# EDGAR Filing Document

**Accession Number:** 0001415995
**File Stem:** 0001752724-23-069576
**Filing Date:** 2023-3
**Character Count:** 213497
**Document Hash:** e66814c637aa11627b8acef5b18f5247
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-069576.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-069576

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** IndexIQ ETF Trust
- **CENTRAL INDEX KEY:** 0001415995
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22227
- **FILM NUMBER:** 23767806

**BUSINESS ADDRESS:**
- **STREET 1:** 51 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010
- **BUSINESS PHONE:** 888-474-7725

**MAIL ADDRESS:**
- **STREET 1:** 51 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IQSHARES Trust
- **DATE OF NAME CHANGE:** 20080808

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IQSHARES Trust 1
- **DATE OF NAME CHANGE:** 20071024

## Series and Classes Contracts Data

### IQ Chaikin U.S. Small Cap ETF (Series ID: S000057681)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000184744 | IQ Chaikin U.S. Small Cap ETF | CSML            |

## Nport-Ex

Schedule of Investments ─ IQ Chaikin U.S. Small Cap ETF

January 31, 2023 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks — 99.8%** | **Common Stocks — 99.8%** | |
| **Communication Services — 2.4%** |  |  |
| Advantage Solutions, Inc.<sup>\*</sup> | 89480 | $231753 |
| AMC Networks, Inc., Class A<sup>\*</sup> | 14049 | 260047 |
| Bandwidth, Inc., Class A<sup>\*</sup> | 17623 | 438460 |
| Cogent Communications Holdings, Inc. | 8605 | 590045 |
| EchoStar Corp., Class A<sup>\*</sup> | 23454 | 438824 |
| EW Scripps Co. (The), Class A<sup>\*</sup> | 27460 | 410527 |
| Gray Television, Inc. | 25867 | 335236 |
| Liberty Latin America Ltd., Class C<sup>\*</sup> | 59760 | 588636 |
| Liberty Media Corp.-Liberty Braves, Class C<sup>\*</sup> | 20534 | 712119 |
| Scholastic Corp. | 14229 | 629491 |
| Shenandoah Telecommunications Co. | 24305 | 475163 |
| World Wrestling Entertainment, Inc., Class A | 9180 | 776812 |
| Yelp, Inc.<sup>\*</sup> | 16802 | 529431 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Communication Services |  | 6416544 |
| **Consumer Discretionary — 11.1%** |  |  |
| Aaron's Co., Inc. (The) | 28432 | 416529 |
| America's Car-Mart, Inc.<sup>\*</sup> | 7087 | 610474 |
| AMMO, Inc.<sup>\*(a)</sup> | 118934 | 294956 |
| Arko Corp. | 62979 | 528394 |
| Asbury Automotive Group, Inc.<sup>\*</sup> | 3577 | 786940 |
| Buckle, Inc. (The) | 17347 | 763268 |
| Carter's, Inc. | 6231 | 519478 |
| Cavco Industries, Inc.<sup>\*</sup> | 2371 | 630923 |
| Cheesecake Factory, Inc. (The)<sup>(a)</sup> | 14404 | 565357 |
| Cracker Barrel Old Country Store, Inc.<sup>(a)</sup> | 4808 | 536477 |
| Denny's Corp.<sup>\*</sup> | 40048 | 481377 |
| Dorman Products, Inc.<sup>\*</sup> | 6009 | 583234 |
| Ethan Allen Interiors, Inc. | 22398 | 643718 |
| GoPro, Inc., Class A<sup>\*</sup> | 66927 | 411601 |
| Graham Holdings Co., Class B | 934 | 610192 |
| Grand Canyon Education, Inc.<sup>\*</sup> | 5903 | 688054 |
| H&R Block, Inc. | 22007 | 857833 |
| Haverty Furniture Cos., Inc. | 21588 | 753853 |
| Johnson Outdoors, Inc., Class A | 7345 | 502839 |
| Laureate Education, Inc. | 55464 | 608995 |
| Leslie's, Inc.<sup>\*</sup> | 29603 | 458550 |
| Levi Strauss & Co., Class A | 29003 | 533655 |
| LGI Homes, Inc.<sup>\*(a)</sup> | 5867 | 667958 |
| Lovesac Co. (The)<sup>\*</sup> | 10562 | 271866 |
| Malibu Boats, Inc., Class A<sup>\*</sup> | 9879 | 598569 |
| MDC Holdings, Inc. | 15146 | 571913 |
| Meritage Homes Corp.<sup>\*</sup> | 7233 | 778922 |
| Monarch Casino & Resort, Inc.<sup>\*</sup> | 6545 | 501478 |
| Murphy USA, Inc. | 2866 | 779638 |
| OneSpaWorld Holdings Ltd.<sup>\*</sup> | 56185 | 590504 |
| OneWater Marine, Inc., Class A<sup>\*</sup> | 16572 | 542567 |
| Oxford Industries, Inc. | 6332 | 742237 |
| Perdoceo Education Corp.<sup>\*</sup> | 49921 | 747317 |
| Quotient Technology, Inc.<sup>\*</sup> | 89480 | 362394 |
| Rush Street Interactive, Inc.<sup>\*</sup> | 78527 | 336881 |
| Shift Technologies, Inc.<sup>\*</sup> | 257739 | 52321 |
| Shoe Carnival, Inc. | 19653 | 536723 |
| Skyline Champion Corp.<sup>\*</sup> | 10444 | 615674 |
| Smith & Wesson Brands, Inc. | 37731 | 418059 |
| Standard Motor Products, Inc. | 13235 | 535488 |
| Steven Madden Ltd. | 14776 | 529720 |
| Stoneridge, Inc.<sup>\*</sup> | 27606 | 680764 |
| Strategic Education, Inc. | 8633 | 805891 |
| Stride, Inc.<sup>\*</sup> | 15716 | 674688 |
| Sturm Ruger & Co., Inc.<sup>(a)</sup> | 9010 | 512669 |
| Taylor Morrison Home Corp.<sup>\*</sup> | 21053 | 753697 |
| Travel + Leisure Co. | 9852 | 417429 |
| Tri Pointe Homes, Inc.<sup>\*</sup> | 28541 | 630471 |
| Universal Electronics, Inc.<sup>\*</sup> | 18273 | 428136 |
| Vista Outdoor, Inc.<sup>\*(a)</sup> | 15995 | 469453 |
| Vivint Smart Home, Inc.<sup>\*</sup> | 84778 | 1015640 |
| Winmark Corp. | 2637 | 740470 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Consumer Discretionary |  | 30096234 |
| **Consumer Staples — 3.7%** |  |  |
| Andersons, Inc. (The) | 11356 | 417674 |
| BellRing Brands, Inc.<sup>\*</sup> | 24830 | 704179 |
| Central Garden & Pet Co., Class A<sup>\*</sup> | 14001 | 554859 |
| Coca-Cola Consolidated, Inc. | 1150 | 582797 |
| Energizer Holdings, Inc. | 18632 | 691247 |
| Fresh Del Monte Produce, Inc. | 22118 | 632575 |
| John B Sanfilippo & Son, Inc. | 7094 | 599514 |
| MGP Ingredients, Inc. | 6696 | 653128 |
| Mission Produce, Inc.<sup>\*</sup> | 45304 | 564488 |
| Nu Skin Enterprises, Inc., Class A | 11969 | 513231 |
| PriceSmart, Inc. | 7266 | 539936 |
| Rite Aid Corp.<sup>\*</sup> | 65246 | 238148 |
| Seaboard Corp. | 136 | 533188 |
| SpartanNash Co. | 17373 | 550377 |
| Sprouts Farmers Market, Inc.<sup>\*(a)</sup> | 17920 | 572544 |
| TreeHouse Foods, Inc.<sup>\*</sup> | 17764 | 860310 |
| Turning Point Brands, Inc. | 16785 | 389580 |
| United Natural Foods, Inc.<sup>\*</sup> | 13859 | 576811 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Consumer Staples |  | 10174586 |
| **Energy — 4.8%** |  |  |
| Archrock, Inc. | 62090 | 615312 |
| Bristow Group, Inc.<sup>\*</sup> | 15398 | 470255 |
| Cactus, Inc., Class A | 10063 | 544509 |
| ChampionX Corp. | 23410 | 772998 |
| Chord Energy Corp. | 4470 | 640685 |
| Civitas Resources, Inc.<sup>(a)</sup> | 9598 | 638747 |
| Comstock Resources, Inc.<sup>(a)</sup> | 43915 | 533567 |
| Core Laboratories NV | 18049 | 462054 |
| CVR Energy, Inc. | 24982 | 829402 |
| Delek US Holdings, Inc. | 27237 | 728862 |
| DMC Global, Inc.<sup>\*</sup> | 18720 | 425693 |
| Equitrans Midstream Corp. | 67642 | 490405 |
| Gevo, Inc.<sup>\*</sup> | 121982 | 258602 |
| Green Plains, Inc.<sup>\*(a)</sup> | 18482 | 642619 |
| HF Sinclair Corp. | 14382 | 818336 |
| Kosmos Energy Ltd.<sup>\*</sup> | 79708 | 630490 |
| Matador Resources Co. | 10817 | 715653 |
| PBF Energy, Inc., Class A | 23517 | 987479 |
| Southwestern Energy Co.<sup>\*</sup> | 79931 | 441219 |
| U.S. Silica Holdings, Inc.<sup>\*</sup> | 30595 | 374483 |
| Vital Energy, Inc.<sup>\*</sup> | 7214 | 406004 |
| World Fuel Services Corp. | 21194 | 599790 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Energy |  | 13027164 |
| **Financials — 22.7%** |  |  |
| 1st Source Corp. | 12391 | 609513 |
| A-Mark Precious Metals, Inc. | 15337 | 590474 |
| Amerant Bancorp, Inc. | 18074 | 503180 |
| American Equity Investment Life Holding Co. | 14361 | 684302 |
| Ameris Bancorp | 13060 | 615910 |
| Ares Commercial Real Estate Corp. | 36928 | 453476 |
| Argo Group International Holdings Ltd. | 13831 | 383949 |
| AssetMark Financial Holdings, Inc.<sup>\*</sup> | 25756 | 683564 |
| Associated Banc-Corp. | 25181 | 564306 |

