# EDGAR Filing Document

**Accession Number:** 0001046292
**File Stem:** 0001752724-23-045987
**Filing Date:** 2023-2
**Character Count:** 183429
**Document Hash:** d459949abc5cc6c53218fe0de1716bf3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045987.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045987

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0001046292
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08361
- **FILM NUMBER:** 23681792

**BUSINESS ADDRESS:**
- **STREET 1:** 71 SOUTH WACKER DRIVE
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

## Series and Classes Contracts Data

### Goldman Sachs Small Cap Equity Insights Fund (Series ID: S000009355)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000025640 | Institutional |  |
| C000025641 | Service       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Goldman Sachs Variable Insurance Trust

- **b. Investment Company Act file number:** 811-08361

- **c. CIK number of Registrant:** 0001046292

- **d. LEI of Registrant:** H39OGLUI7D5CIH8CZ870

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

  - **Street Address 1:** 200 West Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10282

  - **Telephone number:** 312-655-4400

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

- **a. Name of Series:** Goldman Sachs Variable Insurance Trust Small Cap Equity Insights Fund

- **b. EDGAR series identifier (if any):** S000009355

- **c. LEI of Series:** NE7TFBQD4ZLK90DRSL29

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

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

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $111813035.84

**Total Liabilities:** $2332017.21

**Net Assets:** $109481018.63

**Cash Not Reported:** $1340447.73

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025641 | 11.70%               | 2.22%                | -5.79%               |
| Class ID C000025640 | 11.75%               | 2.29%                | -5.76%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1031083.99             | $12805589.93                               |
| Month 2  | $-1464900.87             | $3896540.28                                |
| Month 3  | $-773571.21              | $-6060885.39                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LeMaitre Vascular Inc                          | LeMaitre Vascular Inc                                   | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      2619 | NS      | $120526.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                       | Fabrinet                                                | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |      4138 | NS      | $530574.36    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The                           | Beauty Health Co/The                                    | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |     11490 | NS      | $104559.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc                  | Deciphera Pharmaceuticals Inc                           | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |      3117 | NS      | $51087.63     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                       | National HealthCare Corp                                | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2435 | NS      | $144882.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                           | Tenable Holdings Inc                                    | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     16068 | NS      | $612994.20    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                         | iTeos Therapeutics Inc                                  | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3224 | NS      | $62964.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                                 | TechTarget Inc                                          | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      7505 | NS      | $330670.30    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EngageSmart Inc                                | EngageSmart Inc                                         | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2171 | NS      | $38209.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                 | Ameris Bancorp                                          | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     14593 | NS      | $687914.02    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                           | Hancock Whitney Corp                                    | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     15173 | NS      | $734221.47    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE Therapeutics Inc                          | DICE Therapeutics Inc                                   | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3399 | NS      | $106048.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                          | Ardmore Shipping Corp                                   | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | IE        |     18597 | NS      | $267982.77    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc                  | Intercept Pharmaceuticals Inc                           | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |      6376 | NS      | $78871.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                   | Madrigal Pharmaceuticals Inc                            | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |       684 | NS      | $198531.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                         | Keros Therapeutics Inc                                  | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3593 | NS      | $172535.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                  | Amphastar Pharmaceuticals Inc                           | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      4207 | NS      | $117880.14    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                    | Maximus Inc                                             | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     11230 | NS      | $823495.90    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                  | Blackbaud Inc                                           | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      3464 | NS      | $203891.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                               | A10 Networks Inc                                        | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     11851 | NS      | $197082.13    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                          | SIGA Technologies Inc                                   | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5129 | NS      | $37749.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                             | Teekay Tankers Ltd                                      | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |      8739 | NS      | $269248.59    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                        | Titan International Inc                                 | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |      8805 | NS      | $134892.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arko Corp                                      | Arko Corp                                               | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6850 | NS      | $59321.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                           | First Advantage Corp                                    | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |      1982 | NS      | $25766.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                    | John B Sanfilippo & Son Inc                             | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      7296 | NS      | $593310.72    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                 | Constellium SE                                          | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     11905 | NS      | $140836.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                          | MeiraGTx Holdings plc                                   | CUSIP: 000000000<br>LEI: 54930007YV6NYIOGFZ57 | Long             | EC               | CORP              | US        |      8952 | NS      | $58367.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals Inc                   | KalVista Pharmaceuticals Inc                            | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |     14134 | NS      | $95545.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                    | Arvinas Inc                                             | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6214 | NS      | $212580.94    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                    | AMN Healthcare Services Inc                             | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      5542 | NS      | $569828.44    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping Inc                        | Eagle Bulk Shipping Inc                                 | CUSIP: 000000000<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               | CORP              | US        |      3507 | NS      | $175139.58    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bladex                                         | Banco Latinoamericano de Comercio Exterior SA           | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | NUSS              | PA        |     21442 | NS      | $347360.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                             | PetMed Express Inc                                      | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |      1327 | NS      | $23487.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                          | Fate Therapeutics Inc                                   | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      7145 | NS      | $72093.05     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc                               | Gossamer Bio Inc                                        | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |     19933 | NS      | $43254.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Murphy Oil Corp                                | Murphy Oil Corp                                         | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      3999 | NS      | $171996.99    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                       | Moog Inc                                                | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      1602 | NS      | $140591.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                                   | Duolingo Inc                                            | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2876 | NS      | $204569.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc                                      | PetIQ Inc                                               | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |     20415 | NS      | $188226.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                                   | SFL Corp Ltd                                            | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | NO        |     47349 | NS      | $436557.78    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancshares Inc/TX                     | Guaranty Bancshares Inc/TX                              | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8614 | NS      | $298388.96    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                        | Dream Finders Homes Inc                                 | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17053 | NS      | $147678.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| CarParts.com Inc                               | CarParts.com Inc                                        | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |     18349 | NS      | $114864.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                               | PJT Partners Inc                                        | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      4528 | NS      | $333668.32    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Co                              | Northwest Pipe Co                                       | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      2854 | NS      | $96179.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                         | Sana Biotechnology Inc                                  | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15200 | NS      | $60040.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Exponent Inc                                   | Exponent Inc                                            | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      8079 | NS      | $800548.11    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                  | Shoals Technologies Group Inc                           | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6112 | NS      | $150783.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc                            | Sutro Biopharma Inc                                     | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     37795 | NS      | $305383.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                       | Equitrans Midstream Corp                                | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     22458 | NS      | $150468.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                                 | Portillo's Inc                                          | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8828 | NS      | $144072.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Ocean Group Ltd                         | Golden Ocean Group Ltd                                  | CUSIP: 000000000<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | NO        |     18884 | NS      | $164101.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERISAFE Inc                                  | AMERISAFE Inc                                           | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     11577 | NS      | $601656.69    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                    | Workiva Inc                                             | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      1817 | NS      | $152573.49    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc                      | Utah Medical Products Inc                               | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |      3384 | NS      | $340193.52    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp                                   | Denny's Corp                                            | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |     13882 | NS      | $127853.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings I                 | Universal Insurance Holdings Inc                        | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      1254 | NS      | $13279.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford & Co                                  | Crawford & Co                                           | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |     29733 | NS      | $165315.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologie                 | Applied Industrial Technologies Inc                     | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       194 | NS      | $24449.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                    | Unisys Corp                                             | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      5751 | NS      | $29387.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                   | Sylvamo Corp                                            | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      2065 | NS      | $100338.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                                 | Globalstar Inc                                          | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |     40720 | NS      | $54157.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                     | Rapid7 Inc                                              | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      5701 | NS      | $193719.98    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                              | Kura Oncology Inc                                       | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      1814 | NS      | $22511.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co                             | Investors Title Co                                      | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       887 | NS      | $130876.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                     | Insmed Inc                                              | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     10151 | NS      | $202816.98    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software Inc/GA                       | American Software Inc/GA                                | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14997 | NS      | $220155.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                                  | PagerDuty Inc                                           | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |      5847 | NS      | $155296.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                         | Laureate Education Inc                                  | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     26862 | NS      | $258412.44    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Luminar Technologies Inc                       | Luminar Technologies Inc                                | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Long             | EC               | CORP              | US        |      2727 | NS      | $13498.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Oceaneering International Inc                  | Oceaneering International Inc                           | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      3871 | NS      | $67703.79     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerSchool Holdings Inc                       | PowerSchool Holdings Inc                                | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1333 | NS      | $30765.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Identiv Inc                                    | Identiv Inc                                             | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |      2780 | NS      | $20127.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                             | Avanos Medical Inc                                      | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     11137 | NS      | $301367.22    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                | Q2 Holdings Inc                                         | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     13086 | NS      | $351620.82    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Landsea Homes Corp                             | Landsea Homes Corp                                      | CUSIP: 51509P103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | US        |      5514 | NS      | $28727.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                                    | Magnite Inc                                             | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      3470 | NS      | $36747.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| aka Brands Holding Corp                        | aka Brands Holding Corp                                 | CUSIP: 00152K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25650 | NS      | $32575.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Manitowoc Co Inc/The                           | Manitowoc Co Inc/The                                    | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      1312 | NS      | $12017.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                       | Domo Inc                                                | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |      1621 | NS      | $23083.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences Inc                            | IGM Biosciences Inc                                     | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |      5262 | NS      | $89506.62     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                  | American Eagle Outfitters Inc                           | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      4433 | NS      | $61884.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Co                 | Integral Ad Science Holding Corp                        | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2040 | NS      | $17931.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc                               | Fossil Group Inc                                        | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |     14396 | NS      | $62046.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group I                 | Helix Energy Solutions Group Inc                        | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      2216 | NS      | $16354.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                       | TPG RE Finance Trust Inc                                | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14043 | NS      | $95351.97     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                   | Catalyst Pharmaceuticals Inc                            | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      8206 | NS      | $152631.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solu                 | Kratos Defense & Security Solutions Inc                 | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     14898 | NS      | $153747.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund          | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |   2037051 | NS      | $2037050.81   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline Ltd/Bermuda                          | Frontline Ltd/Bermuda                                   | CUSIP: 000000000<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               | CORP              | NO        |      6436 | NS      | $78133.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| MasterCraft Boat Holdings Inc                  | MasterCraft Boat Holdings Inc                           | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      4059 | NS      | $105006.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                    | iRobot Corp                                             | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       250 | NS      | $12032.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                         | Genworth Financial Inc                                  | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      8511 | NS      | $45023.19     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc                      | ALX Oncology Holdings Inc                               | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3920 | NS      | $44178.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                      | Crocs Inc                                               | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      3263 | NS      | $353807.09    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                           | Merchants Bancorp/IN                                    | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     13190 | NS      | $320780.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son L                 | Bank of NT Butterfield & Son Ltd/The                    | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      3572 | NS      | $106481.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                       | Ebix Inc                                                | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      2241 | NS      | $44730.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                                  | Dril-Quip Inc                                           | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      4186 | NS      | $113733.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                                     | Cerus Corp                                              | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |     17045 | NS      | $62214.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp                        | Silvergate Capital Corp                                 | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |       652 | NS      | $11344.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment T                 | PennyMac Mortgage Investment Trust                      | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |      9762 | NS      | $120951.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                            | Morphic Holding Inc                                     | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |      2573 | NS      | $68827.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                    | Iovance Biotherapeutics Inc                             | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     38525 | NS      | $246174.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                         | US Silica Holdings Inc                                  | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      1012 | NS      | $12650.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                     | Belden Inc                                              | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      1293 | NS      | $92966.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                     | Organogenesis Holdings Inc                              | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     23919 | NS      | $64342.11     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                         | Option Care Health Inc                                  | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     12501 | NS      | $376155.09    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc                    | Brookdale Senior Living Inc                             | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     10244 | NS      | $27966.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares Inc                       | Metrocity Bankshares Inc                                | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |      8604 | NS      | $186104.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                    | Kiniksa Pharmaceuticals Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10249 | NS      | $153530.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                   | Parsons Corp                                            | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     10988 | NS      | $508195.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                    | CorVel Corp                                             | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       519 | NS      | $75426.27     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                          | Oxford Industries Inc                                   | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       407 | NS      | $37924.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                  | Consensus Cloud Solutions Inc                           | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4528 | NS      | $243425.28    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                          | Powell Industries Inc                                   | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |     10660 | NS      | $375018.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                  | United Community Banks Inc/GA                           | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      1410 | NS      | $47658.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals Inc                               | I3 Verticals Inc                                        | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |     10427 | NS      | $253793.18    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                     | GrafTech International Ltd                              | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     28028 | NS      | $133413.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio Inc                               | 2seventy bio Inc                                        | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7933 | NS      | $74332.21     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                         | FirstCash Holdings Inc                                  | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8711 | NS      | $757073.01    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Tucows Inc                                     | Tucows Inc                                              | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               | CORP              | CA        |      1171 | NS      | $39720.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| IVERIC bio Inc                                 | IVERIC bio Inc                                          | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |       751 | NS      | $16078.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology                  | International Game Technology PLC                       | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |      8987 | NS      | $203825.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                              | PC Connection Inc                                       | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      2401 | NS      | $112606.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                 | Murphy USA Inc                                          | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      3340 | NS      | $933663.60    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                                   | NuVasive Inc                                            | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      4288 | NS      | $176837.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                      | Sally Beauty Holdings Inc                               | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      6086 | NS      | $76196.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                         | Employers Holdings Inc                                  | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16663 | NS      | $718675.19    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                              | Hamilton Lane Inc                                       | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      1102 | NS      | $70395.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc                         | TETRA Technologies Inc                                  | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |      9382 | NS      | $32461.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                     | ACADIA Pharmaceuticals Inc                              | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     12451 | NS      | $198219.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing                  | American Axle & Manufacturing Holdings Inc              | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2154 | NS      | $16844.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc                                       | Stem Inc                                                | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |     11439 | NS      | $102264.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                           | Summit Materials Inc                                    | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     26715 | NS      | $758438.85    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                    | Axonics Inc                                             | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |      8565 | NS      | $535569.45    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                              | Sprout Social Inc                                       | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       784 | NS      | $44264.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                   | Glaukos Corp                                            | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       411 | NS      | $17952.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                  | Ambarella Inc                                           | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |       392 | NS      | $32234.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                  | LGI Homes Inc                                           | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      4138 | NS      | $383178.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | CME E-MINI RUSSELL 2000 INDEX                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        20 | NC      | $-40752.75    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                             | Aaron's Co Inc/The                                      | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3416 | NS      | $40821.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                 | Kennametal Inc                                          | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     10103 | NS      | $243078.18    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cano Health Inc                                | Cano Health Inc                                         | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30375 | NS      | $41613.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                           | TrustCo Bank Corp NY                                    | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16717 | NS      | $628392.03    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                   | Artivion Inc                                            | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |      4245 | NS      | $51449.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                             | Liberty Energy Inc                                      | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17831 | NS      | $285474.31    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                       | Service Properties Trust                                | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |     15322 | NS      | $111697.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                              | RLJ Lodging Trust                                       | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61556 | NS      | $651878.04    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                 | Tactile Systems Technology Inc                          | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |      2165 | NS      | $24854.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                    | Progyny Inc                                             | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       401 | NS      | $12491.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                   | Victory Capital Holdings Inc                            | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     17535 | NS      | $470464.05    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc                      | Esperion Therapeutics Inc                               | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |      7855 | NS      | $48936.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                     | Prometheus Biosciences Inc                              | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1055 | NS      | $116050.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                 | Buckle Inc/The                                          | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      7638 | NS      | $346383.30    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp                                     | Nevro Corp                                              | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |      6290 | NS      | $249084.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                        | Box Inc                                                 | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      1900 | NS      | $59147.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                         | Alarm.com Holdings Inc                                  | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      8043 | NS      | $397967.64    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Bancorp Inc                          | Provident Bancorp Inc                                   | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4441 | NS      | $32330.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                        | Karuna Therapeutics Inc                                 | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1901 | NS      | $373546.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                       | Celldex Therapeutics Inc                                | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      1025 | NS      | $45684.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                        | NOW Inc                                                 | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     42280 | NS      | $536956.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FTC Solar Inc                                  | FTC Solar Inc                                           | CUSIP: 30320C103<br>LEI: 5493009MODNZ2HMPX761 | Long             | EC               | CORP              | US        |     13221 | NS      | $35432.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc                 | National Presto Industries Inc                          | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4190 | NS      | $286847.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassava Sciences Inc                           | Cassava Sciences Inc                                    | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |      1679 | NS      | $49597.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Safe Bulkers Inc                               | Safe Bulkers Inc                                        | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MC        |     93121 | NS      | $270982.11    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                        | Enerpac Tool Group Corp                                 | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      4383 | NS      | $111547.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                | SouthState Corp                                         | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      4470 | NS      | $341329.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                           | Medpace Holdings Inc                                    | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      3521 | NS      | $747895.61    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ViewRay Inc                                    | ViewRay Inc                                             | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |     19571 | NS      | $87678.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                       | Independent Bank Corp/MI                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1462 | NS      | $34971.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                    | Fresh Del Monte Produce Inc                             | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |      2129 | NS      | $55758.51     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                           | Ensign Group Inc/The                                    | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      1113 | NS      | $105300.93    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                  | Costamare Inc                                           | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MC        |     63127 | NS      | $585818.56    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Inc                                     | Holley Inc                                              | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |      8717 | NS      | $18480.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                            | Scorpio Tankers Inc                                     | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |     14068 | NS      | $756436.36    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                     | Fluor Corp                                              | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     11037 | NS      | $382542.42    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp                            | Luther Burbank Corp                                     | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |     24649 | NS      | $273850.39    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr                 | Essential Properties Realty Trust Inc                   | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      8510 | NS      | $199729.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                           | Cavco Industries Inc                                    | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       891 | NS      | $201588.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd                    | Nordic American Tankers Ltd                             | CUSIP: 000000000<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | NO        |     15774 | NS      | $48268.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                     | Vishay Precision Group Inc                              | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5234 | NS      | $202294.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Real Estate Finance I                 | Nexpoint Real Estate Finance Inc                        | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12090 | NS      | $192110.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                 | MRC Global Inc                                          | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     32714 | NS      | $378828.12    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora Inc                                      | Zuora Inc                                               | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |     18949 | NS      | $120515.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                        | Brandywine Realty Trust                                 | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     22763 | NS      | $139992.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                               | Clear Secure Inc                                        | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12762 | NS      | $350061.66    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc                 | NexTier Oilfield Solutions Inc                          | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     27101 | NS      | $250413.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                          | CommVault Systems Inc                                   | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     11653 | NS      | $732274.52    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corp                             | Daily Journal Corp                                      | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |       130 | NS      | $32566.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                        | Denali Therapeutics Inc                                 | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     11354 | NS      | $315754.74    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc                   | Sinclair Broadcast Group Inc                            | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |      5526 | NS      | $85708.26     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                    | ONE Gas Inc                                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      9936 | NS      | $752353.92    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                               | HealthStream Inc                                        | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      7017 | NS      | $174302.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                        | CNO Financial Group Inc                                 | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     35479 | NS      | $810695.15    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                     | A-Mark Precious Metals Inc                              | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |     11678 | NS      | $405576.94    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                 | Community Healthcare Trust Inc                          | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      7931 | NS      | $283929.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rallybio Corp                                  | Rallybio Corp                                           | CUSIP: 75120L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2871 | NS      | $18862.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                  | B&G Foods Inc                                           | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |       635 | NS      | $7080.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                          | Nabors Industries Ltd                                   | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |      1440 | NS      | $223012.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                 | FormFactor Inc                                          | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      6935 | NS      | $154165.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                      | Phibro Animal Health Corp                               | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     24321 | NS      | $326144.61    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Lif                 | American Equity Investment Life Holding Co              | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     19214 | NS      | $876542.68    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                   | Oil States International Inc                            | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     24081 | NS      | $179644.26    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                          | Pennant Group Inc/The                                   | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |      2535 | NS      | $27834.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc                   | Cass Information Systems Inc                            | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      2937 | NS      | $134573.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                   | Semtech Corp                                            | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      2716 | NS      | $77922.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                     | Iridium Communications Inc                              | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      6076 | NS      | $312306.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                        | Herbalife Nutrition Ltd                                 | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |      3474 | NS      | $51693.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                      | Ennis Inc                                               | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14498 | NS      | $321275.68    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                   | Alkermes PLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     32422 | NS      | $847186.86    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                       | Yext Inc                                                | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |      9794 | NS      | $63954.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc                             | Kura Sushi USA Inc                                      | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       390 | NS      | $18595.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                  | Dillard's Inc                                           | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |        55 | NS      | $17776.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc                       | Aclaris Therapeutics Inc                                | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |      4438 | NS      | $69898.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                           | Urban Outfitters Inc                                    | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      6257 | NS      | $149229.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp                             | CTI BioPharma Corp                                      | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5270 | NS      | $31672.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                      | Asana Inc                                               | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11981 | NS      | $164978.37    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                           | NetScout Systems Inc                                    | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      5011 | NS      | $162907.61    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                         | Montauk Renewables Inc                                  | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8796 | NS      | $97019.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                   | Sanmina Corp                                            | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      2676 | NS      | $153308.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                              | AngioDynamics Inc                                       | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      6561 | NS      | $90344.97     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc                                 | Red Violet Inc                                          | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |      4505 | NS      | $103705.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Amicus Therapeutics Inc                        | Amicus Therapeutics Inc                                 | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     39257 | NS      | $479327.97    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                            | Cal-Maine Foods Inc                                     | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      5721 | NS      | $311508.45    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                             | LSB Industries Inc                                      | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |      9241 | NS      | $122905.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                | Shake Shack Inc                                         | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |       669 | NS      | $27783.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc                        | PMV Pharmaceuticals Inc                                 | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11834 | NS      | $102955.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                 | LCI Industries                                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      2193 | NS      | $202742.85    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                        | Magnolia Oil & Gas Corp                                 | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34589 | NS      | $811112.05    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services Inc                     | Select Energy Services Inc                              | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      1784 | NS      | $16484.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable I                 | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2117 | NS      | $61350.66     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc                        | Global Medical REIT Inc                                 | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |      1644 | NS      | $15585.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                              | Newmark Group Inc                                       | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14721 | NS      | $117326.37    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                     | RadNet Inc                                              | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |       331 | NS      | $6232.73      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc                           | Momentive Global Inc                                    | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |      6448 | NS      | $45136.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                             | Thryv Holdings Inc                                      | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12065 | NS      | $229235.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                               | Movado Group Inc                                        | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       747 | NS      | $24090.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I                 | Harmony Biosciences Holdings Inc                        | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5188 | NS      | $285858.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                    | EVERTEC Inc                                             | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     15313 | NS      | $495834.94    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                           | Warrior Met Coal Inc                                    | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     16908 | NS      | $585693.12    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                               | Shutterstock Inc                                        | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      3610 | NS      | $190319.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                         | Hims & Hers Health Inc                                  | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |     21269 | NS      | $136334.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                 | Northeast Bank                                          | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      2991 | NS      | $125921.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                           | Bridgebio Pharma Inc                                    | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      5212 | NS      | $39715.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                    | Inspire Medical Systems Inc                             | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      3147 | NS      | $792666.36    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                          | Alerus Financial Corp                                   | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |       974 | NS      | $22742.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                           | TTM Technologies Inc                                    | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      4193 | NS      | $63230.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc                  | Southern First Bancshares Inc                           | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3783 | NS      | $173072.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                 | BancFirst Corp                                          | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      1555 | NS      | $137119.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                        | Modine Manufacturing Co                                 | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      2899 | NS      | $57574.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                             | Byline Bancorp Inc                                      | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      4576 | NS      | $105110.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                               | HealthEquity Inc                                        | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       791 | NS      | $48757.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                      | Benchmark Electronics Inc                               | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      3955 | NS      | $105558.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                   | ArcBest Corp                                            | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       412 | NS      | $28856.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                          | Skyline Champion Corp                                   | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5134 | NS      | $264452.34    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                     | Cardiovascular Systems Inc                              | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |      2758 | NS      | $37563.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                     | Great Southern Bancorp Inc                              | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |       390 | NS      | $23201.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                          | Chatham Lodging Trust                                   | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47170 | NS      | $578775.90    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                     | DiamondRock Hospitality Co                              | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     71748 | NS      | $587616.12    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                             | Axos Financial Inc                                      | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     12248 | NS      | $468118.56    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                       | Patterson-UTI Energy Inc                                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      1756 | NS      | $29571.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                               | TimkenSteel Corp                                        | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     13423 | NS      | $243895.91    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                 | Praxis Precision Medicines Inc                          | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36356 | NS      | $86527.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                 | PBF Energy Inc                                          | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      4273 | NS      | $174252.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc                       | CIRCOR International Inc                                | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |      1982 | NS      | $47488.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc                        | Design Therapeutics Inc                                 | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2505 | NS      | $25701.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Inari Medical Inc                              | Inari Medical Inc                                       | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6242 | NS      | $396741.52    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                         | Forrester Research Inc                                  | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |       347 | NS      | $12408.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                        | BrightSpire Capital Inc                                 | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |     15517 | NS      | $96670.91     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corp                             | Macatawa Bank Corp                                      | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12927 | NS      | $142584.81    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                   | Veritiv Corp                                            | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |       221 | NS      | $26897.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                     | Coca-Cola Consolidated Inc                              | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       865 | NS      | $443191.40    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                                  | St Joe Co/The                                           | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     14001 | NS      | $541138.65    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                             | Aspen Aerogels Inc                                      | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9411 | NS      | $110955.69    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment                  | Dave & Buster's Entertainment Inc                       | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     12213 | NS      | $432828.72    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                        | ExlService Holdings Inc                                 | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      4727 | NS      | $800895.61    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc                              | Overstock.com Inc                                       | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      1126 | NS      | $21799.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals Inc                    | Phathom Pharmaceuticals Inc                             | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3968 | NS      | $44520.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BrightView Holdings Inc                        | BrightView Holdings Inc                                 | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     11591 | NS      | $79861.99     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                   | LivaNova PLC                                            | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      7582 | NS      | $421104.28    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                       | HomeTrust Bancshares Inc                                | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2425 | NS      | $58612.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                           | Extreme Networks Inc                                    | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      9456 | NS      | $173139.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                            | Health Catalyst Inc                                     | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     24558 | NS      | $261051.54    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Cor                 | Peoples Financial Services Corp                         | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       501 | NS      | $25971.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AirSculpt Technologies Inc                     | AirSculpt Technologies Inc                              | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18629 | NS      | $68927.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Duck Creek Technologies Inc                    | Duck Creek Technologies Inc                             | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27699 | NS      | $333772.95    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc                            | Capital Bancorp Inc                                     | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      6726 | NS      | $158330.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                              | Revolve Group Inc                                       | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8199 | NS      | $182509.74    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                               | Encore Wire Corp                                        | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5841 | NS      | $803487.96    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                               | Hope Bancorp Inc                                        | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     37011 | NS      | $474110.91    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                        | Hudson Technologies Inc                                 | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       724 | NS      | $7326.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                        | ATI Inc                                                 | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       988 | NS      | $29501.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                            | Peabody Energy Corp                                     | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      2408 | NS      | $63619.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                | Macerich Co/The                                         | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      5516 | NS      | $62110.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                           | Associated Banc-Corp                                    | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      8803 | NS      | $203261.27    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc                         | Altair Engineering Inc                                  | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |      3901 | NS      | $177378.47    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                               | Talos Energy Inc                                        | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      8905 | NS      | $168126.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                    | StoneCo Ltd                                             | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | BR        |     13287 | NS      | $125429.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                          | Hackett Group Inc/The                                   | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      3581 | NS      | $72944.97     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                       | Regional Management Corp                                | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      5338 | NS      | $149891.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc                               | Home Bancorp Inc                                        | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3125 | NS      | $125093.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group I                 | First Watch Restaurant Group Inc                        | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15112 | NS      | $204465.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc                                  | DHI Group Inc                                           | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |      7491 | NS      | $39627.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                      | Community Bank System Inc                               | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      2567 | NS      | $161592.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                             | Ingles Markets Inc                                      | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |       592 | NS      | $57104.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N Inc                                    | Model N Inc                                             | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |      4729 | NS      | $191808.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                     | Xencor Inc                                              | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |       528 | NS      | $13749.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                  | Capitol Federal Financial Inc                           | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42999 | NS      | $371941.35    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| USCB Financial Holdings Inc                    | USCB Financial Holdings Inc                             | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1299 | NS      | $15847.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                  | Adaptive Biotechnologies Corp                           | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     25105 | NS      | $191802.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp                 | Evoqua Water Technologies Corp                          | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |      6010 | NS      | $237996.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc                           | Surgery Partners Inc                                    | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      5478 | NS      | $152617.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                  | Renasant Corp                                           | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      2199 | NS      | $82660.41     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI Composites Inc                             | TPI Composites Inc                                      | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |      6497 | NS      | $65879.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                      | First BanCorp/Puerto Rico                               | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     38693 | NS      | $492174.96    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                   | Cadence Bank                                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      8321 | NS      | $205195.86    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                       | Children's Place Inc/The                                | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |       615 | NS      | $22398.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                           | Marten Transport Ltd                                    | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29664 | NS      | $586753.92    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc                           | Biglari Holdings Inc                                    | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |      1202 | NS      | $166837.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                             | Corsair Gaming Inc                                      | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      4382 | NS      | $59463.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Chimera Investment Corp                        | Chimera Investment Corp                                 | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |     50929 | NS      | $280109.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                                 | Clearfield Inc                                          | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      2691 | NS      | $253330.74    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                            | Terreno Realty Corp                                     | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4071 | NS      | $231517.77    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc                               | W&T Offshore Inc                                        | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     22910 | NS      | $127837.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                                  | Envestnet Inc                                           | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |        93 | NS      | $5738.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                           | Laredo Petroleum Inc                                    | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      3754 | NS      | $193030.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics Inc                                 | Cardlytics Inc                                          | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |      1494 | NS      | $8635.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                              | EW Scripps Co/The                                       | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     23090 | NS      | $304557.10    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                           | Matador Resources Co                                    | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      5124 | NS      | $293297.76    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp                      | Anavex Life Sciences Corp                               | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |      7257 | NS      | $67199.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Natural Grocers by Vitamin Cot                 | Natural Grocers by Vitamin Cottage Inc                  | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |      4556 | NS      | $41641.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                    | Alector Inc                                             | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     13320 | NS      | $122943.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                          | Carter Bankshares Inc                                   | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2291 | NS      | $38007.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma Inc                              | Athira Pharma Inc                                       | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5177 | NS      | $16411.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products In                 | Installed Building Products Inc                         | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      6972 | NS      | $596803.20    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                           | PTC Therapeutics Inc                                    | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     11041 | NS      | $421434.97    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                       | Super Micro Computer Inc                                | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      9072 | NS      | $744811.20    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                         | Mueller Industries Inc                                  | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     13613 | NS      | $803167.00    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc                     | H&E Equipment Services Inc                              | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     16277 | NS      | $738975.80    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc                     | Heritage-Crystal Clean Inc                              | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3199 | NS      | $103903.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc                                  | Amplitude Inc                                           | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16382 | NS      | $197894.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                 | NexPoint Residential Trust Inc                          | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     13904 | NS      | $605102.08    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                          | Civitas Resources Inc                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     12329 | NS      | $714218.97    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                                    | Codexis Inc                                             | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25244 | NS      | $117637.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                        | Target Hospitality Corp                                 | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6143 | NS      | $93005.02     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                            | Texas Roadhouse Inc                                     | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      2164 | NS      | $196815.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                           | Celsius Holdings Inc                                    | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       943 | NS      | $98109.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                             | UMB Financial Corp                                      | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       216 | NS      | $18040.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                    | PCB Bancorp                                             | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      9077 | NS      | $160572.13    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                  | M/I Homes Inc                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     10456 | NS      | $482858.08    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                  | Sapiens International Corp NV                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4349 | NS      | $80369.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                       | Hersha Hospitality Trust                                | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     14258 | NS      | $121478.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                              | Franklin Covey Co                                       | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4998 | NS      | $233756.46    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                              | Generation Bio Co                                       | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16126 | NS      | $63375.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                            | Equity Commonwealth                                     | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     24830 | NS      | $620005.10    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                           | Palomar Holdings Inc                                    | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      7099 | NS      | $320590.84    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                  | Business First Bancshares Inc                           | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      6116 | NS      | $135408.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                      | CrossFirst Bankshares Inc                               | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1063 | NS      | $13191.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                     | EZCORP Inc                                              | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     31818 | NS      | $259316.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                     | Arcosa Inc                                              | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      3692 | NS      | $200623.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources                  | Alpha Metallurgical Resources Inc                       | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2208 | NS      | $323229.12    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                         | Castle Biosciences Inc                                  | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4668 | NS      | $109884.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals                  | United States Lime & Minerals Inc                       | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |       857 | NS      | $120631.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                     | Enanta Pharmaceuticals Inc                              | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      3660 | NS      | $170263.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                | Scholastic Corp                                         | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9357 | NS      | $369227.22    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                                 | Perficient Inc                                          | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      4357 | NS      | $304249.31    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                    | Asbury Automotive Group Inc                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       624 | NS      | $111852.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                             | Everi Holdings Inc                                      | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     11778 | NS      | $169014.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                  | Synaptics Inc                                           | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       816 | NS      | $77650.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                            | Kodiak Sciences Inc                                     | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |     10687 | NS      | $76518.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Cor                 | Zurn Elkay Water Solutions Corp                         | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     10482 | NS      | $221694.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                               | Coeur Mining Inc                                        | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     79754 | NS      | $267973.44    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                    | Aurinia Pharmaceuticals Inc                             | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |      6695 | NS      | $28922.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Inc                                    | Inhibrx Inc                                             | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |       312 | NS      | $7687.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                              | Tutor Perini Corp                                       | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      5885 | NS      | $44431.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                             | Verint Systems Inc                                      | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      3030 | NS      | $109928.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                     | Cactus Inc                                              | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      2602 | NS      | $130776.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc                 | Information Services Group Inc                          | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      2141 | NS      | $9848.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Lithium Inc                           | Piedmont Lithium Inc                                    | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Long             | EC               | CORP              | US        |      2313 | NS      | $101818.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                               | RealReal Inc/The                                        | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |    103948 | NS      | $129935.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                         | Comstock Resources Inc                                  | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     12432 | NS      | $170442.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc                                  | ImmunoGen Inc                                           | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     18109 | NS      | $89820.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                     | Qualys Inc                                              | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      1183 | NS      | $132768.09    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                     | Atkore Inc                                              | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      7815 | NS      | $886377.30    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                       | Chefs' Warehouse Inc/The                                | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      9501 | NS      | $316193.28    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                           | Douglas Dynamics Inc                                    | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |      1914 | NS      | $69210.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                             | Ichor Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | US        |       909 | NS      | $24379.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings Inc                       | Instructure Holdings Inc                                | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12936 | NS      | $303219.84    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| LXP Industrial Trust                           | LXP Industrial Trust                                    | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     61362 | NS      | $614847.24    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Inc                              | MicroStrategy Inc                                       | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       124 | NS      | $17554.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                   | Eagle Pharmaceuticals Inc/DE                            | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      3249 | NS      | $94968.27     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                   | AtriCure Inc                                            | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4747 | NS      | $210671.86    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                        | RPC Inc                                                 | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37294 | NS      | $331543.66    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                       | CBIZ Inc                                                | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      5845 | NS      | $273838.25    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                   | BioCryst Pharmaceuticals Inc                            | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     12616 | NS      | $144831.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                                  | BRP Group Inc                                           | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1334 | NS      | $33536.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                       | Turning Point Brands Inc                                | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      2098 | NS      | $45379.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                         | Heron Therapeutics Inc                                  | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |      3817 | NS      | $9542.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Primo Water Corp                               | Primo Water Corp                                        | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47488 | NS      | $737963.52    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                          | TransMedics Group Inc                                   | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1397 | NS      | $86222.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                        | Axsome Therapeutics Inc                                 | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       252 | NS      | $19436.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                     | Thermon Group Holdings Inc                              | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      2337 | NS      | $46926.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                           | Dycom Industries Inc                                    | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      3293 | NS      | $308224.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                            | Gray Television Inc                                     | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     15579 | NS      | $174329.01    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                      | Kinsale Capital Group Inc                               | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       278 | NS      | $72702.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                            | Meritage Homes Corp                                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      2903 | NS      | $267656.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                 | Joint Corp/The                                          | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2620 | NS      | $36627.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp                                    | Teekay Corp                                             | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |      4225 | NS      | $19181.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                              | Owens & Minor Inc                                       | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      4386 | NS      | $85658.58     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc                          | RAPT Therapeutics Inc                                   | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |      2931 | NS      | $58033.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp Inc/The                          | First Bancorp Inc/The                                   | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6489 | NS      | $194280.66    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                      | Minerals Technologies Inc                               | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     11425 | NS      | $693726.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                            | Addus HomeCare Corp                                     | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       569 | NS      | $56609.81     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                         | Nurix Therapeutics Inc                                  | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11953 | NS      | $131243.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                               | Malibu Boats Inc                                        | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8571 | NS      | $456834.30    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                        | V2X Inc                                                 | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       267 | NS      | $11024.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                               | LendingClub Corp                                        | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      1845 | NS      | $16236.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers                  | Tanger Factory Outlet Centers Inc                       | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      1852 | NS      | $33224.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solution Inc                        | Aris Water Solution Inc                                 | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       875 | NS      | $12608.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                             | Origin Bancorp Inc                                      | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |       562 | NS      | $20625.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                      | International Seaways Inc                               | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |      5390 | NS      | $199537.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                        | Comfort Systems USA Inc                                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      3083 | NS      | $354791.64    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                          | Arcus Biosciences Inc                                   | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2887 | NS      | $59703.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                        | Goosehead Insurance Inc                                 | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |     15880 | NS      | $545319.20    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                           | Hanmi Financial Corp                                    | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     19820 | NS      | $490545.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc                       | Oppenheimer Holdings Inc                                | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4628 | NS      | $195903.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                  | Independence Realty Trust Inc                           | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     20281 | NS      | $341937.66    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc                      | Edgewise Therapeutics Inc                               | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3908 | NS      | $34937.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                             | Hostess Brands Inc                                      | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5825 | NS      | $130713.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                     | Diodes Inc                                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      5961 | NS      | $453870.54    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc                          | Sage Therapeutics Inc                                   | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      3203 | NS      | $122162.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                                  | Surmodics Inc                                           | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      5532 | NS      | $188751.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                   | Select Medical Holdings Corp                            | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7635 | NS      | $189577.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                          | Vir Biotechnology Inc                                   | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1581 | NS      | $40015.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                     | Vishay Intertechnology Inc                              | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     10574 | NS      | $228081.18    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                  | International Bancshares Corp                           | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     14562 | NS      | $666357.12    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                            | Titan Machinery Inc                                     | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      6430 | NS      | $255463.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc                   | Community Health Systems Inc                            | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52362 | NS      | $226203.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                              | Triumph Group Inc                                       | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     31953 | NS      | $336145.56    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs Inc                                       | Figs Inc                                                | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10164 | NS      | $68403.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc                              | PROS Holdings Inc                                       | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |      9005 | NS      | $218461.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                        | Perdoceo Education Corp                                 | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      1414 | NS      | $19654.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc                   | Focus Financial Partners Inc                            | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |      6232 | NS      | $232266.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                | Uniti Group Inc                                         | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     34157 | NS      | $188888.21    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                   | Cross Country Healthcare Inc                            | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      3641 | NS      | $96741.37     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C                 | Stewart Information Services Corp                       | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     12313 | NS      | $526134.49    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                         | Primoris Services Corp                                  | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     17351 | NS      | $380680.94    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                     | Amalgamated Financial Corp                              | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2753 | NS      | $63429.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                               | AdaptHealth Corp                                        | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3979 | NS      | $76476.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                     | Brady Corp                                              | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      2121 | NS      | $99899.10     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                            | Tronox Holdings PLC                                     | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |      7003 | NS      | $96011.13     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                              | ProAssurance Corp                                       | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      9156 | NS      | $159955.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                          | Shockwave Medical Inc                                   | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      2999 | NS      | $616624.39    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings                 | Clear Channel Outdoor Holdings Inc                      | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29161 | NS      | $30619.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                     | Erasca Inc                                              | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6717 | NS      | $28950.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                              | MFA Financial Inc                                       | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |      2702 | NS      | $26614.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                   | SM Energy Co                                            | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     13097 | NS      | $456168.51    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                     | Stride Inc                                              | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     11024 | NS      | $344830.72    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                     | Adient PLC                                              | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |     15624 | NS      | $541996.56    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc                            | Chuy's Holdings Inc                                     | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8044 | NS      | $227645.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                       | Axcelis Technologies Inc                                | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      9215 | NS      | $731302.40    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                    | Vaxcyte Inc                                             | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |       588 | NS      | $28194.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                  | Golar LNG Ltd                                           | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |     28942 | NS      | $659588.18    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                         | Abercrombie & Fitch Co                                  | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      9497 | NS      | $217576.27    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust In                 | Four Corners Property Trust Inc                         | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      2842 | NS      | $73693.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                 | First Financial Bankshares Inc                          | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     10637 | NS      | $365912.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                                | LendingTree Inc                                         | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      1292 | NS      | $27558.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                           | Red Rock Resorts Inc                                    | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12907 | NS      | $516409.07    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                            | Myriad Genetics Inc                                     | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      1761 | NS      | $25552.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                       | Cohu Inc                                                | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |       748 | NS      | $23973.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                   | Winmark Corp                                            | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       143 | NS      | $33723.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies Inc                    | NanoString Technologies Inc                             | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |      8909 | NS      | $71004.73     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                           | Wabash National Corp                                    | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     23139 | NS      | $522941.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                                | OPKO Health Inc                                         | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |     29769 | NS      | $37211.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                       | Franklin Electric Co Inc                                | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      4160 | NS      | $331760.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                             | Varex Imaging Corp                                      | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      7018 | NS      | $142465.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                   | Phreesia Inc                                            | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      3208 | NS      | $103810.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                              | CONSOL Energy Inc                                       | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      1324 | NS      | $86060.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                             | Outfront Media Inc                                      | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     40467 | NS      | $670942.86    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc                                      | Vimeo Inc                                               | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |     48798 | NS      | $167377.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                      | Vanda Pharmaceuticals Inc                               | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     38305 | NS      | $283073.95    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                 | Central Pacific Financial Corp                          | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     19396 | NS      | $393350.88    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                                  | SunPower Corp                                           | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |      1569 | NS      | $28289.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                  | MaxLinear Inc                                           | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     12743 | NS      | $432624.85    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversey Holdings Ltd                          | Diversey Holdings Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42880 | NS      | $182668.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                      | ePlus Inc                                               | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      9531 | NS      | $422032.68    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                   | Innospec Inc                                            | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      4951 | NS      | $509259.86    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                              | Kosmos Energy Ltd                                       | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     27723 | NS      | $176318.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                           | Chart Industries Inc                                    | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      2290 | NS      | $263876.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                  | Arrowhead Pharmaceuticals Inc                           | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      4070 | NS      | $165079.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                             | Graham Holdings Co                                      | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        52 | NS      | $31418.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAM Transportation Services In                 | PAM Transportation Services Inc                         | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5232 | NS      | $135508.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                         | Boot Barn Holdings Inc                                  | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      3453 | NS      | $215881.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                      | Columbus McKinnon Corp/NY                               | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      5757 | NS      | $186929.79    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                            | STAG Industrial Inc                                     | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     26571 | NS      | $858509.01    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                         | Power Integrations Inc                                  | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      3266 | NS      | $234237.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                               | ZipRecruiter Inc                                        | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     13748 | NS      | $225742.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                               | SPS Commerce Inc                                        | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      6105 | NS      | $784065.15    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                                    | Xometry Inc                                             | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |      3941 | NS      | $127018.43    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                              | Chord Energy Corp                                       | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      2138 | NS      | $292499.78    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                   | Conduent Inc                                            | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |      3107 | NS      | $12583.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                    | Apellis Pharmaceuticals Inc                             | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      4966 | NS      | $256791.86    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                       | Miller Industries Inc/TN                                | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      8859 | NS      | $236180.94    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                         | Array Technologies Inc                                  | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |     11210 | NS      | $216689.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                              | Herc Holdings Inc                                       | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       862 | NS      | $113413.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                     | Hilton Grand Vacations Inc                              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     11144 | NS      | $429489.76    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                     | Bumble Inc                                              | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7105 | NS      | $149560.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                                  | iRadimed Corp                                           | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      3942 | NS      | $111519.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                     | Sabre Corp                                              | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     13397 | NS      | $82793.46     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                           | Veritex Holdings Inc                                    | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      5799 | NS      | $162835.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                     | Nelnet Inc                                              | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |       251 | NS      | $22778.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Goldman Sachs Variable Insurance Trust

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President Assistant Treasurer