# EDGAR Filing Document

**Accession Number:** 0000834798
**File Stem:** 0000834798-23-000010
**Filing Date:** 2023-2
**Character Count:** 131616
**Document Hash:** 45b927939f876ef2ed07d0da0823113f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000834798-23-000010.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0000834798-23-000010

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Small-Cap Value Fund, Inc.
- **CENTRAL INDEX KEY:** 0000834798
- **IRS NUMBER:** 521575325
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02215-99
- **FILM NUMBER:** 23667450

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE SMALL CAP VALUE FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### T. Rowe Price Small-Cap Value Fund, Inc. (Series ID: S000002121)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000005510 | T. Rowe Price Small-Cap Value Fund, Inc.         | PRSVX           |
| C000005511 | T. Rowe Price Small-Cap Value Fund-Advisor Class | PASVX           |
| C000159683 | T. Rowe Price Small-Cap Value Fund-I Class       | PRVIX           |
| C000219318 | T. Rowe Price Small-Cap Value Fund-Z Class       | TRZVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE SMALL-CAP VALUE FUND, INC.

- **b. Investment Company Act file number:** 811-2215-99

- **c. CIK number of Registrant:** 0000834798

- **d. LEI of Registrant:** 549300QNTZKGOOXSAK62

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

  - **Street Address 1:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Small-Cap Value Fund, Inc.