---

Schedule of Investments ─ IQ Chaikin U.S. Small Cap ETF (continued)

January 31, 2023 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | |
| **Financials (continued)** |  |  |
| Atlantic Union Bankshares Corp. | 15621 | $604376 |
| Avantax, Inc.<sup>\*</sup> | 29315 | 854239 |
| Axis Capital Holdings Ltd. | 9442 | 590786 |
| Banc of California, Inc. | 29603 | 515684 |
| Bancorp, Inc. (The)<sup>\*</sup> | 20229 | 686370 |
| Bank of Hawaii Corp. | 6830 | 522427 |
| BankUnited, Inc. | 13036 | 490675 |
| Banner Corp. | 9791 | 634751 |
| Berkshire Hills Bancorp, Inc. | 19782 | 614231 |
| Brighthouse Financial, Inc.<sup>\*</sup> | 11095 | 624316 |
| Cannae Holdings, Inc.<sup>\*</sup> | 23869 | 583358 |
| Chimera Investment Corp. | 47414 | 345648 |
| CNO Financial Group, Inc. | 22842 | 588410 |
| Columbia Banking System, Inc. | 17759 | 548931 |
| Community Trust Bancorp, Inc. | 13911 | 599286 |
| ConnectOne Bancorp, Inc. | 17904 | 425578 |
| CrossFirst Bankshares, Inc.<sup>\*</sup> | 36365 | 490927 |
| CVB Financial Corp. | 24693 | 598064 |
| Diamond Hill Investment Group, Inc. | 3124 | 588655 |
| Dime Community Bancshares, Inc. | 16579 | 494386 |
| Eagle Bancorp, Inc. | 10052 | 477369 |
| Employers Holdings, Inc. | 14710 | 645328 |
| Enova International, Inc.<sup>\*</sup> | 15093 | 688995 |
| Enstar Group Ltd.<sup>\*</sup> | 2186 | 529668 |
| Enterprise Financial Services Corp. | 12113 | 645865 |
| FB Financial Corp. | 12853 | 482759 |
| Federated Hermes, Inc. | 16825 | 661222 |
| First BankCorp | 13721 | 546782 |
| First Foundation, Inc. | 23503 | 365002 |
| First Interstate BancSystem, Inc., Class A | 15585 | 559190 |
| First Merchants Corp. | 13776 | 587409 |
| FirstCash Holdings, Inc. | 8147 | 750990 |
| Flushing Financial Corp. | 25545 | 490209 |
| FNB Corp. | 46033 | 656891 |
| Fulton Financial Corp. | 34595 | 578774 |
| German American Bancorp, Inc. | 15085 | 581074 |
| Great Southern Bancorp, Inc. | 9712 | 567569 |
| Hanmi Financial Corp. | 23288 | 542378 |
| HarborOne Bancorp, Inc. | 40877 | 557562 |
| Heartland Financial USA, Inc. | 11981 | 592700 |
| Heritage Commerce Corp. | 50942 | 617417 |
| Heritage Financial Corp. | 22870 | 652481 |
| Hilltop Holdings, Inc. | 19492 | 637388 |
| Home BancShares, Inc. | 25359 | 605319 |
| HomeStreet, Inc. | 12048 | 332163 |
| Hope Bancorp, Inc. | 35640 | 459400 |
| Horace Mann Educators Corp. | 13649 | 486041 |
| Houlihan Lokey, Inc. | 6529 | 646828 |
| Independent Bank Corp. | 7016 | 559105 |
| Independent Bank Group, Inc. | 8024 | 491871 |
| Kinsale Capital Group, Inc. | 2513 | 699720 |
| Lakeland Bancorp, Inc. | 34318 | 661308 |
| Merchants Bancorp | 20932 | 602214 |
| MGIC Investment Corp. | 42295 | 597205 |
| Midland States Bancorp, Inc. | 19859 | 506007 |
| Moelis & Co., Class A | 12158 | 568387 |
| National Bank Holdings Corp., Class A | 14229 | 600891 |
| NBT Bancorp, Inc. | 15862 | 623535 |
| New York Mortgage Trust, Inc. | 156408 | 487993 |
| Nicolet Bankshares, Inc.<sup>\*</sup> | 6102 | 444775 |
| Northfield Bancorp, Inc. | 39910 | 596655 |
| OFG Bancorp | 21512 | 609005 |
| Old National Bancorp | 34988 | 612290 |
| Oportun Financial Corp.<sup>\*</sup> | 39754 | 278676 |
| Origin Bancorp, Inc. | 13501 | 506288 |
| PacWest Bancorp | 13238 | 366163 |
| Pathward Financial, Inc. | 10396 | 515850 |
| Peapack-Gladstone Financial Corp. | 16491 | 611651 |
| PennyMac Financial Services, Inc. | 10774 | 726383 |
| Peoples Bancorp, Inc. | 18236 | 541062 |
| Piper Sandler Cos. | 4367 | 620551 |
| PJT Partners, Inc., Class A | 9079 | 726592 |
| Preferred Bank | 7735 | 550191 |
| Premier Financial Corp. | 18896 | 472778 |
| Provident Financial Services, Inc. | 24491 | 574559 |
| QCR Holdings, Inc. | 10090 | 530330 |
| Regional Management Corp. | 11755 | 405430 |
| Republic Bancorp, Inc., Class A | 12752 | 573585 |
| S&T Bancorp, Inc. | 19375 | 704863 |
| Safety Insurance Group, Inc. | 6285 | 530391 |
| Sandy Spring Bancorp, Inc. | 12710 | 429598 |
| Sculptor Capital Management, Inc.<sup>(a)</sup> | 40980 | 380704 |
| Seacoast Banking Corp. of Florida | 16364 | 525448 |
| Selectquote, Inc.<sup>\*</sup> | 203236 | 175230 |
| ServisFirst Bancshares, Inc. | 5992 | 408535 |
| Simmons First National Corp., Class A | 21856 | 487607 |
| Stellar Bancorp, Inc.<sup>(a)</sup> | 18488 | 519698 |
| StepStone Group, Inc., Class A | 17270 | 504111 |
| Texas Capital Bancshares, Inc.<sup>\*</sup> | 10000 | 660700 |
| Tompkins Financial Corp. | 7322 | 551566 |
| Towne Bank | 19141 | 583226 |
| TriCo Bancshares | 14316 | 723674 |
| Trustmark Corp. | 18857 | 549116 |
| UMB Financial Corp. | 5900 | 532121 |
| United Bankshares, Inc.<sup>(a)</sup> | 16431 | 660526 |
| United Community Banks, Inc. | 16468 | 535869 |
| United Fire Group, Inc. | 18376 | 578660 |
| Virtu Financial, Inc., Class A | 15337 | 296157 |
| Virtus Investment Partners, Inc. | 2388 | 513133 |
| Washington Federal, Inc. | 17461 | 619167 |
| Wintrust Financial Corp. | 6144 | 561992 |
| WSFS Financial Corp. | 12292 | 593827 |
| &nbsp;&nbsp;&nbsp;Total Financials |  | 61721514 |
| **Health Care — 12.9%** |  |  |
| ACADIA Pharmaceuticals, Inc.<sup>\*</sup> | 23572 | 448575 |
| AdaptHealth Corp.<sup>\*</sup> | 35752 | 766165 |
| Addus HomeCare Corp.<sup>\*</sup> | 6143 | 660495 |
| Aligos Therapeutics, Inc.<sup>\*</sup> | 265526 | 515120 |
| Allakos, Inc.<sup>\*</sup> | 100543 | 747035 |
| ALX Oncology Holdings, Inc.<sup>\*(a)</sup> | 33777 | 314126 |
| Amneal Pharmaceuticals, Inc.<sup>\*</sup> | 136901 | 301182 |
| Amphastar Pharmaceuticals, Inc.<sup>\*</sup> | 15965 | 483101 |
| Arcturus Therapeutics Holdings, Inc.<sup>\*</sup> | 21175 | 447428 |
| ARS Pharmaceuticals, Inc.<sup>\*</sup> | 163274 | 1120060 |
| Atea Pharmaceuticals, Inc.<sup>\*</sup> | 79067 | 366080 |
| Avanos Medical, Inc.<sup>\*</sup> | 17040 | 522106 |
| Avidity Biosciences, Inc.<sup>\*</sup> | 31029 | 735387 |
| Axogen, Inc.<sup>\*</sup> | 72177 | 683516 |
| Bioventus, Inc., Class A<sup>\*(a)</sup> | 40214 | 78819 |
| Cara Therapeutics, Inc.<sup>\*</sup> | 47169 | 550934 |
| CareDx, Inc.<sup>\*</sup> | 15431 | 230539 |
| Catalyst Pharmaceuticals, Inc.<sup>\*</sup> | 69132 | 1070855 |
| Certara, Inc.<sup>\*</sup> | 26577 | 515594 |
| Collegium Pharmaceutical, Inc.<sup>\*</sup> | 28149 | 790424 |
| Corcept Therapeutics, Inc.<sup>\*</sup> | 25447 | 581718 |
| Cross Country Healthcare, Inc.<sup>\*</sup> | 26447 | 733904 |
| Eagle Pharmaceuticals, Inc.<sup>\*</sup> | 11534 | 391464 |
| Ensign Group, Inc. (The) | 6368 | 593816 |
| HealthStream, Inc.<sup>\*</sup> | 28771 | 695683 |
| ICU Medical, Inc.<sup>\*(a)</sup> | 2565 | 495635 |

---

Schedule of Investments ─ IQ Chaikin U.S. Small Cap ETF (continued)

