# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-068561
**Filing Date:** 2023-3
**Character Count:** 467140
**Document Hash:** 971bc1fa976974d6e19ec0a8a2a448de
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-068561.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-068561

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663
- **IRS NUMBER:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 23767074

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares Morningstar Small-Cap Value ETF (Series ID: S000004435)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000012198 | iShares Morningstar Small-Cap Value ETF | ISCV            |

## Nport-Ex

Schedule of Investments (unaudited)

January 31, 2023

Shares' Morningstar Small Cap Value ETF

(Percentage shown are based on Net Assets)

| Security | Shares | Value | Security | Shares | Value |
| --- | --- | --- | --- | --- | --- |
| Common Stocks |  |  | Notes (continued) |  |  |
| Amortization & Deferred - 1.0% |  |  | Book First Corp | 1,031 | $81,395 |
| Free Schedule of Investments | 0.000 | $181,435 | Book of Annual Corp | 1,031 | $81,395 |
| Foreign Investment Holdings, Inc. | 0.000 | 481,128 | Book of Bank Banking | 1,031 | $81,395 |
| Fairbank Corp | 0.000 | 71,000 | Book O/S | 1,031 | $81,395 |
| KBSE Technologies, Inc. | 0.007 | 664,507 | BookUnited, Inc. | 10,540 | 664,507 |

2

(unpublished) (continued)

January 31, 2023

| Banking/Profit Code | 16,792 | 676,000 | Banker Type | 7,001 | 686,000 |
| --- | --- | --- | --- | --- | --- |
| Banker Type | 6,000 | 100,000 | Banking/Debt/Debt | 10,000 | 110,000 |
| Banking/Debt/Debt | 16,792 | 716,000 | Banking and Banking, Inc. | 6,624 | 696,000 |
| Banking/Debt/Debt | 16,792 | 716,000 | Banking and Banking, Inc. | 11,000 | 116,000 |
| Banking/Debt/Debt | 16,792 | 716,000 | Banking and Banking, Inc. | 1,000 | 116,000 |
| Banking/Debt/Debt | 16,792 | 716,000 | Banking and Banking, Inc. | 1,000 | 116,000 |
| Banking/Debt/Debt | 6,000 | 100,000 | Banking and Banking, Inc. | 6,000 | 116,000 |
| Banking/Debt/Debt | 6,000 | 100,000 | Banking and Banking, Inc. | 6,000 | 116,000 |
| Banking/Debt/Debt | 16,792 | 116,000 | Banking and Banking, Inc. | 6,000 | 116,000 |
| Banking/Debt/Debt | 6,000 | 116,000 | Banking and Banking, Inc. | 6,000 | 116,000 |

# Schedule of Investments

(unrealised) (continued)

# Shared Morningstar Small Cap Value ETF
(Percentages shown are based on last 4 years)

January 31, 2023

| United States | 12,000 | 100,000 | United Kingdom | 12,000 | 100,000 |
| --- | --- | --- | --- | --- | --- |
| United Kingdom | 12,000 | 100,000 | United Kingdom | 12,000 | 100,000 |
| United Kingdom | 12,000 | 100,000 | United Kingdom | 12,000 | 100,000 |
| United Kingdom | 12,000 | 100,000 | United Kingdom | 12,000 | 100,000 |
| United Kingdom | 12,000 | 100,000 | United Kingdom | 12,000 | 100,000 |

3

# Schedule of Investments

(unfunded) (continued)

# (Share) Warrington Small Cap Value ETF
(Percentages shown are based on Net Assets)

January 31, 2023[{"box_2d": [0, 32, 476, 89], "label": "table", "caption": "

| Foreign exchange, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |
| Bank of America, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| Bank of America, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| Bank of America, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| Bank of America, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| Bank of America, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |
| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

| Interest Expense, Inc. | 12,000 | 106,700 | Common Stock, Inc. | 12,000 | 106,700 |
| --- | --- | --- | --- | --- | --- |

<table><tr><td>Interest Expense, Inc.</td><td>12,000</td><td>106,700</td><td>Common Stock, Inc.</

# Schedule of Investments

(unrealised) (continued)

# Shared Morningstar Small Cap Value ETF
(Percentage shares are based on last 4 years)

January 31, 2023

| Loans held by: | 1,000 | 1,000 | Loans held by: | 1,000 | 1,000 |
| --- | --- | --- | --- | --- | --- |
| Shareholders' equity | 1,000 | 1,000 | Shareholders' equity | 1,000 | 1,000 |
| Shareholders' equity | 1,000 | 1,000 | Shareholders' equity | 1,000 | 1,000 |
| Shareholders' equity | 1,000 | 1,000 | Shareholders' equity | 1,000 | 1,000 |
| Shareholders' equity | 1,000 | 1,000 | Shareholders' equity | 1,000 | 1,000 |
| Shareholders' equity | 1,000 | 1,000 | Shareholders' equity | 1,000 | 1,000 |

6

Schedule of Investments

(unaudited) (continued)

Shares' Morningstar Small Cap Value ETF

(Percentage shown are based on Net Assets)

January 31, 2023

| Shares' Morningstar Small Cap Value ETF | 15,000 | 15,000 |
| --- | --- | --- |
| Shares' Morningstar Small Cap Value ETF | 15,000 | 15,000 |
| Shares' Morningstar Small Cap Value ETF | 15,000 | 15,000 |
| Shares' Morningstar Small Cap Value ETF | 15,000 | 15,000 |
| Shares' Morningstar Small Cap Value ETF | 15,000 | 15,000 |

6

Schedule of Investments

(unrealised) (continued)

Shares' Morningstar Small Cap Value ETF
(Percentage shown are based on last 6 years)

January 31, 2023

| Shares' Morningstar Small Cap Value ETF | 1,000 | 1,000 |
| --- | --- | --- |
| Shares' Morningstar Small Cap Value ETF | 1,000 | 1,000 |
| Shares' Morningstar Small Cap Value ETF | 1,000 | 1,000 |
| Shares' Morningstar Small Cap Value ETF | 1,000 | 1,000 |
| Shares' Morningstar Small Cap Value ETF | 1,000 | 1,000 |

7

Schedule of Investments

(unaudited) (continued)

Shares' Morningstar Small Cap Value ETF
(Percentages shown are based on last 6 years)

January 31, 2023

| Shares' Morningstar Small Cap Value ETF | 1.00 | 1.00 | Shares' Morningstar Small Cap Value ETF | 1.00 | 1.00 |
| --- | --- | --- | --- | --- | --- |
| Shares' Morningstar Small Cap Value ETF | 1.00 | 1.00 | Shares' Morningstar Small Cap Value ETF | 1.00 | 1.00 |
| Shares' Morningstar Small Cap Value ETF | 1.00 | 1.00 | Shares' Morningstar Small Cap Value ETF | 1.00 | 1.00 |
| Shares' Morningstar Small Cap Value ETF | 1.00 | 1.00 | Shares' Morningstar Small Cap Value ETF | 1.00 | 1.00 |

6

Schedule of Investments

(continued) (continued)

Shares' Morningstar Small Cap Value ETF
(Percentage shown are based on last 4 years)

January 31, 2023

| Shares' Morningstar Small Cap Value ETF | 1,000 | 1,000 |
| --- | --- | --- |
| Shares' Morningstar Small Cap Value ETF | 1,000 | 1,000 |
| Shares' Morningstar Small Cap Value ETF | 1,000 | 1,000 |
| Shares' Morningstar Small Cap Value ETF | 1,000 | 1,000 |
| Shares' Morningstar Small Cap Value ETF | 1,000 | 1,000 |

9

Schedule of Investments

(unaudited) (continued)

Shares' Morningstar Small Cap Value ETF
(Percentages shown are based on last 6 years)

January 31, 2023

![img-0.jpeg](img-0.jpeg)

10

Schedule of Investments

(unaudited) (continued)

Shares' Morningstar Small Cap Value ETF
(Percentages shown are based on last 4 years)

January 31, 2023

![img-0.jpeg](img-0.jpeg)

ii

Schedule of Investments

(unaudited) (continued)

Shares' Morningstar Small Cap Value ETF

January 31, 2023

Affiliates

| Shares' Morningstar Small Cap Value ETF | 1,000,000 | 1,000,000 | Shares' Morningstar Small Cap Value ETF | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- |
| Shares' Morningstar Small Cap Value ETF | 1,000,000 | 1,000,000 | Shares' Morningstar Small Cap Value ETF | 1,000,000 | 1,000,000 |
| Shares' Morningstar Small Cap Value ETF | 1,000,000 | 1,000,000 | Shares' Morningstar Small Cap Value ETF | 1,000,000 | 1,000,000 |

12

Schedule of Investments

(unaudited) (continued)

Shares' Morningstar Small Cap Value ETF

January 31, 2023

Fair Value Nominees as of Period End (continued)

| Issue | Amount | Rate | Balance |
| --- | --- | --- | --- |
| 1 | 10,000,000 | 1.00% | 10,000,000 |
| 2 | 10,000,000 | 1.00% | 10,000,000 |
| 3 | 10,000,000 | 1.00% | 10,000,000 |
| 4 | 10,000,000 | 1.00% | 10,000,000 |
| 5 | 10,000,000 | 1.00% | 10,000,000 |
| 6 | 10,000,000 | 1.00% | 10,000,000 |
| 7 | 10,000,000 | 1.00% | 10,000,000 |
| 8 | 10,000,000 | 1.00% | 10,000,000 |
| 9 | 10,000,000 | 1.00% | 10,000,000 |
| 10 | 10,000,000 | 1.00% | 10,000,000 |

13

| Revenues and expenses | 1,000 | 100,000 | Interest expense | 1,000 | 100,000 |
| --- | --- | --- | --- | --- | --- |
| Total expenses and expenses | 1,000 | 100,000 | Interest expense | 1,000 | 100,000 |
| Total expenses and expenses, including, including income taxes and other charges | 1,000 | 100,000 | Interest expense | 1,000 | 100,000 |
| Total expenses and expenses, including, including income taxes and other charges | 1,000 | 100,000 | Interest expense | 1,000 | 100,000 |
| Total expenses and expenses, including, including income taxes and other charges | 1,000 | 100,000 | Interest expense |  |  |
| Total expenses and expenses, including, including income taxes and other charges | 1,000 | 100,000 | Interest expense |  |  |
| Total expenses and expenses, including, including income taxes and other charges | 1,000 | 100,000 | Interest expense |  |  |
| Total expenses and expenses, including, including income taxes and other charges | 1,000 |  |  |  |  |

| Transaction-Exercised Instruments Outstanding as of Period End |  |  |
| --- | --- | --- |
| 1 | 1,000,000 | 1,000,000 |
| 2 | 1,000,000 | 1,000,000 |
| 3 | 1,000,000 | 1,000,000 |
| 4 | 1,000,000 | 1,000,000 |
| 5 | 1,000,000 | 1,000,000 |
| 6 | 1,000,000 | 1,000,000 |
| 7 | 1,000,000 | 1,000,000 |
| 8 | 1,000,000 | 1,000,000 |
| 9 | 1,000,000 | 1,000,000 |
| 10 | 1,000,000 | 1,000,000 |

| 11 | 1,000,000 | 1,000,000 |
| --- | --- | --- |
| 12 | 1,000,000 | 1,000,000 |
| 13 | 1,000,000 | 1,000,000 |
| 14 | 1,000,000 | 1,000,000 |
| 15 | 1,000,000 | 1,000,000 |
| 16 | 1,000,000 | 1,000,000 |
| 17 | 1,000,000 | 1,000,000 |
| 18 | 1,000,000 | 1,000,000 |
| 19 | 1,000,000 | 1,000,000 |
| 20 | 1,000,000 | 1,000,000 |

| Highest Price | 3,000 | 123,000 | Smoke Intake | 2,000 | 144,000 |
| --- | --- | --- | --- | --- | --- |
| Highest Price | 10,000 | 118,000 | Smoke Intake | 45 | 1,100,000 |
| Highest Price | 10,000 | 10,000 | Smoke Intake | 1,000 | 10,000 |
| Highest Price | 10,000 | 10,000 | Smoke Intake | 0.000 | 100,000 |
| Freeze Intake | 10,000 | 1,250,000 | Smoke Intake | 1,000 | 100,000 |
| Highest Price | 10,000 | 100,000 | Smoke Intake | 1,000 | 100,000 |
| Highest Price | 10,000 | 100,000 | Smoke Intake | 10,000 | 100,000 |
| Highest Price | 10,000 | 100,000 | Smoke Intake | 10,000 | 100,000 |
| Highest Price | 10,000 | 100,000 | Smoke Intake | 10,000 | 100,000 |

Note: The figures are based on determining the fair value of the total and are based on the actual market value. The figures are based on the actual market value.

| Enter the following for Common Law and Law in the following: (1) 2016 | 100,000 | SMF Holdings, Inc., Class 4 th | 11,820 | 274,345 |
| --- | --- | --- | --- | --- |
| State of New York, New Jersey | 1,000 | Valentine Revenue, Inc. | 9,737 | 136,305 |
| State of New York, New Jersey | 1,000 | Valentine Revenue, Inc. | 7,566 | 633,105 |
| State of New York, New Jersey | 1,000 | Valentine Financial Services, Inc. | 10,083 | 388,760 |
| State of New York, New Jersey | 1,000 | Valentine Revenue, Inc. | 10,083 | 388,760 |
| State of New York, New Jersey | 1,000 | Valentine Revenue, Inc. | 10,083 | 388,760 |
| State of New York, New Jersey | 1,000 | Valentine Revenue, Inc. | 10,083 | 388,760 |

Level 2 - Underwriters' rights based on the base information available in the circumstances, in the current observable inputs are not available (including the Valuation

Committee's assumptions used in determining the fair value of financial instruments.

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobtainable inputs (Level 2 measurements). Accordingly, the degree of judgment overcome in determining fair value in arrears for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobtainable inputs used by the Valuation Committee in determining the price for Fair Value Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based

on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund's policy impacting valuation of financial instruments, refer to its main recent financial statements.

