADOC HEALTH INC COMMON STOCK                | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               |  | US        |     92392 | NS      | $714190.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS, INC.                   | CATALYST PHARMACEUTICALS INC COMMON STOCK      | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               |  | US        |     11083 | NS      | $218335.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                    | STARWOOD PROPERTY TRUST INC REIT               | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               |  | US        |     44942 | NS      | $870526.54    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC.                             | VIAVI SOLUTIONS INC COMMON STOCK               | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               |  | US        |     98218 | NS      | $1246386.42   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                    | UNIVEST FINANCIAL CORP COMMON STOCK            | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               |  | US        |     34036 | NS      | $1021760.72   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP                           | CATHAY GENERAL BANCORP COMMON STOCK            | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               |  | US        |      5210 | NS      | $250132.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY HOLDING COMPANY                             | CITY HOLDING CO COMMON STOCK                   | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               |  | US        |      4474 | NS      | $554194.38    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BUMBLE INC.                                      | BUMBLE INC-A COMMON STOCK                      | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               |  | US        |     52435 | NS      | $319329.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MITEK SYSTEMS, INC.                              | MITEK SYSTEMS INC COMMON STOCK                 | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               |  | US        |     29077 | NS      | $284082.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, INC.                                        | V2X INC COMMON STOCK                           | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               |  | US        |     11245 | NS      | $653222.05    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING, INC.             | SIXTH STREET SPECIALTY LENDI COMMON STOCK      | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               |  | US        |      4848 | NS      | $110825.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                        | COMMERCIAL METALS CO COMMON STOCK              | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               |  | US        |     64923 | NS      | $3718789.44   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORPORATION               | REX AMERICAN RESOURCES CORP COMMON STOCK       | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               |  | US        |     11482 | NS      | $351578.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP.                              | RITHM CAPITAL CORP REIT                        | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |     15717 | NS      | $179016.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGI INC.                                        | ANGI INC COMMON STOCK                          | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               |  | US        |      9607 | NS      | $156209.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc.                                       | ENPRO INC COMMON STOCK                         | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               |  | US        |      6730 | NS      | $1520980.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORPORATION                     | INDEPENDENT BANK CORP - MICH COMMON STOCK      | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               |  | US        |      2500 | NS      | $77437.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC.                                    | INNOSPEC INC COMMON STOCK                      | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               |  | US        |      4469 | NS      | $344828.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORPORATION                              | VONTIER CORP COMMON STOCK                      | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               |  | US        |      3360 | NS      | $141019.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudbay Minerals Inc.                             | HUDBAY MINERALS INC COMMON STOCK               | CUSIP: 443628102<br>LEI: 894500LX3TMESP27BE29 | Long             | EC               |  | US        |    124204 | NS      | $1882932.64   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED, INC.                                 | BANKUNITED INC COMMON STOCK                    | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               |  | US        |     14504 | NS      | $553472.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR CAPITAL CORP.                             | FS KKR CAPITAL CORP COMMON STOCK               | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               |  | US        |      6088 | NS      | $90893.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                     | APPLE HOSPITALITY REIT INC REIT                | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |    108691 | NS      | $1305378.91   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                            | CLEVELAND-CLIFFS INC COMMON STOCK              | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               |  | US        |    256447 | NS      | $3128653.40   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HYSTER-YALE, INC.                                | HYSTER-YALE INC COMMON STOCK                   | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               |  | US        |      6568 | NS      | $242096.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLE PUBLIC LIMITED COMPANY                      | DOLE PLC COMMON STOCK                          | CUSIP: G27907107<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               |  | US        |     47635 | NS      | $640214.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES, INC.                         | MUELLER INDUSTRIES INC COMMON STOCK            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               |  | US        |      1720 | NS      | $173909.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS, INC.                            | TREEHOUSE FOODS INC COMMON STOCK               | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               |  | US        |     20844 | NS      | $421257.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                       | NORTHERN OIL AND GAS INC COMMON STOCK          | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               |  | US        |     51310 | NS      | $1272488.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON, INC.                            | HARLEY-DAVIDSON INC COMMON STOCK               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               |  | US        |      3084 | NS      | $86043.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES, INC.                           | ASTEC INDUSTRIES INC COMMON STOCK              | CUSIP: N/A<br>LEI: 5493002DO2QKHLKB2A48       | Long             | EC               |  | US        |     59892 | NS      | $2882601.96   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND HILL INVESTMENT GROUP, INC.              | DIAMOND HILL INVESTMENT GRP COMMON STOCK       | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               |  | US        |       922 | NS      | $129089.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURE'S SUNSHINE PRODUCTS, INC.                 | NATURES SUNSHINE PRODS INC COMMON STOCK        | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               |  | US        |      6716 | NS      | $104232.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES BANCORP INC.                             | PEOPLES BANCORP INC COMMON STOCK               | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               |  | US        |      2189 | NS      | $65648.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED FLOWER CAPITAL INC.                     | ADVANCED FLOWER CAPITAL INC REIT               | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               |  | US        |     11718 | NS      | $44879.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES, INC.                         | VALMONT INDUSTRIES COMMON STOCK                | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               |  | US        |      3601 | NS      | $1396215.73   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS, INC.                   | SPECTRUM BRANDS HOLDINGS INC COMMON STOCK      | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               |  | US        |      1618 | NS      | $84993.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP.                                | ADAPTHEALTH CORP COMMON STOCK                  | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               |  | US        |     63592 | NS      | $569148.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                   | EPR PROPERTIES REIT                            | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |      3874 | NS      | $224730.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PUMA BIOTECHNOLOGY, INC.                         | PUMA BIOTECHNOLOGY INC COMMON STOCK            | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               |  | US        |     27707 | NS      | $147124.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORPORATION                                | CABOT CORP COMMON STOCK                        | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               |  | US        |     11971 | NS      | $910394.55    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCORP, INC.                               | HOME BANCORP INC COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      4600 | NS      | $249895.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANSOURCE, INC.                                 | SCANSOURCE INC COMMON STOCK                    | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               |  | US        |     17209 | NS      | $757023.91    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNANTPARK INVESTMENT CORPORATION               | PENNANTPARK INVESTMENT CORP COMMON STOCK       | CUSIP: 708062104<br>LEI: 529900OK432R4C6NQQ73 | Long             | EC               |  | US        |      8318 | NS      | $55813.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MOVADO GROUP, INC.                               | MOVADO GROUP INC COMMON STOCK                  | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               |  | US        |      9948 | NS      | $188713.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST, INC.                      | AMERICAN ASSETS TRUST INC REIT                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      6660 | NS      | $135331.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TIMKEN COMPANY                               | TIMKEN CO COMMON STOCK                         | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               |  | US        |      2054 | NS      | $154419.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON TECHNOLOGIES, INC.                        | HUDSON TECHNOLOGIES INC COMMON STOCK           | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               |  | US        |     16757 | NS      | $166397.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SERVICES CORPORATION                    | PRIMORIS SERVICES CORP COMMON STOCK            | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               |  | US        |      2404 | NS      | $330141.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS, INC.                            | MGP INGREDIENTS INC COMMON STOCK               | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               |  | US        |      4924 | NS      | $119111.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INCORPORATED                              | DIODES INC COMMON STOCK                        | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               |  | US        |      8912 | NS      | $474207.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group Inc           | SILVERCREST ASSET MANAGEME-A COMMON STOCK      | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               |  | US        |      6261 | NS      | $98610.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO REALTY GROWTH, INC.                          | CTO REALTY GROWTH INC REIT                     | CUSIP: 22948Q101<br>LEI: 254900ZQ99OFO1WXS678 | Long             | EC               |  | US        |     21551 | NS      | $351281.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                            | NEWMARKET CORP COMMON STOCK                    | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               |  | US        |       290 | NS      | $240180.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                  | AFFILIATED MANAGERS GROUP COMMON STOCK         | CUSIP: N/A<br>LEI: 2JE75BUE3T1BLCYYGK54       | Long             | EC               |  | US        |       792 | NS      | $188836.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORPORATION                      | WABASH NATIONAL CORP COMMON STOCK              | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               |  | US        |     26096 | NS      | $257567.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP, INC.                              | NEWMARK GROUP INC-CLASS A COMMON STOCK         | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               |  | US        |    108003 | NS      | $2014255.95   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| TUTOR PERINI CORPORATION                         | TUTOR PERINI CORP COMMON STOCK                 | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               |  | US        |     22638 | NS      | $1484826.42   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS, INC.                     | XENIA HOTELS & RESORTS INC REIT                | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |     14045 | NS      | $192697.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORPORATION                          | FIRST BUSEY CORP COMMON STOCK                  | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               |  | US        |      6657 | NS      | $154118.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS, INC.                      | HALOZYME THERAPEUTICS INC COMMON STOCK         | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               |  | US        |      4859 | NS      | $356359.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC.                                      | BELDEN INC COMMON STOCK                        | CUSIP: N/A<br>LEI: 68BKYO1JC791TTJHUE82       | Long             | EC               |  | US        |      5093 | NS      | $612535.11    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                           | OTTER TAIL CORP COMMON STOCK                   | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               |  | US        |      1884 | NS      | $154431.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                           | INGREDION INC COMMON STOCK                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |      7196 | NS      | $878703.56    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION   | SCIENCE APPLICATIONS INTE COMMON STOCK         | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               |  | US        |      1150 | NS      | $114275.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES, INC.                         | PACIRA BIOSCIENCES INC COMMON STOCK            | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               |  | US        |     29119 | NS      | $750396.63    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORPORATION                         | AGREE REALTY CORP REIT                         | CUSIP: N/A<br>LEI: 98450090H010B37OEB68       | Long             | EC               |  | US        |     16023 | NS      | $1138273.92   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                          | SIGNET JEWELERS LTD COMMON STOCK               | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               |  | US        |     20813 | NS      | $1996382.96   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                             | ASSOCIATED BANC-CORP COMMON STOCK              | CUSIP: N/A<br>LEI: 549300N3CIN473IW5094       | Long             | EC               |  | US        |     55102 | NS      | $1416672.42   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES INC.                       | ZOOMINFO TECHNOLOGIES INC COMMON STOCK         | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               |  | US        |     12814 | NS      | $139800.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITEX HOLDINGS, INC.                           | VERITEX HOLDINGS INC COMMON STOCK              | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               |  | US        |      2550 | NS      | $85501.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSTAR FINANCIAL, INC.                         | FLAGSTAR FINANCIAL INC COMMON STOCK            | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               |  | US        |     65134 | NS      | $752297.70    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BAR HARBOR BANKSHARES                            | BAR HARBOR BANKSHARES COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      3557 | NS      | $108346.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF, INC.                                      | GREIF INC-CL A COMMON STOCK                    | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               |  | US        |      2357 | NS      | $140854.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                          | PEBBLEBROOK HOTEL TRUST REIT                   | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |     74293 | NS      | $846197.27    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL, INC.                             | GLOBUS MEDICAL INC - A COMMON STOCK            | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               |  | US        |      9220 | NS      | $528029.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB BANCORP                                      | PCB BANCORP COMMON STOCK                       | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               |  | US        |      6071 | NS      | $127491.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE & FITCH CO.                          | ABERCROMBIE & FITCH CO-CL A COMMON STOCK       | CUSIP: N/A<br>LEI: 5493000J7LL72TOGT983       | Long             | EC               |  | US        |     29909 | NS      | $2558714.95   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL, INC.                             | AVANOS MEDICAL INC COMMON STOCK                | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               |  | US        |     67904 | NS      | $784970.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS, INC.                      | INTERNATIONAL SEAWAYS INC COMMON STOCK         | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               |  | US        |     11091 | NS      | $511073.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORPORATION                                 | LEAR CORP COMMON STOCK                         | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               |  | US        |      1953 | NS      | $196491.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORPORATION                            | GREEN DOT CORP-CLASS A COMMON STOCK            | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               |  | US        |     33225 | NS      | $446211.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP.                         | ENERPAC TOOL GROUP COMMON STOCK                | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               |  | US        |     15047 | NS      | $616927.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP COMPANY                   | PERFORMANCE FOOD GROUP CO COMMON STOCK         | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               |  | US        |     10953 | NS      | $1139550.12   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA HEALTH SCIENCES, INC.                      | USANA HEALTH SCIENCES INC COMMON STOCK         | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               |  | US        |      6821 | NS      | $187918.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC.                             | SILGAN HOLDINGS INC COMMON STOCK               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               |  | US        |     16505 | NS      | $709880.05    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HOLDINGS, INC.               | UNIVERSAL INSURANCE HOLDINGS COMMON STOCK      | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               |  | US        |     11698 | NS      | $307657.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER, INC.                                    | PREMIER INC-CLASS A COMMON STOCK               | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               |  | US        |      6148 | NS      | $170914.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS, INC.                     | SOUTHWEST GAS HOLDINGS INC COMMON STOCK        | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               |  | US        |     12862 | NS      | $1007609.08   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR ATLEOS CORPORATION                           | NCR ATLEOS CORP COMMON STOCK                   | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               |  | US        |      2269 | NS      | $89194.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                    | ORGANON & CO COMMON STOCK                      | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |     14356 | NS      | $153322.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP.                               | SITE CENTERS CORP REIT                         | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |     29238 | NS      | $263434.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc                               | PROG HOLDINGS INC COMMON STOCK                 | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               |  | US        |     32116 | NS      | $1039273.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GENIE ENERGY LTD.                                | GENIE ENERGY LTD-B COMMON STOCK                | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               |  | US        |      9357 | NS      | $139887.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL, INC.                                | RINGCENTRAL INC-CLASS A COMMON STOCK           | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               |  | US        |      4076 | NS      | $115513.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                   | EXELIXIS INC COMMON STOCK                      | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |      9635 | NS      | $397925.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                       | MATSON INC COMMON STOCK                        | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               |  | US        |      1883 | NS      | $185644.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BRINK'S COMPANY                              | BRINK'S CO/THE COMMON STOCK                    | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               |  | US        |      1450 | NS      | $169447.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORPORATION                            | TD SYNNEX CORP COMMON STOCK                    | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               |  | US        |      1236 | NS      | $202395.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MANUFACTURING COMPANY                     | MODINE MANUFACTURING CO COMMON STOCK           | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               |  | US        |      8213 | NS      | $1167560.08   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                      | MGIC INVESTMENT CORP COMMON STOCK              | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               |  | US        |     44825 | NS      | $1271685.25   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORPORATION               | NATIONAL BANK HOLD-CL A COMMON STOCK           | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               |  | US        |     26233 | NS      | $1013643.12   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. CORPORATION                               | FNB CORP COMMON STOCK                          | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               |  | US        |    151300 | NS      | $2437443.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN, LTD.                              | STEVEN MADDEN LTD COMMON STOCK                 | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               |  | US        |     15658 | NS      | $524229.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTAR HOLDING CORPORATION                     | INVESTAR HOLDING CORP COMMON STOCK             | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               |  | US        |      5982 | NS      | $138842.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS, INC.                         | EMPLOYERS HOLDINGS INC COMMON STOCK            | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               |  | US        |      3139 | NS      | $133344.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.      | APOLLO COMMERCIAL REAL ESTAT REIT              | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |      3529 | NS      | $35748.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARD'S, INC.                                  | DILLARDS INC-CL A COMMON STOCK                 | CUSIP: 254067101<br>LEI: N/A                  | Long             | EC               |  | US        |       264 | NS      | $162222.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC.                                | PITNEY BOWES INC COMMON STOCK                  | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               |  | US        |     10339 | NS      | $117967.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC.                       | MINERALS TECHNOLOGIES INC COMMON STOCK         | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               |  | US        |      1715 | NS      | $106535.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORPORATION                        | FIRST HORIZON CORP COMMON STOCK                | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               |  | US        |     76861 | NS      | $1737827.21   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CRICUT, INC.                                     | CRICUT INC - CLASS A COMMON STOCK              | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               |  | US        |     28137 | NS      | $176981.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                   | TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK      | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               |  | US        |     13809 | NS      | $191116.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MARKETS, INC.                               | WEIS MARKETS INC COMMON STOCK                  | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               |  | US        |     10302 | NS      | $740404.74    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                         | ENERGIZER HOLDINGS INC COMMON STOCK            | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               |  | US        |     10947 | NS      | $272470.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST BANCORPORATION, INC.                        | WEST BANCORPORATION COMMON STOCK               | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               |  | US        |      9586 | NS      | $194787.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORPORATION                              | OSHKOSH CORP COMMON STOCK                      | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               |  | US        |      2371 | NS      | $307518.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORPORATION                        | CNX RESOURCES CORP COMMON STOCK                | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               |  | US        |     16481 | NS      | $529369.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL STATES INTERNATIONAL, INC.                   | OIL STATES INTERNATIONAL INC COMMON STOCK      | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               |  | US        |     36766 | NS      | $222801.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VERINT SYSTEMS INC.                              | VERINT SYSTEMS INC COMMON STOCK                | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               |  | US        |     22145 | NS      | $448436.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON MOTION TECHNOLOGY CORPORATION            | SILICON MOTION TECHNOL-ADR DEPOSITARY RECEIPT  | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               |  | US        |     20148 | NS      | $1910231.88   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                          | MOLINA HEALTHCARE INC COMMON STOCK             | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               |  | US        |      7858 | NS      | $1503706.88   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| VALHI, INC.                                      | VALHI INC COMMON STOCK                         | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               |  | US        |      1055 | NS      | $16647.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP, LTD.                        | G-III APPAREL GROUP LTD COMMON STOCK           | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               |  | US        |     31561 | NS      | $839838.21    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TABOOLA.COM LTD                                  | TABOOLA.COM LTD COMMON STOCK                   | CUSIP: M8744T106<br>LEI: 984500F5945AFAFFCB30 | Long             | EC               |  | US        |     46304 | NS      | $157896.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP.                                        | PVH CORP COMMON STOCK                          | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               |  | US        |      3256 | NS      | $272755.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORPORATION                 | TAYLOR MORRISON HOME CORP COMMON STOCK         | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               |  | US        |     20729 | NS      | $1368321.29   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE LTD.                                   | HERBALIFE LTD COMMON STOCK                     | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               |  | US        |      7627 | NS      | $64371.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMILTON BEACH BRANDS HOLDING COMPANY            | HAMILTON BEACH BRAND-A COMMON STOCK            | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               |  | US        |      3895 | NS      | $55971.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCIAL INSTITUTIONS, INC.                     | FINANCIAL INSTITUTIONS INC COMMON STOCK        | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               |  | US        |      7556 | NS      | $205523.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES RIVER GROUP HOLDINGS, LTD.                 | JAMES RIVER GROUP HOLDINGS L COMMON STOCK      | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               |  | US        |     22816 | NS      | $126628.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW MOUNTAIN FINANCE CORPORATION                 | NEW MOUNTAIN FINANCE CORP COMMON STOCK         | CUSIP: 647551100<br>LEI: 549300L1MPTT1H7SES77 | Long             | EC               |  | US        |     10331 | NS      | $99590.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)   | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3852673 | NS      | $3852673.30   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD.                      | AXALTA COATING SYSTEMS LTD COMMON STOCK        | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               |  | US        |     14964 | NS      | $428269.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST COMMONWEALTH FINANCIAL CORPORATION         | FIRST COMMONWEALTH FINL CORP COMMON STOCK      | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               |  | US        |     89268 | NS      | $1522019.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGER ENERGY SERVICES, INC.                     | RANGER ENERGY SERVICES-CL A COMMON STOCK       | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               |  | US        |      8996 | NS      | $126303.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PUBLIC LIMITED COMPANY                    | ADIENT PLC COMMON STOCK                        | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               |  | US        |     57270 | NS      | $1379061.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC.                          | CACI INTERNATIONAL INC -CL A COMMON STOCK      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               |  | US        |      2582 | NS      | $1287849.96   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC.                             | SCORPIO TANKERS INC COMMON STOCK               | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               |  | US        |     32004 | NS      | $1793824.20   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                           | DXC TECHNOLOGY CO COMMON STOCK                 | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               |  | US        |      6228 | NS      | $84887.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS, INC.                                 | PHOTRONICS INC COMMON STOCK                    | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               |  | US        |    157776 | NS      | $3620959.20   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                  | O-I GLASS INC COMMON STOCK                     | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               |  | US        |     42174 | NS      | $546996.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS COUNTRY HEALTHCARE, INC.                   | CROSS COUNTRY HEALTHCARE INC COMMON STOCK      | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               |  | US        |     42684 | NS      | $606112.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORPORATION                   | PERDOCEO EDUCATION CORP COMMON STOCK           | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               |  | US        |     43252 | NS      | $1628870.32   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS, INC.                                      | CROCS INC COMMON STOCK                         | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               |  | US        |      1350 | NS      | $112792.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexxen International Ltd                         | NEXXEN INTERNATIONAL LTD COMMON STOCK          | CUSIP: M8T80P204<br>LEI: 213800ZNSR7AIJZ2J557 | Long             | EC               |  | US        |     12538 | NS      | $115976.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC.                                         | ITT INC COMMON STOCK                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               |  | US        |      6705 | NS      | $1198585.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                            | BLOOMIN' BRANDS INC COMMON STOCK               | CUSIP: N/A<br>LEI: E1UJ2GO305B5FXGV7N04       | Long             | EC               |  | US        |    173522 | NS      | $1244152.74   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE, INC.                          | HELMERICH & PAYNE COMMON STOCK                 | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               |  | US        |     56640 | NS      | $1251177.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                              | SYLVAMO CORP COMMON STOCK                      | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               |  | US        |     17439 | NS      | $771152.58    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc                                  | GRAY MEDIA INC COMMON STOCK                    | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               |  | US        |     53146 | NS      | $307183.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                         | GROUP 1 AUTOMOTIVE INC COMMON STOCK            | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               |  | US        |      2497 | NS      | $1092462.47   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANK                                       | FIRST BANK/HAMILTON NJ COMMON STOCK            | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               |  | US        |      8580 | NS      | $139768.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMILTON INSURANCE GROUP, LTD.                   | HAMILTON INSURANCE GROU-CL B COMMON STOCK      | CUSIP: G42706104<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               |  | US        |     25185 | NS      | $624588.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust - iShares Russell 2000 Value ETF   | ISHARES RUSSELL 2000 VALUE E MUTUAL FUND       | CUSIP: 464287630<br>LEI: 549300WJAJCAZZLTQD63 | Long             | EC               | RF                | US        |      4453 | NS      | $787334.93    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMLAND PARTNERS INC.                           | FARMLAND PARTNERS INC REIT                     | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |     27039 | NS      | $294184.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                    | POPULAR INC COMMON STOCK                       | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               |  | US        |      2521 | NS      | $320192.21    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC.                                | AMC NETWORKS INC-A COMMON STOCK                | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               |  | US        |      2539 | NS      | $20921.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                           | AMKOR TECHNOLOGY INC COMMON STOCK              | CUSIP: N/A<br>LEI: 529900VHLRTKPWZJBM84       | Long             | EC               |  | US        |     25773 | NS      | $731953.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES, INC.                           | TTM TECHNOLOGIES COMMON STOCK                  | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               |  | US        |      3499 | NS      | $201542.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUSPOINT LTD.                                 | SIRIUSPOINT LTD COMMON STOCK                   | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               |  | US        |      9621 | NS      | $174043.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, INC.                                    | IDACORP INC COMMON STOCK                       | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               |  | US        |     10213 | NS      | $1349647.95   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GROUP, INC.                            | PARAMOUNT GROUP INC REIT                       | CUSIP: 69924R108<br>LEI: N/A                  | Long             | EC               |  | US        |      4601 | NS      | $30090.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RIMINI STREET, INC.                              | RIMINI STREET INC COMMON STOCK                 | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               |  | US        |     12886 | NS      | $60306.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBALL ELECTRONICS, INC.                        | KIMBALL ELECTRONICS INC COMMON STOCK           | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               |  | US        |     15520 | NS      | $463427.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVIRI CORPORATION                               | ENVIRI CORP COMMON STOCK                       | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               |  | US        |     47153 | NS      | $598371.57    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN MISSOURI BANCORP, INC.                  | SOUTHERN MISSOURI BANCORP COMMON STOCK         | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               |  | US        |      6313 | NS      | $331811.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES, INC.                          | CIVITAS RESOURCES INC COMMON STOCK             | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               |  | US        |     19146 | NS      | $622245.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LADDER CAPITAL CORP                              | LADDER CAPITAL CORP-REIT REIT                  | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |      8286 | NS      | $90400.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S, INC.                                     | MACY'S INC COMMON STOCK                        | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               |  | US        |      4605 | NS      | $82567.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INCORPORATED                      | ABM INDUSTRIES INC COMMON STOCK                | CUSIP: N/A<br>LEI: QF02R89VEIOROM77J447       | Long             | EC               |  | US        |      2588 | NS      | $119358.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES, INC.                       | HIGHWOODS PROPERTIES INC REIT                  | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |     73037 | NS      | $2324037.34   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERVICES, INC.                             | KELLY SERVICES INC -A COMMON STOCK             | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               |  | US        |     22959 | NS      | $301222.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS, INC.                                 | ZIFF DAVIS INC COMMON STOCK                    | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               |  | US        |     32810 | NS      | $1250061.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN STREET PROPERTIES CORP.                 | FRANKLIN STREET PROPERTIES C REIT              | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               |  | US        |     62045 | NS      | $99272.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCANTILE BANK CORPORATION                      | MERCANTILE BANK CORP COMMON STOCK              | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               |  | US        |      9301 | NS      | $418545.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS, INC.                        | EXLSERVICE HOLDINGS INC COMMON STOCK           | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               |  | US        |     18654 | NS      | $821335.62    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLUB CAPITAL BDC, INC.                          | GOLUB CAPITAL BDC INC COMMON STOCK             | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               |  | US        |      6686 | NS      | $91531.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPAY HOLDINGS CORPORATION                       | REPAY HOLDINGS CORP COMMON STOCK               | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               |  | US        |     53241 | NS      | $278450.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC.                                | RADIAN GROUP INC COMMON STOCK                  | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               |  | US        |      5630 | NS      | $203918.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT, INC.                     | SABRA HEALTH CARE REIT INC REIT                | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |      9529 | NS      | $177620.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                   | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK      | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               |  | US        |     37599 | NS      | $1315589.01   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                     | INGLES MARKETS INC-CLASS A COMMON STOCK        | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               |  | US        |      9501 | NS      | $660889.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONY BIOSCIENCES HOLDINGS, INC.               | HARMONY BIOSCIENCES HOLDINGS COMMON STOCK      | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               |  | US        |     30276 | NS      | $834406.56    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY                | PORTLAND GENERAL ELECTRIC CO COMMON STOCK      | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               |  | US        |     20551 | NS      | $904244.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHEAST COMMUNITY BANCORP, INC.                | NORTHEAST COMMUNITY BANCORP COMMON STOCK       | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               |  | US        |      6396 | NS      | $131565.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                              | SANMINA CORP COMMON STOCK                      | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               |  | US        |     28839 | NS      | $3319657.29   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORPORATION                             | INGEVITY CORP COMMON STOCK                     | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               |  | US        |     10298 | NS      | $568346.62    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                             | MATIV HOLDINGS INC COMMON STOCK                | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               |  | US        |     29664 | NS      | $335499.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.                         | APOGEE ENTERPRISES INC COMMON STOCK            | CUSIP: N/A<br>LEI: 549300579S7QW8V4IJ60       | Long             | EC               |  | US        |      2521 | NS      | $109839.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION       | ZIONS BANCORP NA COMMON STOCK                  | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               |  | US        |     43944 | NS      | $2486351.52   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                   | EDGEWELL PERSONAL CARE CO COMMON STOCK         | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               |  | US        |     13012 | NS      | $264924.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                          | KB HOME COMMON STOCK                           | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               |  | US        |      2939 | NS      | $187037.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY, INC.                             | SUNCOKE ENERGY INC COMMON STOCK                | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               |  | US        |     71375 | NS      | $582420.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS, INC.                           | NETSCOUT SYSTEMS INC COMMON STOCK              | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               |  | US        |     31368 | NS      | $810235.44    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOURCES CONNECTION, INC.                       | RESOURCES CONNECTION INC COMMON STOCK          | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               |  | US        |     20488 | NS      | $103464.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL, INC.                            | STAG INDUSTRIAL INC REIT                       | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |     27254 | NS      | $961793.66    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO MORTGAGE CAPITAL INC.                    | INVESCO MORTGAGE CAPITAL REIT                  | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |      2613 | NS      | $19754.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS, INC.                   | VICTORY CAPITAL HOLDING - A COMMON STOCK       | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               |  | US        |      1668 | NS      | $108019.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE COMPANY                            | BOISE CASCADE CO COMMON STOCK                  | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               |  | US        |      9372 | NS      | $724643.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORPORATION                      | HANCOCK WHITNEY CORP COMMON STOCK              | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               |  | US        |     49617 | NS      | $3106520.37   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                     | FULTON FINANCIAL CORP COMMON STOCK             | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               |  | US        |     70374 | NS      | $1311067.62   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC.                      | BRIXMOR PROPERTY GROUP INC REIT                | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |     17185 | NS      | $475680.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORPORATION                | STANDEX INTERNATIONAL CORP COMMON STOCK        | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               |  | US        |      6663 | NS      | $1411889.70   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CALEDONIA MINING CORPORATION PLC                 | CALEDONIA MINING CORP PLC COMMON STOCK         | CUSIP: G1757E113<br>LEI: 21380093ZBI4BFM75Y51 | Long             | EC               |  | US        |     10514 | NS      | $380711.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM, INC.                               | RYDER SYSTEM INC COMMON STOCK                  | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               |  | US        |      2856 | NS      | $538755.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                        | NATIONAL FUEL GAS CO COMMON STOCK              | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |      3724 | NS      | $343985.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE REALTY TRUST                          | BRANDYWINE REALTY TRUST REIT                   | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |      7677 | NS      | $32013.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB BANCORP, INC.                                | BCB BANCORP INC COMMON STOCK                   | CUSIP: N/A<br>LEI: 54930024V6Z8FYSN4291       | Long             | EC               |  | US        |      7855 | NS      | $68181.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET, INC.                                      | AVNET INC COMMON STOCK                         | CUSIP: N/A<br>LEI: XJI53DCPL7QABOWK4Z75       | Long             | EC               |  | US        |      4158 | NS      | $217380.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC.                                 | UNITI GROUP INC COMMON STOCK                   | CUSIP: 912932100<br>LEI: N/A                  | Long             | EC               |  | US        |     10922 | NS      | $66842.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTUREFUEL CORP.                                 | FUTUREFUEL CORP COMMON STOCK                   | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               |  | US        |     14483 | NS      | $56194.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES, INC.                         | EASTERN BANKSHARES INC COMMON STOCK            | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               |  | US        |     41268 | NS      | $749014.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS, INC.                               | DHT HOLDINGS INC COMMON STOCK                  | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               |  | US        |      7857 | NS      | $93891.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                          | KITE REALTY GROUP TRUST REIT                   | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |      5193 | NS      | $115803.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                      | PROGYNY INC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     33355 | NS      | $717799.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INCORPORATED                            | LA-Z-BOY INC COMMON STOCK                      | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               |  | US        |     22118 | NS      | $759089.76    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                | SUN COUNTRY AIRLINES HOLDING COMMON STOCK      | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               |  | US        |     13851 | NS      | $163580.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LIMITED                    | AXIS CAPITAL HOLDINGS LTD COMMON STOCK         | CUSIP: G0692U109<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               |  | US        |      2087 | NS      | $199934.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTVIEW HOLDINGS, INC.                        | BRIGHTVIEW HOLDINGS INC COMMON STOCK           | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               |  | US        |     28138 | NS      | $377049.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                              | NAVIENT CORP COMMON STOCK                      | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               |  | US        |      6110 | NS      | $80346.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORESTAR GROUP INC.                              | FORESTAR GROUP INC COMMON STOCK                | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               |  | US        |      8604 | NS      | $228780.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION             | FIRST AMERICAN FINANCIAL COMMON STOCK          | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               |  | US        |     11371 | NS      | $730473.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTORCAR PARTS OF AMERICA, INC.                  | MOTORCAR PARTS OF AMERICA IN COMMON STOCK      | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               |  | US        |     11917 | NS      | $197107.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                     | FRESH DEL MONTE PRODUCE INC COMMON STOCK       | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               |  | US        |      4000 | NS      | $138880.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORPORATION                              | VISTEON CORP COMMON STOCK                      | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               |  | US        |     15060 | NS      | $1805091.60   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| VILLAGE SUPER MARKET, INC.                       | VILLAGE SUPER MARKET-CLASS A COMMON STOCK      | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               |  | US        |      7119 | NS      | $265965.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STEELCASE INC.                                   | STEELCASE INC-CL A COMMON STOCK                | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               |  | US        |     57738 | NS      | $993093.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc.                            | KOPPERS HOLDINGS INC COMMON STOCK              | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               |  | US        |      3289 | NS      | $92092.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST, INC.                                    | SKYWEST INC COMMON STOCK                       | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               |  | US        |     20578 | NS      | $2070558.36   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES, INC.                    | AMN HEALTHCARE SERVICES INC COMMON STOCK       | CUSIP: N/A<br>LEI: 529900W3ARRTCNFH2I39       | Long             | EC               |  | US        |      6630 | NS      | $128356.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP.                  | CENTRAL PACIFIC FINANCIAL CO COMMON STOCK      | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               |  | US        |     18342 | NS      | $556496.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORPORATION                       | ADDUS HOMECARE CORP COMMON STOCK               | CUSIP: N/A<br>LEI: 52990090ZT33AKPDBX62       | Long             | EC               |  | US        |      6280 | NS      | $740977.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC.                       | EMERGENT BIOSOLUTIONS INC COMMON STOCK         | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               |  | US        |     35251 | NS      | $310913.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD KINECT CORPORATION                         | WORLD KINECT CORP COMMON STOCK                 | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               |  | US        |     40259 | NS      | $1044721.05   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                       | SPIRE INC COMMON STOCK                         | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               |  | US        |      6279 | NS      | $511864.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior, S.A. | BANCO LATINOAMERICANO COME-E COMMON STOCK      | CUSIP: P16994132<br>LEI: 549300CN3134K4LC0651 | Long             | EC               |  | US        |     22540 | NS      | $1036163.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                  | DIAMONDROCK HOSPITALITY CO REIT                | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |    129228 | NS      | $1028654.88   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORPORATION                       | WESTAMERICA BANCORPORATION COMMON STOCK        | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               |  | US        |      8445 | NS      | $422165.55    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GIGACLOUD TECHNOLOGY INC                         | GIGACLOUD TECHNOLOGY INC - A COMMON STOCK      | CUSIP: G38644103<br>LEI: N/A                  | Long             | EC               |  | US        |     14634 | NS      | $415605.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORPORATION                      | HANMI FINANCIAL CORPORATION COMMON STOCK       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               |  | US        |     20991 | NS      | $518267.79    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HAVERTY FURNITURE COMPANIES, INC.                | HAVERTY FURNITURE COMMON STOCK                 | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               |  | US        |     11505 | NS      | $252304.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LUXFER HOLDINGS PLC                              | LUXFER HOLDINGS PLC COMMON STOCK               | CUSIP: G5698W116<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               |  | US        |      9000 | NS      | $125100.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEADS HOLDING CO.                                | TEADS HOLDING CO COMMON STOCK                  | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               |  | US        |     25446 | NS      | $41985.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN INTERNATIONAL, INC.                        | TITAN INTERNATIONAL INC COMMON STOCK           | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               |  | US        |     28406 | NS      | $214749.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS, INC.                                     | CACTUS INC - A COMMON STOCK                    | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               |  | US        |     16381 | NS      | $646558.07    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER ADVANCED MATERIALS INC.                 | RAYONIER ADVANCED MATERIALS COMMON STOCK       | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               |  | US        |     36911 | NS      | $266497.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATTEC SECURITY CORPORATION                    | STRATTEC SECURITY CORP COMMON STOCK            | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               |  | US        |      2535 | NS      | $172532.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corporation                            | OPEN TEXT CORP COMMON STOCK                    | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               |  | US        |     68370 | NS      | $2555670.60   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                      | OFG BANCORP COMMON STOCK                       | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               |  | US        |     44848 | NS      | $1950439.52   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PUBLIC LIMITED COMPANY                  | ALKERMES PLC COMMON STOCK                      | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               |  | US        |     87647 | NS      | $2629410.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                        | YELP INC COMMON STOCK                          | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               |  | US        |     43086 | NS      | $1344283.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFE BULKERS, INC.                               | SAFE BULKERS INC COMMON STOCK                  | CUSIP: Y7388L103<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               |  | US        |     38456 | NS      | $170744.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING HOLDINGS, INC.     | AMERICAN AXLE & MFG HOLDINGS COMMON STOCK      | CUSIP: N/A<br>LEI: 254900SMQY98VFKNCC32       | Long             | EC               |  | US        |     42267 | NS      | $254024.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST                | NATIONAL STORAGE AFFILIATES REIT               | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               |  | US        |     36176 | NS      | $1093238.72   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                        | CNO FINANCIAL GROUP INC COMMON STOCK           | CUSIP: N/A<br>LEI: 11XPYHB76MPM4Y4P2897       | Long             | EC               |  | US        |    116912 | NS      | $4623869.60   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ANDERSONS, INC                               | ANDERSONS INC/THE COMMON STOCK                 | CUSIP: N/A<br>LEI: L38MWB8MVRFV7HVJPU11       | Long             | EC               |  | US        |     18853 | NS      | $750537.93    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERIOR GROUP OF COMPANIES, INC.                | SUPERIOR GROUP OF COS INC COMMON STOCK         | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               |  | US        |      8370 | NS      | $89726.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONDUENT INCORPORATED                            | CONDUENT INC COMMON STOCK                      | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               |  | US        |     95945 | NS      | $268646.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES, INC.                           | FEDERATED HERMES INC COMMON STOCK              | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               |  | US        |      4826 | NS      | $250614.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                        | WESTERN UNION CO COMMON STOCK                  | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |      9030 | NS      | $72149.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC.                                      | PHINIA INC COMMON STOCK                        | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               |  | US        |      6685 | NS      | $384253.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC.                              | OUTFRONT MEDIA INC REIT                        | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |      5905 | NS      | $108179.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC, INC.                                  | CORECIVIC INC COMMON STOCK                     | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               |  | US        |      8885 | NS      | $180809.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORPORATION                    | PERMIAN RESOURCES CORP COMMON STOCK            | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               |  | US        |     85280 | NS      | $1091584.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIAGE SERVICES, INC.                          | CARRIAGE SERVICES INC COMMON STOCK             | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               |  | US        |      2621 | NS      | $116739.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC.                                   | VALVOLINE INC COMMON STOCK                     | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               |  | US        |     18504 | NS      | $664478.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer