# EDGAR Filing Document

**Accession Number:** 0000356476
**File Stem:** 0001145549-23-010275
**Filing Date:** 2023-2
**Character Count:** 199337
**Document Hash:** 1fcbef536e949cfbbf1a7db668cd24ea
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-010275.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-010275

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EMPOWER FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000356476
- **IRS NUMBER:** 840876044
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03364
- **FILM NUMBER:** 23670708

**BUSINESS ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111
- **BUSINESS PHONE:** 303-737-3000

**MAIL ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GREAT-WEST FUNDS INC
- **DATE OF NAME CHANGE:** 20121005

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAXIM SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Empower Small Cap Value Fund (Series ID: S000023729)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000069806 | Investor Class      | MXLSX           |
| C000155756 | Institutional Class | MXTFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EMPOWER FUNDS, INC.

- **b. Investment Company Act file number:** 811-03364

- **c. CIK number of Registrant:** 0000356476

- **d. LEI of Registrant:** RUYOMHMDMSPQ01U66388

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

  - **Street Address 1:** 8515 E Orchard Road

  - **City:** Greenwood Village

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80111

  - **Telephone number:** 866-831-7129

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

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

- **b. EDGAR series identifier (if any):** S000023729

- **c. LEI of Series:** 43HYQA27PJ3B14TLLC15

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $383289577.28

**Total Liabilities:** $959074.39

**Net Assets:** $382330502.89

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000069806 | 13.02%               | 4.82%                | -4.82%               |
| Class ID C000155756 | 12.97%               | 4.90%                | -4.80%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $25238700.49             | $44926633.42                               |
| Month 2  | $30074417.96             | $12723573.36                               |
| Month 3  | $31972592.37             | $-21267238.72                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CITIGROUP GLOBAL MARKETS INC REPO                  | CITIGROUP GLOBAL MARKETS INC REPO SLRPD 4.300% 01/03/2023      | CUSIP: 744900241<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   1512285 | PA      | $1512285.00   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB REPO                           | CREDIT AGRICOLE CIB REPO SLRPD 4.300% 01/03/2023               | CUSIP: 744900242<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | RA               | CORP              | US        |   1512285 | PA      | $1512285.00   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC REPO.                          | BOFA SECURITIES INC REPO. SLRPD 4.300% 01/03/2023              | CUSIP: 744900250<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |   1512285 | PA      | $1512285.00   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC REPO                      | JP MORGAN SECURITIES LLC REPO SLRPA 4.260% 01/03/2023          | CUSIP: 744900200<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |    317782 | PA      | $317782.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC REPO                   | RBC DOMINION SECURITIES INC REPO SLRPD 4.300% 01/03/2023       | CUSIP: 744900253<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |   1512285 | PA      | $1512285.00   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                       | Antero Resources Corporation COM                               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     76487 | NS      | $2370332.13   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                         | Atkore Inc COM                                                 | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     15333 | NS      | $1739068.86   | 0.45%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Barnes Group Inc.                                  | Barnes Group Inc. COM                                          | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      8200 | NS      | $334970.00    | 0.09%             | N/A             | Fixed         | 0.80%                 | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                        | Benchmark Electronics, Inc. COM                                | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      5900 | NS      | $157471.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Black Hills Corporation                            | Black Hills Corporation COM                                    | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     34287 | NS      | $2411747.58   | 0.63%             | N/A             | Fixed         | 1.24%                 | No            |                  1 | On Loan: No      |
| Advansix Inc                                       | Advansix Inc COM                                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      9900 | NS      | $376398.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc.                             | BlueLinx Holdings Inc. COM NEW                                 | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      5200 | NS      | $369772.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc                      | Empire State Realty Trust Inc CL A                             | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     76800 | NS      | $517632.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Andersons Inc                                  | The Andersons Inc COM NPV                                      | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     62794 | NS      | $2197162.06   | 0.57%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                             | Boot Barn Holdings Inc COM                                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     32303 | NS      | $2019583.56   | 0.53%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cadence Bank                                       | Cadence Bank COM                                               | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    104191 | NS      | $2569350.06   | 0.67%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Evercore Inc                                       | Evercore Inc CLASS A                                           | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      4800 | NS      | $523584.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                               | Kinetik Holdings Inc COM NEW CL A                              | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10600 | NS      | $350648.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| International Money Express Inc.                   | International Money Express Inc. COM                           | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107982 | NS      | $2631521.34   | 0.69%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc.                        | Midland States Bancorp Inc. COM                                | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     10600 | NS      | $282172.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Blue Bird Corp.                                    | Blue Bird Corp. COM                                            | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |     11900 | NS      | $127449.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Coherent Corp                                      | Coherent Corp COM                                              | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     14900 | NS      | $522990.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Financial Institutions Inc.                        | Financial Institutions Inc. COM                                | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6200 | NS      | $151032.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                 | Kontoor Brands Inc COM                                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      3200 | NS      | $127968.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Madden(Steven)Ltd.                                 | Madden(Steven)Ltd. COM                                         | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     10200 | NS      | $325992.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PNM Resources Inc.                                 | PNM Resources Inc. COM NPV                                     | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     10600 | NS      | $517174.00    | 0.14%             | N/A             | Fixed         | 0.64%                 | No            |                  1 | On Loan: No      |
| NCR Corporation                                    | NCR Corporation COM                                            | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     18600 | NS      | $435426.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Newpark Resources, Inc.                            | Newpark Resources, Inc. COM PAR $.01NEW                        | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     85200 | NS      | $353580.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ruths Hospitality Group Inc.                       | Ruths Hospitality Group Inc. COM                               | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     17100 | NS      | $264708.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Timken Company                                 | The Timken Company COM                                         | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      7500 | NS      | $530025.00    | 0.14%             | N/A             | Fixed         | 0.52%                 | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                     | Ameris Bancorp COM                                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     71264 | NS      | $3359384.96   | 0.88%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Conmed Corporation                                 | Conmed Corporation COM                                         | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     15451 | NS      | $1369576.64   | 0.36%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Resources Connection Inc.                          | Resources Connection Inc. COM USD0.01                          | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20800 | NS      | $382304.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sanmina Corp                                       | Sanmina Corp COM                                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      7000 | NS      | $401030.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                             | Dine Brands Global Inc COM                                     | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      4000 | NS      | $258400.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                                | Douglas Elliman Inc COM                                        | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     23500 | NS      | $95645.00     | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc.                     | Healthcare Services Group Inc. COM                             | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     25900 | NS      | $310800.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Nextier Oilfield Solutions Inc                     | Nextier Oilfield Solutions Inc COM                             | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     35100 | NS      | $324324.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sterling Construction Co Inc.                      | Sterling Construction Co Inc. COM                              | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      4200 | NS      | $137760.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                         | Thermon Group Holdings Inc COM                                 | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     17700 | NS      | $355416.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tredegar Corp.                                     | Tredegar Corp. COM                                             | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     29000 | NS      | $296380.00    | 0.08%             | N/A             | Fixed         | 0.16%                 | No            |                  1 | On Loan: No      |
| United States Cellular Corporation                 | United States Cellular Corporation COM                         | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     64100 | NS      | $1336485.00   | 0.35%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                    | PacWest Bancorp COM                                            | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     20900 | NS      | $479655.00    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc.                     | Southern First Bancshares Inc. COM                             | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2859 | NS      | $130799.25    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Employers Holdings Inc.                            | Employers Holdings Inc. COM STK USD0.01                        | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66710 | NS      | $2877202.30   | 0.75%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Forward Air Corp.                                  | Forward Air Corp. COM USD0.01                                  | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $419560.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Vontier Corporation                                | Vontier Corporation COM                                        | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    152501 | NS      | $2947844.33   | 0.77%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                           | World Fuel Services Corp COM                                   | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     12400 | NS      | $338892.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Vanda Pharmace Inc                                 | Vanda Pharmace Inc COM                                         | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     57800 | NS      | $427142.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                        | Zumiez Inc. COM                                                | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      5500 | NS      | $119570.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc.                          | Green Brick Partners Inc. COM                                  | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     12900 | NS      | $312567.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Jack in the Box Inc.                               | Jack in the Box Inc. COM STK USD0.01                           | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      2200 | NS      | $150106.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Essent Group Limited                               | Essent Group Limited COM USD0.015                              | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     13900 | NS      | $540432.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Latham Group Inc                                   | Latham Group Inc COM                                           | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65300 | NS      | $210266.00    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                             | Marcus & Millichap Inc COM                                     | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     14300 | NS      | $492635.00    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Company                  | Northwest Natural Holding Company COM                          | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11200 | NS      | $533008.00    | 0.14%             | N/A             | Fixed         | 1.30%                 | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc                             | Pacira Biosciences Inc COM                                     | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |     40896 | NS      | $1578994.56   | 0.41%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The RMR Group Inc.                                 | The RMR Group Inc. CL A                                        | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |     13600 | NS      | $384200.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc.                          | Sandy Spring Bancorp Inc. COM                                  | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15300 | NS      | $539019.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| SouthState Corporation                             | SouthState Corporation COM                                     | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     26916 | NS      | $2055305.76   | 0.54%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                       | Spectrum Brands Holdings Inc COM                               | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     16474 | NS      | $1003596.08   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Verra Mobility Corporation                         | Verra Mobility Corporation COM USD0.0001                       | CUSIP: 92511U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23300 | NS      | $322239.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Acm Research Inc                                   | Acm Research Inc COM CL A                                      | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     62200 | NS      | $479562.00    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc                           | Alta Equipment Group Inc COMMON STOCK                          | CUSIP: 02128L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105918 | NS      | $1397058.42   | 0.37%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.        | Apollo Commercial Real Estate Finance, Inc. COM                | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     11300 | NS      | $121588.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                            | Customers Bancorp, Inc. COM                                    | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     17100 | NS      | $484614.00    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| National Bankshare                                 | National Bankshare COM                                         | CUSIP: 634865109<br>LEI: 549300Q745S62Q6QNW78 | Long             | EC               | CORP              | US        |      3000 | NS      | $120900.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc.                                 | TTEC Holdings Inc. COM                                         | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      7300 | NS      | $322149.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp.                         | Big 5 Sporting Goods Corp. COM                                 | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |      1100 | NS      | $9713.00      | 0.00%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Bloomin Brands Inc                                 | Bloomin Brands Inc COM                                         | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     15400 | NS      | $309848.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| California Resources Corporation                   | California Resources Corporation COM STOCK                     | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     65845 | NS      | $2864915.95   | 0.75%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Bellring Brands Inc.                               | Bellring Brands Inc. COMMON STOCK                              | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     89887 | NS      | $2304702.68   | 0.60%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                            | BrightSpire Capital Inc COM CL A                               | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |     19900 | NS      | $123977.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                            | Brookline Bancorp, Inc. COM USD0.01                            | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21400 | NS      | $302810.00    | 0.08%             | N/A             | Fixed         | 0.34%                 | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                         | El Pollo Loco Holdings Inc COM                                 | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     13700 | NS      | $136452.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cato Corp                                          | Cato Corp CL A                                                 | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |     23900 | NS      | $222987.00    | 0.06%             | N/A             | Fixed         | 0.70%                 | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.     | Charles River Laboratories International, Inc. COM STK USD0.01 | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |     11289 | NS      | $2459873.10   | 0.64%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Crossfirst Bankshares Inc.                         | Crossfirst Bankshares Inc. COM                                 | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12600 | NS      | $156366.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| F N B Corp (Pennsylvania)                          | F N B Corp (Pennsylvania) COM                                  | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     30900 | NS      | $403245.00    | 0.11%             | N/A             | Fixed         | 0.96%                 | No            |                  1 | On Loan: No      |
| Fluor Corporation                                  | Fluor Corporation COM USD0.01                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     17400 | NS      | $603084.00    | 0.16%             | N/A             | Fixed         | 0.64%                 | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                  | Marriott Vacations Worldwide Corp COM                          | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     18065 | NS      | $2431368.35   | 0.64%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kaiser Aluminium Corporation                       | Kaiser Aluminium Corporation COM PAR $0.01                     | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5400 | NS      | $410184.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| KforceCom Inc                                      | KforceCom Inc COM USD0.01                                      | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      6100 | NS      | $334463.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Rambus Inc.                                        | Rambus Inc. COM                                                | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     98481 | NS      | $3527589.42   | 0.92%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation                | Select Medical Holdings Corporation COM                        | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13300 | NS      | $330239.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Seritage Growth Properties                         | Seritage Growth Properties CL A                                | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |     43900 | NS      | $519337.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Southwestern Energy Company                        | Southwestern Energy Company COM                                | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    190770 | NS      | $1116004.50   | 0.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                    | Littelfuse Inc. COM                                            | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      6400 | NS      | $1409280.00   | 0.37%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| M/I Homes Inc.                                     | M/I Homes Inc. COM                                             | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      6100 | NS      | $281698.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Adient PLC                                         | Adient PLC COM USD0.001                                        | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |     14300 | NS      | $496067.00    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                    | SiriusPoint Ltd COM USD0.1                                     | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     76800 | NS      | $453120.00    | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Miller Industries Inc. (Tennessee)                 | Miller Industries Inc. (Tennessee) COM NEW                     | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      8900 | NS      | $237274.00    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Preformed Line Products Co.                        | Preformed Line Products Co. COM                                | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |      2300 | NS      | $191567.00    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                           | Sleep Number Corporation COM                                   | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      4800 | NS      | $124704.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                  | Allison Transmission Holdings Inc COM                          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     12100 | NS      | $503360.00    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corporation                | Altra Industrial Motion Corporation COM                        | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     39749 | NS      | $2375002.75   | 0.62%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Connectone Bancorp Inc.                            | Connectone Bancorp Inc. COM                                    | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     22100 | NS      | $535041.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc                        | Custom Truck One Source Inc COM CL A                           | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125586 | NS      | $793703.52    | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| FS Bancorp Inc.                                    | FS Bancorp Inc. COM                                            | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5600 | NS      | $187264.00    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                 | Graham Holdings Co COM CL B                                    | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       200 | NS      | $120842.00    | 0.03%             | N/A             | Fixed         | 7.00%                 | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc.                        | Bridgewater Bancshares Inc. COM ACCD INV                       | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      8300 | NS      | $147242.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corporation              | Great Lakes Dredge & Dock Corporation COM STK USD0.01          | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     36000 | NS      | $214200.00    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                 | Helix Energy Solutions Group, Inc. COM                         | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     52000 | NS      | $383760.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                             | Cathay General Bancorp COM                                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     13000 | NS      | $530270.00    | 0.14%             | N/A             | Fixed         | 0.56%                 | No            |                  1 | On Loan: No      |
| Denbury Inc                                        | Denbury Inc COM                                                | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      3700 | NS      | $321974.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                                  | Hillenbrand, Inc. COM                                          | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      9800 | NS      | $418166.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                       | La-Z-Boy Inc COM                                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     13900 | NS      | $317198.00    | 0.08%             | N/A             | Fixed         | 0.44%                 | No            |                  1 | On Loan: No      |
| V2X Inc                                            | V2X Inc COM                                                    | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13700 | NS      | $565673.00    | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Community Financial Corporation MD                 | Community Financial Corporation MD COM                         | CUSIP: 20368X101<br>LEI: 549300IM1P8BVV642449 | Long             | EC               | CORP              | US        |      1900 | NS      | $75810.00     | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Emerald Holding Inc                                | Emerald Holding Inc COM                                        | CUSIP: 29103W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44038 | NS      | $155894.52    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc.                 | Diamond Hill Investment Group Inc. COM NEW                     | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      1500 | NS      | $277530.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ebix Inc                                           | Ebix Inc COM NEW                                               | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     16800 | NS      | $335328.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| First of Long Island Corp.                         | First of Long Island Corp. COM                                 | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7900 | NS      | $142200.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc.                        | Great Southern Bancorp Inc. COM                                | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      3300 | NS      | $196317.00    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Genesco Inc                                        | Genesco Inc COM                                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      5000 | NS      | $230100.00    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Insperity Inc                                      | Insperity Inc COM                                              | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     20895 | NS      | $2373672.00   | 0.62%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kadant Inc                                         | Kadant Inc COM USD0.01                                         | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |     16788 | NS      | $2982052.44   | 0.78%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| LSB Industries Inc                                 | LSB Industries Inc COM                                         | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |    168841 | NS      | $2245585.30   | 0.59%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                               | Hilltop Holdings Inc COM                                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     20100 | NS      | $603201.00    | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                 | IPG Photonics Corp COM                                         | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      5700 | NS      | $539619.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                         | Par Pacific Holdings, Inc. COM NEW                             | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     18500 | NS      | $430125.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc.                         | Park Hotels & Resorts Inc. COM                                 | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     44600 | NS      | $525834.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                                 | InterDigital, Inc. COM                                         | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |     10800 | NS      | $534384.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Jakks Pacific Inc                                  | Jakks Pacific Inc COM NEW                                      | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |     13613 | NS      | $238091.37    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Powell Industries Inc.                             | Powell Industries Inc. COM                                     | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       900 | NS      | $31662.00     | 0.01%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Purecycle Corp.                                    | Purecycle Corp. COM NEW                                        | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102384 | NS      | $1072984.32   | 0.28%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Janus International Group Inc                      | Janus International Group Inc COMMON STOCK                     | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142911 | NS      | $1360512.72   | 0.36%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Korn Ferry                                         | Korn Ferry COM USD0.01                                         | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     42402 | NS      | $2146389.24   | 0.56%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Rex American Resources Corp                        | Rex American Resources Corp COM                                | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9000 | NS      | $286740.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                            | Herbalife Nutrition Ltd COM USD0.001                           | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |     22900 | NS      | $340752.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Lakeland Bancorp Inc.                              | Lakeland Bancorp Inc. COM                                      | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     23100 | NS      | $406791.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc.                  | Provident Financial Services Inc. COM USD0.01                  | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     24900 | NS      | $531864.00    | 0.14%             | N/A             | Fixed         | 0.24%                 | No            |                  1 | On Loan: No      |
| Inmode Limited                                     | Inmode Limited COM ILS0.01                                     | CUSIP: M5425M103<br>LEI: 984500DD95A35E9BD358 | Long             | EC               | CORP              | IL        |     62504 | NS      | $2231392.80   | 0.58%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| SelectQuote Inc                                    | SelectQuote Inc COM                                            | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |    162500 | NS      | $109183.75    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Silvercrest Asset Mgmt Group Inc                   | Silvercrest Asset Mgmt Group Inc CL A                          | CUSIP: 828359109<br>LEI: 54930025FW84N3HROX04 | Long             | EC               | CORP              | US        |      8300 | NS      | $155791.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Weatherford International Plc                      | Weatherford International Plc COM USD0.001                     | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     71521 | NS      | $3641849.32   | 0.95%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                        | AMN Healthcare Services Inc COM USD0.01                        | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     15991 | NS      | $1644194.62   | 0.43%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| AECOM                                              | AECOM COM STK USD0.01                                          | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     35129 | NS      | $2983505.97   | 0.78%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ACNB Corp.                                         | ACNB Corp. COM                                                 | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3100 | NS      | $123411.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Berry Corp.                                        | Berry Corp. COM                                                | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57300 | NS      | $458400.00    | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                         | Brighthouse Financial Inc. COM                                 | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      5000 | NS      | $256350.00    | 0.07%             | N/A             | Fixed         | 0.23%                 | No            |                  1 | On Loan: No      |
| Century Communities Inc                            | Century Communities Inc COM                                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      5800 | NS      | $290058.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                                | Churchill Downs Inc COM                                        | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     10777 | NS      | $2278581.11   | 0.60%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                 | Cirrus Logic, Inc. COM                                         | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      5100 | NS      | $379848.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Louisiana Pacific Corporation                      | Louisiana Pacific Corporation COM                              | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      8400 | NS      | $497280.00    | 0.13%             | N/A             | Fixed         | 0.30%                 | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                          | MDU Resources Group, Inc. COM                                  | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | EC               | CORP              | US        |     97308 | NS      | $2952324.72   | 0.77%             | N/A             | Fixed         | 0.68%                 | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                              | MGIC Investment Corp. COM                                      | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     30700 | NS      | $399100.00    | 0.10%             | N/A             | Fixed         | 0.30%                 | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc. (Maryland)               | Waterstone Financial Inc. (Maryland) COM                       | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |     15300 | NS      | $263772.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| AerSale Corporation                                | AerSale Corporation COM                                        | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12400 | NS      | $201128.00    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Baycom Corp                                        | Baycom Corp COM                                                | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |      7500 | NS      | $142350.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| CVB Financial                                      | CVB Financial COM                                              | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96279 | NS      | $2479184.25   | 0.65%             | N/A             | Fixed         | 0.48%                 | No            |                  1 | On Loan: No      |
| Cabot Corporation                                  | Cabot Corporation COM                                          | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     38591 | NS      | $2579422.44   | 0.67%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| B. Riley Financial Inc                             | B. Riley Financial Inc COM                                     | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $102600.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Carters Incorporation                              | Carters Incorporation COM USD0.01                              | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      1900 | NS      | $141759.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Camden National Corp.                              | Camden National Corp. COM                                      | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      6200 | NS      | $258478.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                  | Eagle Bancorp Inc COM                                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     11800 | NS      | $520026.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                        | Ecovyst Inc COM                                                | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51200 | NS      | $453632.00    | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corporation                    | Equitrans Midstream Corporation COM                            | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     68300 | NS      | $457610.00    | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Allete Inc                                         | Allete Inc COM NEW                                             | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     40212 | NS      | $2594076.12   | 0.68%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| KB Home                                            | KB Home COM STK USD1                                           | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     63886 | NS      | $2034769.10   | 0.53%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| LCI Industries                                     | LCI Industries COM                                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     10681 | NS      | $987458.45    | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Capitol Fed Fin In                                 | Capitol Fed Fin In COM                                         | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32000 | NS      | $276800.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                    | Central Pacific Financial Corp. COM NEW                        | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     18000 | NS      | $365040.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Chase Corp(Mass)                                   | Chase Corp(Mass) COM                                           | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3500 | NS      | $301910.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Colliers International Group Inc                   | Colliers International Group Inc SUB VTG SHS                   | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |     19100 | NS      | $1757964.00   | 0.46%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Newmarket Corporation                              | Newmarket Corporation COM NPV                                  | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       500 | NS      | $155555.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Onewater Marine Inc.                               | Onewater Marine Inc. CL A COM                                  | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15100 | NS      | $431860.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                 | Enact Holdings Inc COM                                         | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8200 | NS      | $197784.00    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| First Hawaiian Inc.                                | First Hawaiian Inc. COM                                        | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     23300 | NS      | $606732.00    | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Flushing Financial Corp.                           | Flushing Financial Corp. COM                                   | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20900 | NS      | $405042.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                           | Group 1 Automotive, Inc. COM                                   | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      2300 | NS      | $414851.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PCB Bancorp                                        | PCB Bancorp COM                                                | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      8600 | NS      | $152134.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc. (Kentucky)                   | Republic Bancorp Inc. (Kentucky) CL A                          | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3900 | NS      | $159588.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Methode Electronics Inc.                           | Methode Electronics Inc. COM                                   | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     52286 | NS      | $2319929.82   | 0.61%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| MillerKnoll Inc.                                   | MillerKnoll Inc. COM                                           | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     28000 | NS      | $588280.00    | 0.15%             | N/A             | Fixed         | 0.29%                 | No            |                  1 | On Loan: No      |
| Semtech Corporation                                | Semtech Corporation COM STK USD0.01                            | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     18700 | NS      | $536503.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Travel Plus Leisure Co                             | Travel Plus Leisure Co COM                                     | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     10700 | NS      | $389480.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                         | Minerals Technologies Inc. COM                                 | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      5300 | NS      | $321816.00    | 0.08%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| National Healthcare Corporation                    | National Healthcare Corporation COM                            | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5200 | NS      | $309400.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                         | OceanFirst Financial Corp. COM                                 | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    168385 | NS      | $3578181.25   | 0.94%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Orrstown Financial Services Inc.                   | Orrstown Financial Services Inc. COM                           | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      2100 | NS      | $48636.00     | 0.01%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| AZZ Inc                                            | AZZ Inc COM                                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     13600 | NS      | $546720.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc               | Allscripts Healthcare Solutions, Inc COM USD0.01               | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    157578 | NS      | $2779675.92   | 0.73%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ranger Oil Corp.                                   | Ranger Oil Corp. CLASS A COM                                   | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     11900 | NS      | $481117.00    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                          | Prosperity Bancshares Inc COM                                  | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31910 | NS      | $2319218.80   | 0.61%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                              | Rush Enterprises Inc. CL A                                     | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      6000 | NS      | $313680.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Trimas Corporation                                 | Trimas Corporation COM NEW                                     | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     12000 | NS      | $332880.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                        | Brinker International, Inc. COM                                | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     11700 | NS      | $373347.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cannae Holdings Incorporation                      | Cannae Holdings Incorporation COM                              | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     69583 | NS      | $1436888.95   | 0.38%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                       | Central Garden & Pet Company COM                               | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      6500 | NS      | $243425.00    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                  | Kosmos Energy Ltd COM                                          | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     89500 | NS      | $569220.00    | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                | Meritage Homes Corp COM                                        | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      3200 | NS      | $295040.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Northwestern Corporation                           | Northwestern Corporation COM NEW                               | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      9200 | NS      | $545928.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ACCO Brands Corporation                            | ACCO Brands Corporation COM                                    | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     73900 | NS      | $413101.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.             | Artisan Partners Asset Management Inc. CL A                    | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     12400 | NS      | $368280.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc                            | Postal Realty Trust Inc CL A                                   | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |     66125 | NS      | $960796.25    | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Rent-A-Center, Inc.                                | Rent-A-Center, Inc. COM USD0.01                                | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     23900 | NS      | $538945.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                              | Civitas Resources Inc COM NEW                                  | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      9300 | NS      | $538749.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Crocs Inc                                          | Crocs Inc COM                                                  | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     29422 | NS      | $3190227.46   | 0.83%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.                | Enterprise Financial Services Corp. COM                        | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      6300 | NS      | $308448.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc.                          | First Mid Bancshares Inc. COM                                  | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3700 | NS      | $118696.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                     | Ironwood Pharmaceuticals, Inc. COM CL A USD0.001               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     43000 | NS      | $532770.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kemper Corporation                                 | Kemper Corporation COM                                         | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      9000 | NS      | $442800.00    | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                                 | ManpowerGroup Inc. COM                                         | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      3900 | NS      | $324519.00    | 0.08%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| Mercer International Inc.                          | Mercer International Inc. COM                                  | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |     32400 | NS      | $377136.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Mercury General Corporation                        | Mercury General Corporation COM                                | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      7600 | NS      | $259920.00    | 0.07%             | N/A             | Fixed         | 1.32%                 | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                   | NMI Holdings Inc CL A                                          | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     24700 | NS      | $516230.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Dril Quip Inc                                      | Dril Quip Inc COM                                              | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     22500 | NS      | $611325.00    | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                               | Federated Hermes Inc CL B                                      | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     14600 | NS      | $530126.00    | 0.14%             | N/A             | Fixed         | 0.41%                 | No            |                  1 | On Loan: No      |
| First Financial Corp. (Indiana)                    | First Financial Corp. (Indiana) COM                            | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5700 | NS      | $262656.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| First Merchants Corporation                        | First Merchants Corporation COM                                | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      6896 | NS      | $283494.56    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| G III Apparel Group Ltd                            | G III Apparel Group Ltd COM                                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     29900 | NS      | $409929.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hawkins Inc                                        | Hawkins Inc COM                                                | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      3800 | NS      | $146680.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| IAA, Inc.                                          | IAA, Inc. COM                                                  | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     38774 | NS      | $1550960.00   | 0.41%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| MRC Global Inc                                     | MRC Global Inc COM                                             | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    150377 | NS      | $1741365.66   | 0.46%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Aaron's Company Inc                            | The Aaron's Company Inc COM                                    | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33500 | NS      | $400325.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Natural Grocers By Vitamin Cottage Inc.            | Natural Grocers By Vitamin Cottage Inc. COM                    | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |      8300 | NS      | $75862.00     | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Northern Oil And Gas, Inc.                         | Northern Oil And Gas, Inc. COM                                 | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |    130439 | NS      | $4020129.98   | 1.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| CNB Financial Corp.                                | CNB Financial Corp. COM                                        | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      5500 | NS      | $130845.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| EnerSys                                            | EnerSys COM USD0.01                                            | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      5100 | NS      | $376584.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Premier Inc                                        | Premier Inc CL A                                               | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15600 | NS      | $545688.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                           | Resideo Technologies Inc COM                                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     19600 | NS      | $322420.00    | 0.08%             | N/A             | Fixed         | 0.75%                 | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc.                               | Horizon Bancorp Inc. COM                                       | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     15200 | NS      | $229216.00    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Independent Bank Corp Michigan                     | Independent Bank Corp Michigan COM NEW                         | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16700 | NS      | $399464.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                               | TTM Technologies Inc COM NPV                                   | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    188497 | NS      | $2842534.76   | 0.74%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp.                              | Mercantile Bank Corp. COM                                      | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      7400 | NS      | $247752.00    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| National Western Life Group Inc.                   | National Western Life Group Inc. CL A                          | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |      1200 | NS      | $337200.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp Inc                    | Northeast Community Bancorp Inc COM                            | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |     11500 | NS      | $171580.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                             | ProPetro Holding Corp. COM                                     | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27600 | NS      | $286212.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| RBB Bancorp.                                       | RBB Bancorp. COM                                               | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |      6100 | NS      | $127185.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc.                     | Southern Missouri Bancorp Inc. COM                             | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $123741.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                               | Tri Pointe Homes Inc COM                                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15300 | NS      | $284427.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                    | United Therapeutics Corporation COM USD0.01                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     12500 | NS      | $3476125.00   | 0.91%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                            | Signet Jewelers Limited COM STK USD0.18                        | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      6000 | NS      | $408000.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd.                      | Genco Shipping & Trading Ltd. COM USD0.01                      | CUSIP: Y2685T131<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |    146839 | NS      | $2255447.04   | 0.59%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc.                                   | BCB Bancorp Inc. COM                                           | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      7400 | NS      | $133126.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp.                             | Bank of Marin Bancorp. COM                                     | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5200 | NS      | $170976.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Nextera Energy Partners LP                         | Nextera Energy Partners LP COM UNIT PART IN                    | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |     26373 | NS      | $1848483.57   | 0.48%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Popular, Inc.                                      | Popular, Inc. COM NEW                                          | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     48421 | NS      | $3211280.72   | 0.84%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                    | BankUnited Inc. COM                                            | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     15000 | NS      | $509550.00    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Brinks Company                                     | Brinks Company COM                                             | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      7500 | NS      | $402825.00    | 0.11%             | N/A             | Fixed         | 0.10%                 | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                             | Primis Financial Corp. COM                                     | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |     13800 | NS      | $163530.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc.                               | RE/MAX Holdings Inc. CL A                                      | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     27400 | NS      | $510736.00    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc.                                | Thryv Holdings Inc. COM NEW                                    | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48571 | NS      | $922849.00    | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TowneBank (Portsmouth Virginia)                    | TowneBank (Portsmouth Virginia) COM                            | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      9700 | NS      | $299148.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Central Valley Cmn                                 | Central Valley Cmn COM                                         | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8400 | NS      | $177912.00    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ChampionX Corporation                              | ChampionX Corporation COM                                      | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    103412 | NS      | $2997913.88   | 0.78%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc.                             | Delek US Holdings Inc. COM                                     | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     52663 | NS      | $1421901.00   | 0.37%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc             | Heidrick & Struggles International Inc COM USD0.01             | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     18500 | NS      | $517445.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Crescent Energy Co.                                | Crescent Energy Co. CL A COM                                   | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40100 | NS      | $480799.00    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Corecard Corporation                               | Corecard Corporation COM                                       | CUSIP: 45816D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5500 | NS      | $159335.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| UFP Industries Inc                                 | UFP Industries Inc COM                                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     33030 | NS      | $2617627.50   | 0.68%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| VSE Corp.                                          | VSE Corp. COM                                                  | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |     20650 | NS      | $968072.00    | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd.                         | Greenlight Capital Re Ltd. COM STK USD0.10 CLASS 'A'           | CUSIP: G4095J109<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |     15500 | NS      | $126325.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Taro Pharmaceutical Industries Ltd.                | Taro Pharmaceutical Industries Ltd. ILS0.0001                  | CUSIP: M8737E108<br>LEI: 5493002WIJCSC2L2VL79 | Long             | EC               | CORP              | IL        |     15600 | NS      | $453024.00    | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                          | CNO Financial Group, Inc. COM                                  | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     23500 | NS      | $536975.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PC Connection Inc.                                 | PC Connection Inc. COM                                         | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      2700 | NS      | $126630.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ryerson Holding Corporation                        | Ryerson Holding Corporation COM                                | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     10400 | NS      | $314704.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                     | CSG Systems International Inc. COM                             | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     36350 | NS      | $2079220.00   | 0.54%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| FB Financial Corp.                                 | FB Financial Corp. COM                                         | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      6700 | NS      | $242138.00    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Greenhill & Co Inc                                 | Greenhill & Co Inc COM                                         | CUSIP: 395259104<br>LEI: 529900VEOQHHHSPI9C69 | Long             | EC               | CORP              | US        |     31100 | NS      | $318775.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Home BancShares Inc.                               | Home BancShares Inc. COM                                       | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130623 | NS      | $2976898.17   | 0.78%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| SLM Corporation                                    | SLM Corporation COM                                            | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |     32400 | NS      | $537840.00    | 0.14%             | N/A             | Fixed         | 0.76%                 | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc.                          | TPG RE Finance Trust Inc. COM                                  | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13800 | NS      | $93702.00     | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| HomeStreet Inc.                                    | HomeStreet Inc. COM                                            | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20300 | NS      | $559874.00    | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                            | Live Oak Bancshares Inc COM                                    | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11800 | NS      | $356360.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ll Flooring Holdings Inc.                          | Ll Flooring Holdings Inc. COM                                  | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51300 | NS      | $288306.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc.                                 | Parke Bancorp Inc. COM                                         | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |      4700 | NS      | $97478.00     | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tegna Inc                                          | Tegna Inc COM                                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      5500 | NS      | $116545.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                     | Texas Capital Bancshares, Inc. COM                             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      9300 | NS      | $560883.00    | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Photronics Inc.                                    | Photronics Inc. COM                                            | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     22600 | NS      | $380358.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Rogers Corp                                        | Rogers Corp COM                                                | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     11428 | NS      | $1363817.52   | 0.36%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| UFP Technologies Inc.                              | UFP Technologies Inc. COM                                      | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |     20542 | NS      | $2421696.38   | 0.63%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd.               | White Mountains Insurance Group Ltd. COM USD1                  | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |       300 | NS      | $424299.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                    | ScanSource Inc. COM NPV                                        | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      4600 | NS      | $134412.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                          | Super Micro Computer Inc. COM                                  | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     29329 | NS      | $2407910.90   | 0.63%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                       | Tenet Healthcare Corporation COM NEW                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     49975 | NS      | $2438280.25   | 0.64%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Valvoline Inc                                      | Valvoline Inc COM                                              | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     86020 | NS      | $2808553.00   | 0.73%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                            | Cushman & Wakefield PLC COM USD0.01                            | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     46200 | NS      | $575652.00    | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Diodes Incorporated                                | Diodes Incorporated COM                                        | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      4000 | NS      | $304560.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                            | Enerpac Tool Group Corp CL A COM                               | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     14100 | NS      | $358845.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure Inc                | Solaris Oilfield Infrastructure Inc COM CL A                   | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     30200 | NS      | $299886.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                         | Southwest Gas Holdings Inc COM                                 | CUSIP: 844895102<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | EC               | CORP              | US        |      8200 | NS      | $507416.00    | 0.13%             | N/A             | Fixed         | 0.82%                 | No            |                  1 | On Loan: No      |
| ABM Inds Inc                                       | ABM Inds Inc COM                                               | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      6500 | NS      | $288730.00    | 0.08%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Albany International Corp.                         | Albany International Corp. CL A                                | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     24560 | NS      | $2421370.40   | 0.63%             | N/A             | Fixed         | 0.28%                 | No            |                  1 | On Loan: No      |
| Alexanders Inc                                     | Alexanders Inc COM                                             | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |      2100 | NS      | $462126.00    | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| United Fire Group Inc                              | United Fire Group Inc COM                                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4529 | NS      | $123913.44    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                              | Urban Outfitters Inc. COM                                      | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     57707 | NS      | $1376311.95   | 0.36%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                      | Asbury Automotive Group, Inc. COM USD0.01                      | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      1900 | NS      | $340575.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ashland Inc.                                       | Ashland Inc. COM                                               | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     19923 | NS      | $2142320.19   | 0.56%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Global Industrial Company                          | Global Industrial Company COM                                  | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4175 | NS      | $98237.75     | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc.                              | Johnson Outdoors Inc. CL A                                     | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7900 | NS      | $522348.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.                 | Hawaiian Electric Industries, Inc. COM                         | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     13600 | NS      | $569160.00    | 0.15%             | N/A             | Fixed         | 1.24%                 | No            |                  1 | On Loan: No      |
| Matrix Service Co.                                 | Matrix Service Co. COM                                         | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |     19200 | NS      | $119424.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| McGrath RentCorp.                                  | McGrath RentCorp. COM                                          | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     27872 | NS      | $2752081.28   | 0.72%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc.                            | Northfield Bancorp Inc. COM                                    | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18500 | NS      | $291005.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                        | Pacific Premier Bancorp Inc COM                                | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      8600 | NS      | $271416.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Precision Drilling Corporation                     | Precision Drilling Corporation COM NEW                         | CUSIP: 74022D407<br>LEI: 549300WF2OE8T5BP4B84 | Long             | EC               | CORP              | CA        |      5300 | NS      | $406510.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                     | Proto Labs Inc COM                                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     19400 | NS      | $495282.00    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                                | Virtu Financial Inc CL A                                       | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     25700 | NS      | $524537.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc.                    | MidWestOne Financial Group Inc. COM                            | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6100 | NS      | $193675.00    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                                | PGT Innovations Inc COM USD0.01                                | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      7000 | NS      | $125720.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                     | Wintrust Financial Corporation COM NPV                         | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     47255 | NS      | $3993992.60   | 1.04%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp.            | National Energy Services Reunited Corp. COM NPV                | CUSIP: G6375R107<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     62000 | NS      | $430280.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                               | Associated Banc-Corp COM                                       | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     22300 | NS      | $514907.00    | 0.13%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                    | B&G Foods, Inc. COM                                            | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     26700 | NS      | $297705.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Perella Weinberg Partners                          | Perella Weinberg Partners CLASS A COM                          | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27500 | NS      | $269500.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                    | Primerica, Inc. COM                                            | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      1100 | NS      | $156002.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| BGSF Inc                                           | BGSF Inc COM                                                   | CUSIP: 05601C105<br>LEI: 549300AUC6I9ZG3KKQ91 | Long             | EC               | CORP              | US        |      7900 | NS      | $121028.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                   | Boise Cascade Co COM                                           | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      5509 | NS      | $378303.03    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Stagwell Inc                                       | Stagwell Inc COM CL A                                          | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |     62000 | NS      | $385020.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation           | Stewart Information Services Corporation COM                   | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      9000 | NS      | $384570.00    | 0.10%             | N/A             | Fixed         | 0.46%                 | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                          | Taylor Morrison Home Corp COM                                  | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     10000 | NS      | $303500.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                               | Thor Industries Inc. COM                                       | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      5200 | NS      | $392548.00    | 0.10%             | N/A             | Fixed         | 0.12%                 | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc                       | Braemar Hotels & Resorts Inc COM                               | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |     54900 | NS      | $225639.00    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Columbia Banking System Incorporation              | Columbia Banking System Incorporation COM NPV                  | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17400 | NS      | $524262.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| FutureFuel Corp.                                   | FutureFuel Corp. COM                                           | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      4400 | NS      | $35772.00     | 0.01%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                  | Herc Holdings Inc COM                                          | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     38113 | NS      | $5014527.41   | 1.31%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                                   | Enstar Group Ltd COM STK USD1.00                               | CUSIP: G3075P101<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |      2300 | NS      | $531392.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                          | Gates Industrial Corp PLC COM USD0.01                          | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     23800 | NS      | $271558.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                              | Lantheus Holdings Inc COM                                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     46953 | NS      | $2392724.88   | 0.63%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Luther Burbank Corp.                               | Luther Burbank Corp. COM                                       | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |     10600 | NS      | $117766.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| MFA Financial Inc.                                 | MFA Financial Inc. COM                                         | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |      9575 | NS      | $94313.75     | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Matson Inc                                         | Matson Inc COM                                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      5300 | NS      | $331303.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Medifast Inc                                       | Medifast Inc COM                                               | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      2800 | NS      | $322980.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc.                    | New York Community Bancorp Inc. COM USD0.01                    | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     56100 | NS      | $482460.00    | 0.13%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                                 | Chord Energy Corp. COM NEW                                     | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      3726 | NS      | $509754.06    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Olympic Steel Inc.                                 | Olympic Steel Inc. COM                                         | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      4700 | NS      | $157826.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PAM Transportation Services Inc.                   | PAM Transportation Services Inc. COM                           | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4100 | NS      | $106190.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Preferred Bank                                     | Preferred Bank COM NEW                                         | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      7200 | NS      | $537264.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                             | Sonic Automotive, Inc. CL A                                    | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     11000 | NS      | $541970.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Spire Inc                                          | Spire Inc COM                                                  | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      7300 | NS      | $502678.00    | 0.13%             | N/A             | Fixed         | 1.36%                 | No            |                  1 | On Loan: No      |
| TD Synnex Corp                                     | TD Synnex Corp COM                                             | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     26972 | NS      | $2554518.12   | 0.67%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Telos Corporation                                  | Telos Corporation COM                                          | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71000 | NS      | $361390.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Territorial Bancorp Inc                            | Territorial Bancorp Inc COM                                    | CUSIP: 88145X108<br>LEI: 5493003VDUGN5KBPTN24 | Long             | EC               | CORP              | US        |      6300 | NS      | $151263.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Vera Bradley Inc.                                  | Vera Bradley Inc. COM                                          | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |     50600 | NS      | $229218.00    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Wabash National Corporation                        | Wabash National Corporation COM                                | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     67278 | NS      | $1520482.80   | 0.40%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Washington Federal Inc                             | Washington Federal Inc COM                                     | CUSIP: 938824109<br>LEI: D38AC76TAMYI50NBPX33 | Long             | EC               | CORP              | US        |     16900 | NS      | $566995.00    | 0.15%             | N/A             | Fixed         | 0.84%                 | No            |                  1 | On Loan: No      |
| Vertex Energy Inc.                                 | Vertex Energy Inc. COM                                         | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Long             | EC               | CORP              | US        |     55500 | NS      | $344100.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Vista Ootdoor Inc                                  | Vista Ootdoor Inc COM                                          | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     21800 | NS      | $531266.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc.                      | Washington Trust Bancorp Inc. COM                              | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      5300 | NS      | $250054.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Wiley John & Sons Inc.                             | Wiley John & Sons Inc. CL A                                    | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     27913 | NS      | $1118194.78   | 0.29%             | N/A             | Fixed         | 0.30%                 | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                       | Worthington Industries, Inc. COM                               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      2900 | NS      | $144159.00    | 0.04%             | N/A             | Fixed         | 0.64%                 | No            |                  1 | On Loan: No      |
| Trinseo PLC                                        | Trinseo PLC COM USD0.01                                        | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |     21100 | NS      | $479181.00    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| William Penn Bancorporation                        | William Penn Bancorporation COM                                | CUSIP: 96927A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6200 | NS      | $75144.00     | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tower Semiconductor Limited                        | Tower Semiconductor Limited ORD ILS1                           | CUSIP: M87915274<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |     30532 | NS      | $1318982.40   | 0.34%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                            | Expro Group Holdings NV EUR0.01                                | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |    121918 | NS      | $2210373.34   | 0.58%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Avista Corporation                                 | Avista Corporation COM NPV                                     | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     12900 | NS      | $571986.00    | 0.15%             | N/A             | Fixed         | 0.52%                 | No            |                  1 | On Loan: No      |
| Brunswick Corporation                              | Brunswick Corporation COM                                      | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     31459 | NS      | $2267564.72   | 0.59%             | N/A             | Fixed         | 0.50%                 | No            |                  1 | On Loan: No      |
| Eplus Inc                                          | Eplus Inc COM                                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      7000 | NS      | $309960.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation          | Federal Agricultural Mortgage Corporation CL C                 | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGA              | US        |     21942 | NS      | $2473082.82   | 0.65%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Great Ajax Corp.                                   | Great Ajax Corp. COM                                           | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |     13000 | NS      | $94250.00     | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Macatawa Bank Corp.                                | Macatawa Bank Corp. COM                                        | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15300 | NS      | $168759.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Navient Corporation                                | Navient Corporation COM                                        | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     33600 | NS      | $552720.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Simmons First National Corp                        | Simmons First National Corp CL A $1 PAR                        | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     25400 | NS      | $548132.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Skyline Champion Corporation                       | Skyline Champion Corporation COM                               | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48299 | NS      | $2487881.49   | 0.65%             | N/A             | Fixed         | 0.72%                 | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                        | South Jersey Industries Inc COM                                | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     14700 | NS      | $522291.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                       | Vishay Intertechnology, Inc. COM                               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     24000 | NS      | $517680.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Company    | American Equity Investment Life Holding Company COM USD1       | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     14700 | NS      | $670614.00    | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Belden Inc.                                        | Belden Inc. COM                                                | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      7000 | NS      | $503300.00    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp.                            | Columbus McKinnon Corp. COM                                    | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     53314 | NS      | $1731105.58   | 0.45%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Funko Inc                                          | Funko Inc COM CL A                                             | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |     19400 | NS      | $211654.00    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Haverty Furniture Cos Inc                          | Haverty Furniture Cos Inc COM                                  | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     14300 | NS      | $427570.00    | 0.11%             | N/A             | Fixed         | 0.25%                 | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                               | Laredo Petroleum Inc COM                                       | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      6300 | NS      | $323946.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Merchants Bancorp. (Indiana)                       | Merchants Bancorp. (Indiana) COM                               | CUSIP: 58844R108<br>LEI: 5493003V2R4M1JXKDE59 | Long             | EC               | CORP              | US        |      4600 | NS      | $111872.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Myers Industries Inc.                              | Myers Industries Inc. COM                                      | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     14400 | NS      | $320112.00    | 0.08%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                      | New York Mortgage Trust, Inc. COM PAR $.02                     | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     91300 | NS      | $233728.00    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Option Care Health Inc                             | Option Care Health Inc COM NEW                                 | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     76991 | NS      | $2316659.19   | 0.61%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc.                        | Organogenesis Holdings Inc. COM                                | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     19600 | NS      | $52724.00     | 0.01%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                  | Agree Realty Corp COM                                          | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31073 | NS      | $2204007.89   | 0.58%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                             | Otter Tail Corporation COM                                     | CUSIP: 689648103<br>LEI: 549300HHVBQRQUVKKD91 | Long             | EC               | CORP              | US        |      8400 | NS      | $493164.00    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Plexus Corp                                        | Plexus Corp COM                                                | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      5100 | NS      | $524943.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc.                            | Civista Bancshares Inc. COM NO PAR                             | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      7600 | NS      | $167276.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| First Bancorp Puerto Rico                          | First Bancorp Puerto Rico COM USD1                             | CUSIP: 318672706<br>LEI: 549300QGC3EY3EV0NS72 | Long             | EC               | CORP              | PR        |     41800 | NS      | $531696.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Premier Financial Corp.                            | Premier Financial Corp. COM                                    | CUSIP: 74052F108<br>LEI: 549300JGKN0NL8JSA469 | Long             | EC               | CORP              | US        |     15400 | NS      | $415338.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc.                        | Safety Insurance Group Inc. COM                                | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      3100 | NS      | $261206.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc                   | Granite Point Mortgage Trust Inc COM STK                       | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |     15200 | NS      | $81472.00     | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Heartland Express Inc.                             | Heartland Express Inc. COM                                     | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     22600 | NS      | $346684.00    | 0.09%             | N/A             | Fixed         | 0.08%                 | No            |                  1 | On Loan: No      |
| Ingevity Corporation                               | Ingevity Corporation COM                                       | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      2200 | NS      | $154968.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc.                           | Kimball Electronics Inc. COM                                   | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     88186 | NS      | $1992121.74   | 0.52%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Moog Inc.                                          | Moog Inc. CL A                                                 | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      5100 | NS      | $447576.00    | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                            | Mueller Industries Inc. COM                                    | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      4400 | NS      | $259600.00    | 0.07%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                      | ONE Gas, Inc. COM                                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      7000 | NS      | $530040.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Outbrain Inc                                       | Outbrain Inc COM                                               | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |     10600 | NS      | $38372.00     | 0.01%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corporation                   | Phibro Animal Health Corporation CL A COM                      | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     19600 | NS      | $262836.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                            | Primoris Services Corp. COM                                    | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      6200 | NS      | $136028.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tidewater Inc New                                  | Tidewater Inc New COM                                          | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     12500 | NS      | $460625.00    | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                     | TechnipFMC PLC USD1                                            | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     27400 | NS      | $334006.00    | 0.09%             | N/A             | Fixed         | 1.35%                 | No            |                  1 | On Loan: No      |
| Scholastic Corporation                             | Scholastic Corporation COM                                     | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36300 | NS      | $1432398.00   | 0.37%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Science Applications International Corporation New | Science Applications International Corporation New USD0.0001   | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     10575 | NS      | $1173084.75   | 0.31%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc                      | Supernus Pharmaceuticals, Inc COM                              | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     76863 | NS      | $2741703.21   | 0.72%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Univest Financial Corp.                            | Univest Financial Corp. COM                                    | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      8700 | NS      | $227331.00    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Xperi Inc.                                         | Xperi Inc. COMMON STOCK                                        | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1970 | NS      | $16961.70     | 0.00%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                              | Assured Guaranty Ltd. COM USD0.01                              | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |      9400 | NS      | $585244.00    | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Noble Corporation PLC                              | Noble Corporation PLC COM USD0.0001 CL A                       | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |     50445 | NS      | $1902280.95   | 0.50%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Embecta Corp.                                      | Embecta Corp. COMMON STOCK                                     | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     30202 | NS      | $763808.58    | 0.20%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                              | Hanmi Financial Corp. COM USD0.001                             | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     22800 | NS      | $564300.00    | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hooker Furnishings Corp.                           | Hooker Furnishings Corp. COM                                   | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17100 | NS      | $319770.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc.                           | Insight Enterprises Inc. COM                                   | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      4600 | NS      | $461242.00    | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Insteel Industries Inc.                            | Insteel Industries Inc. COM                                    | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      7300 | NS      | $200896.00    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Itron, Inc.                                        | Itron, Inc. COM                                                | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     10300 | NS      | $521695.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| J&J Snack Foods Corp                               | J&J Snack Foods Corp COM                                       | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7302 | NS      | $1093182.42   | 0.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                                   | Leonardo DRS Inc COM                                           | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |    165035 | NS      | $2109147.30   | 0.55%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Liberty Media Corp Del                             | Liberty Media Corp Del COM C BRAVES GRP                        | CUSIP: 531229888<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |     52340 | NS      | $1686918.20   | 0.44%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                       | Mueller Water Products, Inc. COM STK USD0.01 SER 'A'           | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     35700 | NS      | $384132.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                            | Pebblebrook Hotel Trust COM USD0.01 SBI                        | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     35100 | NS      | $469989.00    | 0.12%             | N/A             | Fixed         | 0.48%                 | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                  | ACI Worldwide Inc COM                                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     25200 | NS      | $579600.00    | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Arcosa Inc                                         | Arcosa Inc COM                                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     43686 | NS      | $2373897.24   | 0.62%             | N/A             | Fixed         | 0.24%                 | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp.                     | Quanex Building Products Corp. COM                             | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     87424 | NS      | $2070200.32   | 0.54%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Stifel Financial Corporation                       | Stifel Financial Corporation COM                               | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     34178 | NS      | $1994969.86   | 0.52%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Arconic Corp.                                      | Arconic Corp. COM                                              | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     72446 | NS      | $1532957.36   | 0.40%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                     | Atlantic Union Bankshares Corp COM                             | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71103 | NS      | $2498559.42   | 0.65%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tripadvisor Inc                                    | Tripadvisor Inc COM                                            | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     53530 | NS      | $962469.40    | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tutor Perini Corporation                           | Tutor Perini Corporation COM                                   | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     51200 | NS      | $386560.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                        | Avnet, Inc. COM                                                | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     12300 | NS      | $511434.00    | 0.13%             | N/A             | Fixed         | 0.30%                 | No            |                  1 | On Loan: No      |
| Bm Technologies Inc                                | Bm Technologies Inc CL A COM                                   | CUSIP: 05591L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         0 | NS      | $0.21         | 0.00%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc.                      | Cass Information Systems Inc. COM                              | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      8700 | NS      | $398634.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                            | Euronet Worldwide, Inc. COM USD0.02                            | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     28839 | NS      | $2721824.82   | 0.71%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc.             | First Business Financial Services Inc. COM                     | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      4400 | NS      | $160820.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                   | Hope Bancorp Inc COM                                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     40400 | NS      | $517524.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                 | Liberty Energy Inc COM CL A                                    | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19700 | NS      | $315397.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc.                           | Nu Skin Enterprises Inc. CL A                                  | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      7200 | NS      | $303552.00    | 0.08%             | N/A             | Fixed         | 0.32%                 | No            |                  1 | On Loan: No      |
| Permian Resources Corp                             | Permian Resources Corp CLASS A COM                             | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     58700 | NS      | $551780.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Portland General Electric Company                  | Portland General Electric Company COM NEW                      | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     10600 | NS      | $519400.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Travelcenters Of America Inc                       | Travelcenters Of America Inc COM NEW                           | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      7100 | NS      | $317938.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Trueblue Inc                                       | Trueblue Inc COM                                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25400 | NS      | $497332.00    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc.                         | USANA Health Sciences Inc. COM                                 | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      6200 | NS      | $329840.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                | Viavi Solutions Inc COM                                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    174108 | NS      | $1829875.08   | 0.48%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.                     | Victory Capital Holdings, Inc. COM CL A                        | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     15600 | NS      | $418548.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                         | WSFS Financial Corporation COM                                 | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     50617 | NS      | $2294974.78   | 0.60%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                      | AXIS Capital Holdings Limited COM USD0.0125                    | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      7100 | NS      | $384607.00    | 0.10%             | N/A             | Fixed         | 0.39%                 | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                       | Bread Financial Holdings Inc COM USD0.01                       | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     13700 | NS      | $515942.00    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Concentrix Corporation                             | Concentrix Corporation COM                                     | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21464 | NS      | $2858146.24   | 0.75%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Emergent Biosolutions Inc                          | Emergent Biosolutions Inc COM                                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     45300 | NS      | $534993.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                   | Encore Wire Corp COM                                           | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $123804.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Gray Television, Inc.                              | Gray Television, Inc. COM                                      | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     80614 | NS      | $902070.66    | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hibbett Inc                                        | Hibbett Inc COM USD0.01                                        | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      5100 | NS      | $347922.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Maxlinear Inc                                      | Maxlinear Inc COM                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      9600 | NS      | $325920.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Maximus Inc                                        | Maximus Inc COM                                                | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      4300 | NS      | $315319.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                   | Talos Energy Inc COM                                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     17500 | NS      | $330400.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                              | Triumph Financial Inc COM                                      | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     18665 | NS      | $912158.55    | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                     | Virtus Investment Partners Inc COM                             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      2080 | NS      | $398195.20    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Constellium SE                                     | Constellium SE EUR0.02 CLASS A                                 | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     24700 | NS      | $292201.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Comm Tr Bancorp                                    | Comm Tr Bancorp COM                                            | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6600 | NS      | $303138.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| First Busey Corporation                            | First Busey Corporation COM NEW                                | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     17400 | NS      | $430128.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| First Internet Bancorp.                            | First Internet Bancorp. COM STK USD0.01                        | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |     11500 | NS      | $279220.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| 1st Source Corporation                             | 1st Source Corporation COM                                     | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4900 | NS      | $260141.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Flowserve Corporation                              | Flowserve Corporation COM                                      | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     16900 | NS      | $518492.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Interface, Inc.                                    | Interface, Inc. COM                                            | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     32500 | NS      | $320775.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc.                              | Northrim BanCorp Inc. COM USD1                                 | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      2400 | NS      | $130968.00    | 0.03%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                          | Janus Henderson Group PLC ORD USD1.50                          | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     21700 | NS      | $510384.00    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Goodyear Tire & Rubber Company                 | The Goodyear Tire & Rubber Company COM                         | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     23400 | NS      | $237510.00    | 0.06%             | N/A             | Fixed         | 0.48%                 | No            |                  1 | On Loan: No      |
| Graftech Intl Ltd                                  | Graftech Intl Ltd COM                                          | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     89500 | NS      | $426020.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Greenbrier Companies, Inc.                     | The Greenbrier Companies, Inc. COM                             | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     14300 | NS      | $479479.00    | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Griffon Corp                                       | Griffon Corp COM                                               | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     47239 | NS      | $1690683.81   | 0.44%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Investar Holding Corp                              | Investar Holding Corp COM                                      | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |      6900 | NS      | $148557.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kearny Financial Corp.                             | Kearny Financial Corp. COM                                     | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21600 | NS      | $219240.00    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                 | Kelly Services Inc CL A                                        | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20200 | NS      | $341380.00    | 0.09%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Kimball International Inc.                         | Kimball International Inc. CL B                                | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |     44000 | NS      | $286000.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Trustco Bank Corp NY                               | Trustco Bank Corp NY COM NEW                                   | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8600 | NS      | $323274.00    | 0.08%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                           | Jazz Pharmaceuticals PLC COM USD0.0001                         | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      7872 | NS      | $1254088.32   | 0.33%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc.                              | Alto Ingredients Inc. COM                                      | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |     26600 | NS      | $76608.00     | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                 | Atlas Air Worldwide Holdings, Inc. COM NEW                     | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      2600 | NS      | $262080.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                | Clean Harbors, Inc. COM                                        | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     26504 | NS      | $3024636.48   | 0.79%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Home Bancorp Inc.                                  | Home Bancorp Inc. COM                                          | CUSIP: 43689E107<br>LEI: 5493008ATL42O3U2YM84 | Long             | EC               | CORP              | US        |      3700 | NS      | $148111.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation                  | Horace Mann Educators Corporation COM                          | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     13600 | NS      | $508232.00    | 0.13%             | N/A             | Fixed         | 0.42%                 | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc.                              | JELD-WEN Holding Inc. COM                                      | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     57400 | NS      | $553910.00    | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Lakeland Inds                                      | Lakeland Inds COM                                              | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |     11300 | NS      | $150290.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Marinemax Inc                                      | Marinemax Inc COM STK USD0.001                                 | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     12400 | NS      | $387128.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| National Instruments Corp.                         | National Instruments Corp. COM                                 | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     52065 | NS      | $1921198.50   | 0.50%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| National Presto Industries Inc.                    | National Presto Industries Inc. COM                            | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5800 | NS      | $397068.00    | 0.10%             | N/A             | Fixed         | 0.92%                 | No            |                  1 | On Loan: No      |
| Northeast Bank                                     | Northeast Bank COM                                             | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      4000 | NS      | $168400.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc                    | Pinnacle Financial Partners Inc COM                            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     35996 | NS      | $2642106.40   | 0.69%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Radian Group Inc.                                  | Radian Group Inc. COM                                          | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     25500 | NS      | $486285.00    | 0.13%             | N/A             | Fixed         | 0.08%                 | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                     | Sierra Bancorp COM                                             | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6500 | NS      | $138060.00    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                              | STAG Industrial, Inc. COM                                      | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     76969 | NS      | $2486868.39   | 0.65%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Nomad Foods Limited                                | Nomad Foods Limited ORD NPV (DI)                               | CUSIP: G6564A105<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |     67122 | NS      | $1157183.28   | 0.30%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-17

**Name of Applicant:** GREAT-WEST FUNDS INC

**Signature:** /s/Kelly New

**Name of Signer:** Kelly New

**Title:** Treasurer, Great-West Funds, Inc.