- **b. EDGAR series identifier (if any):** S000002121

- **c. LEI of Series:** ZPMK6UBY3Q3LBDC3GP51

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $10391081925.07

**Total Liabilities:** $70956647.13

**Net Assets:** $10320125277.94

**Assets Attributable to Miscellaneous Securities:** $38423805.79

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000159683 | 9.08%                | 3.05%                | -6.91%               |
| Class ID C000005510 | 9.06%                | 3.05%                | -6.93%               |
| Class ID C000005511 | 9.03%                | 3.03%                | -6.95%               |
| Class ID C000219318 | 9.14%                | 3.12%                | -6.87%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7239456.64             | $917385364.70                              |
| Month 2  | $108363492.36            | $212126127.31                              |
| Month 3  | $4308422.20              | $-787623262.26                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                     | GRASSHOPPER BANCORP VOTING SHS PP                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    503404 | NS      | $2013616.00   | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | CAVA GROUP SER F CVT PFD STOCK PP                            | CUSIP: TC9O58TL3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    382387 | NS      | $12244031.74  | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Bank                                              | DOGWOOD ST BANK WTS 5/24 PP                                  | CUSIP: 000000000<br>LEI: 549300D3SGJ9UCUF2779 | Long             | EC               | CORP              | US        |     43592 | NS      | $351787.44    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | SOCURE SERIES E CVT PFD STOCK PP                             | CUSIP: TC9LW24E5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    346775 | NS      | $2593877.00   | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | HONOR TECHNOLOGY SER D CVT PFD PP                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   3729550 | NS      | $8577965.00   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Bank                                              | DOGWOOD STATE BANK PP                                        | CUSIP: 000000000<br>LEI: 549300D3SGJ9UCUF2779 | Long             | EC               | CORP              | US        |    143582 | NS      | $2584476.00   | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | KOBOLD METALS SER B-1 CVT PFD STOCK PP                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    522347 | NS      | $14318001.38  | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | Hagerty Inc. Warrant PP                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    257272 | NS      | $576289.28    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                     | 1661 INC D/B/A GOAT SER F CVT PFD STOCK                      | CUSIP: TC912VAO9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   2127647 | NS      | $3914870.48   | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | THEMIS SOL (CLIO) SR B CVT PFD STOCK PP                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3310 | NS      | $58984.20     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | ZENPAYROLL INC SER B CVT PFD PP                              | CUSIP: TC8L3W0Z9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    129187 | NS      | $2432591.21   | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | SOCURE SERIES A-1 CVT PFD STOCK PP                           | CUSIP: TC8GIS7E3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    149613 | NS      | $1119105.24   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | COALITION SER E CVT PFD STOCK PP                             | CUSIP: TC8G0GXC3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1296510 | NS      | $27920083.55  | 0.27%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | SOCURE INC PP                                                | CUSIP: TC7Z586M3<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149990 | NS      | $1121925.20   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | THEMIS SOL (CLIO) SR AA CVT PFD STOCK PP                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     30470 | NS      | $542975.40    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Bank                                              | DOGWOOD ST BANK NON-VOTING COMMON STK PP                     | CUSIP: 000000000<br>LEI: 549300D3SGJ9UCUF2779 | Long             | EC               | CORP              | US        |    292336 | NS      | $5262048.00   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | NURO SERIES D CVT PFD STOCK PP                               | CUSIP: TC7AXBYR8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    309802 | NS      | $4300051.76   | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | CHECKR INC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    889080 | NS      | $6845916.00   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Farmers Business Network Inc                            | FARMERS BUSINESS NETWORK INC CVT SR E PP                     | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EP               | CORP              | US        |    144247 | NS      | $7216677.41   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CRB Group Inc                                           | CRB GROUP                                                    | CUSIP: TC6YQ2VO5<br>LEI: 549300BLONX7RHTYWF68 | Long             | EP               | CORP              | US        |    109095 | NS      | $8439589.20   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | CELLINK CORP SERIES D CVT PFD STOCK PP                       | CUSIP: TC6UJP4F9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    613518 | NS      | $12775837.48  | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | RAD PWR BIKES INC CLASS A C                                  | CUSIP: TC6QHE2D2<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1138910 | NS      | $4863145.70   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PAX Labs Inc                                            | PAX LABS CLASS A COMMON PP                                   | CUSIP: 000000000<br>LEI: 549300FKJA0AEKUHVG68 | Long             | EC               | CORP              | US        |   2631808 | NS      | $1736993.28   | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | APITURE INC PP                                               | CUSIP: TC6M2MKQ0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    523101 | NS      | $8692630.87   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | ABL SPACE SYSTEMS SER B CVT PFD STOCK PP                     | CUSIP: TC6KIBHA0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    323903 | NS      | $13578013.76  | 0.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | EPIRUS INC SERIERS C-2 CVT PFD STOCK PP                      | CUSIP: TC6I72JG2<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   2622728 | NS      | $14644788.61  | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | STASH FINANCIAL INC PP                                       | CUSIP: TC6HLXXJ8<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38630 | NS      | $1352436.30   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | STASH FINANCIAL SER F CVT PFD                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    445224 | NS      | $15587292.24  | 0.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | TONIAN HOLDINGS VOTING CVT PFD UNITS                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |  15050275 | NS      | $18060330.00  | 0.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | GUSTO INC PP                                                 | CUSIP: TC6CSL955<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    559515 | NS      | $10535667.45  | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | STASH FINANCIAL SER G CVT PFD PP                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    335107 | NS      | $11732096.07  | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | SOCURE SERIES B CVT PFD STOCK PP                             | CUSIP: TC60C9PB4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2706 | NS      | $20240.88     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | GRASSHOPPER BANCORP WTS 10/28 PP                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100220 | NS      | $72158.40     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | SILA NANO SER F CVT PFD STOCK PP                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    275749 | NS      | $8595096.33   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | CAVA GROUP SER E CVT PFD                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    695708 | NS      | $22276570.16  | 0.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | MESOSPHERE INC SR D CVT PFD PP                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1214930 | NS      | $753256.60    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | TONIAN HOLDINGS NON-VOTING CVT PFD                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   8531194 | NS      | $10237432.80  | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Farmers Business Network Inc                            | FARMERS BUSINESS NETWORK INC CVT SR F PP                     | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EP               | CORP              | US        |     26661 | NS      | $1333849.83   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | ZENPAYROLL (GUSTO) SER D                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    542859 | NS      | $10222034.97  | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | CONVOY SERIES D CVT PFD STOCK PP                             | CUSIP: TC4TYZUT6<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1462353 | NS      | $7574988.54   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC                            | FARMERS BUSINESS NETWORK INC CVT SR D PP                     | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EP               | CORP              | US        |    841026 | NS      | $42076530.78  | 0.41%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CRB Group Inc                                           | CRB GROUP INC PP                                             | CUSIP: TC3WQ1RM3<br>LEI: 549300BLONX7RHTYWF68 | Long             | EC               | CORP              | US        |     30579 | NS      | $2365591.44   | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | SOCURE SERIES A CVT PFD STOCK PP                             | CUSIP: TC3RC4MW6<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    182290 | NS      | $1363529.20   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture Global LNG Inc                                  | VENTURE GLOBAL LNG INC SR B PP                               | CUSIP: 000000000<br>LEI: 54930011XLBUWMQUC829 | Long             | EC               | CORP              | US        |       435 | NS      | $6435929.40   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | ENERGY RESERVOIR 2022 CL A-3 PREFEQ PP                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    143910 | NS      | $143910.00    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | TORCHYS HOLDINGS CVT PFD                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    282711 | NS      | $1133671.11   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | HONOR TECHNOLOGY SER E CVT PFD STOCK PP                      | CUSIP: TC2V4FT13<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   3272913 | NS      | $7527699.90   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | CAPSULE CORP PP                                              | CUSIP: TC2P3HTV7<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    423036 | NS      | $1240130.03   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | ENERGY RESERVOIR HLDG LLC TAX BLOCKER PP                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  20874541 | NS      | $9393543.45   | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | RAD PWR BIKES INC CLASS A C                                  | CUSIP: TC2GFC392<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1138910 | NS      | $4863145.70   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | ZENPAYROLL INC SER B-2 CVT PFD PP                            | CUSIP: TC2C3Z4Z4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    241168 | NS      | $4541193.44   | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | THEMIS SOL (CLIO) SR E CVT PFD STOCK PP                      | CUSIP: TC1Y9MK33<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    385620 | NS      | $6871748.40   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | RAD POWER BIKES SER D CVT PFD STOCK PP                       | CUSIP: TC1WCLZE5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1078119 | NS      | $4603568.13   | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | IQHQ INC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    866287 | NS      | $24256036.00  | 0.24%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | NATIONAL RESILIENCE SER C CVT PFD STOCK                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    307043 | NS      | $18646721.39  | 0.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | BOMBAS LLC COMMON UNITS PP                                   | CUSIP: TC1P1DB97<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3303766 | NS      | $11596218.66  | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SecurityScorecard Inc                                   | SECURITYSCORECARD SER E CVT PFD STOCK PP                     | CUSIP: TC1O63I58<br>LEI: 5493003XGHFYU1H38919 | Long             | EP               | CORP              | US        |   1881753 | NS      | $9182954.64   | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | TORCHYS HOLDINGS LLC CL A                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1439856 | NS      | $5773822.56   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | NATIONAL RESILIENCE SER B CVT PFD STOCK                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    472388 | NS      | $28688123.24  | 0.28%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture Global LNG Inc                                  | VENTURE GLOBAL LNG INC SR C PP                               | CUSIP: 000000000<br>LEI: 54930011XLBUWMQUC829 | Long             | EC               | CORP              | US        |      7197 | NS      | $106481342.28 | 1.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | CLEERLY SER C CVT PFD STK PP                                 | CUSIP: TC1A1CZJ4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1011567 | NS      | $11916866.20  | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | NURO SERIES C CVT PFD STOCK                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    857551 | NS      | $11902807.88  | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | MINTED SERIES E CVT PFD STOCK PP                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    406249 | NS      | $5504673.95   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | LARONDE SERIES B CVT PFD STOCK PP                            | CUSIP: TC14DLDG5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    331043 | NS      | $1853840.80   | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | FRAMEBRIDGE INC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    907892 | NS      | $408551.24    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | THEMIS SOL (CLIO) SR AB CVT PFD STOCK PP                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3030 | NS      | $53994.60     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | CHECKR INC COMMON STOCK PP                                   | CUSIP: TC0RNCX31<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    211422 | NS      | $1627949.40   | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | ENERGY RESERVOIR CL A-3 PREF EQUITY PP                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1286870 | NS      | $1364082.20   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | THEMIS SOLUTION INC PP                                       | CUSIP: TC0IKXPT0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135360 | NS      | $2412115.20   | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                     | COALITION INC PP                                             | CUSIP: TC0IGM3D8<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21587 | NS      | $464871.73    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| International Seaways Inc                               | INTERNATIONAL SEAWAYS INC                                    | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |    476472 | NS      | $17638993.44  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd                          | JAMES RIVER GROUP HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |   2283810 | NS      | $47754467.10  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd                                         | NOMAD FOODS LTD                                              | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |   3342200 | NS      | $57619528.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| On Holding AG                                           | ON HOLDING AG                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    207209 | NS      | $3555706.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons SA                             | ORION ENGINEERED CARBONS SA                                  | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |   2299291 | NS      | $40950372.71  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Energy Ltd                                    | ADVANTAGE ENERGY LTD                                         | CUSIP: 000000000<br>LEI: 549300WK5YRPOB2DTT64 | Long             | EC               | CORP              | CA        |   5146640 | NS      | $35996071.49  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Deliveroo PLC                                           | DELIVEROO HOLDINGS PLC                                       | CUSIP: 000000000<br>LEI: 984500F6537F74DDEE77 | Long             | EC               | CORP              | GB        |  14191651 | NS      | $14685410.63  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier Inc                                          | BOMBARDIER INC                                               | CUSIP: 000000000<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |    567100 | NS      | $21892405.47  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Bluescape Opportunities Acquisition Corp                | BLUESCAPE OPPORTUNITIES ACQUISITION CORP                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    461257 | NS      | $73801.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                          | CONSTELLIUM SE                                               | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |   4504585 | NS      | $53289240.55  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                          | TECHNIPFMC PLC                                               | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |   6460393 | NS      | $78752190.67  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                                  | CRISPR THERAPEUTICS AG                                       | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |    317900 | NS      | $12922635.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Expro Group Holdings NV                                 | EXPRO GROUP HOLDINGS NV                                      | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |   2108609 | NS      | $38229081.17  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                                       | PROTHENA CORP PLC                                            | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |    105013 | NS      | $6327033.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerflex Ltd                                            | ENERFLEX LTD                                                 | CUSIP: 000000000<br>LEI: 54930014N7872VUS3F89 | Long             | EC               | CORP              | CA        |   6552229 | NS      | $41326466.51  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurn Elkay Water Solutions Corp                         | ZURN ELKAY WATER SOLUTIONS CORP                              | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |   1449635 | NS      | $30659780.25  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                            | ZENTALIS PHARMACEUTICALS INC                                 | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    699485 | NS      | $14087627.90  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                                             | XOMETRY INC                                                  | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |    656111 | NS      | $21146457.53  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                              | XENCOR INC                                                   | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |   1168758 | NS      | $30434458.32  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                             | WORKIVA INC                                                  | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     90536 | NS      | $7602307.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                            | WINMARK CORP                                                 | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98668 | NS      | $23268874.44  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                | WESTERN ALLIANCE BANCORP                                     | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |   2159047 | NS      | $128592839.32 | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                  | WEBSTER FINANCIAL CORP                                       | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    696987 | NS      | $32995364.58  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                        | ELME COMMUNITIES                                             | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |   3050700 | NS      | $54302460.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                                        | WARBY PARKER INC                                             | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1454438 | NS      | $19620368.62  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | ZENPAYROLL INC CVT PFD SER C PP                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    711894 | NS      | $13404964.02  | 0.13%             |  |  |  | No            |                  3 | On Loan: No      |
| Walker & Dunlop Inc                                     | WALKER & DUNLOP INC                                          | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    593360 | NS      | $46566892.80  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                                     | WSFS FINANCIAL CORP                                          | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |   1871228 | NS      | $84841477.52  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                            | VONTIER CORP                                                 | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |   2211300 | NS      | $42744429.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                            | VISTEON CORP                                                 | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |    283546 | NS      | $37096323.18  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                          | VIRTUS INVESTMENT PARTNERS INC                               | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |    268952 | NS      | $51488170.88  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc                                  | VERVE THERAPEUTICS INC                                       | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    514929 | NS      | $9963876.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Veritex Holdings Inc                                    | VERITEX HOLDINGS INC                                         | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |    706290 | NS      | $19832623.20  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                                  | VALMONT INDUSTRIES INC                                       | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |    206016 | NS      | $68123310.72  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                                          | UTZ BRANDS INC                                               | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    889224 | NS      | $14103092.64  | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Utah Medical Products Inc                               | UTAH MEDICAL PRODUCTS INC                                    | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |    241218 | NS      | $24249645.54  | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Univar Solutions Inc                                    | UNIVAR SOLUTIONS INC                                         | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |   2132222 | NS      | $67804659.60  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| US Xpress Enterprises Inc                               | US XPRESS ENTERPRISES INC                                    | CUSIP: 90338N202<br>LEI: 549300NXY19K1OZN4915 | Long             | EC               | CORP              | US        |   1915374 | NS      | $3466826.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc                                      | UMH PROPERTIES INC                                           | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |    583300 | NS      | $9391130.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                      | UFP INDUSTRIES INC                                           | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |   1152002 | NS      | $91296158.50  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                                       | TRIUMPH GROUP INC                                            | CUSIP: 896818119<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |   1666095 | NS      | $1116283.65   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                                       | TRIUMPH GROUP INC                                            | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |   5553650 | NS      | $58424398.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential Inc                                  | TRICON RESIDENTIAL INC                                       | CUSIP: 89612W102<br>LEI: 984500EFFDE9C3A9G721 | Long             | EC               | CORP              | CA        |   5614097 | NS      | $43284687.87  | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Towne Bank/Portsmouth VA                                | TOWNE BANK/PORTSMOUTH VA                                     | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |   2312452 | NS      | $71316019.68  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                               | TOAST INC                                                    | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |    582147 | NS      | $10496110.41  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp Inc                                             | THREDUP INC                                                  | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |   1623639 | NS      | $2126967.09   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Thermon Group Holdings Inc                              | THERMON GROUP HOLDINGS INC                                   | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |   1387707 | NS      | $27865156.56  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                            | TEXAS CAPITAL BANCSHARES INC                                 | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |   1176838 | NS      | $70975099.78  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                          | TETRA TECH INC                                               | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |    163141 | NS      | $23686441.79  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                     | TERRENO REALTY CORP                                          | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1945400 | NS      | $110634898.00 | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaya Therapeutics Inc                                 | TENAYA THERAPEUTICS INC                                      | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    885180 | NS      | $1779211.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Syndax Pharmaceuticals Inc                              | SYNDAX PHARMACEUTICALS INC                                   | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |    597400 | NS      | $15203830.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                       | SUN COUNTRY AIRLINES HOLDINGS INC                            | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |    914562 | NS      | $14504953.32  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corp                                  | STRATTEC SECURITY CORP                                       | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |    348606 | NS      | $7163853.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                                 | STRATEGIC EDUCATION INC                                      | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |   1213512 | NS      | $95042259.84  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                     | STEPSTONE GROUP INC                                          | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1485775 | NS      | $37411814.50  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                                          | STERICYCLE INC                                               | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |    302045 | NS      | $15069025.05  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                              | SOUTHWEST GAS HOLDINGS INC                                   | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56006 | NS      | $3465651.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc                           | SOUTHERN FIRST BANCSHARES INC                                | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    455622 | NS      | $20844706.50  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                         | SOUTHSTATE CORP                                              | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |   1155737 | NS      | $88252077.32  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                                | SIMPLY GOOD FOODS CO/THE                                     | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1081381 | NS      | $41124919.43  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                           | SHOALS TECHNOLOGIES GROUP INC                                | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    233039 | NS      | $5749072.13   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                           | SELECTIVE INSURANCE GROUP INC                                | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |    232926 | NS      | $20639572.86  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                            | SELECT MEDICAL HOLDINGS CORP                                 | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4191934 | NS      | $104085721.22 | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                                                | SEER INC                                                     | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    905956 | NS      | $5254544.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                                        | SAUL CENTERS INC                                             | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1329106 | NS      | $54068032.08  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                                | SANDY SPRING BANCORP INC                                     | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    878837 | NS      | $30961427.51  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                                           | ST JOE CO/THE                                                | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |   1831168 | NS      | $70774643.20  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Saga Communications Inc                                 | SAGA COMMUNICATIONS INC                                      | CUSIP: 786598300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    265854 | NS      | $6274154.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                            | SAFEHOLD INC                                                 | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |   1428450 | NS      | $40882239.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| SVB Financial Group                                     | SVB FINANCIAL GROUP                                          | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |    152549 | NS      | $35107626.86  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                                    | SPX TECHNOLOGIES INC                                         | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |   1092700 | NS      | $71735755.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                               | SJW GROUP                                                    | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    220920 | NS      | $17936494.80  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                             | RYAN SPECIALTY HOLDINGS INC                                  | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1132228 | NS      | $46998784.28  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                    | RUSH ENTERPRISES INC                                         | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |    319242 | NS      | $16689971.76  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc                          | REYNOLDS CONSUMER PRODUCTS INC                               | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1320600 | NS      | $39591588.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                             | REX AMERICAN RESOURCES CORP                                  | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    345871 | NS      | $11019450.06  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund         | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral | CUSIP: 76105YYY8<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |  51760877 | NS      | $51760876.75  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund         | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND              | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        | 222592951 | NS      | $222592951.36 | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                                     | REPLIMUNE GROUP INC                                          | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |    499229 | NS      | $13579028.80  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Repare Therapeutics Inc                                 | REPARE THERAPEUTICS INC                                      | CUSIP: 760273102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    724239 | NS      | $10653555.69  | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Rent the Runway Inc                                     | RENT THE RUNWAY INC                                          | CUSIP: 76010Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    959065 | NS      | $2925148.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Reliance Steel & Aluminum Co                            | RELIANCE STEEL & ALUMINUM CO                                 | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |    313165 | NS      | $63397122.60  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                                  | RELAY THERAPEUTICS INC                                       | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    680813 | NS      | $10171346.22  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                        | RBC BEARINGS INC                                             | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    236851 | NS      | $49584756.85  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services Inc                              | RANGER ENERGY SERVICES INC                                   | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |   2709855 | NS      | $29835503.55  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                        | RADIAN GROUP INC                                             | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |   3639776 | NS      | $69410528.32  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                      | RH                                                           | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      1000 | NS      | $267190.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RGC Resources Inc                                       | RGC RESOURCES INC                                            | CUSIP: 74955L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    574862 | NS      | $12675707.10  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                                    | QUAKER CHEMICAL CORP                                         | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |    394700 | NS      | $65875430.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                     | PROGENIC PHARMACEUTICALS CVR                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1146000 | NS      | $1318931.40   | 0.01%             |  |  |  | No            |                  3 | On Loan: —       |
| Provident Bancorp Inc                                   | PROVIDENT BANCORP INC                                        | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1182207 | NS      | $8606466.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                              | PROMETHEUS BIOSCIENCES INC                                   | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144342 | NS      | $15877620.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                       | PROG HOLDINGS INC                                            | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |   1339384 | NS      | $22622195.76  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                       | PROASSURANCE CORP                                            | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |    967327 | NS      | $16899202.69  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                           | PREFERRED BANK/LOS ANGELES CA                                | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |    721509 | NS      | $53839001.58  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                                     | POTLATCHDELTIC CORP                                          | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |   1127946 | NS      | $49618344.54  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Partnering Corp                           | POST HOLDINGS PARTNERING CORP                                | CUSIP: 737465203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    896904 | NS      | $9019984.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                       | POST HOLDINGS INC                                            | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |    520730 | NS      | $47001089.80  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                             | POPULAR INC                                                  | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |    892536 | NS      | $59192987.52  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                               | POOL CORP                                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |     29263 | NS      | $8847082.79   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ponce Financial Group Inc                               | PONCE FINANCIAL GROUP INC                                    | CUSIP: 732344106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1774877 | NS      | $16541853.64  | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Pinnacle Financial Partners Inc                         | PINNACLE FINANCIAL PARTNERS INC                              | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |   1329234 | NS      | $97565775.60  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                            | PHREESIA INC                                                 | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |   1686224 | NS      | $54566208.64  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co Inc                          | PETCO HEALTH & WELLNESS CO INC                               | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |   2741237 | NS      | $25986926.76  | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| PennyMac Financial Services Inc                         | PENNYMAC FINANCIAL SERVICES INC                              | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |   1370494 | NS      | $77652190.04  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                      | PENNYMAC MORTGAGE INVESTMENT TRUST                           | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |   2915872 | NS      | $36127654.08  | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Pennant Group Inc/The                                   | PENNANT GROUP INC/THE                                        | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |   1510262 | NS      | $16582676.76  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                                 | PELOTON INTERACTIVE INC                                      | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |   1169200 | NS      | $9283448.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                 | PEBBLEBROOK HOTEL TRUST                                      | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |   2791000 | NS      | $37371490.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Payoneer Global Inc                                     | PAYONEER GLOBAL INC                                          | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2938176 | NS      | $16071822.72  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc                                          | PAYCOR HCM INC                                               | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    881165 | NS      | $21562107.55  | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Parsons Corp                                            | PARSONS CORP                                                 | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |   1056860 | NS      | $48879775.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John s International Inc                           | PAPA JOHN'S INTERNATIONAL INC                                | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |    834881 | NS      | $68719055.11  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                                    | PALOMAR HOLDINGS INC                                         | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |    759986 | NS      | $34320967.76  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                             | PACIFIC PREMIER BANCORP INC                                  | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |   1191273 | NS      | $37596575.88  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc                   | PACIFIC BIOSCIENCES OF CALIFORNIA INC                        | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |   1348484 | NS      | $11030599.12  | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| PRA Group Inc                                           | PRA GROUP INC                                                | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |    740366 | NS      | $25009563.48  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                                       | PNM RESOURCES INC                                            | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |    878875 | NS      | $42880311.25  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                                      | ORIGIN BANCORP INC                                           | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |    805349 | NS      | $29556308.30  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                                  | OPTION CARE HEALTH INC                                       | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |   1206643 | NS      | $36307887.87  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc                               | OPENDOOR TECHNOLOGIES INC                                    | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |   5931197 | NS      | $6880188.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Onto Innovation Inc                                     | ONTO INNOVATION INC                                          | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |    345501 | NS      | $23525163.09  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                             | ONE GAS INC                                                  | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |    789882 | NS      | $59809865.04  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie s Bargain Outlet Holdings Inc                     | OLLIE'S BARGAIN OUTLET HOLDINGS INC                          | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |    113300 | NS      | $5306972.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OTC Markets Group Inc                                   | OTC MARKETS GROUP INC                                        | CUSIP: 67106F108<br>LEI: 254900LQDMW14QIVAH45 | Long             | EC               | CORP              | US        |    412354 | NS      | $23462942.60  | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| NorthWestern Corp                                       | NORTHWESTERN CORP                                            | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |    545182 | NS      | $32351099.88  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                              | NKARTA INC                                                   | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1648141 | NS      | $9872364.59   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                          | NEXPOINT RESIDENTIAL TRUST INC                               | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |    258800 | NS      | $11262976.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Partners LP                              | NEXTERA ENERGY PARTNERS LP                                   | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |    475126 | NS      | $33301581.34  | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| NerdWallet Inc                                          | NERDWALLET INC                                               | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |   1226478 | NS      | $11774188.80  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino Inc                                               | NCINO INC                                                    | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    454874 | NS      | $12026868.56  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                             | NATIONAL BANK HOLDINGS CORP                                  | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1904365 | NS      | $80116635.55  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                                    | MYERS INDUSTRIES INC                                         | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |   2053989 | NS      | $45660175.47  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiplan Corp                                          | MULTIPLAN CORP                                               | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  14353709 | NS      | $16506765.35  | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| MorphoSys AG                                            | MORPHOSYS AG                                                 | CUSIP: 617760202<br>LEI: 529900493806K77LRE72 | Long             | EC               | CORP              | DE        |   1557600 | NS      | $5576208.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                             | MONTE ROSA THERAPEUTICS INC                                  | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    737349 | NS      | $5611225.89   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                               | MONRO INC                                                    | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    838566 | NS      | $37903183.20  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                          | METROPOLITAN BANK HOLDING CORP                               | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    400969 | NS      | $23524851.23  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                     | MERITAGE HOMES CORP                                          | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |    893090 | NS      | $82342898.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                        | MCGRATH RENTCORP                                             | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |    503001 | NS      | $49666318.74  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                           | MAXLINEAR INC                                                | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    743937 | NS      | $25256661.15  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                              | MATSON INC                                                   | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |    101207 | NS      | $6326449.57   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                    | MATADOR RESOURCES CO                                         | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |   1999851 | NS      | $114471471.24 | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                       | MARRIOTT VACATIONS WORLDWIDE CORP                            | CUSIP: 57164Y107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    358856 | NS      | $48298429.04  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Main Street Capital Corp                                | MAIN STREET CAPITAL CORP                                     | CUSIP: 56035L104<br>LEI: 5493001FS9QJLJNF3E20 | Long             | EC               | CORP              | US        |    398932 | NS      | $14740537.40  | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Magnolia Oil & Gas Corp                                 | MAGNOLIA OIL & GAS CORP                                      | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4390177 | NS      | $102949650.65 | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                       | STEVEN MADDEN LTD                                            | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |   1452540 | NS      | $46423178.40  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                                         | MACROGENICS INC                                              | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |   1809000 | NS      | $12138390.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                                          | MSA SAFETY INC                                               | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |    259603 | NS      | $37432156.57  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                          | MGE ENERGY INC                                               | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1246537 | NS      | $87756204.80  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring Holdings Inc                                | LL FLOORING HOLDINGS INC                                     | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2307644 | NS      | $12968959.28  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                                 | LIVE OAK BANCSHARES INC                                      | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2486936 | NS      | $75105467.20  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                          | LITTELFUSE INC                                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |    387834 | NS      | $85401046.80  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                      | LIBERTY ENERGY INC                                           | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2489299 | NS      | $39853676.99  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                              | LATTICE SEMICONDUCTOR CORP                                   | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |    534957 | NS      | $34708010.16  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                   | LANTHEUS HOLDINGS INC                                        | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |    696819 | NS      | $35509896.24  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                                     | LANDSTAR SYSTEM INC                                          | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |    487900 | NS      | $79478910.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                          | LCI INDS COM                                                 | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |    313041 | NS      | $28940640.45  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                                 | KYMERA THERAPEUTICS INC                                      | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    938453 | NS      | $23423786.88  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                                       | KURA ONCOLOGY INC                                            | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |    797818 | NS      | $9900921.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                            | KNOWLES CORP                                                 | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |   1624500 | NS      | $26674290.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimbell Royalty Partners LP                             | KIMBELL ROYALTY PARTNERS LP                                  | CUSIP: 49435R102<br>LEI: 5493007FC11POVYRB841 | Long             | EC               | CORP              | US        |    918658 | NS      | $15341588.60  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                                | KEARNY FINANCIAL CORP/MD                                     | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2524255 | NS      | $25621188.25  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                                 | KARUNA THERAPEUTICS INC                                      | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    180130 | NS      | $35395545.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp Inc                               | JOHN MARSHALL BANCORP INC                                    | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1001388 | NS      | $28819946.64  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| JELD-WEN Holding Inc                                    | JELD-WEN HOLDING INC                                         | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |   1347717 | NS      | $13005469.05  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                    | JBG SMITH PROPERTIES                                         | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3283142 | NS      | $62314035.16  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                               | IONIS PHARMACEUTICALS INC                                    | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |    818100 | NS      | $30899637.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp                                   | INNOVAGE HOLDING CORP                                        | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3659899 | NS      | $26278074.82  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                                  | INSTEEL INDUSTRIES INC                                       | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |    370558 | NS      | $10197756.16  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                              | INSMED INC                                                   | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |   1971229 | NS      | $39385155.42  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                              | INDEPENDENT BANK GROUP INC                                   | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    951712 | NS      | $57178856.96  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                   | INDEPENDENT BANK CORP                                        | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    885695 | NS      | $74779228.85  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                           | INDEPENDENCE REALTY TRUST INC                                | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    610700 | NS      | $10296402.00  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Immuneering Corp                                        | IMMUNEERING CORP                                             | CUSIP: 45254E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    318851 | NS      | $1546427.35   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax Inc                                            | ICOSAVAX INC                                                 | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1610198 | NS      | $12784972.12  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                             | IDACORP INC                                                  | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |   1119600 | NS      | $120748860.00 | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydrofarm Holdings Group Inc                            | HYDROFARM HOLDINGS GROUP INC                                 | CUSIP: 44888K209<br>LEI: 5493005Y60YG0W2FYJ83 | Long             | EC               | CORP              | US        |    538657 | NS      | $834918.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                      | HOULIHAN LOKEY INC                                           | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |    848323 | NS      | $73939832.68  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Global Corp                                     | HORIZON GLOBAL CORP                                          | CUSIP: 44052W104<br>LEI: 549300D1ZZV3IWN54G85 | Long             | EC               | CORP              | US        |   3228190 | NS      | $1255120.27   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                                  | HOME BANCSHARES INC/AR                                       | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3506251 | NS      | $79907460.29  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| HilleVax Inc                                            | HILLEVAX INC                                                 | CUSIP: 43157M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    349362 | NS      | $5844826.26   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                             | HIBBETT INC                                                  | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |    268012 | NS      | $18283778.64  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hercules Capital Inc                                    | HERCULES CAPITAL INC                                         | CUSIP: 427096508<br>LEI: 549300UJ5OC256GR2B73 | Long             | EC               | CORP              | US        |    785570 | NS      | $10385235.40  | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Herc Holdings Inc                                       | HERC HOLDINGS INC                                            | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |    151010 | NS      | $19868385.70  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                                 | HELIOS TECHNOLOGIES INC                                      | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |    966797 | NS      | $52632428.68  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                             | HAWKINS INC                                                  | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |    637186 | NS      | $24595379.60  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                            | HARMONIC INC                                                 | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    769781 | NS      | $10084131.10  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc                                   | HARBORONE BANCORP INC                                        | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |   3051573 | NS      | $42416864.70  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC      | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2450119 | NS      | $71004448.62  | 0.69%             |  |  |  | No            |                  1 | On Loan: —       |
| Grocery Outlet Holding Corp                             | GROCERY OUTLET HOLDING CORP                                  | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35976 | NS      | $1050139.44   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                          | GREEN DOT CORP                                               | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1835198 | NS      | $29032832.36  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                                     | GLACIER BANCORP INC                                          | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    940024 | NS      | $46455986.08  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                                       | GENERATION BIO CO                                            | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    983208 | NS      | $3864007.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                              | FLOOR & DECOR HOLDINGS INC                                   | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     92100 | NS      | $6412923.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp                                       | FIRSTSERVICE CORP                                            | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |    478900 | NS      | $58689195.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancshares Inc/The                                | FIRST BANCSHARES INC/THE                                     | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |    660981 | NS      | $21158001.81  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                                   | FATE THERAPEUTICS INC                                        | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |    214900 | NS      | $2168341.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers & Merchants Bank of Long Beach/Long Beach CA    | FARMERS & MERCHANTS BANK OF LONG BEACH/LONG BEACH CA         | CUSIP: 308243104<br>LEI: 25490049RRVB8S6CG210 | Long             | EC               | CORP              | US        |      2471 | NS      | $18446015.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Farfetch Ltd                                            | FARFETCH LTD                                                 | CUSIP: 30744W107<br>LEI: 549300QFQ74Z0F96NS78 | Long             | EC               | CORP              | KY        |   3092500 | NS      | $14627525.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| FTI Consulting Inc                                      | FTI CONSULTING INC                                           | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |    201177 | NS      | $31946907.60  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc                                          | FS BANCORP INC                                               | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    572258 | NS      | $19136307.52  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs Inc                                                | FIGS INC                                                     | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3188017 | NS      | $21455354.41  | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| FB Financial Corp                                       | FB FINANCIAL CORP                                            | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |   1528823 | NS      | $55251663.22  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                                  | EXP WORLD HOLDINGS INC                                       | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |    609900 | NS      | $6757692.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Essential Properties Realty Trust Inc                   | ESSENTIAL PROPERTIES REALTY TRUST INC                        | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |   2309823 | NS      | $54211545.81  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                   | ESCO TECHNOLOGIES INC                                        | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |    609387 | NS      | $53345737.98  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                               | ESAB CORP                                                    | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |    783371 | NS      | $36755767.32  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                               | WEST FRASER TIMBER CO LTD                                    | CUSIP: 000000000<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     13010 | NS      | $939429.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entegris Inc                                            | ENTEGRIS INC                                                 | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |    309918 | NS      | $20327521.62  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                                    | ENSIGN GROUP INC/THE                                         | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |    720072 | NS      | $68126011.92  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                                 | ENERPAC TOOL GROUP CORP                                      | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |    587461 | NS      | $14950882.45  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                            | EMBECTA CORP                                                 | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |   1403929 | NS      | $35505364.41  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                                   | ELEMENT SOLUTIONS INC                                        | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |   3179400 | NS      | $57833286.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                                | EASTGROUP PROPERTIES INC                                     | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |    466800 | NS      | $69114408.00  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                                  | EASTERN BANKSHARES INC                                       | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |   2425008 | NS      | $41831388.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                                   | EAST WEST BANCORP INC                                        | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    770775 | NS      | $50794072.50  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                               | DOUBLEVERIFY HOLDINGS INC                                    | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    858795 | NS      | $18859138.20  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                                     | DORMAN PRODUCTS INC                                          | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    617833 | NS      | $49964154.71  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                                 | DIGITALBRIDGE GROUP INC                                      | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |   2276100 | NS      | $24900534.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Denali Therapeutics Inc                                 | DENALI THERAPEUTICS INC                                      | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |    440738 | NS      | $12256923.78  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                               | CUBESMART                                                    | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1354700 | NS      | $54526675.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                               | CROSSFIRST BANKSHARES INC                                    | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1129827 | NS      | $14021153.07  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                        | QUIDELORTHO CORP                                             | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |    676368 | NS      | $57944446.56  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Conyers Park III Acquisition Corp                       | CONYERS PARK III ACQUISITION CORP                            | CUSIP: 21289P201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1330947 | NS      | $13216303.71  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                            | CONDUENT INC                                                 | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |   4994038 | NS      | $20225853.90  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc                                  | COLUMBIA FINANCIAL INC                                       | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |    775710 | NS      | $16770850.20  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                             | COLUMBIA BANKING SYSTEM INC                                  | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2435562 | NS      | $73383483.06  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                              | COCA-COLA CONSOLIDATED INC                                   | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |    116474 | NS      | $59676618.64  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp/WA                               | COASTAL FINANCIAL CORP/WA                                    | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |    535716 | NS      | $25457224.32  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                                   | CLEARWATER PAPER CORP                                        | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |   1026179 | NS      | $38799827.99  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings Inc                       | Clearwater Analytics Holdings                                | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    560279 | NS      | $10505231.25  | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Clear Secure Inc                                        | CLEAR SECURE INC                                             | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    837543 | NS      | $22973804.49  | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| CIRCOR International Inc                                | CIRCOR INTERNATIONAL INC                                     | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |   1663066 | NS      | $39847061.36  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Children s Place Inc/The                                | CHILDREN'S PLACE INC/THE                                     | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |    353300 | NS      | $12867186.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                               | CHESAPEAKE UTILITIES CORP                                    | CUSIP: 165303108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    508263 | NS      | $60066521.34  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                          | CHAMPIONX CORP                                               | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |   2166462 | NS      | $62805733.38  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                             | CERTARA INC                                                  | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    798280 | NS      | $12828359.60  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerevel Therapeutics Holdings Inc                       | CEREVEL THERAPEUTICS HOLDINGS INC                            | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |    523165 | NS      | $16500624.10  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                    | CAVCO INDUSTRIES INC                                         | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111598 | NS      | $25249047.50  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                               | CARPENTER TECHNOLOGY CORP                                    | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |   1162103 | NS      | $42928084.82  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                          | CALIFORNIA WATER SERVICE GROUP                               | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |    688374 | NS      | $41742999.36  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                            | CADENCE BANK                                                 | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    397400 | NS      | $9799884.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                              | CACTUS INC                                                   | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |   1136729 | NS      | $57131999.54  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                                     | CSW INDUSTRIALS INC                                          | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |    362348 | NS      | $42007003.64  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Burke & Herbert Financial Services Corp                 | BURKE & HERBERT FINANCIAL SERVICES CORP                      | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    355140 | NS      | $25108398.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                              | BRADY CORP                                                   | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |   1242892 | NS      | $58540213.20  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp                                       | BOSTON OMAHA CORP                                            | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |   1772458 | NS      | $46970137.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                                  | BOSTON BEER CO INC/THE                                       | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |     14366 | NS      | $4733884.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                                | BLUEPRINT MEDICINES CORP                                     | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |    507332 | NS      | $22226214.92  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                                    | BLUE FOUNDRY BANCORP                                         | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |    899052 | NS      | $11552818.20  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                                          | BLUE BIRD CORP                                               | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |   1177665 | NS      | $12612792.15  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ s Restaurants Inc                                    | BJ'S RESTAURANTS INC                                         | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |    846237 | NS      | $22323732.06  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                                     | BELLRING BRANDS INC                                          | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |    521359 | NS      | $13367644.76  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                              | BELDEN INC                                                   | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |   1196766 | NS      | $86047475.40  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                               | BEACON ROOFING SUPPLY INC                                    | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |   1340145 | NS      | $70746254.55  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                          | BANKUNITED INC                                               | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |   2205258 | NS      | $74912614.26  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                                           | BRP GROUP INC                                                | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3067006 | NS      | $77104530.84  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                                 | AVIDITY BIOSCIENCES INC                                      | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    278680 | NS      | $6183909.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp                                             | ATRION CORP                                                  | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71523 | NS      | $40013542.35  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings Inc                        | ASSETMARK FINANCIAL HOLDINGS INC                             | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |   1624584 | NS      | $37365432.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                                     | ASCENDIS PHARMA A/S                                          | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |    257300 | NS      | $31424049.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                             | ARVINAS INC                                                  | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    379097 | NS      | $12968908.37  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corp                                 | ARTESIAN RESOURCES CORP                                      | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    266326 | NS      | $15601377.08  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solution Inc                                 | ARIS WATER SOLUTION INC                                      | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2297078 | NS      | $33100893.98  | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Apple Hospitality REIT Inc                              | APPLE HOSPITALITY REIT INC                                   | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |   3329506 | NS      | $52539604.68  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                             | APELLIS PHARMACEUTICALS INC                                  | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |    844169 | NS      | $43651978.99  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Co                  | APARTMENT INVESTMENT AND MANAGEMENT CO                       | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |   2085165 | NS      | $14846374.80  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc                           | AMERICAN PUBLIC EDUCATION INC                                | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |   1095623 | NS      | $13465206.67  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                     | ALLEGIANT TRAVEL CO                                          | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |    379207 | NS      | $25782283.93  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                                | ALIGNMENT HEALTHCARE INC                                     | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2966910 | NS      | $34890861.60  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                         | ALAMO GROUP INC                                              | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |    306100 | NS      | $43343760.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                          | AIR LEASE CORP                                               | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |    435574 | NS      | $16734753.08  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AgroFresh Solutions Inc                                 | AGROFRESH SOLUTIONS INC                                      | CUSIP: 00856G109<br>LEI: 549300SBHHYUXDIB7F37 | Long             | EC               | CORP              | US        |   5104800 | NS      | $15110208.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc                                             | AGILITI INC                                                  | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2266763 | NS      | $36970904.53  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc                                 | ADVANTAGE SOLUTIONS INC                                      | CUSIP: 00791N110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    400000 | NS      | $55280.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantage Solutions Inc                                 | ADVANTAGE SOLUTIONS INC                                      | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5100723 | NS      | $10609503.84  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** T. ROWE PRICE SMALL-CAP VALUE FUND, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President