The following table summarizes the Fund's financial instruments categorized in the fair value hierarchy. The breakdown of the Fund's financial instruments into major categories is discussed in the Schedule of Investments section.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares Trust

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

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

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares Morningstar Small-Cap Value ETF

- **b. EDGAR series identifier (if any):** S000004435

- **c. LEI of Series:** 549300VWNRC77R34UP05

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

- **a. Date of fiscal year-end:** 2023-04-30

- **b. Date as of which information is reported:** 2023-01-31

**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:** $477755660.95

**Total Liabilities:** $33263943.51

**Net Assets:** $444491717.44

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012198 | 4.63%                | -6.58%               | 10.84%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $105881.09               | $16755136.90                               |
| Month 2  | $-1638220.32             | $-25885672.16                              |
| Month 3  | $44150.89                | $42939004.26                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Radian Group, Inc.                                        | Radian Group, Inc.                                        | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     39756 | NS      | $878607.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains, Inc.                                        | Green Plains, Inc.                                        | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      1669 | NS      | $58031.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                    | Independent Bank Corp.                                    | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      9501 | NS      | $757134.69    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                                  | Group 1 Automotive, Inc.                                  | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      3569 | NS      | $763230.65    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| GeneDx Holdings Corp.                                     | GeneDx Holdings Corp.                                     | CUSIP: 81663L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36507 | NS      | $15508.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises, Inc.                                  | Werner Enterprises, Inc.                                  | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     14515 | NS      | $681769.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                                   | Acushnet Holdings Corp.                                   | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      4405 | NS      | $206814.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Agree Realty Corp.                                        | Agree Realty Corp.                                        | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9573 | NS      | $714432.99    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings, Inc.                              | Thermon Group Holdings, Inc.                              | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      4424 | NS      | $102282.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                         | Corporate Office Properties Trust                         | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     27554 | NS      | $773440.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                               | Crocs, Inc.                                               | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      8738 | NS      | $1064026.26   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries, Inc.                          | Schnitzer Steel Industries, Inc., Class A                 | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      6172 | NS      | $208860.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                            | Lions Gate Entertainment Corp., Class B                   | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     29598 | NS      | $225536.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess?, Inc.                                              | Guess?, Inc.                                              | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      7437 | NS      | $172315.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                                  | Wintrust Financial Corp.                                  | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     15390 | NS      | $1407723.30   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                                | Wolverine World Wide, Inc.                                | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     11056 | NS      | $178333.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp.                                               | Sabre Corp.                                               | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     80700 | NS      | $549567.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                               | Sonos, Inc.                                               | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     16577 | NS      | $305679.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp.                                | Chesapeake Utilities Corp.                                | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      1429 | NS      | $180168.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                        | Helix Energy Solutions Group, Inc.                        | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     17519 | NS      | $138925.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health, Inc.                                          | Cue Health, Inc.                                          | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12084 | NS      | $31660.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS, Inc.                                                 | GMS, Inc.                                                 | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      5262 | NS      | $312141.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp.                                     | First Advantage Corp.                                     | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |      6969 | NS      | $96729.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate, Inc.                                | Anywhere Real Estate, Inc.                                | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     27197 | NS      | $230630.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies, Inc.                                 | Mirion Technologies, Inc.                                 | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     14424 | NS      | $114670.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                                            | Carter's, Inc.                                            | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      6111 | NS      | $509474.07    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp.                                     | Gulfport Energy Corp.                                     | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      2892 | NS      | $197089.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                                         | Merchants Bancorp                                         | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      3492 | NS      | $100464.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Latin America Ltd.                                | Liberty Latin America Ltd., Class C                       | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |     35110 | NS      | $345833.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco, Inc.                                            | WesBanco, Inc.                                            | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15264 | NS      | $567362.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley, Inc.                                              | Holley, Inc.                                              | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |      5873 | NS      | $19439.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics, Inc.                                    | Douglas Dynamics, Inc.                                    | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |      5477 | NS      | $221325.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                                     | Hancock Whitney Corp.                                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     21269 | NS      | $1094928.12   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar, Inc.                                          | Globalstar, Inc.                                          | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |     67889 | NS      | $95723.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                                         | Foot Locker, Inc.                                         | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     19493 | NS      | $848140.43    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International, Inc.                                   | ATN International, Inc.                                   | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      2625 | NS      | $128310.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                                   | Louisiana-Pacific Corp.                                   | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     17590 | NS      | $1197703.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                               | Brinker International, Inc.                               | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     10799 | NS      | $426128.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy, Inc.                                        | Talos Energy, Inc.                                        | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     16004 | NS      | $317039.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp.                                      | Xerox Holdings Corp.                                      | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     27684 | NS      | $453463.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                               | Ionis Pharmaceuticals, Inc.                               | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     17821 | NS      | $710523.27    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                             | Six Flags Entertainment Corp.                             | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     18262 | NS      | $490334.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                                   | Oxford Industries, Inc.                                   | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      2141 | NS      | $250968.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                           | Ingredion, Inc.                                           | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      8498 | NS      | $873594.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares, Inc.                                   | Equity Bancshares, Inc., Class A                          | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      4054 | NS      | $121011.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp.                                        | QuantumScape Corp.                                        | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37218 | NS      | $316725.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Greif, Inc.                                               | Greif, Inc., Class B                                      | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1031 | NS      | $84954.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings, Inc.                        | Universal Logistics Holdings, Inc.                        | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1589 | NS      | $57076.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings, Inc.                                    | Koppers Holdings, Inc.                                    | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3346 | NS      | $115805.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings, Inc.                                   | Hawaiian Holdings, Inc.                                   | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |      7405 | NS      | $91229.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp.                                               | Nevro Corp.                                               | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |      3266 | NS      | $119927.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA, Inc.                                               | TEGNA, Inc.                                               | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     27389 | NS      | $545862.77    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                                             | Autoliv, Inc.                                             | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      9156 | NS      | $843450.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd.                                        | Helen of Troy Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      5882 | NS      | $665313.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group, Inc.                          | MidWestOne Financial Group, Inc.                          | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4177 | NS      | $130113.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion, Inc.                                      | Garrett Motion, Inc.                                      | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |     14044 | NS      | $112352.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Resideo Technologies, Inc.                                | Resideo Technologies, Inc.                                | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     17514 | NS      | $336794.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade, Inc.                                            | Lemonade, Inc.                                            | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |      6342 | NS      | $103247.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Esab Corp.                                                | Esab Corp.                                                | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     12638 | NS      | $730602.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                                                | uniQure NV                                                | CUSIP: N/A<br>LEI: 724500RPCTZLFYJZ3S98       | Long             | EC               | CORP              | NL        |      4740 | NS      | $100725.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue, Inc.                                            | TrueBlue, Inc.                                            | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8202 | NS      | $161005.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street, Inc.                                       | Rimini Street, Inc.                                       | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |      5404 | NS      | $24318.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd.                                        | Kosmos Energy Ltd.                                        | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    111188 | NS      | $879497.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors, Inc.                               | Ethan Allen Interiors, Inc.                               | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5595 | NS      | $160800.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                                     | Landstar System, Inc.                                     | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      4479 | NS      | $774105.57    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash, Inc.                                     | Intrepid Potash, Inc.                                     | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      1163 | NS      | $38064.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp, Inc.                                    | Lakeland Bancorp, Inc.                                    | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     18620 | NS      | $358807.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son, Inc.                             | John B Sanfilippo & Son, Inc.                             | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      1360 | NS      | $114933.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan, Inc.                                             | OneSpan, Inc.                                             | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |      4142 | NS      | $57201.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties, Inc.                           | Urstadt Biddle Properties, Inc., Class A                  | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |      4451 | NS      | $83589.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                                     | Cal-Maine Foods, Inc.                                     | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      4082 | NS      | $233572.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp.                         | Ares Commercial Real Estate Corp.                         | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |     13625 | NS      | $167315.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals, Inc.                            | Madrigal Pharmaceuticals, Inc.                            | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |      1720 | NS      | $495790.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge, Inc.                                          | Stoneridge, Inc.                                          | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      6712 | NS      | $165517.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                                   | Permian Resources Corp.                                   | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     25232 | NS      | $274271.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                          | TriCo Bancshares                                          | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8716 | NS      | $440593.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CION Investment Corp.                                     | CION Investment Corp.                                     | CUSIP: 17259U204<br>LEI: 549300XN70JLF94XKX80 | Long             | EC               | CORP              | US        |     13794 | NS      | $147181.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                                    | Kyndryl Holdings, Inc.                                    | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     50092 | NS      | $670731.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                              | Two Harbors Investment Corp.                              | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     11953 | NS      | $214436.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.                              | Ligand Pharmaceuticals, Inc.                              | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      1342 | NS      | $93537.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management, Inc.                   | Artisan Partners Asset Management, Inc., Class A          | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      9906 | NS      | $364738.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health, Inc.                                        | Oscar Health, Inc., Class A                               | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14561 | NS      | $55914.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Meritage Homes Corp.                                      | Meritage Homes Corp.                                      | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      8879 | NS      | $956179.51    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                                             | Polaris, Inc.                                             | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      8213 | NS      | $943180.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Triumph Group, Inc.                                       | Triumph Group, Inc.                                       | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      7306 | NS      | $83215.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                                           | SpartanNash Co.                                           | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      5398 | NS      | $171008.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics, Inc.                                  | Stoke Therapeutics, Inc.                                  | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      5510 | NS      | $54879.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp, Inc.                                   | HarborOne Bancorp, Inc.                                   | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      6178 | NS      | $84267.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp.                                  | Target Hospitality Corp.                                  | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2060 | NS      | $31631.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                                              | Gentex Corp.                                              | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     21972 | NS      | $648393.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines, Inc.                                     | Spirit Airlines, Inc.                                     | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |     26580 | NS      | $527347.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                           | Great Lakes Dredge & Dock Corp.                           | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     16432 | NS      | $113052.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices, Inc.                                         | 908 Devices, Inc.                                         | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2304 | NS      | $21473.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                                | New Jersey Resources Corp.                                | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     12710 | NS      | $634483.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                            | EPR Properties                                            | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     10416 | NS      | $442471.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                       | Flowers Foods, Inc.                                       | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     46727 | NS      | $1293870.63   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                                          | Timken Co. (The)                                          | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     16280 | NS      | $1340658.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp.                                    | Hyliion Holdings Corp., Class A                           | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32953 | NS      | $117971.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp.                                            | Infinera Corp.                                            | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |     23783 | NS      | $174091.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services, Inc.                                | KAR Auction Services, Inc.                                | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     13496 | NS      | $196501.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health, Inc.                                       | Syneos Health, Inc.                                       | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     25313 | NS      | $909242.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                                     | Bloomin' Brands, Inc.                                     | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     13759 | NS      | $333655.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp.                                     | Mercantile Bank Corp.                                     | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      4559 | NS      | $156510.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd.                                         | Enstar Group Ltd.                                         | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |      3441 | NS      | $833754.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| PriceSmart, Inc.                                          | PriceSmart, Inc.                                          | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      3953 | NS      | $293747.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                        | nVent Electric plc                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     24240 | NS      | $963540.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp.                                     | Camden National Corp.                                     | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      4280 | NS      | $180744.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                                   | Brookline Bancorp, Inc.                                   | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17625 | NS      | $230535.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest, Inc.                                        | WideOpenWest, Inc.                                        | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |      5997 | NS      | $68905.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                                         | ICU Medical, Inc.                                         | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      1742 | NS      | $336606.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| FRP Holdings, Inc.                                        | FRP Holdings, Inc.                                        | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       548 | NS      | $30781.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett, Inc.                                             | Hibbett, Inc.                                             | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      3125 | NS      | $207375.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Inc.                                      | Ingles Markets, Inc., Class A                             | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      1861 | NS      | $176795.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                                    | Integer Holdings Corp.                                    | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      3843 | NS      | $252907.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Masonite International Corp.                              | Masonite International Corp.                              | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |      2461 | NS      | $224492.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Crescent Energy, Inc.                                     | Crescent Energy, Inc., Class A, Class A                   | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9402 | NS      | $113388.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                                     | Glacier Bancorp, Inc.                                     | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     14196 | NS      | $647195.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings, Inc.                                | Oppenheimer Holdings, Inc., Class A                       | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2096 | NS      | $99790.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co.                             | Northwest Natural Holding Co.                             | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      8713 | NS      | $436869.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                                | Northwest Bancshares, Inc.                                | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26950 | NS      | $381073.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp.                               | Standex International Corp.                               | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      1283 | NS      | $148276.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp.                                       | Varex Imaging Corp.                                       | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      5841 | NS      | $125523.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp.                                             | Semtech Corp.                                             | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      7147 | NS      | $236065.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                      | Curtiss-Wright Corp.                                      | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      3790 | NS      | $628382.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box, Inc.                                     | Jack in the Box, Inc.                                     | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      5117 | NS      | $388789.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| America's Car-Mart, Inc.                                  | America's Car-Mart, Inc.                                  | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1432 | NS      | $123352.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Health Realty Income Trust                      | Universal Health Realty Income Trust                      | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |      3166 | NS      | $173528.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp.                           | Clover Health Investments Corp.                           | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |     84117 | NS      | $111875.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilltop Holdings, Inc.                                    | Hilltop Holdings, Inc.                                    | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     12223 | NS      | $399692.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyxtera Technologies, Inc.                                | Cyxtera Technologies, Inc.                                | CUSIP: 23284C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13575 | NS      | $43711.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.              | American Axle & Manufacturing Holdings, Inc.              | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28036 | NS      | $248679.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp.                              | REX American Resources Corp.                              | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2418 | NS      | $79116.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                                | United Natural Foods, Inc.                                | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     14353 | NS      | $597371.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                                     | Harley-Davidson, Inc.                                     | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     32516 | NS      | $1496711.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings, Inc.                                     | ADTRAN Holdings, Inc.                                     | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     10142 | NS      | $191379.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PAM Transportation Services, Inc.                         | PAM Transportation Services, Inc.                         | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       659 | NS      | $19078.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                                | Winnebago Industries, Inc.                                | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      3889 | NS      | $247651.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals, Inc.                           | Intercept Pharmaceuticals, Inc.                           | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |      8771 | NS      | $160158.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arhaus, Inc.                                              | Arhaus, Inc.                                              | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2918 | NS      | $41289.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| iStar, Inc.                                               | iStar, Inc.                                               | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     22104 | NS      | $205125.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier, Inc.                                             | Premier, Inc., Class A                                    | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17985 | NS      | $599979.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                                 | ATI, Inc.                                                 | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     11193 | NS      | $407313.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products, Inc.                             | Standard Motor Products, Inc.                             | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      4611 | NS      | $186561.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.                        | Madison Square Garden Sports Corp.                        | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2377 | NS      | $432233.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo plc                                               | Trinseo plc                                               | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | IE        |      8684 | NS      | $240981.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust, Inc.                        | Piedmont Office Realty Trust, Inc., Class A               | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31060 | NS      | $329236.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                  | Bank OZK                                                  | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     28265 | NS      | $1290862.55   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                                    | Urban Outfitters, Inc.                                    | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     14720 | NS      | $403180.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                                      | Old National Bancorp                                      | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     73809 | NS      | $1291657.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp.                                           | Trustmark Corp.                                           | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     13375 | NS      | $389480.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                             | Hawkins, Inc.                                             | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      1479 | NS      | $57681.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort, Inc.                                            | CryoPort, Inc.                                            | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |      6087 | NS      | $138966.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                               | Centerspace                                               | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |      2405 | NS      | $162626.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                                   | Abercrombie & Fitch Co., Class A                          | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      6260 | NS      | $181289.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                                        | Crane Holdings Co.                                        | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      6409 | NS      | $742867.19    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                                  | Banc of California, Inc.                                  | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     12770 | NS      | $222453.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                    | Cracker Barrel Old Country Store, Inc.                    | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      5447 | NS      | $607776.26    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology, Inc.                                       | Kura Oncology, Inc.                                       | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      5633 | NS      | $77848.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                                  | Washington Federal, Inc.                                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16451 | NS      | $583352.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                                  | Comstock Resources, Inc.                                  | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     13811 | NS      | $167803.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares, Inc.                              | Bridgewater Bancshares, Inc.                              | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      3397 | NS      | $52857.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp, Inc.                                  | Northfield Bancorp, Inc.                                  | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9717 | NS      | $145269.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp.                                    | World Acceptance Corp.                                    | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       882 | NS      | $84425.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| 23andMe Holding Co.                                       | 23andMe Holding Co.                                       | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25871 | NS      | $64677.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Employers Holdings, Inc.                                  | Employers Holdings, Inc.                                  | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4948 | NS      | $217068.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore, Inc.                                              | Atkore, Inc.                                              | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      6209 | NS      | $808722.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Alight, Inc.                                              | Alight, Inc., Class A                                     | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     31084 | NS      | $291878.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                                 | Titan International, Inc.                                 | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |      4885 | NS      | $81530.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                           | PacWest Bancorp                                           | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     30606 | NS      | $846561.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                              | Vishay Intertechnology, Inc.                              | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     32481 | NS      | $743490.09    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital, Inc.                               | Spirit Realty Capital, Inc.                               | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     22112 | NS      | $970274.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers & Merchants Bancorp, Inc.                         | Farmers & Merchants Bancorp, Inc.                         | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3446 | NS      | $98038.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                          | SiriusPoint Ltd.                                          | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |     21511 | NS      | $163268.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                          | Elme Communities                                          | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     21424 | NS      | $411340.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics, Inc.                                  | Nurix Therapeutics, Inc.                                  | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4161 | NS      | $51138.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp.                                             | Navient Corp.                                             | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     26650 | NS      | $505550.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences, Inc.                                 | Caribou Biosciences, Inc.                                 | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8173 | NS      | $58927.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital, Inc.                                       | Dynex Capital, Inc.                                       | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |     10684 | NS      | $153956.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals, Inc.                             | Phathom Pharmaceuticals, Inc.                             | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3084 | NS      | $36792.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media, Inc.                                      | Outfront Media, Inc.                                      | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     11844 | NS      | $235695.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                            | Office Properties Income Trust                            | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11699 | NS      | $200754.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group, Inc. (The)                                     | GEO Group, Inc. (The)                                     | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     26591 | NS      | $305796.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings, Inc.                                        | QCR Holdings, Inc.                                        | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      4575 | NS      | $240462.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp.                                  | Chimera Investment Corp.                                  | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |     58709 | NS      | $427988.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                                    | Warrior Met Coal, Inc.                                    | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     12661 | NS      | $479598.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings, Inc.                                     | Chuy's Holdings, Inc.                                     | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1515 | NS      | $51858.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies, Inc.                                 | Hudson Technologies, Inc.                                 | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3668 | NS      | $37450.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group, Inc.                             | Capital City Bank Group, Inc.                             | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      2806 | NS      | $91110.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit, Inc.                                             | Enhabit, Inc.                                             | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     12066 | NS      | $185333.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                       | Toll Brothers, Inc.                                       | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     15428 | NS      | $917811.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp, Inc.                           | Southern Missouri Bancorp, Inc.                           | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1475 | NS      | $71419.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings, Inc.                              | Organogenesis Holdings, Inc.                              | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |      7155 | NS      | $18316.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp.                                | Gladstone Commercial Corp.                                | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |      5364 | NS      | $91134.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine, Inc.                                     | Editas Medicine, Inc.                                     | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |      6123 | NS      | $60556.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ramaco Resources, Inc.                                    | Ramaco Resources, Inc.                                    | CUSIP: 75134P303<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |      2982 | NS      | $31102.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                            | Ironwood Pharmaceuticals, Inc.                            | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     32689 | NS      | $376577.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics, Inc.                                 | Mirati Therapeutics, Inc.                                 | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |      7530 | NS      | $402177.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer, Inc.                                                | Seer, Inc.                                                | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4865 | NS      | $22135.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                                    | Stifel Financial Corp.                                    | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     26772 | NS      | $1804700.52   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics, Inc.                               | Allogene Therapeutics, Inc.                               | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22462 | NS      | $173406.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SandRidge Energy, Inc.                                    | SandRidge Energy, Inc.                                    | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |      4047 | NS      | $63983.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko, Inc.                                               | Funko, Inc., Class A                                      | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |      2705 | NS      | $32730.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dropbox, Inc.                                             | Dropbox, Inc., Class A                                    | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     31366 | NS      | $728632.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises, Inc.                                     | DXP Enterprises, Inc.                                     | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1682 | NS      | $50964.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group, Inc.                        | Montrose Environmental Group, Inc.                        | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |      3067 | NS      | $166108.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Inogen, Inc.                                              | Inogen, Inc.                                              | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      5719 | NS      | $133424.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International, Inc.                                | Haynes International, Inc.                                | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |      1019 | NS      | $56748.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp.                                          | NextDecade Corp.                                          | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |      7905 | NS      | $47350.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS, Inc.                                         | Chico's FAS, Inc.                                         | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     29891 | NS      | $157525.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                             | SM Energy Co.                                             | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     12115 | NS      | $398220.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy, Inc.                                     | HighPeak Energy, Inc.                                     | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |      1318 | NS      | $36851.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Revolve Group, Inc.                                       | Revolve Group, Inc., Class A                              | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3764 | NS      | $107424.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Equity Commonwealth                                       | Equity Commonwealth                                       | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     27317 | NS      | $697129.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                             | Starwood Property Trust, Inc.                             | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     76218 | NS      | $1592194.02   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions, Inc.                                    | Univar Solutions, Inc.                                    | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     39991 | NS      | $1378889.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics, Inc.                            | SpringWorks Therapeutics, Inc.                            | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6822 | NS      | $214210.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Marcus & Millichap, Inc.                                  | Marcus & Millichap, Inc.                                  | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      3790 | NS      | $137349.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                          | Virtus Investment Partners, Inc.                          | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      1017 | NS      | $218532.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp.                                                 | NCR Corp.                                                 | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     33771 | NS      | $926000.82    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors, Inc.                           | National Health Investors, Inc.                           | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |     10715 | NS      | $630363.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                        | Atlas Air Worldwide Holdings, Inc.                        | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      6312 | NS      | $645149.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets, Inc.                                        | Weis Markets, Inc.                                        | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2614 | NS      | $225692.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                                     | JetBlue Airways Corp.                                     | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     34733 | NS      | $277864.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp, Inc.                                    | Republic Bancorp, Inc., Class A                           | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2530 | NS      | $113799.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares, Inc.                                    | Shore Bancshares, Inc.                                    | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5599 | NS      | $97870.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp, Inc.                                  | Old Second Bancorp, Inc.                                  | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     10652 | NS      | $180977.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                                 | Strategic Education, Inc.                                 | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      2268 | NS      | $211717.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Esperion Therapeutics, Inc.                               | Esperion Therapeutics, Inc.                               | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |      9103 | NS      | $57895.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp.                                        | DISH Network Corp., Class A                               | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     61838 | NS      | $889848.82    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd.                    | Argo Group International Holdings Ltd.                    | CUSIP: N/A<br>LEI: 549300M4T8Y5TTWI6O03       | Long             | EC               | CORP              | BM        |      8733 | NS      | $242428.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp. (The)                                 | Howard Hughes Corp. (The)                                 | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      3058 | NS      | $261428.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines, Inc.                                | REVOLUTION Medicines, Inc.                                | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     18510 | NS      | $494957.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                            | Community Health Systems, Inc.                            | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30762 | NS      | $160577.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp.                                               | Berry Corp.                                               | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15878 | NS      | $146077.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                              | Mueller Water Products, Inc., Class A                     | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     18799 | NS      | $237807.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                                     | MGIC Investment Corp.                                     | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     71463 | NS      | $1009057.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                              | Moelis & Co., Class A                                     | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     16267 | NS      | $760482.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec, Inc.                                            | Innospec, Inc.                                            | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      2257 | NS      | $255086.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                               | Fluor Corp.                                               | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     14256 | NS      | $523908.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place, Inc. (The)                              | Children's Place, Inc. (The)                              | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |      3335 | NS      | $151308.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent, Inc.                                            | Conduent, Inc.                                            | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     41236 | NS      | $196695.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics, Inc.                               | Atara Biotherapeutics, Inc.                               | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |     23450 | NS      | $118891.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp, Inc.                              | Midland States Bancorp, Inc.                              | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      6054 | NS      | $154255.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Necessity Retail REIT, Inc. (The)                         | Necessity Retail REIT, Inc. (The)                         | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |     33091 | NS      | $226011.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands, Inc.                               | Smith & Wesson Brands, Inc.                               | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |     11582 | NS      | $128328.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings, Inc.                                   | Lumentum Holdings, Inc.                                   | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      9307 | NS      | $560095.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                                     | Myriad Genetics, Inc.                                     | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     12748 | NS      | $251390.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                           | LGI Homes, Inc.                                           | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      4941 | NS      | $562532.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Medifast, Inc.                                            | Medifast, Inc.                                            | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      1175 | NS      | $130953.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                                        | Saul Centers, Inc.                                        | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1688 | NS      | $72263.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seritage Growth Properties                                | Seritage Growth Properties, Class A                       | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |      9179 | NS      | $111524.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen, Inc.                                            | FibroGen, Inc.                                            | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |     11657 | NS      | $275105.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy, Inc.                                               | Udemy, Inc.                                               | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |      5268 | NS      | $66060.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health, Inc.                                      | Teladoc Health, Inc.                                      | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     21142 | NS      | $621574.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Southside Bancshares, Inc.                                | Southside Bancshares, Inc.                                | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      6915 | NS      | $261940.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                      | Clear Channel Outdoor Holdings, Inc.                      | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119080 | NS      | $227442.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                                       | Nektar Therapeutics                                       | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     45397 | NS      | $123479.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd.                             | Genco Shipping & Trading Ltd.                             | CUSIP: N/A<br>LEI: 5493003MBZ5GU8QHXZ58       | Long             | EC               | CORP              | MH        |      9181 | NS      | $166543.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                                | Taylor Morrison Home Corp.                                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     16017 | NS      | $573408.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp.                                      | Repay Holdings Corp.                                      | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7831 | NS      | $76273.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp.                                           | Universal Corp.                                           | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      6055 | NS      | $329210.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                               | Amalgamated Financial Corp.                               | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3089 | NS      | $70892.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                                     | Walker & Dunlop, Inc.                                     | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7658 | NS      | $730420.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp.                                       | IPG Photonics Corp.                                       | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      5235 | NS      | $586843.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp, Inc.                                     | Amerant Bancorp, Inc.                                     | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |      3214 | NS      | $89477.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp. (The)                          | First of Long Island Corp. (The)                          | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6314 | NS      | $111505.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health, Inc.                                  | Hims & Hers Health, Inc.                                  | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |      9868 | NS      | $81707.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                           | Consensus Cloud Solutions, Inc.                           | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4300 | NS      | $252711.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Mueller Industries, Inc.                                  | Mueller Industries, Inc.                                  | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      5453 | NS      | $357444.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Watts Water Technologies, Inc.                            | Watts Water Technologies, Inc., Class A                   | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      2267 | NS      | $370699.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                   | KB Home                                                   | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     20343 | NS      | $782188.35    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                                  | Central Garden & Pet Co., Class A                         | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     10361 | NS      | $410606.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                                       | Capri Holdings Ltd.                                       | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |     31606 | NS      | $2101482.94   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                        | Under Armour, Inc., Class C                               | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     46687 | NS      | $508888.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                                        | Steven Madden Ltd.                                        | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     11677 | NS      | $418620.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare, Inc.                                           | ModivCare, Inc.                                           | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      1616 | NS      | $173332.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares, Inc.                                   | Carter Bankshares, Inc.                                   | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6983 | NS      | $116057.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA, Inc.                             | Heartland Financial USA, Inc.                             | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     10351 | NS      | $512063.97    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp.                                   | Hillman Solutions Corp.                                   | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29233 | NS      | $280636.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corp.                                          | Bank First Corp.                                          | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1031 | NS      | $82335.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                                     | Assured Guaranty Ltd.                                     | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     14676 | NS      | $918717.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT, Inc.                                   | Orion Office REIT, Inc.                                   | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4823 | NS      | $46541.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp.                                     | Mercury General Corp.                                     | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      6806 | NS      | $243178.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                | Korn Ferry                                                | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      5584 | NS      | $301480.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm, Inc.                                            | Veradigm, Inc.                                            | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     26751 | NS      | $479110.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling, Inc.                      | Hyster-Yale Materials Handling, Inc.                      | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2527 | NS      | $81950.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp, Inc.                          | New York Community Bancorp, Inc.                          | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    168337 | NS      | $1681686.63   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                                | OceanFirst Financial Corp.                                | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16599 | NS      | $397048.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp.                                        | TrustCo Bank Corp.                                        | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3711 | NS      | $133262.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp.                                          | Scholastic Corp.                                          | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3971 | NS      | $175677.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences, Inc.                               | USANA Health Sciences, Inc.                               | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      1630 | NS      | $95257.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WaVe Life Sciences Ltd.                                   | WaVe Life Sciences Ltd.                                   | CUSIP: N/A<br>LEI: 54930070006GPKFYZ813       | Long             | EC               | CORP              | SG        |      7906 | NS      | $38976.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ALLETE, Inc.                                              | ALLETE, Inc.                                              | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     14083 | NS      | $871174.38    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares, Inc.                               | CrossFirst Bankshares, Inc.                               | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6338 | NS      | $85563.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics, Inc.                                 | Kimball Electronics, Inc.                                 | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      6167 | NS      | $157381.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp.                                    | Playtika Holding Corp.                                    | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |     22307 | NS      | $234000.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services, Inc.                           | Barrett Business Services, Inc.                           | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |       833 | NS      | $82783.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services, Inc.                                      | Kelly Services, Inc., Class A                             | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8671 | NS      | $156945.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                               | Kirby Corp.                                               | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     14657 | NS      | $1037422.46   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp.                                         | ACCO Brands Corp.                                         | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     23353 | NS      | $148291.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                    | Cathay General Bancorp                                    | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     20111 | NS      | $884079.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.                         | Aerojet Rocketdyne Holdings, Inc.                         | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      8282 | NS      | $463129.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite, Inc.                                             | Magnite, Inc.                                             | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     11907 | NS      | $143836.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                   | Essential Properties Realty Trust, Inc.                   | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     17461 | NS      | $444906.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                             | New York Mortgage Trust, Inc.                             | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     91080 | NS      | $284169.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp.                                   | Columbus McKinnon Corp.                                   | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      4422 | NS      | $158970.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                              | United Community Banks, Inc.                              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     26029 | NS      | $846983.66    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares, Inc.                           | Business First Bancshares, Inc.                           | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      7632 | NS      | $158287.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                                         | Boise Cascade Co.                                         | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      9703 | NS      | $727433.91    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                                        | Chord Energy Corp.                                        | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      6069 | NS      | $869869.77    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics, Inc.                                   | Sage Therapeutics, Inc.                                   | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      4269 | NS      | $189287.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Arlo Technologies, Inc.                                   | Arlo Technologies, Inc.                                   | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     21573 | NS      | $80898.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial, Inc.                                 | Ellington Financial, Inc.                                 | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |      7260 | NS      | $99679.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                                           | Interface, Inc.                                           | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      8747 | NS      | $99540.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television, Inc.                                     | Gray Television, Inc.                                     | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     10404 | NS      | $134835.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co. (The)                                         | Brink's Co. (The)                                         | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      4491 | NS      | $294609.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp.                                 | National HealthCare Corp.                                 | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3257 | NS      | $193921.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                         | Essent Group Ltd.                                         | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     27247 | NS      | $1199685.41   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp.                                   | Credit Acceptance Corp.                                   | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1522 | NS      | $704138.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| JELD-WEN Holding, Inc.                                    | JELD-WEN Holding, Inc.                                    | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     21013 | NS      | $265814.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp.                                         | LendingClub Corp.                                         | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     26404 | NS      | $255854.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp.                                          | 3D Systems Corp.                                          | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     32564 | NS      | $353645.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd.                                           | Transocean Ltd.                                           | CUSIP: N/A<br>LEI: 529900QO4W5DQGBGEF32       | Long             | EC               | CORP              | CH        |    162842 | NS      | $1097555.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Luxfer Holdings plc                                       | Luxfer Holdings plc                                       | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | GB        |      6510 | NS      | $107740.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                                 | Nexstar Media Group, Inc.                                 | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      9223 | NS      | $1888593.71   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                                         | QuidelOrtho Corp.                                         | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     13115 | NS      | $1122775.15   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries, Inc.                                      | LSB Industries, Inc.                                      | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     12302 | NS      | $156358.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Patterson Cos., Inc.                                      | Patterson Cos., Inc.                                      | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     21131 | NS      | $637944.89    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co. (The)                                      | EW Scripps Co. (The), Class A                             | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      7396 | NS      | $110570.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                                | GATX Corp.                                                | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      5101 | NS      | $583809.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home, Inc.                                   | Vivint Smart Home, Inc.                                   | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10783 | NS      | $129180.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Riot Platforms, Inc.                                      | Riot Platforms, Inc.                                      | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |     16306 | NS      | $102238.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Metrocity Bankshares, Inc.                                | Metrocity Bankshares, Inc.                                | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |      2787 | NS      | $56353.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                            | Lions Gate Entertainment Corp., Class A                   | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     15850 | NS      | $126324.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Portillo's, Inc.                                          | Portillo's, Inc., Class A                                 | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3482 | NS      | $78553.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International, Inc.                                | Mercer International, Inc.                                | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |      5761 | NS      | $73337.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex, Inc.                                              | Vertex, Inc., Class A                                     | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |      3030 | NS      | $40905.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings, Inc.                      | Arcturus Therapeutics Holdings, Inc.                      | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2678 | NS      | $56586.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Multiplan Corp.                                           | Multiplan Corp., Class A                                  | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57171 | NS      | $75465.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT, Inc.                                    | City Office REIT, Inc.                                    | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |      9918 | NS      | $97593.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp, Inc.                               | John Marshall Bancorp, Inc.                               | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1501 | NS      | $37134.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial, Inc.                                       | MFA Financial, Inc.                                       | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     22344 | NS      | $265670.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                                     | Bar Harbor Bankshares                                     | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4240 | NS      | $131736.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp.                                             | Parsons Corp.                                             | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      8166 | NS      | $355384.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                     | Clearway Energy, Inc.                                     | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      4432 | NS      | $142045.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.                           | Healthcare Services Group, Inc.                           | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     10344 | NS      | $139333.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                              | Safety Insurance Group, Inc.                              | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      3017 | NS      | $254604.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC, Inc.                                                 | IAC, Inc.                                                 | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |     19213 | NS      | $1085534.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp.                                               | Brady Corp., Class A                                      | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     11406 | NS      | $609878.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co.                                      | Callon Petroleum Co.                                      | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      8050 | NS      | $342527.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                                          | Stericycle, Inc.                                          | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     11979 | NS      | $644589.99    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                             | ARMOUR Residential REIT, Inc.                             | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |     33800 | NS      | $212264.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp.                                   | J & J Snack Foods Corp.                                   | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1443 | NS      | $206781.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                                             | Griffon Corp.                                             | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      6654 | NS      | $272015.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.                         | Pinnacle Financial Partners, Inc.                         | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     19220 | NS      | $1513190.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                                  | Power Integrations, Inc.                                  | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      4616 | NS      | $397391.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                                   | Cinemark Holdings, Inc.                                   | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     26275 | NS      | $313723.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| California Water Service Group                            | California Water Service Group                            | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      5638 | NS      | $344876.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                               | Terex Corp.                                               | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      7443 | NS      | $379369.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp.                                           | Quanterix Corp.                                           | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5458 | NS      | $77121.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings plc                                       | Tronox Holdings plc                                       | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |     28305 | NS      | $485430.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                               | Greif, Inc., Class A                                      | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      6720 | NS      | $480009.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                                   | United Bankshares, Inc.                                   | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     32398 | NS      | $1302399.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands, Inc.                                     | Designer Brands, Inc., Class A                            | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     12511 | NS      | $128988.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                             | Popular, Inc.                                             | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     18450 | NS      | $1266408.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                            | Coherent Corp.                                            | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     33909 | NS      | $1471650.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancshares, Inc. (The)                              | First Bancshares, Inc. (The)                              | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |      6788 | NS      | $208052.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                                   | National Beverage Corp.                                   | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      3149 | NS      | $139185.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems, Inc.                                       | Mitek Systems, Inc.                                       | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      3922 | NS      | $38670.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp.                                   | Premier Financial Corp.                                   | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10323 | NS      | $258281.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass, Inc.                                             | Compass, Inc., Class A                                    | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62320 | NS      | $250526.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Seaboard Corp.                                            | Seaboard Corp.                                            | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        30 | NS      | $117615.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Wabash National Corp.                                     | Wabash National Corp.                                     | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      5594 | NS      | $144101.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics, Inc.                                    | Fulgent Genetics, Inc.                                    | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      4911 | NS      | $165893.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy, Inc.                                            | La-Z-Boy, Inc.                                            | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     10737 | NS      | $305252.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group, Inc.                                           | REV Group, Inc.                                           | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      7642 | NS      | $97894.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals, Inc.                              | Enanta Pharmaceuticals, Inc.                              | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      3126 | NS      | $166865.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                                 | Insight Enterprises, Inc.                                 | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      5000 | NS      | $563600.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics, Inc.                                 | Amicus Therapeutics, Inc.                                 | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     21135 | NS      | $275600.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group, Inc.                                     | Franchise Group, Inc.                                     | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |      4305 | NS      | $132981.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                                             | ArcBest Corp.                                             | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      2890 | NS      | $241170.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.                            | Victory Capital Holdings, Inc., Class A                   | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      7404 | NS      | $219454.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living, Inc.                             | Brookdale Senior Living, Inc.                             | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     45099 | NS      | $129885.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Flushing Financial Corp.                                  | Flushing Financial Corp.                                  | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8045 | NS      | $154383.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                                     | Mercury Systems, Inc.                                     | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     14262 | NS      | $712886.07    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Alpha & Omega Semiconductor Ltd.                          | Alpha & Omega Semiconductor Ltd.                          | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |      3093 | NS      | $101945.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tattooed Chef, Inc.                                       | Tattooed Chef, Inc., Class A                              | CUSIP: 87663X102<br>LEI: 5493005UQQNAE47M7Q04 | Long             | EC               | CORP              | US        |      7414 | NS      | $11269.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                                       | Rithm Capital Corp.                                       | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |    115784 | NS      | $1089527.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                                       | Acuity Brands, Inc.                                       | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3540 | NS      | $667360.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp.                                         | First Busey Corp.                                         | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     14104 | NS      | $336662.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                                    | PTC Therapeutics, Inc.                                    | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      5893 | NS      | $270429.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                               | Carvana Co.                                               | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |     25476 | NS      | $259090.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| NorthWestern Corp.                                        | NorthWestern Corp.                                        | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     14220 | NS      | $807696.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                                     | Pilgrim's Pride Corp.                                     | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     11055 | NS      | $268415.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Great Southern Bancorp, Inc.                              | Great Southern Bancorp, Inc.                              | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      2832 | NS      | $165502.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group, Inc.                       | Diamond Hill Investment Group, Inc.                       | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       841 | NS      | $158469.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.                           | Ultragenyx Pharmaceutical, Inc.                           | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      5522 | NS      | $250312.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics, Inc.                                  | Seres Therapeutics, Inc.                                  | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |     10762 | NS      | $58868.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Madison Square Garden Entertainment Corp.                 | Madison Square Garden Entertainment Corp.                 | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6452 | NS      | $337375.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Apollo Commercial Real Estate Finance, Inc.               | Apollo Commercial Real Estate Finance, Inc.               | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     31495 | NS      | $383294.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp.                                           | NewMarket Corp.                                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1677 | NS      | $577743.27    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy, Inc.                                        | Vital Energy, Inc.                                        | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      4137 | NS      | $232830.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings, Inc.                        | AssetMark Financial Holdings, Inc.                        | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |      3448 | NS      | $91509.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express, Inc.                                      | PetMed Express, Inc.                                      | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |      3088 | NS      | $66330.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Up Experience, Inc.                                | Wheels Up Experience, Inc.                                | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25575 | NS      | $31457.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Marin Bancorp                                     | Bank of Marin Bancorp                                     | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4493 | NS      | $136901.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                                    | Amkor Technology, Inc.                                    | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     13054 | NS      | $381960.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                                        | Hope Bancorp, Inc.                                        | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     21811 | NS      | $281143.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp.                                             | Arconic Corp.                                             | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     15732 | NS      | $369859.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corp.                                       | American Well Corp., Class A                              | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37674 | NS      | $149565.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial, Inc.                                | Waterstone Financial, Inc.                                | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      6491 | NS      | $104505.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp.                                        | Ralph Lauren Corp.                                        | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     10095 | NS      | $1250265.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp.                                                 | HNI Corp.                                                 | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     10422 | NS      | $331106.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions, Inc.                          | NexTier Oilfield Solutions, Inc.                          | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     38980 | NS      | $367191.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                    | Independent Bank Corp.                                    | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5362 | NS      | $118875.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                              | Plexus Corp.                                              | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      2745 | NS      | $263492.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp.                                             | Veritiv Corp.                                             | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      3333 | NS      | $416758.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite, Inc.                                          | Eventbrite, Inc., Class A                                 | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |      7686 | NS      | $68328.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ePlus, Inc.                                               | ePlus, Inc.                                               | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      6634 | NS      | $330240.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                                            | Huntsman Corp.                                            | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     44641 | NS      | $1414673.29   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.                            | Cross Country Healthcare, Inc.                            | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      5263 | NS      | $146048.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises, Inc.                                 | Nu Skin Enterprises, Inc., Class A                        | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     12182 | NS      | $522364.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                                | Ultra Clean Holdings, Inc.                                | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      7233 | NS      | $243390.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                       | UMB Financial Corp.                                       | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     11131 | NS      | $1003904.89   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.                                | Axis Capital Holdings Ltd.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     19232 | NS      | $1203346.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp.                                    | Clearwater Paper Corp.                                    | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      4101 | NS      | $158339.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts, Inc.                                    | Red Rock Resorts, Inc., Class A                           | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6524 | NS      | $293645.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Playstudios, Inc.                                         | Playstudios, Inc.                                         | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8483 | NS      | $39191.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                             | EVERTEC, Inc.                                             | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      8032 | NS      | $296702.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals, Inc.                               | Eagle Pharmaceuticals, Inc.                               | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      2580 | NS      | $87565.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd.                                         | Vector Group Ltd.                                         | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     32217 | NS      | $417210.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group, Inc.                                       | Bristow Group, Inc.                                       | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      5726 | NS      | $174872.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors, Inc.                                    | Johnson Outdoors, Inc., Class A                           | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1360 | NS      | $93105.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co. (The)                                     | Gorman-Rupp Co. (The)                                     | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |      1955 | NS      | $56167.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp.                               | Horace Mann Educators Corp.                               | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      8145 | NS      | $290043.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings, Inc.                                  | US Silica Holdings, Inc.                                  | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     18282 | NS      | $223771.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                                               | Tennant Co.                                               | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      4634 | NS      | $324982.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Newell Brands, Inc.                                       | Newell Brands, Inc.                                       | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     92103 | NS      | $1469963.88   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp, Inc.                                         | NBT Bancorp, Inc.                                         | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9306 | NS      | $365818.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's, Inc.                                            | Leslie's, Inc.                                            | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13178 | NS      | $204127.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| GXO Logistics, Inc.                                       | GXO Logistics, Inc.                                       | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     16961 | NS      | $887569.13    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection, Inc.                                | Resources Connection, Inc.                                | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4805 | NS      | $82982.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp.                                       | CNB Financial Corp.                                       | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      6140 | NS      | $148096.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                             | Berkshire Hills Bancorp, Inc.                             | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      9614 | NS      | $298514.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro, Inc.                                               | Monro, Inc.                                               | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2669 | NS      | $135852.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Blackstone Mortgage Trust, Inc.                           | Blackstone Mortgage Trust, Inc., Class A                  | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |     41521 | NS      | $989860.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings, Inc.                | Consolidated Communications Holdings, Inc.                | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |     17249 | NS      | $75033.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp.                                    | Alerus Financial Corp.                                    | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |      4849 | NS      | $99792.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                                           | Brunswick Corp.                                           | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     17753 | NS      | $1497110.49   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| York Water Co. (The)                                      | York Water Co. (The)                                      | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1731 | NS      | $78673.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                      | UFP Industries, Inc.                                      | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      7362 | NS      | $688715.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp.                              | National Bank Holdings Corp., Class A                     | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6115 | NS      | $258236.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp.                                        | Seneca Foods Corp., Class A                               | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1302 | NS      | $81375.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                                | Moog, Inc., Class A                                       | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      4256 | NS      | $405681.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                                  | Cousins Properties, Inc.                                  | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     37737 | NS      | $1034748.54   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust, Inc.                           | Franklin BSP Realty Trust, Inc.                           | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |     19761 | NS      | $286534.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals, Inc.                               | Mirum Pharmaceuticals, Inc.                               | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      2970 | NS      | $69735.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                        | Ryder System, Inc.                                        | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      6754 | NS      | $637645.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital, Inc.                            | Broadmark Realty Capital, Inc.                            | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33224 | NS      | $145521.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment, Inc.                              | SeaWorld Entertainment, Inc.                              | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      4462 | NS      | $278384.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System, Inc.                               | Community Bank System, Inc.                               | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     10929 | NS      | $630712.59    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical, Inc.                                      | Avanos Medical, Inc.                                      | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      7255 | NS      | $222293.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com, Inc.                                            | Cars.com, Inc.                                            | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     15260 | NS      | $260946.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                       | Westamerica BanCorp                                       | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5970 | NS      | $331693.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                        | Under Armour, Inc., Class A                               | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     47724 | NS      | $591300.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp.                        | First Commonwealth Financial Corp.                        | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     17358 | NS      | $255336.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix, Inc.                                                | Ebix, Inc.                                                | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      5835 | NS      | $111215.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez, Inc.                                              | Zumiez, Inc.                                              | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      2521 | NS      | $65117.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp.                                      | Exact Sciences Corp.                                      | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     22357 | NS      | $1509544.64   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| UniFirst Corp.                                            | UniFirst Corp.                                            | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      1761 | NS      | $349452.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health, Inc.                                         | OPKO Health, Inc.                                         | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |    102570 | NS      | $132315.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Element Solutions, Inc.                                   | Element Solutions, Inc.                                   | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     27976 | NS      | $572948.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp.                                  | Heritage Financial Corp.                                  | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7698 | NS      | $219623.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                                      | Axos Financial, Inc.                                      | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      6719 | NS      | $323318.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank                                                | Towne Bank                                                | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     18236 | NS      | $555650.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp.                                     | Ryerson Holding Corp.                                     | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      5140 | NS      | $196193.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics, Inc.                                          | Photronics, Inc.                                          | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     15265 | NS      | $276601.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group, Inc.                                         | Uniti Group, Inc.                                         | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     58380 | NS      | $384724.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education, Inc.                            | Adtalem Global Education, Inc.                            | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      5337 | NS      | $203766.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp, Inc.                                      | Byline Bancorp, Inc.                                      | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      6249 | NS      | $154975.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                      | LXP Industrial Trust                                      | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     40084 | NS      | $462970.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd.                                  | Herbalife Nutrition Ltd.                                  | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |     24040 | NS      | $422382.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Co.                   | Apartment Investment and Management Co., Class A          | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |     16305 | NS      | $122450.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial, Inc.                           | Capitol Federal Financial, Inc.                           | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26153 | NS      | $218900.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                                    | Encompass Health Corp.                                    | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     24312 | NS      | $1518284.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail, Inc.                                       | Qurate Retail, Inc., Series A                             | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |     84139 | NS      | $217078.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California, Inc.                   | Pacific Biosciences of California, Inc.                   | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |     18280 | NS      | $202725.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                               | Prosperity Bancshares, Inc.                               | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23320 | NS      | $1769055.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                                   | Columbia Sportswear Co.                                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      4808 | NS      | $461087.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore, Inc.                                        | W&T Offshore, Inc.                                        | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     23202 | NS      | $144316.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Tidewater, Inc.                                           | Tidewater, Inc.                                           | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      7175 | NS      | $311395.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp.                               | InvenTrust Properties Corp.                               | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |      7980 | NS      | $198462.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd.                      | White Mountains Insurance Group Ltd.                      | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |       630 | NS      | $962614.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Apogee Enterprises, Inc.                                  | Apogee Enterprises, Inc.                                  | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      5376 | NS      | $251811.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                              | Stride, Inc.                                              | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      3650 | NS      | $156694.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean, Inc.                              | Heritage-Crystal Clean, Inc.                              | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2104 | NS      | $78268.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx, Inc.                                             | Inhibrx, Inc.                                             | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |      3841 | NS      | $96025.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Jackson Financial, Inc.                                   | Jackson Financial, Inc., Class A                          | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      8880 | NS      | $391075.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp.                                 | Equitrans Midstream Corp.                                 | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    106221 | NS      | $770102.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co.                                        | Levi Strauss & Co., Class A                               | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |     23587 | NS      | $434000.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient plc                                                | Adient plc                                                | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     13553 | NS      | $610156.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Fresh Del Monte Produce, Inc.                             | Fresh Del Monte Produce, Inc.                             | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |      4919 | NS      | $140683.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp.                               | Sensient Technologies Corp.                               | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      5101 | NS      | $386094.69    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival, Inc.                                       | Shoe Carnival, Inc.                                       | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4208 | NS      | $114920.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia, Inc.                                         | iHeartMedia, Inc., Class A                                | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25900 | NS      | $200725.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings, Inc.                            | National Vision Holdings, Inc.                            | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     10175 | NS      | $418192.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Redwood Trust, Inc.                                       | Redwood Trust, Inc.                                       | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     27808 | NS      | $232474.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                       | Herc Holdings, Inc.                                       | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      1951 | NS      | $303029.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce, Inc.                                     | Mission Produce, Inc.                                     | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |      4993 | NS      | $62212.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sovos Brands, Inc.                                        | Sovos Brands, Inc.                                        | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3576 | NS      | $48490.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's, Inc.                                         | Alexander's, Inc.                                         | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |       527 | NS      | $125046.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstar Financial Holdings, Inc.                          | Capstar Financial Holdings, Inc.                          | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5093 | NS      | $88669.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corp.                                              | Nikola Corp.                                              | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |     28124 | NS      | $76216.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PennyMac Mortgage Investment Trust                        | PennyMac Mortgage Investment Trust                        | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     21742 | NS      | $331565.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings, Inc.                                    | Olaplex Holdings, Inc.                                    | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8463 | NS      | $53401.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Gap, Inc. (The)                                           | Gap, Inc. (The)                                           | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     51547 | NS      | $699492.79    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                                       | Kilroy Realty Corp.                                       | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     15682 | NS      | $643589.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                                | RPT Realty                                                | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |      8108 | NS      | $84971.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U, Inc.                                                  | 2U, Inc.                                                  | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     19112 | NS      | $164936.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp.                                              | Unisys Corp.                                              | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     16590 | NS      | $89751.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                                 | CNO Financial Group, Inc.                                 | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     28939 | NS      | $745468.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp.                                 | Atlanticus Holdings Corp.                                 | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1304 | NS      | $42380.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bioventus, Inc.                                           | Bioventus, Inc., Class A                                  | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4250 | NS      | $8330.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gran Tierra Energy, Inc.                                  | Gran Tierra Energy, Inc.                                  | CUSIP: 38500T101<br>LEI: 549300IH2S17MAIUCM32 | Long             | EC               | CORP              | US        |     89671 | NS      | $86962.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems, Inc.                          | Telephone and Data Systems, Inc.                          | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24538 | NS      | $328073.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                                    | Alaska Air Group, Inc.                                    | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     31198 | NS      | $1601705.32   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp.                                  | Magnolia Oil & Gas Corp., Class A                         | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24483 | NS      | $578043.63    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                                 | MDU Resources Group, Inc.                                 | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49984 | NS      | $1545005.44   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp.                                   | American Woodmark Corp.                                   | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      4076 | NS      | $233514.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                                     | Hanmi Financial Corp.                                     | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      6196 | NS      | $144304.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                                    | BWX Technologies, Inc.                                    | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      8287 | NS      | $504346.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals, Inc.                                | Atea Pharmaceuticals, Inc.                                | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7783 | NS      | $36035.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                            | Collegium Pharmaceutical, Inc.                            | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      8203 | NS      | $230340.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings, Inc.                           | MasterCraft Boat Holdings, Inc.                           | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      4194 | NS      | $120619.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duckhorn Portfolio, Inc. (The)                            | Duckhorn Portfolio, Inc. (The)                            | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |      4075 | NS      | $65933.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners, Inc.                            | Focus Financial Partners, Inc., Class A                   | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |      7978 | NS      | $360206.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | S&P Midcap 400 E-Mini Index                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $61073.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp.                                       | TFS Financial Corp.                                       | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13517 | NS      | $192617.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                                      | Peabody Energy Corp.                                      | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     28560 | NS      | $796538.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Alteryx, Inc.                                             | Alteryx, Inc., Class A                                    | CUSIP: 02156B103<br>LEI: 549300XWZG0JHL7I0827 | Long             | EC               | CORP              | US        |      4991 | NS      | $276950.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics, Inc.                             | Iovance Biotherapeutics, Inc.                             | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     18580 | NS      | $147896.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp.                             | Altra Industrial Motion Corp.                             | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      5546 | NS      | $338694.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics, Inc.                                | Sangamo Therapeutics, Inc.                                | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |     22597 | NS      | $78863.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                                        | FB Financial Corp.                                        | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      6302 | NS      | $236703.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust, Inc.                       | KKR Real Estate Finance Trust, Inc.                       | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     13819 | NS      | $220136.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Health Group, Inc.                                 | Bright Health Group, Inc.                                 | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36960 | NS      | $32772.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SP Plus Corp.                                             | SP Plus Corp.                                             | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |      2702 | NS      | $101892.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp.                                              | Neogen Corp.                                              | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     22081 | NS      | $472754.21    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| AAR Corp.                                                 | AAR Corp.                                                 | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      8406 | NS      | $432404.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst, Inc.                                     | Health Catalyst, Inc.                                     | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     13709 | NS      | $190555.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen, Inc.                                    | Pactiv Evergreen, Inc.                                    | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |      5130 | NS      | $59046.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics, Inc.                             | Karyopharm Therapeutics, Inc.                             | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |     18086 | NS      | $59683.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.                        | Hawaiian Electric Industries, Inc.                        | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     27136 | NS      | $1147038.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                                       | Sonoco Products Co.                                       | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     15126 | NS      | $924349.86    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings, Inc.                            | Life Time Group Holdings, Inc.                            | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13837 | NS      | $259997.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp, Inc.                                  | ConnectOne Bancorp, Inc.                                  | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      9621 | NS      | $228691.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                                     | Associated Banc-Corp.                                     | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     39116 | NS      | $876589.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                              | Grocery Outlet Holding Corp.                              | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7262 | NS      | $220692.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust, Inc.                         | Four Corners Property Trust, Inc.                         | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      8718 | NS      | $250729.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                       | Clean Harbors, Inc.                                       | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      4196 | NS      | $546738.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp.                                         | TimkenSteel Corp.                                         | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      9800 | NS      | $192766.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                           | Whitestone REIT                                           | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6828 | NS      | $71079.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group, Inc.                           | Janus International Group, Inc.                           | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7225 | NS      | $79475.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive, Inc.                                 | Peloton Interactive, Inc., Class A                        | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |     27325 | NS      | $353312.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte, Inc.                                             | Vaxcyte, Inc.                                             | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      6604 | NS      | $299491.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                                | Super Micro Computer, Inc.                                | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      3920 | NS      | $283533.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Coeur Mining, Inc.                                        | Coeur Mining, Inc.                                        | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     68653 | NS      | $267060.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Signet Jewelers Ltd.                                      | Signet Jewelers Ltd.                                      | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |     11314 | NS      | $869028.34    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.                        | Marriott Vacations Worldwide Corp.                        | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      5543 | NS      | $887101.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp.                                        | Sleep Number Corp.                                        | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      5458 | NS      | $187646.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco, Inc.                                             | Genesco, Inc.                                             | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      3141 | NS      | $151678.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group, Inc. (The)                          | Hain Celestial Group, Inc. (The)                          | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     22167 | NS      | $454866.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                                       | Ichor Holdings Ltd.                                       | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |      7204 | NS      | $243495.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                             | SkyWest, Inc.                                             | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     12546 | NS      | $260454.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                                     | First Merchants Corp.                                     | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     15532 | NS      | $662284.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                                            | AdvanSix, Inc.                                            | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      6811 | NS      | $294507.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                                    | Federated Hermes, Inc., Class B                           | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     21517 | NS      | $845618.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                                              | Avista Corp.                                              | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     15923 | NS      | $635327.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax, Inc.                                             | Novavax, Inc.                                             | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |     10217 | NS      | $111467.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancorp                                             | First Bancorp                                             | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8755 | NS      | $348886.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp.                                      | Ladder Capital Corp.                                      | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |     27078 | NS      | $303273.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics, Inc.                                   | Beam Therapeutics, Inc.                                   | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14588 | NS      | $633848.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Ollie's Bargain Outlet Holdings, Inc.                     | Ollie's Bargain Outlet Holdings, Inc.                     | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      6540 | NS      | $358130.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Russell 2000 E-Mini Index                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5 | NC      | $23303.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian, Inc.                           | Riley Exploration Permian, Inc.                           | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |       352 | NS      | $11682.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha, Inc.                                          | MediaAlpha, Inc., Class A                                 | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5646 | NS      | $78761.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals, Inc.                               | Agios Pharmaceuticals, Inc.                               | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      6870 | NS      | $202527.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp.                                     | Kaiser Aluminum Corp.                                     | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2197 | NS      | $192281.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                                         | Hanesbrands, Inc.                                         | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     85410 | NS      | $720860.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                                          | SouthState Corp.                                          | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     11804 | NS      | $939598.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp.                                              | Unitil Corp.                                              | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3934 | NS      | $205236.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp.                                         | Black Hills Corp.                                         | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     16027 | NS      | $1160034.26   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                         | Petco Health & Wellness Co., Inc.                         | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |     19520 | NS      | $228188.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| One Liberty Properties, Inc.                              | One Liberty Properties, Inc.                              | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               | CORP              | US        |      3831 | NS      | $92365.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics, Inc.                                 | Axsome Therapeutics, Inc.                                 | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      3170 | NS      | $237750.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio, Inc.                                        | 2seventy bio, Inc.                                        | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4887 | NS      | $66463.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dine Brands Global, Inc.                                  | Dine Brands Global, Inc.                                  | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      3844 | NS      | $297179.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp.                                          | Ranger Oil Corp.                                          | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |      2126 | NS      | $89292.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment, Inc.                       | Dave & Buster's Entertainment, Inc.                       | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      4006 | NS      | $173660.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings, Inc.                                        | IES Holdings, Inc.                                        | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      1119 | NS      | $44547.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co.                                                 | WD-40 Co.                                                 | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      1134 | NS      | $197928.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp.                                       | Park National Corp.                                       | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      3700 | NS      | $463425.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials, Inc.                                     | Eagle Materials, Inc.                                     | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      3688 | NS      | $538743.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV, Inc.                                              | fuboTV, Inc.                                              | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26455 | NS      | $67989.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Spirit AeroSystems Holdings, Inc.                         | Spirit AeroSystems Holdings, Inc., Class A                | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16568 | NS      | $598933.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways, Inc.                               | International Seaways, Inc.                               | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |      3666 | NS      | $142387.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp.                                              | Enovis Corp.                                              | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      5658 | NS      | $356171.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Pebblebrook Hotel Trust                                   | Pebblebrook Hotel Trust                                   | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     18506 | NS      | $303498.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp.                                           | API Group Corp.                                           | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     17085 | NS      | $379970.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                    | Tenet Healthcare Corp.                                    | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     26469 | NS      | $1451824.65   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands, Inc.                                          | Utz Brands, Inc., Class A                                 | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9143 | NS      | $152322.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global, Inc.                                          | MRC Global, Inc.                                          | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     20492 | NS      | $278691.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                                    | Veritex Holdings, Inc.                                    | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      9165 | NS      | $257994.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                                 | American States Water Co.                                 | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      3525 | NS      | $331949.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Synovus Financial Corp.                                   | Synovus Financial Corp.                                   | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     36469 | NS      | $1529874.55   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                                    | Cavco Industries, Inc.                                    | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       744 | NS      | $197978.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                              | Macy's, Inc.                                              | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     66344 | NS      | $1567708.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                     | Urban Edge Properties                                     | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15299 | NS      | $240959.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corp.                                  | Artesian Resources Corp., Class A                         | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       679 | NS      | $39993.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                                           | Perrigo Co. plc                                           | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |     32987 | NS      | $1234373.54   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix, Inc.                                             | Anterix, Inc.                                             | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      2052 | NS      | $74015.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                                | Liberty Latin America Ltd., Class A                       | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |      9139 | NS      | $89927.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                              | Cadence Bank                                              | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     38494 | NS      | $984676.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp.                                             | AerSale Corp.                                             | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3860 | NS      | $71834.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                                | Dana, Inc.                                                | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     31249 | NS      | $566856.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy, Inc.                                       | VAALCO Energy, Inc.                                       | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     25669 | NS      | $119360.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners, Inc.                                    | Surgery Partners, Inc.                                    | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      6843 | NS      | $227187.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                             | First BanCorp                                             | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     22066 | NS      | $296787.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro, Inc.                                               | GoPro, Inc., Class A                                      | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     32803 | NS      | $201738.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp.                                    | Antero Midstream Corp.                                    | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82034 | NS      | $894170.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                                     | BellRing Brands, Inc.                                     | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     15690 | NS      | $444968.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                                      | Travel + Leisure Co.                                      | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     19895 | NS      | $842951.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.                        | Stewart Information Services Corp.                        | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      3900 | NS      | $186303.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries, Inc.                                  | Insteel Industries, Inc.                                  | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      2732 | NS      | $81932.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                          | Goodyear Tire & Rubber Co. (The)                          | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     69254 | NS      | $779107.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector, Inc.                                             | Alector, Inc.                                             | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      5737 | NS      | $50600.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                                 | KBR, Inc.                                                 | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     18566 | NS      | $951136.18    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                              | Coca-Cola Consolidated, Inc.                              | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       379 | NS      | $192069.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                                | Par Pacific Holdings, Inc.                                | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     14662 | NS      | $391915.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                                       | YETI Holdings, Inc.                                       | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      7457 | NS      | $333775.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio, Inc.                                          | AnaptysBio, Inc.                                          | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      3038 | NS      | $75615.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp.                                             | Denny's Corp.                                             | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |      7083 | NS      | $85137.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CSG Systems International, Inc.                           | CSG Systems International, Inc.                           | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      4323 | NS      | $257953.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group, Inc.                                       | Newmark Group, Inc., Class A                              | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31353 | NS      | $268695.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co.                                     | Global Industrial Co.                                     | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1578 | NS      | $41485.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive, Inc.                                            | NuVasive, Inc.                                            | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      5423 | NS      | $247288.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences, Inc.                                   | Arcus Biosciences, Inc.                                   | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12720 | NS      | $275133.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                                 | Century Communities, Inc.                                 | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      3429 | NS      | $209854.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                              | Worthington Industries, Inc.                              | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      7436 | NS      | $422885.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                                             | Oshkosh Corp.                                             | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      8850 | NS      | $891903.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial, Inc.                                      | SmartFinancial, Inc.                                      | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3258 | NS      | $87868.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease, Inc.                                    | Global Net Lease, Inc.                                    | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     15798 | NS      | $236180.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group, Inc.                                       | Donegal Group, Inc., Class A                              | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5449 | NS      | $82715.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                                       | CNX Resources Corp.                                       | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     19009 | NS      | $318020.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group, Inc.                                     | StepStone Group, Inc., Class A                            | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6732 | NS      | $196507.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase, Inc.                                           | Steelcase, Inc., Class A                                  | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     22789 | NS      | $177754.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                                    | Rush Enterprises, Inc., Class A                           | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      6008 | NS      | $323290.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                       | Hanover Insurance Group, Inc. (The)                       | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      9120 | NS      | $1227369.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                       | Acadia Realty Trust                                       | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10775 | NS      | $167335.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp.                                    | Fulton Financial Corp.                                    | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     44520 | NS      | $744819.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                                      | Light & Wonder, Inc., Class A                             | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     22876 | NS      | $1492659.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                      | Mativ Holdings, Inc.                                      | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     13433 | NS      | $370213.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                                     | Affirm Holdings, Inc.                                     | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17879 | NS      | $289461.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies, Inc.                             | NanoString Technologies, Inc.                             | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |      5638 | NS      | $59650.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source, Inc.                             | Custom Truck One Source, Inc.                             | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7468 | NS      | $52873.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety, Inc.                                          | MSA Safety, Inc.                                          | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      3047 | NS      | $415580.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                                            | Evercore, Inc., Class A                                   | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      8749 | NS      | $1135707.69   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                               | Axalta Coating Systems Ltd.                               | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     26763 | NS      | $805566.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant, Inc.                                              | Kadant, Inc.                                              | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       900 | NS      | $183393.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| 1st Source Corp.                                          | 1st Source Corp.                                          | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4701 | NS      | $231242.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy, Inc.                                          | MGE Energy, Inc.                                          | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5414 | NS      | $395817.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group, Inc.                              | Vishay Precision Group, Inc.                              | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       971 | NS      | $41927.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.                           | James River Group Holdings Ltd.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      7675 | NS      | $173915.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                          | AMC Entertainment Holdings, Inc., Class A                 | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |    126742 | NS      | $678069.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Nicolet Bankshares, Inc.                                  | Nicolet Bankshares, Inc.                                  | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3499 | NS      | $255042.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp.                                             | Sanmina Corp.                                             | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     14159 | NS      | $862707.87    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                       | Post Holdings, Inc.                                       | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      6106 | NS      | $579764.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Primerica, Inc.                                           | Primerica, Inc.                                           | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      3784 | NS      | $612062.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp, Inc.                                     | Horizon Bancorp, Inc.                                     | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     10022 | NS      | $156744.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                                           | Hub Group, Inc., Class A                                  | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4293 | NS      | $366064.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                              | Kohl's Corp.                                              | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     28593 | NS      | $925555.41    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp.                                              | Deluxe Corp.                                              | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     10559 | NS      | $211074.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO, Inc.                                           | REGENXBIO, Inc.                                           | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      9269 | NS      | $215133.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                                  | Schneider National, Inc., Class B                         | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      9542 | NS      | $252863.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                                        | Chemours Co. (The)                                        | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     36993 | NS      | $1346175.27   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group, Inc.                            | Ruth's Hospitality Group, Inc.                            | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |      2797 | NS      | $48416.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                            | Ameris Bancorp                                            | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     15522 | NS      | $732017.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp, Inc.                                       | Eagle Bancorp, Inc.                                       | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      6581 | NS      | $312531.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                             | Pacific Premier Bancorp, Inc.                             | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     19961 | NS      | $645538.74    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp.                              | United States Cellular Corp.                              | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      3631 | NS      | $88814.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.                             | AMN Healthcare Services, Inc.                             | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      5512 | NS      | $528270.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Sabra Health Care REIT, Inc.                              | Sabra Health Care REIT, Inc.                              | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     56624 | NS      | $764424.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group, Inc.                                        | Latham Group, Inc.                                        | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10279 | NS      | $45227.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings, Inc.                                     | Cannae Holdings, Inc.                                     | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     18445 | NS      | $450795.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots, Inc.                                            | Big Lots, Inc.                                            | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7405 | NS      | $121145.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp.                                      | Amplify Energy Corp.                                      | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |      8754 | NS      | $75809.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CVR Energy, Inc.                                          | CVR Energy, Inc.                                          | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      7726 | NS      | $256503.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                                           | Synaptics, Inc.                                           | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      6300 | NS      | $787689.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp.                                      | WSFS Financial Corp.                                      | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      8273 | NS      | $399668.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                                           | Dillard's, Inc., Class A                                  | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       832 | NS      | $327233.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| International Bancshares Corp.                            | International Bancshares Corp.                            | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     13821 | NS      | $647790.27    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp.                                              | Harsco Corp.                                              | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     19603 | NS      | $155647.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                               | Sally Beauty Holdings, Inc.                               | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     26401 | NS      | $411327.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems, Inc.                       | Computer Programs and Systems, Inc.                       | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      1875 | NS      | $55087.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vacasa, Inc.                                              | Vacasa, Inc., Class A                                     | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20655 | NS      | $36146.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG, Inc.                                                 | TPG, Inc.                                                 | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |     12988 | NS      | $418343.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                                | Encore Capital Group, Inc.                                | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      5971 | NS      | $332704.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| PNM Resources, Inc.                                       | PNM Resources, Inc.                                       | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     20936 | NS      | $1035913.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp.                                 | World Fuel Services Corp.                                 | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     15191 | NS      | $429905.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                   | Physicians Realty Trust                                   | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     29096 | NS      | $461462.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridge Investment Group Holdings, Inc.                    | Bridge Investment Group Holdings, Inc., Class A           | CUSIP: 10806B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3840 | NS      | $57177.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                                   | Mohawk Industries, Inc.                                   | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     12969 | NS      | $1557058.14   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                               | RBB Bancorp                                               | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |      4217 | NS      | $84930.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp.                              | Matthews International Corp., Class A                     | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      7480 | NS      | $277059.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                                     | First Financial Corp.                                     | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3626 | NS      | $162879.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties, Inc.                                      | UMH Properties, Inc.                                      | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |      7946 | NS      | $142392.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group, Inc.                        | Air Transport Services Group, Inc.                        | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      7396 | NS      | $209380.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Turning Point Brands, Inc.                                | Turning Point Brands, Inc.                                | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      1386 | NS      | $32169.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp.                                      | BRT Apartments Corp.                                      | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2859 | NS      | $59896.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                                    | Rush Enterprises, Inc., Class B                           | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       698 | NS      | $40602.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                                  | Patrick Industries, Inc.                                  | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      5246 | NS      | $372308.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp.                                              | Banner Corp.                                              | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7661 | NS      | $496662.63    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                                   | John Wiley & Sons, Inc., Class A                          | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     10574 | NS      | $484289.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology, Inc.                                     | Avid Technology, Inc.                                     | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      4195 | NS      | $127150.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp, Inc.                                      | Origin Bancorp, Inc.                                      | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      5106 | NS      | $191475.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                                        | NMI Holdings, Inc., Class A                               | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     11810 | NS      | $274346.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co., Inc.                                   | Sturm Ruger & Co., Inc.                                   | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      4279 | NS      | $243475.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                               | Greenbrier Cos., Inc. (The)                               | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      8018 | NS      | $247916.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp.                                     | Arrow Financial Corp.                                     | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |      4742 | NS      | $156059.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                                      | Houlihan Lokey, Inc.                                      | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      4971 | NS      | $492476.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply, Inc.                               | Beacon Roofing Supply, Inc.                               | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      5387 | NS      | $306412.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                                          | Ziff Davis, Inc.                                          | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      6047 | NS      | $541085.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp.                                              | CONMED Corp.                                              | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      2376 | NS      | $227525.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                                     | MKS Instruments, Inc.                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      6661 | NS      | $681553.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                                             | Vontier Corp.                                             | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     38779 | NS      | $893080.37    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                     | Commercial Metals Co.                                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     28603 | NS      | $1552284.81   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks, Inc.                                           | Zymeworks, Inc.                                           | CUSIP: 98985Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8129 | NS      | $76819.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SL Green Realty Corp.                                     | SL Green Realty Corp.                                     | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     16147 | NS      | $664449.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnachip Semiconductor Corp.                             | Magnachip Semiconductor Corp.                             | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |      4919 | NS      | $52141.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Eastman Kodak Co.                                         | Eastman Kodak Co.                                         | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |     17858 | NS      | $64467.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions, Inc.                                   | BioLife Solutions, Inc.                                   | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      3653 | NS      | $85626.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DigitalBridge Group, Inc.                                 | DigitalBridge Group, Inc.                                 | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     14291 | NS      | $211506.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp, Inc.                             | Community Trust Bancorp, Inc.                             | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4595 | NS      | $197952.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                                           | Frontdoor, Inc.                                           | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     19920 | NS      | $541425.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo, Inc.                                                | Gevo, Inc.                                                | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |     38022 | NS      | $80606.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| M/I Homes, Inc.                                           | M/I Homes, Inc.                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      6769 | NS      | $404786.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant, Inc.                                          | Immunovant, Inc.                                          | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13524 | NS      | $240321.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.                          | Tempur Sealy International, Inc.                          | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     25366 | NS      | $1033664.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                                           | MYR Group, Inc.                                           | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      1989 | NS      | $197030.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                           | MSC Industrial Direct Co., Inc., Class A                  | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     11555 | NS      | $955598.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group, Inc. (The)                                     | RMR Group, Inc. (The), Class A                            | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      3663 | NS      | $113626.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts, Inc.                               | Park Hotels & Resorts, Inc.                               | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     55257 | NS      | $812830.47    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                              | Compass Diversified Holdings                              | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     15339 | NS      | $342366.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties, Inc.                      | Easterly Government Properties, Inc.                      | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     12619 | NS      | $204932.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp.                                          | SolarWinds Corp.                                          | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7617 | NS      | $77388.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                    | Nabors Industries Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       903 | NS      | $160318.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Integra LifeSciences Holdings Corp.                       | Integra LifeSciences Holdings Corp.                       | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      6758 | NS      | $387233.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                              | Masimo Corp.                                              | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      4367 | NS      | $742739.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust, Inc.                          | NexPoint Residential Trust, Inc.                          | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      2889 | NS      | $145894.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                                    | Hayward Holdings, Inc.                                    | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24663 | NS      | $332703.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Tanger Factory Outlet Centers, Inc.                       | Tanger Factory Outlet Centers, Inc.                       | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     11199 | NS      | $214012.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                             | Asbury Automotive Group, Inc.                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      3371 | NS      | $741620.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| LTC Properties, Inc.                                      | LTC Properties, Inc.                                      | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      9898 | NS      | $377608.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                                   | Primoris Services Corp.                                   | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     12987 | NS      | $345454.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties, Inc.                         | CBL & Associates Properties, Inc.                         | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |      5941 | NS      | $158327.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd.                               | GrafTech International Ltd.                               | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     47654 | NS      | $311657.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries, Inc.                          | National Presto Industries, Inc.                          | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1365 | NS      | $104572.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor, Inc.                                       | Vista Outdoor, Inc.                                       | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     13927 | NS      | $408757.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation, Inc.                                    | First Foundation, Inc.                                    | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     13173 | NS      | $204576.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                                   | Triumph Financial, Inc.                                   | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      2775 | NS      | $154650.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Vir Biotechnology, Inc.                                   | Vir Biotechnology, Inc.                                   | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18568 | NS      | $548684.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Retail Opportunity Investments Corp.                      | Retail Opportunity Investments Corp.                      | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17404 | NS      | $275505.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversey Holdings Ltd.                                    | Diversey Holdings Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     19516 | NS      | $118462.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics, Inc.                                  | Akero Therapeutics, Inc.                                  | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      3798 | NS      | $188001.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp.                                | California Resources Corp.                                | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     18171 | NS      | $776446.83    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Artivion, Inc.                                            | Artivion, Inc.                                            | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |      9794 | NS      | $127713.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp.                                       | Ready Capital Corp.                                       | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |     23096 | NS      | $305560.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                                  | Guidewire Software, Inc.                                  | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     12230 | NS      | $895725.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming, Inc.                                      | Corsair Gaming, Inc.                                      | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      3916 | NS      | $61598.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings, Inc.                       | Maravai LifeSciences Holdings, Inc., Class A              | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26712 | NS      | $391597.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                   | Brandywine Realty Trust                                   | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     39247 | NS      | $257460.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust, Inc.                               | Claros Mortgage Trust, Inc.                               | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |     29724 | NS      | $497579.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co., Inc.                                            | Trex Co., Inc.                                            | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8781 | NS      | $462934.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.                  | Science Applications International Corp.                  | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     13499 | NS      | $1400926.22   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.                            | Supernus Pharmaceuticals, Inc.                            | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      8369 | NS      | $343212.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust, Inc.                        | Granite Point Mortgage Trust, Inc.                        | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |      8519 | NS      | $56906.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                                  | Arbor Realty Trust, Inc.                                  | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |     41181 | NS      | $614832.33    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield plc                                   | Cushman & Wakefield plc                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     37281 | NS      | $537964.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Reynolds Consumer Products, Inc.                          | Reynolds Consumer Products, Inc.                          | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13006 | NS      | $387188.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| German American Bancorp, Inc.                             | German American Bancorp, Inc.                             | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5047 | NS      | $194410.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries, Inc.                             | South Jersey Industries, Inc.                             | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     17553 | NS      | $633487.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                                 | Janus Henderson Group plc                                 | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |     33876 | NS      | $878065.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp.                                     | Umpqua Holdings Corp.                                     | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     56295 | NS      | $1024569.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA, Inc.                                          | Altice USA, Inc., Class A                                 | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     53367 | NS      | $261498.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp.                                  | HireRight Holdings Corp.                                  | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1817 | NS      | $20786.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                           | B&G Foods, Inc.                                           | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     17691 | NS      | $248027.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp.                                    | Kearny Financial Corp.                                    | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17514 | NS      | $164281.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp.                               | Apartment Income REIT Corp.                               | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36717 | NS      | $1404792.42   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                                     | Marten Transport Ltd.                                     | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5638 | NS      | $124543.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                                 | XPO, Inc.                                                 | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     28305 | NS      | $1128237.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                               | Spire, Inc.                                               | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     12935 | NS      | $934165.70    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                                  | Boot Barn Holdings, Inc.                                  | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      2781 | NS      | $232185.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes, Inc.                                              | Diodes, Inc.                                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      3976 | NS      | $354619.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group, Inc.                            | Sinclair Broadcast Group, Inc., Class A                   | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |     10835 | NS      | $223526.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group, Inc.                                | Destination XL Group, Inc.                                | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13635 | NS      | $97217.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                                     | Thor Industries, Inc.                                     | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      5267 | NS      | $502103.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                                    | Sonic Automotive, Inc., Class A                           | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      4071 | NS      | $218653.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co.                                             | HB Fuller Co.                                             | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      4523 | NS      | $312539.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cano Health, Inc.                                         | Cano Health, Inc., Class A                                | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23413 | NS      | $32309.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC, Inc.                                                 | BRC, Inc., Class A                                        | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9132 | NS      | $60271.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BlackRock Funds III                                       | BlackRock Cash Funds: Institutional, SL Agency Shares     | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |  33127246 | NS      | $33147122.57  | 7.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                                           | Nordstrom, Inc.                                           | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     27284 | NS      | $533129.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| ODP Corp. (The)                                           | ODP Corp. (The)                                           | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9904 | NS      | $511046.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Papa John's International, Inc.                           | Papa John's International, Inc.                           | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      3561 | NS      | $319386.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals, Inc.                              | A-Mark Precious Metals, Inc.                              | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      4448 | NS      | $171248.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp.                                  | Tompkins Financial Corp.                                  | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      3024 | NS      | $227797.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers, Inc.                                      | Calavo Growers, Inc.                                      | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2410 | NS      | $77240.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                            | EchoStar Corp., Class A                                   | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      9345 | NS      | $174844.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| PennyMac Financial Services, Inc.                         | PennyMac Financial Services, Inc.                         | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      7568 | NS      | $510234.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence, Inc.                                             | Cerence, Inc.                                             | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      9768 | NS      | $239511.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp.                               | Farmers National Banc Corp.                               | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8857 | NS      | $127363.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment, Inc.                                  | Penn Entertainment, Inc.                                  | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38182 | NS      | $1353551.90   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Hingham Institution for Savings (The)                     | Hingham Institution for Savings (The)                     | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |       250 | NS      | $73085.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation, Inc.                                     | Onto Innovation, Inc.                                     | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      5277 | NS      | $415036.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                                     | Digital Turbine, Inc.                                     | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     11855 | NS      | $205802.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                                          | PBF Energy, Inc., Class A                                 | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     28086 | NS      | $1179331.14   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                              | Belden, Inc.                                              | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      4130 | NS      | $334901.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America, Inc.                            | TravelCenters of America, Inc.                            | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      3099 | NS      | $141066.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                     | Clearway Energy, Inc., Class C                            | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     12013 | NS      | $405919.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries, Inc.                                      | ABM Industries, Inc.                                      | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      9866 | NS      | $462814.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings, Inc.                                   | Delek US Holdings, Inc.                                   | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     18158 | NS      | $485908.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics, Inc.                                | Corcept Therapeutics, Inc.                                | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     10423 | NS      | $238269.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Dick's Sporting Goods, Inc.                               | Dick's Sporting Goods, Inc.                               | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     13603 | NS      | $1778728.28   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| First American Financial Corp.                            | First American Financial Corp.                            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     16940 | NS      | $1048077.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp.                         | Peapack-Gladstone Financial Corp.                         | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      2671 | NS      | $99067.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners, Inc.                                        | BGC Partners, Inc., Class A                               | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     81799 | NS      | $355825.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems, Inc.                                      | Verint Systems, Inc.                                      | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      9502 | NS      | $360790.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                          | Advanced Energy Industries, Inc.                          | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      4637 | NS      | $430035.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut, Inc.                                              | Cricut, Inc., Class A                                     | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |      3683 | NS      | $36056.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PROG Holdings, Inc.                                       | PROG Holdings, Inc.                                       | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     12461 | NS      | $277755.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                  | Service Properties Trust                                  | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |     40445 | NS      | $360364.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp.                                               | Kaman Corp.                                               | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      4132 | NS      | $104209.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                                   | Western Union Co. (The)                                   | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     95132 | NS      | $1348020.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products, Inc.                            | Resolute Forest Products, Inc.                            | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11133 | NS      | $241697.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings, Inc.                             | Kennedy-Wilson Holdings, Inc.                             | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     28901 | NS      | $516749.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia, Inc.                                               | Adeia, Inc.                                               | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25603 | NS      | $280352.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp.                                      | Legacy Housing Corp.                                      | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       731 | NS      | $14634.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group, Inc.                                        | TriNet Group, Inc.                                        | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      8770 | NS      | $661696.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                                         | Rocket Cos., Inc., Class A                                | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31042 | NS      | $292105.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Washington Trust Bancorp, Inc.                            | Washington Trust Bancorp, Inc.                            | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      5230 | NS      | $223687.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                   | Kite Realty Group Trust                                   | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29012 | NS      | $629560.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp.                                   | Univest Financial Corp.                                   | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      8529 | NS      | $231562.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp.                          | Zurn Elkay Water Solutions Corp.                          | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     18473 | NS      | $403819.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares, Inc.                          | First Community Bankshares, Inc.                          | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4545 | NS      | $147757.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                               | OFG Bancorp                                               | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     10403 | NS      | $294508.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems, Inc.                            | Cass Information Systems, Inc.                            | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      1489 | NS      | $72305.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                                          | AutoNation, Inc.                                          | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8381 | NS      | $1062040.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp. plc                                | Gates Industrial Corp. plc                                | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |     25204 | NS      | $332944.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp.                            | Adaptive Biotechnologies Corp.                            | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     13398 | NS      | $124199.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals, Inc.                              | Rocket Pharmaceuticals, Inc.                              | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      6142 | NS      | $133465.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Accolade, Inc.                                            | Accolade, Inc.                                            | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |      9836 | NS      | $114786.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Macerich Co. (The)                                        | Macerich Co. (The)                                        | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     52578 | NS      | $722421.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co.                                          | City Holding Co.                                          | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1945 | NS      | $184366.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co.                                | Edgewell Personal Care Co.                                | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     12679 | NS      | $543421.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group, Inc.                                     | Paramount Group, Inc.                                     | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |     40761 | NS      | $262908.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings, Inc.                                        | MDC Holdings, Inc.                                        | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      9308 | NS      | $351470.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection, Inc.                                       | PC Connection, Inc.                                       | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      1673 | NS      | $82027.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                                 | Comfort Systems USA, Inc.                                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      3070 | NS      | $371592.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group, Inc.                                      | Forestar Group, Inc.                                      | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      2756 | NS      | $41009.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                             | Columbia Banking System, Inc.                             | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16328 | NS      | $504698.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight, Inc.                                              | nLight, Inc.                                              | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4198 | NS      | $52055.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                                           | O-I Glass, Inc.                                           | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38009 | NS      | $731673.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                              | Matson, Inc.                                              | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      5393 | NS      | $356585.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse, Inc.                                            | Bel Fuse, Inc., Class B                                   | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      1515 | NS      | $59751.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide, Inc.                                    | Kronos Worldwide, Inc.                                    | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      5552 | NS      | $64680.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co.                                  | Modine Manufacturing Co.                                  | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      5955 | NS      | $142264.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy, Inc.                                       | CONSOL Energy, Inc.                                       | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      3107 | NS      | $179677.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                               | Benchmark Electronics, Inc.                               | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      4043 | NS      | $113163.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center, Inc.                                       | Rent-A-Center, Inc.                                       | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     12232 | NS      | $328918.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics, Inc.                                     | C4 Therapeutics, Inc.                                     | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6122 | NS      | $47690.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Avnet, Inc.                                               | Avnet, Inc.                                               | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     22527 | NS      | $1033538.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                                      | Bank of Hawaii Corp.                                      | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     10549 | NS      | $806893.01    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd.                                 | Triton International Ltd.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     14327 | NS      | $1012059.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corp.                                              | Redfin Corp.                                              | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |     27439 | NS      | $205243.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Cara Therapeutics, Inc.                                   | Cara Therapeutics, Inc.                                   | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |      5537 | NS      | $64672.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group, Inc.                         | National Western Life Group, Inc., Class A                | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |       605 | NS      | $167464.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext, Inc.                                                | Yext, Inc.                                                | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |      9950 | NS      | $69152.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                                             | Nutanix, Inc., Class A                                    | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     20286 | NS      | $565370.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                                           | CoreCivic, Inc.                                           | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     28062 | NS      | $298579.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp, Inc.                                | Sandy Spring Bancorp, Inc.                                | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11622 | NS      | $392823.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.                           | Selective Insurance Group, Inc.                           | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      9959 | NS      | $946105.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp.                                          | Otter Tail Corp.                                          | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6596 | NS      | $423133.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings, Inc.                                   | BlueLinx Holdings, Inc.                                   | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      1107 | NS      | $96109.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics, Inc.                                         | NeoGenomics, Inc.                                         | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30971 | NS      | $367935.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CareMax, Inc.                                             | CareMax, Inc.                                             | CUSIP: 14171W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8721 | NS      | $40901.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial, Inc.                                   | B Riley Financial, Inc.                                   | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4134 | NS      | $176645.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress plc                                              | Cimpress plc                                              | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |      4840 | NS      | $158219.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Empire State Realty Trust, Inc.                           | Empire State Realty Trust, Inc., Class A                  | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     32254 | NS      | $268998.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilton Grand Vacations, Inc.                              | Hilton Grand Vacations, Inc.                              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     11818 | NS      | $559700.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings, Inc.                                       | PROS Holdings, Inc.                                       | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |      5497 | NS      | $138524.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup, Inc.                                       | ManpowerGroup, Inc.                                       | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     12510 | NS      | $1090371.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip, Inc.                                           | Dril-Quip, Inc.                                           | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      4900 | NS      | $150479.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                               | Minerals Technologies, Inc.                               | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      8059 | NS      | $559697.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services, Inc.                              | H&E Equipment Services, Inc.                              | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |      3856 | NS      | $196231.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.                  | Heidrick & Struggles International, Inc.                  | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      3090 | NS      | $95048.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment, Inc.                                 | Accel Entertainment, Inc.                                 | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12988 | NS      | $119749.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp.                                   | Heritage Commerce Corp.                                   | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     17967 | NS      | $217760.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                                            | Rayonier, Inc.                                            | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     13837 | NS      | $503528.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT, Inc.                                 | Global Medical REIT, Inc.                                 | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |      7282 | NS      | $81776.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.                        | Prestige Consumer Healthcare, Inc.                        | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12072 | NS      | $793854.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp.                             | Select Medical Holdings Corp.                             | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14733 | NS      | $428288.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                                       | Lithia Motors, Inc., Class A                              | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      6685 | NS      | $1759492.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Knowles Corp.                                             | Knowles Corp.                                             | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     13069 | NS      | $251316.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp.                       | Federal Agricultural Mortgage Corp., Class C              | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |      2482 | NS      | $330031.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitae Corp.                                             | Invitae Corp.                                             | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |     56183 | NS      | $132591.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Privia Health Group, Inc.                                 | Privia Health Group, Inc.                                 | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4679 | NS      | $126520.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA, Inc.                                                | MBIA, Inc.                                                | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |     11925 | NS      | $155144.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.                       | Enterprise Financial Services Corp.                       | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      6782 | NS      | $361616.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                     | Chatham Lodging Trust                                     | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7362 | NS      | $104614.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                                 | ITT, Inc.                                                 | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      6653 | NS      | $609348.27    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                            | Texas Capital Bancshares, Inc.                            | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     12644 | NS      | $835389.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                                      | Centrus Energy Corp., Class A                             | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      1452 | NS      | $59604.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EZCORP, Inc.                                              | EZCORP, Inc., Class A                                     | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     12891 | NS      | $117437.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.                           | Academy Sports & Outdoors, Inc.                           | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12295 | NS      | $718273.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| TriMas Corp.                                              | TriMas Corp.                                              | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     10424 | NS      | $320954.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings, Inc.                                      | Enact Holdings, Inc.                                      | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7694 | NS      | $193504.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp.                                     | AGNC Investment Corp.                                     | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |    140650 | NS      | $1631540.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Maximus, Inc.                                             | Maximus, Inc.                                             | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      9356 | NS      | $700296.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                                          | ScanSource, Inc.                                          | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      5875 | NS      | $193463.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares, Inc.                                | First Mid Bancshares, Inc.                                | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5462 | NS      | $175494.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                                         | Boyd Gaming Corp.                                         | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      7925 | NS      | $493806.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                        | AMC Networks, Inc., Class A                               | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      7136 | NS      | $132087.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                                    | NetScout Systems, Inc.                                    | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      8256 | NS      | $265017.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBow Resources, Inc.                                 | SilverBow Resources, Inc.                                 | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |      3246 | NS      | $85272.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| OneMain Holdings, Inc.                                    | OneMain Holdings, Inc.                                    | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     30486 | NS      | $1315166.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust, Inc.                               | American Assets Trust, Inc.                               | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6381 | NS      | $181603.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings, Inc.                               | SMART Global Holdings, Inc.                               | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |     12039 | NS      | $206950.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment, Inc.                                | Golden Entertainment, Inc.                                | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      5418 | NS      | $214011.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                                     | Stellar Bancorp, Inc.                                     | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     10908 | NS      | $306623.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp.                                  | Lakeland Financial Corp.                                  | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2594 | NS      | $183421.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.                      | Cogent Communications Holdings, Inc.                      | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4448 | NS      | $304999.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree, Inc.                                             | Tiptree, Inc.                                             | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5043 | NS      | $75695.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust, Inc.                          | Community Healthcare Trust, Inc.                          | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      2248 | NS      | $96394.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp.                                         | Encore Wire Corp.                                         | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2683 | NS      | $433116.69    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Northern Oil and Gas, Inc.                                | Northern Oil and Gas, Inc.                                | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      8762 | NS      | $293702.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus, Inc.                                              | Agenus, Inc.                                              | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |     32795 | NS      | $85594.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger, Inc.                                             | Traeger, Inc.                                             | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14290 | NS      | $51872.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MarineMax, Inc.                                           | MarineMax, Inc.                                           | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      3078 | NS      | $96187.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech, Inc.                                     | Krystal Biotech, Inc.                                     | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      3118 | NS      | $259168.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co.                                                | Stepan Co.                                                | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      2089 | NS      | $229455.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                                         | Wendy's Co. (The)                                         | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     16345 | NS      | $364493.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantax, Inc.                                             | Avantax, Inc.                                             | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |      6092 | NS      | $177520.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                      | Vornado Realty Trust                                      | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39997 | NS      | $975526.83    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology, Inc.                                | Rackspace Technology, Inc.                                | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13748 | NS      | $41244.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings, Inc.                           | Dun & Bradstreet Holdings, Inc.                           | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36654 | NS      | $536981.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp.                                | National Instruments Corp.                                | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     18716 | NS      | $1010664.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                                       | BlackRock Cash Funds: Treasury, SL Agency Shares          | CUSIP: 066922477<br>LEI: 5493005PQV5UQG4OSI49 | Long             | STIV             | RF                | US        |   1142282 | NS      | $1142281.89   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                                 | United States Steel Corp.                                 | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     57468 | NS      | $1637263.32   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp, Inc.                                                | Yelp, Inc.                                                | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      5486 | NS      | $172863.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                                   | LiveRamp Holdings, Inc.                                   | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      8110 | NS      | $217023.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan, Inc.                                               | Argan, Inc.                                               | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      3690 | NS      | $143873.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                                        | Getty Realty Corp.                                        | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      5827 | NS      | $212277.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                             | Sterling Infrastructure, Inc.                             | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      4329 | NS      | $157532.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                                      | Douglas Emmett, Inc.                                      | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16169 | NS      | $270830.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                      | JBG SMITH Properties                                      | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24574 | NS      | $494920.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction, Inc.                                | Granite Construction, Inc.                                | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      6508 | NS      | $277110.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy, Inc.                                   | Earthstone Energy, Inc., Class A                          | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |      4928 | NS      | $68499.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Innoviva, Inc.                                            | Innoviva, Inc.                                            | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     15148 | NS      | $191622.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, Inc.                                             | NETGEAR, Inc.                                             | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      6982 | NS      | $139430.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares, Inc.                           | Dime Community Bancshares, Inc.                           | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3378 | NS      | $100731.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                                   | United Fire Group, Inc.                                   | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4872 | NS      | $153419.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties, Inc.                           | Armada Hoffler Properties, Inc.                           | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     15649 | NS      | $198429.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp, Inc.                                     | Peoples Bancorp, Inc.                                     | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8210 | NS      | $243590.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                                           | Blackbaud, Inc.                                           | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      5276 | NS      | $328219.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global, Inc.                                    | Momentive Global, Inc.                                    | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |     13051 | NS      | $100623.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                                       | Donaldson Co., Inc.                                       | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     11396 | NS      | $710540.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp, Inc.                                         | S&T Bancorp, Inc.                                         | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8451 | NS      | $307447.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp.                                            | Ingevity Corp.                                            | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      4675 | NS      | $385407.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                                 | WESCO International, Inc.                                 | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     10949 | NS      | $1631510.49   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                           | Affiliated Managers Group, Inc.                           | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      9278 | NS      | $1602681.72   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                                  | Perdoceo Education Corp.                                  | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     16417 | NS      | $245762.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                           | Central Pacific Financial Corp.                           | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      3937 | NS      | $88976.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                                 | FNB Corp.                                                 | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     90059 | NS      | $1285141.93   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp.                                         | Forward Air Corp.                                         | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2911 | NS      | $313951.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings, Inc.                       | Allison Transmission Holdings, Inc.                       | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     22522 | NS      | $1015291.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group, Inc.                                | Alta Equipment Group, Inc.                                | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |      3067 | NS      | $51985.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                             | IDACORP, Inc.                                             | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     12600 | NS      | $1333206.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                          | WisdomTree, Inc.                                          | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     17880 | NS      | $102988.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics, Inc.                                 | Methode Electronics, Inc.                                 | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      5837 | NS      | $278658.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease, Inc.                                | Broadstone Net Lease, Inc.                                | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     22383 | NS      | $405356.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                              | Southwest Gas Holdings, Inc.                              | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15110 | NS      | $1011312.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties, Inc.                             | Summit Hotel Properties, Inc.                             | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |     26073 | NS      | $222141.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential, Inc.                                   | Veris Residential, Inc.                                   | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19430 | NS      | $336139.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp.                                             | Sylvamo Corp.                                             | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      8055 | NS      | $382854.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery, Inc.                                     | Titan Machinery, Inc.                                     | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      2666 | NS      | $117144.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                                    | CRISPR Therapeutics AG                                    | CUSIP: N/A<br>LEI: 506700O6IRRIQLT3W370       | Long             | EC               | CORP              | CH        |      8244 | NS      | $420608.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Blink Charging Co.                                        | Blink Charging Co.                                        | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5335 | NS      | $72609.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| RH                                                        | RH                                                        | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      4704 | NS      | $1467600.96   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Helmerich & Payne, Inc.                                   | Helmerich & Payne, Inc.                                   | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     25887 | NS      | $1253966.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                   | EnerSys                                                   | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      6335 | NS      | $525931.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                                | Carpenter Technology Corp.                                | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      4690 | NS      | $226480.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust, Inc.                                | TPG RE Finance Trust, Inc.                                | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14670 | NS      | $127775.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                                  | Pathward Financial, Inc.                                  | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      2408 | NS      | $119484.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock & Wilcox Enterprises, Inc.                        | Babcock & Wilcox Enterprises, Inc.                        | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |      8747 | NS      | $58080.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CACI International, Inc.                                  | CACI International, Inc., Class A                         | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      3798 | NS      | $1170125.82   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express, Inc.                                   | Heartland Express, Inc.                                   | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     10990 | NS      | $184851.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies, Inc.                               | Opendoor Technologies, Inc.                               | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |    124957 | NS      | $273655.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Cambridge Bancorp                                         | Cambridge Bancorp                                         | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2227 | NS      | $178160.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties, Inc.                           | Hudson Pacific Properties, Inc.                           | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31832 | NS      | $362566.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.                         | First Interstate BancSystem, Inc., Class A                | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     22520 | NS      | $808017.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments, Inc.                                   | Veeco Instruments, Inc.                                   | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     12936 | NS      | $256908.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                                 | Enova International, Inc.                                 | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      8018 | NS      | $366021.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair, Inc.                                             | Wayfair, Inc., Class A                                    | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |     19065 | NS      | $1153432.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Central Garden & Pet Co.                                  | Central Garden & Pet Co.                                  | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      2285 | NS      | $95832.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                   | First Financial Bancorp                                   | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     20471 | NS      | $518530.43    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems, Inc.                                         | OSI Systems, Inc.                                         | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      1961 | NS      | $185726.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems, Inc.                                   | CommVault Systems, Inc.                                   | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      4340 | NS      | $270078.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                                   | Euronet Worldwide, Inc.                                   | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      4303 | NS      | $484862.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                       | CVB Financial Corp.                                       | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17566 | NS      | $425448.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                                      | Voya Financial, Inc.                                      | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     13686 | NS      | $954872.22    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW, Inc.                                                 | NOW, Inc.                                                 | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     27088 | NS      | $380315.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                               | Brighthouse Financial, Inc.                               | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     17224 | NS      | $969194.48    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrid Holdings, Inc.                                     | Torrid Holdings, Inc.                                     | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2624 | NS      | $9761.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Group, Inc.                              | Independent Bank Group, Inc.                              | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8732 | NS      | $535271.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Kennametal, Inc.                                          | Kennametal, Inc.                                          | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     19936 | NS      | $568176.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen, Inc.                                               | Cowen, Inc., Class A                                      | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      6727 | NS      | $261545.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                                         | Alamo Group, Inc.                                         | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      1067 | NS      | $166953.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                                | ASGN, Inc.                                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      5513 | NS      | $501407.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.                            | Bread Financial Holdings, Inc.                            | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     10330 | NS      | $423839.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                     | STAG Industrial, Inc.                                     | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     17947 | NS      | $638913.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital, Inc.                                 | BrightSpire Capital, Inc., Class A                        | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |     23528 | NS      | $179283.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres, Inc.                                             | Caleres, Inc.                                             | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      5809 | NS      | $151150.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.                       | Alpha Metallurgical Resources, Inc.                       | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1135 | NS      | $182655.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                                | Highwoods Properties, Inc.                                | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     26197 | NS      | $795602.89    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                                | Elanco Animal Health, Inc.                                | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    109207 | NS      | $1499412.11   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Pitney Bowes, Inc.                                        | Pitney Bowes, Inc.                                        | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      4409 | NS      | $19002.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                                 | PVH Corp.                                                 | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     16024 | NS      | $1440557.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE, Inc.                                           | AMERISAFE, Inc.                                           | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      5258 | NS      | $289610.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                        | Cirrus Logic, Inc.                                        | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      8499 | NS      | $768224.61    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                                      | Kontoor Brands, Inc.                                      | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     11912 | NS      | $568917.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co., Inc.                               | Phillips Edison & Co., Inc.                               | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     12984 | NS      | $435223.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp.                              | Simmons First National Corp., Class A                     | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     23992 | NS      | $535261.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                  | G-III Apparel Group Ltd.                                  | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     10489 | NS      | $177473.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                              | Chefs' Warehouse, Inc. (The)                              | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      5007 | NS      | $191417.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co.                                          | Hecla Mining Co.                                          | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     83492 | NS      | $515145.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Rover Group, Inc.                                         | Rover Group, Inc.                                         | CUSIP: 77936F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13560 | NS      | $55460.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.                             | Portland General Electric Co.                             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     21856 | NS      | $1039908.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International, Inc.                                | CIRCOR International, Inc.                                | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |      2685 | NS      | $74240.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NextGen Healthcare, Inc.                                  | NextGen Healthcare, Inc.                                  | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6865 | NS      | $130572.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings, Inc.                                       | TTEC Holdings, Inc.                                       | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      2069 | NS      | $105187.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                                    | Astec Industries, Inc.                                    | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      5559 | NS      | $245374.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                             | ONE Gas, Inc.                                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     13288 | NS      | $1094399.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                                        | DT Midstream, Inc.                                        | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23667 | NS      | $1293638.22   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics, Inc.                                 | AbCellera Biologics, Inc.                                 | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |     18411 | NS      | $193867.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| TTM Technologies, Inc.                                    | TTM Technologies, Inc.                                    | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     15504 | NS      | $243722.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8, Inc.                                                 | 8x8, Inc.                                                 | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     27288 | NS      | $128526.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.                           | American Eagle Outfitters, Inc.                           | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     42620 | NS      | $687886.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp.                                      | Gladstone Land Corp.                                      | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               | CORP              | US        |      3658 | NS      | $71477.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock, Inc.                                            | Archrock, Inc.                                            | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     32796 | NS      | $325008.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.                           | Atlantic Union Bankshares Corp.                           | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19125 | NS      | $739946.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                              | Sprouts Farmers Market, Inc.                              | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     25926 | NS      | $828335.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp.                                           | BancFirst Corp.                                           | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      2328 | NS      | $200510.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sharecare, Inc.                                           | Sharecare, Inc.                                           | CUSIP: 81948W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46283 | NS      | $117558.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory, Inc. (The)                            | Cheesecake Factory, Inc. (The)                            | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     11691 | NS      | $458871.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Inc.                                     | Leggett & Platt, Inc.                                     | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     20416 | NS      | $746408.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ, Inc.                                                 | AZZ, Inc.                                                 | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      3174 | NS      | $134831.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                                     | Silgan Holdings, Inc.                                     | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     13358 | NS      | $719862.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals, Inc.                              | NGM Biopharmaceuticals, Inc.                              | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |      5916 | NS      | $30999.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp.                                           | Green Dot Corp., Class A                                  | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5076 | NS      | $91774.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp.                                        | Tutor Perini Corp.                                        | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     10878 | NS      | $99751.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.                       | Donnelley Financial Solutions, Inc.                       | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      6195 | NS      | $282553.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap One Holdings Corp.                                   | Snap One Holdings Corp.                                   | CUSIP: 83303Y105<br>LEI: 254900UH1TKVPR8FDW43 | Long             | EC               | CORP              | US        |      1639 | NS      | $15718.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| New York Times Co. (The)                                  | New York Times Co. (The), Class A                         | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     13300 | NS      | $463372.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International, Inc.                             | MoneyGram International, Inc.                             | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |     23368 | NS      | $251673.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine, Inc.                                     | OneWater Marine, Inc., Class A                            | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2635 | NS      | $86269.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                                   | Civitas Resources, Inc.                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     12710 | NS      | $845850.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                              | MasTec, Inc.                                              | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      4726 | NS      | $464234.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy, Inc.                                      | Liberty Energy, Inc.                                      | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14944 | NS      | $236563.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co.                               | Preformed Line Products Co.                               | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       708 | NS      | $62537.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hagerty, Inc.                                             | Hagerty, Inc., Class A                                    | CUSIP: 405166109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3896 | NS      | $37440.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Amedisys, Inc.                                            | Amedisys, Inc.                                            | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      4570 | NS      | $441736.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Malibu Boats, Inc.                                        | Malibu Boats, Inc., Class A                               | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4953 | NS      | $300102.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital, Inc.                            | Invesco Mortgage Capital, Inc.                            | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |      8653 | NS      | $127112.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners, Inc.                                | Green Brick Partners, Inc.                                | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      6457 | NS      | $201458.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                                      | First Hawaiian, Inc.                                      | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     32337 | NS      | $887327.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services, Inc.                              | Select Energy Services, Inc., Class A                     | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      8019 | NS      | $70406.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp.                            | Quanex Building Products Corp.                            | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      8018 | NS      | $207586.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos., Inc.                              | Haverty Furniture Cos., Inc.                              | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      3209 | NS      | $112058.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions, Inc.                               | Emergent BioSolutions, Inc.                               | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     11027 | NS      | $145446.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications, Inc.                               | Ribbon Communications, Inc.                               | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |     21915 | NS      | $76921.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Advantage Solutions, Inc.                                 | Advantage Solutions, Inc., Class A                        | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24005 | NS      | $62172.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services, Inc.                        | Provident Financial Services, Inc.                        | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     15592 | NS      | $365788.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co.               | American Equity Investment Life Holding Co.               | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     17250 | NS      | $821962.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                                           | PRA Group, Inc.                                           | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     10354 | NS      | $416644.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision, Inc.                                         | MicroVision, Inc.                                         | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |     20796 | NS      | $52197.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Scotts Miracle-Gro Co. (The)                              | Scotts Miracle-Gro Co. (The)                              | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      6298 | NS      | $454652.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis, Inc.                                               | Ennis, Inc.                                               | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6484 | NS      | $137720.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                              | Avient Corp.                                              | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     13392 | NS      | $542643.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tellurian, Inc.                                           | Tellurian, Inc.                                           | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               | CORP              | US        |     60381 | NS      | $120158.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International, Inc.                            | Oil States International, Inc.                            | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     15717 | NS      | $134537.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                           | Dorian LPG Ltd.                                           | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |      7824 | NS      | $155306.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                   | Valley National Bancorp                                   | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    107140 | NS      | $1272823.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings, Inc.                              | Camping World Holdings, Inc., Class A                     | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      5577 | NS      | $141711.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MaxLinear, Inc.                                           | MaxLinear, Inc.                                           | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      6025 | NS      | $248230.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WeWork, Inc.                                              | WeWork, Inc.                                              | CUSIP: 96209A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58987 | NS      | $93789.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Barnes Group, Inc.                                        | Barnes Group, Inc.                                        | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      8218 | NS      | $363728.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                                        | Buckle, Inc. (The)                                        | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      7241 | NS      | $318604.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical, Inc.                                      | Outset Medical, Inc.                                      | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4714 | NS      | $132557.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                         | RLJ Lodging Trust                                         | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13808 | NS      | $173566.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                                           | Flowserve Corp.                                           | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     18300 | NS      | $629886.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group, Inc.                                  | Berry Global Group, Inc.                                  | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     30697 | NS      | $1894925.81   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                                     | Home BancShares, Inc.                                     | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48594 | NS      | $1159938.78   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp.                                               | Chase Corp.                                               | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       827 | NS      | $78052.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                                        | StoneX Group, Inc.                                        | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      4473 | NS      | $393087.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                                           | Cable One, Inc.                                           | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       675 | NS      | $533169.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial, Inc.                              | South Plains Financial, Inc.                              | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      2539 | NS      | $71345.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.                           | Metropolitan Bank Holding Corp.                           | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1495 | NS      | $88773.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                                    | Tri Pointe Homes, Inc.                                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15467 | NS      | $341666.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, Inc.                                                 | V2X, Inc.                                                 | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2641 | NS      | $116626.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                  | Energizer Holdings, Inc.                                  | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      5362 | NS      | $198930.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group, Inc.                             | Pediatrix Medical Group, Inc.                             | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20127 | NS      | $308949.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings, Inc.                                      | Thryv Holdings, Inc.                                      | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7909 | NS      | $176924.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ContextLogic, Inc.                                        | ContextLogic, Inc., Class A                               | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |    142889 | NS      | $98293.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources, Inc.                                      | Arch Resources, Inc.                                      | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      1554 | NS      | $230023.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group, Inc.                                        | Movado Group, Inc.                                        | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      3892 | NS      | $137621.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                                        | SITE Centers Corp.                                        | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     29747 | NS      | $406046.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                                 | SLM Corp.                                                 | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62828 | NS      | $1103887.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                           | Air Lease Corp.                                           | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     12908 | NS      | $580472.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                                     | Andersons, Inc. (The)                                     | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      7644 | NS      | $281146.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                   | Customers Bancorp, Inc.                                   | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      6431 | NS      | $195309.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings, Inc.                  | CCC Intelligent Solutions Holdings, Inc.                  | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8573 | NS      | $79300.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                                   | Victoria's Secret & Co.                                   | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     19887 | NS      | $838237.05    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics, Inc.                                       | AngioDynamics, Inc.                                       | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      3689 | NS      | $48030.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos.                                        | Piper Sandler Cos.                                        | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      1862 | NS      | $264590.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                                     | National Fuel Gas Co.                                     | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     22419 | NS      | $1301647.14   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc                          | Sensata Technologies Holding plc                          | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |     23435 | NS      | $1191669.75   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell, Inc.                                            | Stagwell, Inc.                                            | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |     24767 | NS      | $173864.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                                    | Envista Holdings Corp.                                    | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     19549 | NS      | $762215.51    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                                       | Graham Holdings Co., Class B                              | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       951 | NS      | $621297.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                                           | H&R Block, Inc.                                           | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     14293 | NS      | $557141.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| LCI Industries                                            | LCI Industries                                            | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      3628 | NS      | $407134.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                                          | PDC Energy, Inc.                                          | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     22627 | NS      | $1532526.71   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc.                                                | Coty, Inc., Class A                                       | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     43672 | NS      | $434973.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping, Inc.                                 | Eagle Bulk Shipping, Inc.                                 | CUSIP: N/A<br>LEI: 549300EC4INNZBWR8W37       | Long             | EC               | CORP              | MH        |      1264 | NS      | $72401.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp.                                        | ProAssurance Corp.                                        | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      7214 | NS      | $139879.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                                      | SunCoke Energy, Inc.                                      | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     20457 | NS      | $186363.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork, Inc.                                              | Upwork, Inc.                                              | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     10828 | NS      | $140330.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp.                                   | American Vanguard Corp.                                   | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      4119 | NS      | $93048.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT, Inc.                                      | CareTrust REIT, Inc.                                      | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     14246 | NS      | $295177.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                               | Cabot Corp.                                               | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      5558 | NS      | $418684.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                             | Embecta Corp.                                             | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     14119 | NS      | $372600.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp.                                              | Kemper Corp.                                              | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     15880 | NS      | $932632.40    | 0.21%             |  |  |  | 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        |     10453 | NS      | $385820.23    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                                      | PotlatchDeltic Corp.                                      | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     19912 | NS      | $974692.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                                          | BankUnited, Inc.                                          | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     16048 | NS      | $604046.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings, Inc.                                 | BrightView Holdings, Inc.                                 | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      9878 | NS      | $78530.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                                       | Owens & Minor, Inc.                                       | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     18681 | NS      | $368762.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp.                                              | iRobot Corp.                                              | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      6683 | NS      | $300735.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet, Inc.                                          | HomeStreet, Inc.                                          | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3788 | NS      | $104435.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                                              | Sunrun, Inc.                                              | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     52334 | NS      | $1375337.52   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co.                                         | Sotera Health Co.                                         | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11460 | NS      | $197570.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                                     | Virtu Financial, Inc., Class A                            | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     23423 | NS      | $452298.13    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                                         | Hillenbrand, Inc.                                         | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     10278 | NS      | $481627.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT, Inc.                            | Plymouth Industrial REIT, Inc.                            | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5917 | NS      | $132422.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings, Inc.                      | Sportsman's Warehouse Holdings, Inc.                      | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      5019 | NS      | $47329.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll, Inc.                                         | MillerKnoll, Inc.                                         | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     18570 | NS      | $443451.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer