# EDGAR Filing Document

**Accession Number:** 0001145022
**File Stem:** 0001145549-23-005677
**Filing Date:** 2023-2
**Character Count:** 128455
**Document Hash:** 0aed0a084deb325e075ee9abe5ee58ef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-005677.hdr.sgml**: 20230208

**ACCESSION NUMBER**: 0001145549-23-005677

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230208

**DATE AS OF CHANGE**: 20230208

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HOTCHKIS & WILEY FUNDS /DE/
- **CENTRAL INDEX KEY:** 0001145022
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10487
- **FILM NUMBER:** 23597827

**BUSINESS ADDRESS:**
- **STREET 1:** 601 SOUTH FIGUEROA STREET
- **STREET 2:** 39TH FLOOR
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90017-5704
- **BUSINESS PHONE:** 2134301000

**MAIL ADDRESS:**
- **STREET 1:** 601 SOUTH FIGUEROA STREET
- **STREET 2:** 39TH FLOOR
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90017-5704

## Series and Classes Contracts Data

### Hotchkis & Wiley Small Cap Diversified Value Fund (Series ID: S000045868)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000142947 | Class I      | HWVIX           |
| C000142948 | Class A      | HWVAX           |
| C000142949 | Class C      |  |
| C000205773 | Class Z      | HWVZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HOTCHKIS & WILEY FUNDS /DE/

- **b. Investment Company Act file number:** 811-10487

- **c. CIK number of Registrant:** 0001145022

- **d. LEI of Registrant:** 549300DFU8YF1PWZ5A57

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

  - **Street Address 1:** 601 South Figueroa Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90017-5704

  - **Telephone number:** 213-430-1000

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

- **a. Name of Series:** Hotchkis and Wiley Small Cap Diversified Value Fund

- **b. EDGAR series identifier (if any):** S000045868

- **c. LEI of Series:** 54930003839YVROMGP37

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $600825313.04

**Total Liabilities:** $6481697.10

**Net Assets:** $594343615.94

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000142947 | 14.54%               | 4.49%                | -4.82%               |
| Class ID C000142948 | 14.66%               | 4.36%                | -4.85%               |
| Class ID C000205773 | 14.64%               | 4.41%                | -4.86%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $917.80                  | $74964755.92                               |
| Month 2  | $-138370.16              | $25270999.60                               |
| Month 3  | $9720482.43              | $-41131789.23                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCO Brands Corp                | ACCO Brands Corp                           | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    306109 | NS      | $1711149.31   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                       | ACNB Corp                                  | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19100 | NS      | $760371.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc              | ABM Industries Inc                         | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     33200 | NS      | $1474744.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                | ACM Research Inc                           | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |    269900 | NS      | $2080929.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                         | AZZ Inc                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     65700 | NS      | $2641140.00   | 0.44%             |  |  |  | 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        |    150300 | NS      | $1796085.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc               | ACI Worldwide Inc                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |    111800 | NS      | $2571400.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                    | AdvanSix Inc                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     44600 | NS      | $1695692.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                    | AerSale Corp                               | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55100 | NS      | $893722.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc                 | Alexander's Inc                            | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |      9700 | NS      | $2134582.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                      | ALLETE Inc                                 | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     36076 | NS      | $2327262.76   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc    | Bread Financial Holdings Inc               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     61600 | NS      | $2319856.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings   | Allison Transmission Holdings Inc          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     55200 | NS      | $2296320.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc            | Alto Ingredients Inc                       | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |    119400 | NS      | $343872.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc            | Kinetik Holdings Inc                       | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49440 | NS      | $1635475.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Lif  | American Equity Investment Life Holding Co | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     55526 | NS      | $2533096.12   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                  | Ameris Bancorp                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     23500 | NS      | $1107790.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The               | Andersons Inc/The                          | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     41600 | NS      | $1455584.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate   | Apollo Commercial Real Estate Finance Inc  | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     70500 | NS      | $758580.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                    | Arconic Corp                               | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     55400 | NS      | $1172264.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Managem  | Artisan Partners Asset Management Inc      | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     55900 | NS      | $1660230.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc     | Asbury Automotive Group Inc                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      8764 | NS      | $1570947.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp            | Associated Banc-Corp                       | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    112700 | NS      | $2602243.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings I  | Atlas Air Worldwide Holdings Inc           | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     15100 | NS      | $1522080.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                     | Avista Corp                                | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     54861 | NS      | $2432536.74   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                       | Avnet Inc                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     60600 | NS      | $2519748.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                   | B&G Foods Inc                              | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |    119800 | NS      | $1335770.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| BCB Bancorp Inc                 | BCB Bancorp Inc                            | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |     28500 | NS      | $512715.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial Inc           | B Riley Financial Inc                      | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14500 | NS      | $495900.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BGSF Inc                        | BGSF Inc                                   | CUSIP: 05601C105<br>LEI: 549300AUC6I9ZG3KKQ91 | Long             | EC               | CORP              | US        |     27260 | NS      | $417623.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp           | Bank of Marin Bancorp                      | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20400 | NS      | $670752.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                  | BankUnited Inc                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     71110 | NS      | $2415606.70   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                | Barnes Group Inc                           | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     36900 | NS      | $1507365.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                     | BayCom Corp                                | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |     28300 | NS      | $537134.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                      | Belden Inc                                 | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     35970 | NS      | $2586243.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc       | Benchmark Electronics Inc                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     22200 | NS      | $592518.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp                      | Berry Corp                                 | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    286570 | NS      | $2292560.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp       | Big 5 Sporting Goods Corp                  | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |      5000 | NS      | $44150.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Black Hills Corp                | Black Hills Corp                           | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     35200 | NS      | $2475968.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc             | Bloomin' Brands Inc                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     69305 | NS      | $1394416.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                  | Blue Bird Corp                             | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |     57800 | NS      | $619038.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc           | BlueLinx Holdings Inc                      | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |     27200 | NS      | $1934192.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                | Boise Cascade Co                           | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     24700 | NS      | $1696149.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc          | Boot Barn Holdings Inc                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     29300 | NS      | $1831836.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc    | Braemar Hotels & Resorts Inc               | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |    344900 | NS      | $1417539.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc      | Bridgewater Bancshares Inc                 | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |     30490 | NS      | $540892.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc       | Brighthouse Financial Inc                  | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     22200 | NS      | $1138194.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc         | BrightSpire Capital Inc                    | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |     88100 | NS      | $548863.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc       | Brinker International Inc                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     49170 | NS      | $1569014.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                  | Brink's Co/The                             | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     28400 | NS      | $1525364.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc           | Brookline Bancorp Inc                      | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81776 | NS      | $1157130.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA           | CNB Financial Corp/PA                      | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |     21000 | NS      | $499590.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc         | CNO Financial Group Inc                    | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    115686 | NS      | $2643425.10   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                      | Cabot Corp                                 | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     21770 | NS      | $1455106.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                    | Cadence Bank                               | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     47610 | NS      | $1174062.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp       | California Resources Corp                  | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     36700 | NS      | $1596817.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp            | Camden National Corp                       | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |     27816 | NS      | $1159649.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc   | Capitol Federal Financial Inc              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141900 | NS      | $1227435.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                    | Carter's Inc                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      7000 | NS      | $522270.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc    | Cass Information Systems Inc               | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |     38900 | NS      | $1782398.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp          | Cathay General Bancorp                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     58432 | NS      | $2383441.28   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp/The                   | Cato Corp/The                              | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |    112000 | NS      | $1044960.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co         | Central Garden & Pet Co                    | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     31500 | NS      | $1179675.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp  | Central Pacific Financial Corp             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     97000 | NS      | $1967160.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Valley Community Banco  | Central Valley Community Bancorp           | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38700 | NS      | $819666.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc         | Century Communities Inc                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     29796 | NS      | $1490097.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                  | ChampionX Corp                             | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     52500 | NS      | $1521975.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp                      | Chase Corp                                 | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15000 | NS      | $1293900.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                | Cirrus Logic Inc                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     22800 | NS      | $1698144.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc          | Civista Bancshares Inc                     | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |     31000 | NS      | $682310.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc           | Civitas Resources Inc                      | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     38730 | NS      | $2243628.90   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                   | Coherent Corp                              | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     67100 | NS      | $2355210.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc     | Columbia Banking System Inc                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78100 | NS      | $2353153.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc      | Great Southern Bancorp Inc                 | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |     17110 | NS      | $1017873.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc        | Green Brick Partners Inc                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     58150 | NS      | $1408974.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The          | Greenbrier Cos Inc/The                     | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     66499 | NS      | $2229711.47   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenhill & Co Inc              | Greenhill & Co Inc                         | CUSIP: 395259104<br>LEI: 529900VEOQHHHSPI9C69 | Long             | EC               | CORP              | US        |    116625 | NS      | $1195406.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc          | Group 1 Automotive Inc                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     10128 | NS      | $1826787.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY       | Columbus McKinnon Corp/NY                  | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     46900 | NS      | $1522843.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial Corp/The    | Community Financial Corp/The               | CUSIP: 20368X101<br>LEI: 549300IM1P8BVV642449 | Long             | EC               | CORP              | US        |     11600 | NS      | $462840.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc     | Community Trust Bancorp Inc                | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22610 | NS      | $1038477.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc          | ConnectOne Bancorp Inc                     | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     98000 | NS      | $2372580.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc       | CrossFirst Bankshares Inc                  | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31200 | NS      | $387192.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc           | Customers Bancorp Inc                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     77200 | NS      | $2187848.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                     | Denbury Inc                                | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |     15900 | NS      | $1383618.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group   | Diamond Hill Investment Group Inc          | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      7200 | NS      | $1332144.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc          | Dine Brands Global Inc                     | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     21700 | NS      | $1401820.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                      | Diodes Inc                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     18149 | NS      | $1381864.86   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc             | Douglas Elliman Inc                        | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |    104700 | NS      | $426129.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                   | Dril-Quip Inc                              | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |    104800 | NS      | $2847416.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc      | El Pollo Loco Holdings Inc                 | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     60400 | NS      | $601584.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc               | Eagle Bancorp Inc                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     56230 | NS      | $2478056.10   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                        | Ebix Inc                                   | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     61970 | NS      | $1236921.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                     | Ecovyst Inc                                | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    245700 | NS      | $2176902.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc       | Emergent BioSolutions Inc                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |    204400 | NS      | $2413964.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerald Holding Inc             | Emerald Holding Inc                        | CUSIP: 29103W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169050 | NS      | $598437.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc   | Empire State Realty Trust Inc              | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |    345100 | NS      | $2325974.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc          | Employers Holdings Inc                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64435 | NS      | $2779081.55   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc              | Enact Holdings Inc                         | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47600 | NS      | $1148112.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Encore Wire Corp                | Encore Wire Corp                           | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4196 | NS      | $577201.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                         | EnerSys                                    | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     22610 | NS      | $1669522.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp         | Enerpac Tool Group Corp                    | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     53500 | NS      | $1361575.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services   | Enterprise Financial Services Corp         | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     23700 | NS      | $1160352.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                       | ePlus Inc                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     31980 | NS      | $1416074.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp        | Equitrans Midstream Corp                   | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    347200 | NS      | $2326240.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc           | Euronet Worldwide Inc                      | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     24300 | NS      | $2293434.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                    | Evercore Inc                               | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     21710 | NS      | $2368126.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                     | FNB Corp/PA                                | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    138880 | NS      | $1812384.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp               | FB Financial Corp                          | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     32725 | NS      | $1182681.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc                  | FS Bancorp Inc                             | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15080 | NS      | $504275.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc            | Federated Hermes Inc                       | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     59000 | NS      | $2142290.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc      | Financial Institutions Inc                 | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20261 | NS      | $493557.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico       | First BanCorp/Puerto Rico                  | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    187886 | NS      | $2389909.92   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                | First Busey Corp                           | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     66100 | NS      | $1633992.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Servi  | First Business Financial Services Inc      | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |     13765 | NS      | $503110.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN         | First Financial Corp/IN                    | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25663 | NS      | $1182551.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc              | First Hawaiian Inc                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     88140 | NS      | $2295165.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp          | First Internet Bancorp                     | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |     52989 | NS      | $1286572.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp/The   | First of Long Island Corp/The              | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43680 | NS      | $786240.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp            | First Merchants Corp                       | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     26502 | NS      | $1089497.22   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc        | First Mid Bancshares Inc                   | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17300 | NS      | $554984.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                 | 1st Source Corp                            | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27806 | NS      | $1476220.54   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                      | Fluor Corp                                 | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     69430 | NS      | $2406443.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                  | Flowserve Corp                             | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     84800 | NS      | $2601664.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp         | Flushing Financial Corp                    | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97218 | NS      | $1884084.84   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                | Forward Air Corp                           | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17200 | NS      | $1804108.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc                       | Funko Inc                                  | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |     86000 | NS      | $938260.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                 | FutureFuel Corp                            | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     19720 | NS      | $160323.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd         | G-III Apparel Group Ltd                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |    134240 | NS      | $1840430.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                     | Genesco Inc                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     21330 | NS      | $981606.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co            | Global Industrial Co                       | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18357 | NS      | $431940.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The   | Goodyear Tire & Rubber Co/The              | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     89500 | NS      | $908425.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd      | GrafTech International Ltd                 | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |    366780 | NS      | $1745872.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co              | Graham Holdings Co                         | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1000 | NS      | $604210.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust I  | Granite Point Mortgage Trust Inc           | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |     85400 | NS      | $457744.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Ajax Corp                 | Great Ajax Corp                            | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |     83934 | NS      | $608521.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp  | Great Lakes Dredge & Dock Corp             | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |    152000 | NS      | $904400.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp            | Hanmi Financial Corp                       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     87567 | NS      | $2167283.25   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc       | Haverty Furniture Cos Inc                  | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     61400 | NS      | $1835860.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries I  | Hawaiian Electric Industries Inc           | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     65600 | NS      | $2745360.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                     | Hawkins Inc                                | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     13100 | NS      | $505660.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc   | Healthcare Services Group Inc              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    116300 | NS      | $1395600.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc           | Heartland Express Inc                      | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |    102700 | NS      | $1575418.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles Internati  | Heidrick & Struggles International Inc     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     90710 | NS      | $2537158.70   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group I  | Helix Energy Solutions Group Inc           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    233700 | NS      | $1724706.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                     | Hibbett Inc                                | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     25973 | NS      | $1771878.06   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                 | Hillenbrand Inc                            | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     44320 | NS      | $1891134.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc            | Hilltop Holdings Inc                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     87700 | NS      | $2631877.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc                | Home Bancorp Inc                           | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12800 | NS      | $512384.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                  | HomeStreet Inc                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93478 | NS      | $2578123.24   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hooker Furnishings Corp         | Hooker Furnishings Corp                    | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82275 | NS      | $1538542.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                | Hope Bancorp Inc                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    190433 | NS      | $2439446.73   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp      | Horace Mann Educators Corp                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     57314 | NS      | $2141824.18   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN          | Horizon Bancorp Inc/IN                     | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     82800 | NS      | $1248624.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co              | Crescent Energy Co                         | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196100 | NS      | $2351239.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp              | IPG Photonics Corp                         | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     25500 | NS      | $2414085.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI        | Independent Bank Corp/MI                   | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77100 | NS      | $1844232.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                   | Ingevity Corp                              | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      8200 | NS      | $577608.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc         | Insight Enterprises Inc                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     17568 | NS      | $1761543.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc          | Insteel Industries Inc                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     32000 | NS      | $880640.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCard Corp                   | CoreCard Corp                              | CUSIP: 45816D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21100 | NS      | $611267.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                   | Interface Inc                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |    145800 | NS      | $1439046.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                | InterDigital Inc                           | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48500 | NS      | $2399780.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express In  | International Money Express Inc            | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106900 | NS      | $2605153.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Investar Holding Corp           | Investar Holding Corp                      | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |     25800 | NS      | $555474.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc    | Ironwood Pharmaceuticals Inc               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    193300 | NS      | $2394987.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                       | Itron Inc                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     53000 | NS      | $2684450.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc             | Jack in the Box Inc                        | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      8300 | NS      | $566309.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc               | JAKKS Pacific Inc                          | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |     60399 | NS      | $1056378.51   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc            | JELD-WEN Holding Inc                       | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |    234500 | NS      | $2262925.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc            | Johnson Outdoors Inc                       | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35600 | NS      | $2353872.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp            | Kaiser Aluminum Corp                       | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26167 | NS      | $1987645.32   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                         | KB Home                                    | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     42000 | NS      | $1337700.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD        | Kearny Financial Corp/MD                   | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95400 | NS      | $968310.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc              | Kelly Services Inc                         | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95150 | NS      | $1608035.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                     | Kemper Corp                                | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     45700 | NS      | $2248440.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                      | Kforce Inc                                 | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     27200 | NS      | $1491376.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International Inc       | Kimball International Inc                  | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |    213900 | NS      | $1390350.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc         | Kimball Electronics Inc                    | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     55400 | NS      | $1251486.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc              | Kontoor Brands Inc                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     14600 | NS      | $583854.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                      | Korn Ferry                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     43456 | NS      | $2199742.72   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd               | Kosmos Energy Ltd                          | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    401413 | NS      | $2552986.68   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                    | La-Z-Boy Inc                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     51000 | NS      | $1163820.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc            | Lakeland Bancorp Inc                       | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     98330 | NS      | $1731591.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Industries Inc         | Lakeland Industries Inc                    | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |     62100 | NS      | $825930.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc            | Laredo Petroleum Inc                       | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     28300 | NS      | $1455186.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                | Latham Group Inc                           | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    288900 | NS      | $930258.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc              | Liberty Energy Inc                         | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93700 | NS      | $1500137.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc         | Live Oak Bancshares Inc                    | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51900 | NS      | $1567380.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp          | Louisiana-Pacific Corp                     | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     37700 | NS      | $2231840.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring Holdings Inc        | LL Flooring Holdings Inc                   | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    231400 | NS      | $1300468.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp             | Luther Burbank Corp                        | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |     40245 | NS      | $447121.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc               | MFA Financial Inc                          | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     78400 | NS      | $772240.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp            | MGIC Investment Corp                       | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    137900 | NS      | $1792700.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                   | M/I Homes Inc                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     29123 | NS      | $1344900.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corp              | Macatawa Bank Corp                         | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57000 | NS      | $628710.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd               | Steven Madden Ltd                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     46000 | NS      | $1470160.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc               | ManpowerGroup Inc                          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     17500 | NS      | $1456175.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc          | Marcus & Millichap Inc                     | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     64900 | NS      | $2235805.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                   | MarineMax Inc                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     55700 | NS      | $1738954.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                 | Otter Tail Corp                            | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37240 | NS      | $2186360.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Outbrain Inc                    | Outbrain Inc                               | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |    111600 | NS      | $403992.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PAM Transportation Services In  | PAM Transportation Services Inc            | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15900 | NS      | $411810.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc               | PC Connection Inc                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     12006 | NS      | $563081.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                     | PCB Bancorp                                | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |     45100 | NS      | $797819.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc             | PGT Innovations Inc                        | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     43400 | NS      | $779464.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc               | PNM Resources Inc                          | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     47602 | NS      | $2322501.58   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc     | Pacific Premier Bancorp Inc                | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     32500 | NS      | $1025700.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                 | PacWest Bancorp                            | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     97400 | NS      | $2235330.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc        | Par Pacific Holdings Inc                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     83000 | NS      | $1929750.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc       | Park Hotels & Resorts Inc                  | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |    182800 | NS      | $2155212.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc               | Parke Bancorp Inc                          | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |     25700 | NS      | $533018.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust         | Pebblebrook Hotel Trust                    | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |    152900 | NS      | $2047331.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp                 | Ranger Oil Corp                            | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     45800 | NS      | $1851694.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners       | Perella Weinberg Partners                  | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137300 | NS      | $1345540.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp          | Permian Resources Corp                     | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    247600 | NS      | $2327440.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co               | Matrix Service Co                          | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |     91700 | NS      | $570374.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                      | Matson Inc                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     23813 | NS      | $1488550.63   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                   | MaxLinear Inc                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     42400 | NS      | $1439480.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                     | Maximus Inc                                | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     22200 | NS      | $1627926.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                    | Medifast Inc                               | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     12500 | NS      | $1441875.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp            | Mercantile Bank Corp                       | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |     31300 | NS      | $1047924.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc        | Mercer International Inc                   | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | CA        |    130650 | NS      | $1520766.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN            | Merchants Bancorp/IN                       | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     18200 | NS      | $442624.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp            | Mercury General Corp                       | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     34100 | NS      | $1166220.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp             | Meritage Homes Corp                        | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     16300 | NS      | $1502860.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc      | Midland States Bancorp Inc                 | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     40213 | NS      | $1070470.06   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc  | MidWestOne Financial Group Inc             | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25594 | NS      | $812609.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                 | MillerKnoll Inc                            | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    125800 | NS      | $2643058.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN        | Miller Industries Inc/TN                   | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |     39820 | NS      | $1061601.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc       | Minerals Technologies Inc                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     24100 | NS      | $1463352.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                        | Moog Inc                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     22700 | NS      | $1992152.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc          | Mueller Industries Inc                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     23800 | NS      | $1404200.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc      | Mueller Water Products Inc                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |    160400 | NS      | $1725904.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc            | Myers Industries Inc                       | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     63900 | NS      | $1420497.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                        | NCR Corp                                   | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     80400 | NS      | $1882164.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                | NMI Holdings Inc                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    115400 | NS      | $2411860.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bankshares Inc         | National Bankshares Inc                    | CUSIP: 634865109<br>LEI: 549300Q745S62Q6QNW78 | Long             | EC               | CORP              | US        |     10700 | NS      | $431210.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp        | National HealthCare Corp                   | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23100 | NS      | $1374450.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc  | National Presto Industries Inc             | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28614 | NS      | $1958914.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group In  | National Western Life Group Inc            | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |      4955 | NS      | $1392355.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cot  | Natural Grocers by Vitamin Cottage Inc     | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |     59400 | NS      | $542916.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                    | Navient Corp                               | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    140620 | NS      | $2313199.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc  | New York Community Bancorp Inc             | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    264700 | NS      | $2276420.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc     | New York Mortgage Trust Inc                | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    396500 | NS      | $1015040.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                  | NewMarket Corp                             | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1700 | NS      | $528887.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources Inc           | Newpark Resources Inc                      | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |    382700 | NS      | $1588205.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc  | NexTier Oilfield Solutions Inc             | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |    157800 | NS      | $1458072.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                  | Northeast Bank                             | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |     13200 | NS      | $555720.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp In  | Northeast Community Bancorp Inc            | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |     44800 | NS      | $668416.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc        | Northern Oil and Gas Inc                   | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     61300 | NS      | $1889266.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc          | Northfield Bancorp Inc                     | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68107 | NS      | $1071323.11   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc            | Northrim BanCorp Inc                       | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |     11584 | NS      | $632138.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co    | Northwest Natural Holding Co               | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     50300 | NS      | $2393777.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp               | NorthWestern Corp                          | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     41100 | NS      | $2438874.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc         | Nu Skin Enterprises Inc                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     32550 | NS      | $1372308.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp               | Chord Energy Corp                          | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     17773 | NS      | $2431524.13   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp       | OceanFirst Financial Corp                  | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100810 | NS      | $2142212.50   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc               | Olympic Steel Inc                          | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     18100 | NS      | $607798.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                     | ONE Gas Inc                                | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     31400 | NS      | $2377608.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc             | OneWater Marine Inc                        | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69400 | NS      | $1984840.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc      | Organogenesis Holdings Inc                 | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     86600 | NS      | $232954.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services In  | Orrstown Financial Services Inc            | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      8903 | NS      | $206193.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp       | Phibro Animal Health Corp                  | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     86900 | NS      | $1165329.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                  | Photronics Inc                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |    106200 | NS      | $1787346.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                     | Plexus Corp                                | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     23400 | NS      | $2408562.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                     | Popular Inc                                | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     36800 | NS      | $2440576.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co    | Portland General Electric Co               | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     52800 | NS      | $2587200.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc           | Powell Industries Inc                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      2500 | NS      | $87950.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision Drilling Corp         | Precision Drilling Corp                    | CUSIP: 74022D407<br>LEI: 549300WF2OE8T5BP4B84 | Long             | EC               | CORP              | CA        |     23900 | NS      | $1833130.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA   | Preferred Bank/Los Angeles CA              | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     31700 | NS      | $2365454.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co      | Preformed Line Products Co                 | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |      8927 | NS      | $743529.83    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                     | Premier Inc                                | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70200 | NS      | $2455596.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp          | Premier Financial Corp                     | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67660 | NS      | $1824790.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp          | Primoris Services Corp                     | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     27953 | NS      | $613288.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                   | Primerica Inc                              | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      4300 | NS      | $609826.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp           | Primis Financial Corp                      | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |     40456 | NS      | $479403.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp           | ProPetro Holding Corp                      | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127050 | NS      | $1317508.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                  | Proto Labs Inc                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     87300 | NS      | $2228769.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I  | Provident Financial Services Inc           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    110400 | NS      | $2358144.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                     | RBB Bancorp                                | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |     33032 | NS      | $688717.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The               | RMR Group Inc/The                          | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |     61200 | NS      | $1728900.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                | Radian Group Inc                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    116200 | NS      | $2215934.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc             | RE/MAX Holdings Inc                        | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |    123000 | NS      | $2292720.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX            | Rent-A-Center Inc/TX                       | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     99900 | NS      | $2252745.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY         | Republic Bancorp Inc/KY                    | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16570 | NS      | $678044.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc        | Resideo Technologies Inc                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     88100 | NS      | $1449245.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc        | Resources Connection Inc                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107785 | NS      | $1981088.30   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp     | REX American Resources Corp                | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47034 | NS      | $1498503.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc            | Rush Enterprises Inc                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     29247 | NS      | $1529033.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc    | Ruth's Hospitality Group Inc               | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     93800 | NS      | $1452024.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp            | Ryerson Holding Corp                       | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     40000 | NS      | $1210400.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                        | SLM Corp                                   | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145500 | NS      | $2415300.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc      | Safety Insurance Group Inc                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     13600 | NS      | $1145936.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc        | Sandy Spring Bancorp Inc                   | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67400 | NS      | $2374502.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                    | Sanmina Corp                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     29595 | NS      | $1695497.55   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                  | ScanSource Inc                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     20433 | NS      | $597052.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp    | Select Medical Holdings Corp               | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58900 | NS      | $1462487.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote Inc                 | Selectquote Inc                            | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |    615600 | NS      | $413621.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                    | Semtech Corp                               | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     84200 | NS      | $2415698.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Seritage Growth Properties      | Seritage Growth Properties                 | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |    208648 | NS      | $2468305.84   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Sierra Bancorp                  | Sierra Bancorp                             | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24200 | NS      | $514008.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management G  | Silvercrest Asset Management Group Inc     | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31400 | NS      | $589378.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp     | Simmons First National Corp                | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    112400 | NS      | $2425592.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp               | Sleep Number Corp                          | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     25600 | NS      | $665088.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructur  | Solaris Oilfield Infrastructure Inc        | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |    126400 | NS      | $1255152.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc            | Sonic Automotive Inc                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     50050 | NS      | $2465963.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc     | South Jersey Industries Inc                | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     72344 | NS      | $2570382.32   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc   | Southern First Bancshares Inc              | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12577 | NS      | $575397.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc   | Southern Missouri Bancorp Inc              | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10200 | NS      | $467466.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc      | Southwest Gas Holdings Inc                 | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36600 | NS      | $2264808.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                       | Spire Inc                                  | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     35373 | NS      | $2435784.78   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc                    | Stagwell Inc                               | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |    238100 | NS      | $1478601.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc     | Sterling Infrastructure Inc                | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     18800 | NS      | $616640.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C  | Stewart Information Services Corp          | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     40500 | NS      | $1730565.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc        | Super Micro Computer Inc                   | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     22000 | NS      | $1806200.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc            | Tri Pointe Homes Inc                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74887 | NS      | $1392149.33   | 0.23%             |  |  |  | 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        |     86500 | NS      | $587335.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc            | TTM Technologies Inc                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    115900 | NS      | $1747772.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                | Talos Energy Inc                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     75400 | NS      | $1423552.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp       | Taylor Morrison Home Corp                  | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     49710 | NS      | $1508698.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                       | TEGNA Inc                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     23067 | NS      | $488789.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp                      | Telos Corp                                 | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    277900 | NS      | $1414511.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Territorial Bancorp Inc         | Territorial Bancorp Inc                    | CUSIP: 88145X108<br>LEI: 5493003VDUGN5KBPTN24 | Long             | EC               | CORP              | US        |     35352 | NS      | $848801.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc    | Texas Capital Bancshares Inc               | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     39190 | NS      | $2363548.90   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc      | Thermon Group Holdings Inc                 | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     84183 | NS      | $1690394.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc             | Thor Industries Inc                        | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     23800 | NS      | $1796662.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                  | Constellium SE                             | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |    115000 | NS      | $1360450.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                      | Adient PLC                                 | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | US        |     67805 | NS      | $2352155.45   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd            | Assured Guaranty Ltd                       | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     38300 | NS      | $2384558.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd       | Axis Capital Holdings Ltd                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     32700 | NS      | $1771359.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC         | Cushman & Wakefield PLC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    207600 | NS      | $2586696.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                | Enstar Group Ltd                           | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |     10539 | NS      | $2434930.56   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                | Essent Group Ltd                           | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | US        |     65000 | NS      | $2527200.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC       | Gates Industrial Corp PLC                  | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | US        |    119000 | NS      | $1357790.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd       | Greenlight Capital Re Ltd                  | CUSIP: N/A<br>LEI: 549300Q9HRIFA2BGHJ51       | Long             | EC               | CORP              | KY        |     59200 | NS      | $482480.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd         | Herbalife Nutrition Ltd                    | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | US        |    105300 | NS      | $1566864.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC       | Janus Henderson Group PLC                  | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | GB        |     97400 | NS      | $2290848.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reuni  | National Energy Services Reunited Corp     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    328800 | NS      | $2281872.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                  | Noble Corp PLC                             | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | US        |     18700 | NS      | $705177.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd             | Signet Jewelers Ltd                        | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | US        |     26900 | NS      | $1829200.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                 | SiriusPoint Ltd                            | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |    392178 | NS      | $2313850.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                  | TechnipFMC PLC                             | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |    141800 | NS      | $1728542.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                     | Trinseo PLC                                | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | US        |    101350 | NS      | $2301658.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Grou  | White Mountains Insurance Group Ltd        | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | US        |      1300 | NS      | $1838629.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Taro Pharmaceutical Industries  | Taro Pharmaceutical Industries Ltd         | CUSIP: N/A<br>LEI: 5493002WIJCSC2L2VL79       | Long             | EC               | CORP              | IL        |     67980 | NS      | $1974139.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV         | Expro Group Holdings NV                    | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | US        |    115003 | NS      | $2085004.39   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                   | Tidewater Inc                              | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     56300 | NS      | $2074655.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                   | Timken Co/The                              | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     34800 | NS      | $2459316.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA        | Towne Bank/Portsmouth VA                   | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     42000 | NS      | $1295280.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co             | Travel + Leisure Co                        | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     43780 | NS      | $1593592.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc    | TravelCenters of America Inc               | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |     32000 | NS      | $1432960.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                   | Tredegar Corp                              | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |    103530 | NS      | $1058076.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                     | TriMas Corp                                | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     44600 | NS      | $1237204.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                    | TrueBlue Inc                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125800 | NS      | $2463164.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY            | TrustCo Bank Corp NY                       | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36892 | NS      | $1386770.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc               | TTEC Holdings Inc                          | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     32400 | NS      | $1429812.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp               | Tutor Perini Corp                          | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |    216421 | NS      | $1633978.55   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc              | UFP Industries Inc                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     10100 | NS      | $800425.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc       | USANA Health Sciences Inc                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     28000 | NS      | $1489600.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc           | United Fire Group Inc                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20094 | NS      | $549771.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp          | Univest Financial Corp                     | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     35950 | NS      | $939373.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc            | Urban Outfitters Inc                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     27310 | NS      | $651343.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc       | Vanda Pharmaceuticals Inc                  | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |    227400 | NS      | $1680486.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                         | V2X Inc                                    | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69055 | NS      | $2851280.95   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley Inc                | Vera Bradley Inc                           | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |    270600 | NS      | $1225818.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp             | Verra Mobility Corp                        | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |    104500 | NS      | $1445235.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Energy Inc               | Vertex Energy Inc                          | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Long             | EC               | CORP              | US        |    245700 | NS      | $1523340.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Victory Capital Holdings Inc    | Victory Capital Holdings Inc               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     61127 | NS      | $1640037.41   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc             | Virtu Financial Inc                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |    115600 | NS      | $2359396.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc  | Virtus Investment Partners Inc             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      7900 | NS      | $1512376.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc      | Vishay Intertechnology Inc                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    122426 | NS      | $2640728.82   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc               | Vista Outdoor Inc                          | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     97800 | NS      | $2383386.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                    | Vontier Corp                               | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    120500 | NS      | $2329265.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp            | Wabash National Corp                       | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     84282 | NS      | $1904773.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc          | Washington Federal Inc                     | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68744 | NS      | $2306361.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc    | Washington Trust Bancorp Inc               | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     28030 | NS      | $1322455.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc        | Waterstone Financial Inc                   | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |     77900 | NS      | $1342996.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| William Penn Bancorp            | William Penn Bancorp                       | CUSIP: 96927A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36000 | NS      | $436320.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp         | Wintrust Financial Corp                    | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     18550 | NS      | $1567846.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp        | World Fuel Services Corp                   | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     46924 | NS      | $1282432.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc      | Worthington Industries Inc                 | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     11050 | NS      | $549295.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                       | Xperi Inc                                  | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15360 | NS      | $132249.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                      | Zumiez Inc                                 | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     23800 | NS      | $517412.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman and Co. | Banco Bilbao Vizcaya Argentaria SA         | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | Long             | STIV             | CORP              | US        |   8197483 | PA      | $8197483.35   | 1.38%             | 2022-12-31      | Fixed         | 3.68%                 | No            |                  1 | On Loan: No      |
| Invesco Government & Agency Po  | Invesco Government & Agency Portfolio      | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |   2938120 | NS      | $2938120.05   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-08

**Name of Applicant:** HOTCHKIS & WILEY FUNDS /DE/

**Signature:** /s/ James Menvielle

**Name of Signer:** James Menvielle

**Title:** Treasurer / Principal Financial Officer