January 31, 2023 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | |
| **Health Care (continued)** |  |  |
| IGM Biosciences, Inc.<sup>\*</sup> | 21441 | $487354 |
| Immunovant, Inc.<sup>\*(a)</sup> | 104010 | 1848258 |
| Inhibrx, Inc.<sup>\*(a)</sup> | 25723 | 643075 |
| Innoviva, Inc.<sup>\*</sup> | 29504 | 373226 |
| Inogen, Inc.<sup>\*</sup> | 17611 | 410865 |
| Integer Holdings Corp.<sup>\*</sup> | 7087 | 466395 |
| Ironwood Pharmaceuticals, Inc.<sup>\*</sup> | 45558 | 524828 |
| Karyopharm Therapeutics, Inc.<sup>\*</sup> | 77462 | 255625 |
| Kronos Bio, Inc.<sup>\*</sup> | 78961 | 189506 |
| MeiraGTx Holdings PLC<sup>\*</sup> | 41219 | 344591 |
| Merit Medical Systems, Inc.<sup>\*</sup> | 8615 | 614680 |
| ModivCare, Inc.<sup>\*</sup> | 4968 | 532868 |
| Morphic Holding, Inc.<sup>\*</sup> | 14217 | 465322 |
| Myriad Genetics, Inc.<sup>\*</sup> | 22652 | 446697 |
| National HealthCare Corp. | 8160 | 485846 |
| Nektar Therapeutics<sup>\*</sup> | 105916 | 288092 |
| NextGen Healthcare, Inc.<sup>\*(a)</sup> | 27408 | 521300 |
| Olema Pharmaceuticals, Inc.<sup>\*</sup> | 134012 | 647278 |
| OPKO Health, Inc.<sup>\*(a)</sup> | 165957 | 214085 |
| Orthofix Medical, Inc.<sup>\*</sup> | 37005 | 800418 |
| Owens & Minor, Inc.<sup>\*</sup> | 12967 | 255969 |
| Passage Bio, Inc.<sup>\*</sup> | 184153 | 268863 |
| Patterson Cos., Inc. | 17705 | 534514 |
| Phreesia, Inc.<sup>\*</sup> | 21742 | 815108 |
| Prelude Therapeutics, Inc.<sup>\*(a)</sup> | 83060 | 529923 |
| Prestige Consumer Healthcare, Inc.<sup>\*</sup> | 10825 | 711852 |
| Rocket Pharmaceuticals, Inc.<sup>\*</sup> | 36133 | 785170 |
| Rubius Therapeutics, Inc.<sup>\*</sup> | 102907 | 26807 |
| Scilex Holding Co.<sup>\*</sup> | 34109 | 269122 |
| SI-BONE, Inc.<sup>\*</sup> | 25261 | 430195 |
| Silk Road Medical, Inc.<sup>\*</sup> | 13881 | 754571 |
| Sorrento Therapeutics, Inc.<sup>\*</sup> | 245014 | 234846 |
| Supernus Pharmaceuticals, Inc.<sup>\*</sup> | 17731 | 727148 |
| Surmodics, Inc.<sup>\*</sup> | 12596 | 354074 |
| Sutro Biopharma, Inc.<sup>\*</sup> | 69721 | 504780 |
| uniQure NV<sup>\*</sup> | 31714 | 673923 |
| Varex Imaging Corp.<sup>\*</sup> | 26919 | 578489 |
| Veradigm, Inc.<sup>\*</sup> | 25448 | 455774 |
| Xencor, Inc.<sup>\*</sup> | 21481 | 707155 |
| &nbsp;&nbsp;&nbsp;Total Health Care |  | 35018353 |
| **Industrials — 19.4%** |  |  |
| AAR Corp.<sup>\*</sup> | 11833 | 608690 |
| ABM Industries, Inc. | 12447 | 583889 |
| Air Transport Services Group, Inc.<sup>\*</sup> | 17132 | 485007 |
| Alamo Group, Inc. | 3985 | 623533 |
| Allegiant Travel Co.<sup>\*</sup> | 3517 | 302568 |
| Ameresco, Inc., Class A<sup>\*(a)</sup> | 7209 | 464764 |
| API Group Corp.<sup>\*</sup> | 27252 | 606085 |
| Applied Industrial Technologies, Inc. | 5584 | 799685 |
| Arcosa, Inc. | 10010 | 593293 |
| Array Technologies, Inc.<sup>\*</sup> | 50851 | 1130418 |
| Astec Industries, Inc. | 13328 | 588298 |
| AZZ, Inc. | 11881 | 504705 |
| Barnes Group, Inc. | 14259 | 631103 |
| Barrett Business Services, Inc. | 7397 | 735114 |
| Blue Bird Corp.<sup>\*</sup> | 30331 | 439800 |
| BrightView Holdings, Inc.<sup>\*</sup> | 41945 | 333463 |
| Brink's Co. (The) | 8428 | 552877 |
| CBIZ, Inc.<sup>\*</sup> | 13655 | 649841 |
| Cimpress PLC<sup>\*</sup> | 8979 | 293524 |
| Columbus McKinnon Corp. | 13463 | 483995 |
| Comfort Systems USA, Inc. | 6438 | 779256 |
| CRA International, Inc. | 6801 | 808231 |
| Deluxe Corp. | 18876 | 377331 |
| Douglas Dynamics, Inc. | 16569 | 669553 |
| Ducommun, Inc.<sup>\*</sup> | 10940 | 632113 |
| Encore Wire Corp.<sup>(a)</sup> | 5024 | 811024 |
| EnPro Industries, Inc. | 5864 | 709954 |
| Evoqua Water Technologies Corp.<sup>\*</sup> | 12200 | 591822 |
| Federal Signal Corp. | 16980 | 904185 |
| Forrester Research, Inc.<sup>\*</sup> | 10116 | 374899 |
| Franklin Electric Co., Inc. | 6901 | 623160 |
| Genco Shipping & Trading Ltd. | 24170 | 438444 |
| GEO Group, Inc. (The)<sup>\*</sup> | 86702 | 997073 |
| Global Industrial Co. | 17712 | 465648 |
| Gorman-Rupp Co. (The) | 15908 | 457037 |
| Granite Construction, Inc. | 17472 | 743958 |
| Great Lakes Dredge & Dock Corp.<sup>\*</sup> | 40689 | 279940 |
| Greenbrier Cos., Inc. (The) | 11081 | 342625 |
| Heidrick & Struggles International, Inc. | 14423 | 443651 |
| Heritage-Crystal Clean, Inc.<sup>\*</sup> | 19354 | 719969 |
| Hillenbrand, Inc. | 12976 | 608055 |
| HNI Corp. | 15469 | 491450 |
| Hub Group, Inc., Class A<sup>\*</sup> | 7422 | 632874 |
| Huron Consulting Group, Inc.<sup>\*</sup> | 12511 | 851248 |
| Hyster-Yale Materials Handling, Inc. | 17189 | 557439 |
| ICF International, Inc. | 6088 | 622133 |
| IES Holdings, Inc.<sup>\*</sup> | 14257 | 567571 |
| Insteel Industries, Inc. | 16605 | 497984 |
| JetBlue Airways Corp.<sup>\*</sup> | 38185 | 305480 |
| John Bean Technologies Corp. | 4838 | 540550 |
| Kadant, Inc. | 2951 | 601325 |
| Kaman Corp. | 13129 | 331113 |
| KAR Auction Services, Inc.<sup>\*</sup> | 31628 | 460504 |
| Kelly Services, Inc., Class A | 26320 | 476392 |
| Kforce, Inc. | 7719 | 433267 |
| Kirby Corp.<sup>\*</sup> | 7910 | 559870 |
| Korn Ferry | 8825 | 476462 |
| Marten Transport Ltd. | 32269 | 712822 |
| Matson, Inc. | 4734 | 313012 |
| Matthews International Corp., Class A | 17710 | 655978 |
| McGrath RentCorp | 6744 | 671298 |
| Moog, Inc., Class A | 6529 | 622344 |
| MSC Industrial Direct Co., Inc., Class A | 6726 | 556240 |
| Mueller Industries, Inc. | 10579 | 693453 |
| MYR Group, Inc.<sup>\*</sup> | 6094 | 603672 |
| Parsons Corp.<sup>\*</sup> | 14808 | 644444 |
| PGT Innovations, Inc.<sup>\*</sup> | 31873 | 691644 |
| Primoris Services Corp. | 24058 | 639943 |
| Quanex Building Products Corp. | 27304 | 706901 |
| Rush Enterprises, Inc., Class A | 11257 | 605739 |
| Ryder System, Inc. | 7224 | 682018 |
| Schneider National, Inc., Class B | 22474 | 595561 |
| Shoals Technologies Group, Inc., Class A<sup>\*</sup> | 33633 | 938024 |
| SP Plus Corp.<sup>\*</sup> | 18276 | 689188 |
| SPX Technologies, Inc.<sup>\*</sup> | 11599 | 870041 |
| Sterling Infrastructure, Inc.<sup>\*</sup> | 21383 | 778127 |
| Terex Corp. | 16072 | 819190 |
| Thermon Group Holdings, Inc.<sup>\*</sup> | 35377 | 817916 |
| Triton International Ltd. | 8166 | 576846 |
| TrueBlue, Inc.<sup>\*</sup> | 19761 | 387908 |
| Tutor Perini Corp.<sup>\*</sup> | 52861 | 484735 |
| UFP Industries, Inc. | 7427 | 694796 |
| Univar Solutions, Inc.<sup>\*</sup> | 17832 | 614847 |
| VSE Corp. | 12434 | 682627 |
| Wabash National Corp. | 38618 | 994800 |
| Watts Water Technologies, Inc., Class A | 4105 | 671250 |

---

Schedule of Investments ─ IQ Chaikin U.S. Small Cap ETF (continued)

January 31, 2023 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | |
| **Industrials (continued)** |  |  |
| Werner Enterprises, Inc. | 13977 | $656500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Industrials |  | 52666106 |
| **Information Technology — 10.4%** |  |  |
| A10 Networks, Inc. | 41082 | 635949 |
| ACI Worldwide, Inc.<sup>\*</sup> | 18128 | 506315 |
| ACM Research, Inc., Class A<sup>\*</sup> | 27593 | 344637 |
| Adeia, Inc. | 32962 | 360934 |
| Advanced Energy Industries, Inc. | 6657 | 617370 |
| Alarm.com Holdings, Inc.<sup>\*</sup> | 8588 | 460317 |
| Appfolio, Inc., Class A<sup>\*</sup> | 5062 | 568614 |
| Avaya Holdings Corp.<sup>\*(a)</sup> | 44751 | 15981 |
| Avnet, Inc. | 14119 | 647780 |
| Belden, Inc. | 10344 | 838795 |
| Benchmark Electronics, Inc. | 22888 | 640635 |
| Box, Inc., Class A<sup>\*</sup> | 19722 | 630907 |
| Cambium Networks Corp.<sup>\*</sup> | 24243 | 519527 |
| Cass Information Systems, Inc. | 15526 | 753943 |
| Cirrus Logic, Inc.<sup>\*</sup> | 6759 | 610946 |
| CSG Systems International, Inc. | 8982 | 535956 |
| Diodes, Inc.<sup>\*</sup> | 6563 | 585354 |
| Domo, Inc., Class B<sup>\*</sup> | 11290 | 175108 |
| DZS, Inc.<sup>\*</sup> | 41321 | 524777 |
| Envestnet, Inc.<sup>\*</sup> | 7698 | 500370 |
| ePlus, Inc.<sup>\*</sup> | 10222 | 508851 |
| ExlService Holdings, Inc.<sup>\*</sup> | 4002 | 682741 |
| FormFactor, Inc.<sup>\*</sup> | 13581 | 382169 |
| Grid Dynamics Holdings, Inc.<sup>\*</sup> | 40704 | 509614 |
| Hackett Group, Inc. (The) | 24759 | 547174 |
| Insight Enterprises, Inc.<sup>\*</sup> | 5340 | 601925 |
| InterDigital, Inc. | 8949 | 625982 |
| International Money Express, Inc.<sup>\*</sup> | 27806 | 632865 |
| Itron, Inc.<sup>\*(a)</sup> | 10878 | 625159 |
| Knowles Corp.<sup>\*</sup> | 26516 | 509903 |
| LiveRamp Holdings, Inc.<sup>\*</sup> | 15271 | 408652 |
| NETGEAR, Inc.<sup>\*</sup> | 23131 | 461926 |
| NetScout Systems, Inc.<sup>\*</sup> | 17865 | 573466 |
| Onto Innovation, Inc.<sup>\*</sup> | 6571 | 516809 |
| PC Connection, Inc. | 11006 | 539624 |
| Photronics, Inc.<sup>\*</sup> | 33770 | 611912 |
| Plexus Corp.<sup>\*</sup> | 7006 | 672506 |
| Progress Software Corp. | 12171 | 645550 |
| Rackspace Technology, Inc.<sup>\*(a)</sup> | 51151 | 153453 |
| Rambus, Inc.<sup>\*</sup> | 17972 | 727327 |
| Ribbon Communications, Inc.<sup>\*</sup> | 185468 | 650993 |
| Sanmina Corp.<sup>\*</sup> | 14178 | 863865 |
| ScanSource, Inc.<sup>\*</sup> | 16410 | 540381 |
| Semtech Corp.<sup>\*</sup> | 8232 | 271903 |
| SMART Global Holdings, Inc.<sup>\*(a)</sup> | 22102 | 379933 |
| Super Micro Computer, Inc.<sup>\*</sup> | 15053 | 1088783 |
| TTM Technologies, Inc.<sup>\*</sup> | 38671 | 607908 |
| Unisys Corp.<sup>\*</sup> | 26242 | 141969 |
| Upland Software, Inc.<sup>\*</sup> | 32419 | 283018 |
| Veeco Instruments, Inc.<sup>\*(a)</sup> | 20996 | 416981 |
| Viasat, Inc.<sup>\*</sup> | 11697 | 402962 |
| Vishay Intertechnology, Inc. | 29240 | 669304 |
| Xerox Holdings Corp. | 28303 | 463603 |
| Xperi, Inc.<sup>\*</sup> | 13186 | 136475 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Information Technology |  | 28329901 |
| **Materials — 4.7%** |  |  |
| Avient Corp. | 11892 | 481864 |
| Cabot Corp. | 8377 | 631039 |
| Chase Corp. | 6594 | 622342 |
| Commercial Metals Co. | 13771 | 747352 |
| Gatos Silver, Inc.<sup>\*</sup> | 132661 | 684531 |
| Greif, Inc., Class A | 8808 | 629155 |
| Hawkins, Inc. | 12439 | 485121 |
| Ingevity Corp.<sup>\*</sup> | 8945 | 737426 |
| Innospec, Inc. | 6194 | 700046 |
| Kronos Worldwide, Inc. | 36782 | 428510 |
| Materion Corp. | 6685 | 603321 |
| Mativ Holdings, Inc. | 20757 | 572063 |
| Minerals Technologies, Inc. | 8663 | 601645 |
| Myers Industries, Inc. | 26531 | 638867 |
| Orion Engineered Carbons SA | 35886 | 754324 |
| Silgan Holdings, Inc. | 12396 | 668020 |
| Stepan Co. | 5800 | 637072 |
| Summit Materials, Inc., Class A<sup>\*</sup> | 18766 | 616651 |
| SunCoke Energy, Inc. | 64320 | 585955 |
| Trinseo PLC<sup>(a)</sup> | 11914 | 330614 |
| Worthington Industries, Inc. | 11147 | 633930 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Materials |  | 12789848 |
| **Real Estate — 4.6%** |  |  |
| Alexander & Baldwin, Inc. | 24620 | 492892 |
| Chatham Lodging Trust | 41559 | 590553 |
| Corporate Office Properties Trust | 20080 | 563646 |
| DiamondRock Hospitality Co. | 56956 | 548486 |
| Diversified Healthcare Trust | 178398 | 141184 |
| EPR Properties | 10433 | 443194 |
| Essential Properties Realty Trust, Inc. | 22651 | 577148 |
| Forestar Group, Inc.<sup>\*</sup> | 32147 | 478347 |
| Franklin Street Properties Corp. | 96758 | 298015 |
| Hudson Pacific Properties, Inc. | 20573 | 234327 |
| Independence Realty Trust, Inc. | 21591 | 406559 |
| iStar, Inc. | 31243 | 289935 |
| JBG SMITH Properties | 19536 | 393455 |
| Marcus & Millichap, Inc. | 10838 | 392769 |
| Necessity Retail REIT, Inc. (The) | 72453 | 494854 |
| Office Properties Income Trust | 22187 | 380729 |
| Outfront Media, Inc. | 20080 | 399592 |
| Paramount Group, Inc. | 52327 | 337509 |
| Piedmont Office Realty Trust, Inc., Class A | 33149 | 351379 |
| PotlatchDeltic Corp. | 11108 | 543737 |
| Rafael Holdings, Inc., Class B<sup>\*</sup> | 227441 | 468529 |
| Retail Opportunity Investments Corp. | 29442 | 466067 |
| RLJ Lodging Trust | 40704 | 511649 |
| Service Properties Trust | 64654 | 576067 |
| St Joe Co. (The) | 9634 | 453761 |
| Sunstone Hotel Investors, Inc. | 48467 | 532652 |
| Uniti Group, Inc. | 41488 | 273406 |
| Urstadt Biddle Properties, Inc., Class A | 30467 | 572170 |
| Xenia Hotels & Resorts, Inc. | 29595 | 440966 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Real Estate |  | 12653577 |
| **Utilities — 3.1%** |  |  |
| ALLETE, Inc. | 8557 | 529336 |
| Avista Corp. | 12693 | 506451 |
| Black Hills Corp. | 7440 | 538507 |
| California Water Service Group | 9669 | 591453 |
| Hawaiian Electric Industries, Inc. | 13544 | 572505 |
| Montauk Renewables, Inc.<sup>\*</sup> | 51169 | 568488 |
| Northwest Natural Holding Co. | 11040 | 553546 |
| NorthWestern Corp. | 9474 | 538123 |
| ONE Gas, Inc. | 6494 | 534846 |
| Otter Tail Corp. | 9169 | 588191 |
| Portland General Electric Co.<sup>(a)</sup> | 10391 | 494404 |

---

Schedule of Investments ─ IQ Chaikin U.S. Small Cap ETF (continued)

January 31, 2023 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | |
| **Utilities (continued)** |  |  |
| SJW Group | 8238 | $637703 |
| Southwest Gas Holdings, Inc. | 7321 | 489994 |
| Spire, Inc. | 7986 | 576749 |
| Unitil Corp. | 11489 | 599381 |
| &nbsp;&nbsp;&nbsp;Total Utilities |  | 8319677 |
| **Total Common Stocks** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(Cost $268,837,367)** |  | **271213504** |
| **Short-Term Investments — 0.3%** |  |  |
| **Money Market Funds — 0.3%** |  |  |
| Dreyfus Government Cash Management Fund, Institutional Shares, 4.23%<sup>(b)(c)</sup> | 334658 | 334658 |
| Dreyfus Institutional Preferred Government Money Market Fund, Institutional Shares, 4.30%<sup>(b)</sup> | 476694 | 476694 |
| **Total Short-Term Investments** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(Cost $811,352)** |  | **811352** |
| **Total Investments — 100.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(Cost $269,648,719)** |  | **272024856** |
| **Other Assets and Liabilities, Net — (0.1)%** |  | **(339030**) |
| **Net Assets — 100.0%** |  | $**271685826** |

---

\* Non-income producing securities.

(a) All or a portion of the security was on loan. In addition, "Other Assets and Liabilities, Net" may include pending sales that are also on loan. The aggregate market value of securities on loan was $9,828,405; total market value of collateral held by the Fund was $9,785,883. Market value of the collateral held includes non-cash U.S. Treasury securities collateral having a value of $9,451,225.

(b) Reflects the 1-day yield at January 31, 2023.

(c) Represents security purchased with cash collateral received for securities on loan.

The following is a summary of the inputs used to value the Fund's investments as of January 31, 2023. For more information on the valuation techniques, and their aggregation into the levels used in the table below, please refer to the Fund's most recent semi-annual or annual financial statements.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Asset Valuation Inputs** |  |  |  |  |
| Investments in Securities:<sup>(d)</sup> |  |  |  |  |
| Common Stocks | $271213504 | $– | $– | $271213504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Investments: |  |  |  |  |
| Money Market Funds | 811352 | – | – | 811352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments in Securities | $272024856 | $– | $– | $272024856 |

---

(d) For
 a complete listing of investments and their industries, see the Schedule of Investments.

For the period ended January 31, 2023, the Fund did not have any transfers into or out of Level 3 within the fair value hierarchy.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** IndexIQ ETF Trust

- **b. Investment Company Act file number:** 811-22227

- **c. CIK number of Registrant:** 0001415995

- **d. LEI of Registrant:** 549300RB5MLWJ1UN5M66

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

  - **Street Address 1:** 51 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

  - **Telephone number:** 888-474-7725

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

- **a. Name of Series:** IQ Chaikin U.S. Small Cap ETF

- **b. EDGAR series identifier (if any):** S000057681

- **c. LEI of Series:** 549300JEUQXOX6NL3N26

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $272096237.15

**Total Liabilities:** $410411.42

**Net Assets:** $271685825.73

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000184744 | 3.88%                | -5.54%               | 8.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1994927.79              | $7580306.32                                |
| Month 2  | $2038799.38              | $-17492623.91                              |
| Month 3  | $495642.26               | $20543030.88                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TrueBlue Inc                                                 | TrueBlue Inc                                                 | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19761 | NS      | $387908.43    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                                | Materion Corp                                                | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      6685 | NS      | $603321.25    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc                                    | SMART Global Holdings Inc                                    | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |     22102 | NS      | $379933.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Avaya Holdings Corp                                          | Avaya Holdings Corp                                          | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |     44751 | NS      | $15980.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| German American Bancorp Inc                                  | German American Bancorp Inc                                  | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15085 | NS      | $581074.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                                         | Merchants Bancorp/IN                                         | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     20932 | NS      | $602213.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                                     | Regional Management Corp                                     | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |     11755 | NS      | $405429.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                                  | Heartland Financial USA Inc                                  | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     11981 | NS      | $592700.07    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                             | Encore Wire Corp                                             | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5024 | NS      | $811024.32    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| CRA International Inc                                        | CRA International Inc                                        | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6801 | NS      | $808230.84    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                                    | ePlus Inc                                                    | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     10222 | NS      | $508851.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                                          | OneWater Marine Inc                                          | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16572 | NS      | $542567.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                                     | Towne Bank/Portsmouth VA                                     | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     19141 | NS      | $583226.27    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                                | Shoals Technologies Group Inc                                | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33633 | NS      | $938024.37    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                                    | Smith & Wesson Brands Inc                                    | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |     37731 | NS      | $418059.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                                   | Cactus Inc                                                   | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     10063 | NS      | $544508.93    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling                               | Hyster-Yale Materials Handling Inc                           | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17189 | NS      | $557439.27    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                          | Allegiant Travel Co                                          | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      3517 | NS      | $302567.51    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                                  | Standard Motor Products Inc                                  | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     13235 | NS      | $535488.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                                   | Kadant Inc                                                   | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      2951 | NS      | $601325.27    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGEMENT                           | DREYFUS GOVERNMENT CASH MANAGEMENT                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    334658 | NS      | $334657.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                             | McGrath RentCorp                                             | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      6744 | NS      | $671297.76    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                                    | Universal Electronics Inc                                    | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |     18273 | NS      | $428136.39    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                                    | Liberty Latin America Ltd                                    | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |     59760 | NS      | $588636.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                                   | Horace Mann Educators Corp                                   | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     13649 | NS      | $486040.89    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                                  | Sterling Infrastructure Inc                                  | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     21383 | NS      | $778127.37    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries I                               | Hawaiian Electric Industries Inc                             | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     13544 | NS      | $572504.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                                  | Fresh Del Monte Produce Inc                                  | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     22118 | NS      | $632574.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co/The                                               | Lovesac Co/The                                               | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10562 | NS      | $271865.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                                                | Surmodics Inc                                                | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     12596 | NS      | $354073.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                                                | Seaboard Corp                                                | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |       136 | NS      | $533188.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                                       | Peoples Bancorp Inc/OH                                       | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18236 | NS      | $541062.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Bio Inc                                               | Kronos Bio Inc                                               | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78961 | NS      | $189506.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc                                       | Nicolet Bankshares Inc                                       | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6102 | NS      | $444774.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                                                  | SI-BONE Inc                                                  | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |     25261 | NS      | $430194.83    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Scilex Holding Co                                            | Scilex Holding Co                                            | CUSIP: 80880W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34109 | NS      | $269122.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group I                               | Air Transport Services Group Inc                             | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |     17132 | NS      | $485006.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines N                               | First Bancorp/Southern Pines NC                              | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13721 | NS      | $546781.85    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                                        | Delek US Holdings Inc                                        | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     27237 | NS      | $728862.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                                      | Perdoceo Education Corp                                      | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     49921 | NS      | $747317.37    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                                   | Cheesecake Factory Inc/The                                   | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     14404 | NS      | $565357.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Catalyst Pharmaceuticals Inc                                 | Catalyst Pharmaceuticals Inc                                 | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     69132 | NS      | $1070854.68   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                                       | Laureate Education Inc                                       | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     55464 | NS      | $608994.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                                  | Columbia Banking System Inc                                  | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17759 | NS      | $548930.69    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                                                 | Cimpress PLC                                                 | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |      8979 | NS      | $293523.51    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                                 | Watts Water Technologies Inc                                 | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      4105 | NS      | $671249.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                                    | Haverty Furniture Cos Inc                                    | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     21588 | NS      | $753852.96    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                               | Photronics Inc                                               | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     33770 | NS      | $611912.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                                           | Forestar Group Inc                                           | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     32147 | NS      | $478347.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                                 | Ameresco Inc                                                 | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      7209 | NS      | $464764.23    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| GoPro Inc                                                    | GoPro Inc                                                    | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     66927 | NS      | $411601.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                                    | Minerals Technologies Inc                                    | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      8663 | NS      | $601645.35    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                                 | Sanmina Corp                                                 | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     14178 | NS      | $863865.54    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                                     | Franklin Electric Co Inc                                     | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      6901 | NS      | $623160.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                                            | Chord Energy Corp                                            | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      4470 | NS      | $640685.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                                         | Ensign Group Inc/The                                         | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      6368 | NS      | $593816.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                                 | Knowles Corp                                                 | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     26516 | NS      | $509902.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                            | Eagle Bancorp Inc                                            | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     10052 | NS      | $477369.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                                  | Unitil Corp                                                  | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11489 | NS      | $599381.13    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote Inc                                              | Selectquote Inc                                              | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |    203236 | NS      | $175230.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                                   | Kforce Inc                                                   | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      7719 | NS      | $433267.47    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                                | Hub Group Inc                                                | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7422 | NS      | $632873.94    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                               | Trustmark Corp                                               | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     18857 | NS      | $549115.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc                                         | Kronos Worldwide Inc                                         | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |     36782 | NS      | $428510.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                                 | Phreesia Inc                                                 | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     21742 | NS      | $815107.58    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                                       | Comstock Resources Inc                                       | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     43915 | NS      | $533567.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Service Properties Trust                                     | Service Properties Trust                                     | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |     64654 | NS      | $576067.14    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                                          | Dorman Products Inc                                          | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6009 | NS      | $583233.54    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                                   | Terex Corp                                                   | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     16072 | NS      | $819189.84    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc                                   | Rocket Pharmaceuticals Inc                                   | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     36133 | NS      | $785170.09    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                                      | Tompkins Financial Corp                                      | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      7322 | NS      | $551566.26    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                                       | Mueller Industries Inc                                       | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     10579 | NS      | $693453.45    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                                             | QCR Holdings Inc                                             | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     10090 | NS      | $530330.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                                     | World Fuel Services Corp                                     | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     21194 | NS      | $599790.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Necessity Retail REIT Inc/The                                | Necessity Retail REIT Inc/The                                | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |     72453 | NS      | $494853.99    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                                   | Southwest Gas Holdings Inc                                   | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7321 | NS      | $489994.53    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust I                               | Piedmont Office Realty Trust Inc                             | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33149 | NS      | $351379.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                                         | NetScout Systems Inc                                         | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     17865 | NS      | $573466.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                                      | Strategic Education Inc                                      | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      8633 | NS      | $805890.55    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                                    | Brighthouse Financial Inc                                    | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     11095 | NS      | $624315.65    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co                                            | Levi Strauss & Co                                            | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |     29003 | NS      | $533655.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                                   | Heritage Financial Corp/WA                                   | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22870 | NS      | $652481.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                                   | Grand Canyon Education Inc                                   | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      5903 | NS      | $688053.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                                    | Avnet Inc                                                    | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     14119 | NS      | $647779.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                                     | Super Micro Computer Inc                                     | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     15053 | NS      | $1088783.49   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                                         | Douglas Dynamics Inc                                         | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |     16569 | NS      | $669553.29    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                                 | Winmark Corp                                                 | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2637 | NS      | $740469.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                              | Hillenbrand Inc                                              | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     12976 | NS      | $608055.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                             | InterDigital Inc                                             | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8949 | NS      | $625982.55    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                                 | Collegium Pharmaceutical Inc                                 | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     28149 | NS      | $790423.92    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                           | SunCoke Energy Inc                                           | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     64320 | NS      | $585955.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                                    | Axis Capital Holdings Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      9442 | NS      | $590785.94    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                                  | Berkshire Hills Bancorp Inc                                  | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     19782 | NS      | $614231.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                             | Cirrus Logic Inc                                             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      6759 | NS      | $610946.01    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                                         | Marten Transport Ltd                                         | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32269 | NS      | $712822.21    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                      | Enova International Inc                                      | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     15093 | NS      | $688995.45    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                                  | Rush Street Interactive Inc                                  | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78527 | NS      | $336880.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                   | ACADIA Pharmaceuticals Inc                                   | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     23572 | NS      | $448575.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                                   | Viasat Inc                                                   | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     11697 | NS      | $402961.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                               | Advanced Energy Industries Inc                               | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      6657 | NS      | $617370.18    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                                | EchoStar Corp                                                | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     23454 | NS      | $438824.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                         | Matador Resources Co                                         | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     10817 | NS      | $715652.72    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                       | Heritage Commerce Corp                                       | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     50942 | NS      | $617417.04    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                                          | Travel + Leisure Co                                          | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      9852 | NS      | $417429.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                                  | Banner Corp                                                  | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9791 | NS      | $634750.53    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                                    | SJW Group                                                    | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8238 | NS      | $637703.58    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                                         | Summit Materials Inc                                         | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     18766 | NS      | $616650.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                               | Brink's Co/The                                               | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      8428 | NS      | $552876.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc                                          | Mission Produce Inc                                          | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |     45304 | NS      | $564487.84    | 0.21%             |  |  |  | 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        |     28432 | NS      | $416528.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                                          | Onto Innovation Inc                                          | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      6571 | NS      | $516809.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                                         | Orthofix Medical Inc                                         | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37005 | NS      | $800418.15    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                                          | Silgan Holdings Inc                                          | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     12396 | NS      | $668020.44    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                                    | CrossFirst Bankshares Inc                                    | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36365 | NS      | $490927.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                               | Atlantic Union Bankshares Corp                               | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15621 | NS      | $604376.49    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                                             | Enstar Group Ltd                                             | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |      2186 | NS      | $529667.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                       | Energizer Holdings Inc                                       | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     18632 | NS      | $691247.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Allakos Inc                                                  | Allakos Inc                                                  | CUSIP: 01671P100<br>LEI: 549300S6ZD1W6BPMDY37 | Long             | EC               | CORP              | US        |    100543 | NS      | $747034.49    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                                   | Independent Bank Group Inc                                   | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8024 | NS      | $491871.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                            | ACI Worldwide Inc                                            | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     18128 | NS      | $506315.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                                | H&R Block Inc                                                | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     22007 | NS      | $857832.86    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                   | Korn Ferry                                                   | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      8825 | NS      | $476461.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                                  | Asbury Automotive Group Inc                                  | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      3577 | NS      | $786940.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                       | Primoris Services Corp                                       | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     24058 | NS      | $639942.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                   | Matson Inc                                                   | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      4734 | NS      | $313012.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                                  | Avista Corp                                                  | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     12693 | NS      | $506450.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                                  | ONE Gas Inc                                                  | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      6494 | NS      | $534845.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                                    | Greif Inc                                                    | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      8808 | NS      | $629155.44    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                                             | IES Holdings Inc                                             | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |     14257 | NS      | $567571.17    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                                         | Johnson Outdoors Inc                                         | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7345 | NS      | $502838.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                                | Dime Community Bancshares Inc                                | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16579 | NS      | $494385.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                                          | Bank of Hawaii Corp                                          | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      6830 | NS      | $522426.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                                     | Atea Pharmaceuticals Inc                                     | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79067 | NS      | $366080.21    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                                | Preferred Bank/Los Angeles CA                                | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      7735 | NS      | $550190.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                            | RLJ Lodging Trust                                            | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40704 | NS      | $511649.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                                  | Simmons First National Corp                                  | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     21856 | NS      | $487607.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                           | Varex Imaging Corp                                           | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     26919 | NS      | $578489.31    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                               | PBF Energy Inc                                               | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     23517 | NS      | $987478.83    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp                                        | Cambium Networks Corp                                        | CUSIP: 000000000<br>LEI: 549300OYSIGK6OT5WL04 | Long             | EC               | CORP              | US        |     24243 | NS      | $519527.49    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                                          | WSFS Financial Corp                                          | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     12292 | NS      | $593826.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                                          | MGP Ingredients Inc                                          | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      6696 | NS      | $653127.84    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc                                          | Sutro Biopharma Inc                                          | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     69721 | NS      | $504780.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                                                   | Kaman Corp                                                   | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |     13129 | NS      | $331113.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd                                     | OneSpaWorld Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |     56185 | NS      | $590504.35    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                           | Mativ Holdings Inc                                           | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     20757 | NS      | $572062.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                                   | Arcosa Inc                                                   | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     10010 | NS      | $593292.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                                    | Kinsale Capital Group Inc                                    | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      2513 | NS      | $699719.72    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I                               | Prestige Consumer Healthcare Inc                             | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10825 | NS      | $711852.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                                  | OFG Bancorp                                                  | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     21512 | NS      | $609004.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                           | UMB Financial Corp                                           | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      5900 | NS      | $532121.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                      | Central Garden & Pet Co                                      | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     14001 | NS      | $554859.63    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                                       | NextGen Healthcare Inc                                       | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27408 | NS      | $521300.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Diamond Hill Investment Group                                | Diamond Hill Investment Group Inc                            | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      3124 | NS      | $588655.32    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                          | StepStone Group Inc                                          | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17270 | NS      | $504111.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                                      | Alexander & Baldwin Inc                                      | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24620 | NS      | $492892.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                                    | Xperi Inc                                                    | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13186 | NS      | $136475.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                                         | Wabash National Corp                                         | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     38618 | NS      | $994799.68    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                               | Ameris Bancorp                                               | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     13060 | NS      | $615909.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                                       | Schneider National Inc                                       | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     22474 | NS      | $595561.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                                               | Immunovant Inc                                               | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104010 | NS      | $1848257.70   | 0.68%             |  |  |  | No            |                  1 | On Loan: —       |
| Chase Corp                                                   | Chase Corp                                                   | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6594 | NS      | $622341.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                               | EPR Properties                                               | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     10433 | NS      | $443193.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                                         | Federated Hermes Inc                                         | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     16825 | NS      | $661222.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                                  | Hawkins Inc                                                  | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     12439 | NS      | $485121.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                                          | Paramount Group Inc                                          | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |     52327 | NS      | $337509.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                                                | ModivCare Inc                                                | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      4968 | NS      | $532867.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                               | ChampionX Corp                                               | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     23410 | NS      | $772998.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc                                   | Heritage-Crystal Clean Inc                                   | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19354 | NS      | $719968.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc                                | Barrett Business Services Inc                                | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      7397 | NS      | $735113.86    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                                            | Patterson Cos Inc                                            | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     17705 | NS      | $534513.95    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings I                               | AssetMark Financial Holdings Inc                             | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |     25756 | NS      | $683564.24    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express In                               | International Money Express Inc                              | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27806 | NS      | $632864.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc                                        | HarborOne Bancorp Inc                                        | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     40877 | NS      | $557562.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services                                | Enterprise Financial Services Corp                           | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     12113 | NS      | $645865.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                                            | Shoe Carnival Inc                                            | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19653 | NS      | $536723.43    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                                    | Columbus McKinnon Corp/NY                                    | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     13463 | NS      | $483994.85    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Passage Bio Inc                                              | Passage Bio Inc                                              | CUSIP: 702712100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    184153 | NS      | $268863.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                            | Piper Sandler Cos                                            | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      4367 | NS      | $620550.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                                       | Northfield Bancorp Inc                                       | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39910 | NS      | $596654.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                                              | OPKO Health Inc                                              | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |    165957 | NS      | $214084.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilltop Holdings Inc                                         | Hilltop Holdings Inc                                         | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     19492 | NS      | $637388.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                                        | ICF International Inc                                        | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      6088 | NS      | $622132.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                         | Commercial Metals Co                                         | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     13771 | NS      | $747352.17    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                                  | FNB Corp/PA                                                  | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     46033 | NS      | $656890.91    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Olema Pharmaceuticals Inc                                    | Olema Pharmaceuticals Inc                                    | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134012 | NS      | $647277.96    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                                          | Federal Signal Corp                                          | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     16980 | NS      | $904185.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                                    | Stepan Co                                                    | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      5800 | NS      | $637072.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                                       | Insteel Industries Inc                                       | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     16605 | NS      | $497983.95    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                                | Amphastar Pharmaceuticals Inc                                | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     15965 | NS      | $483100.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                                                | Envestnet Inc                                                | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |      7698 | NS      | $500370.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                     | United Natural Foods Inc                                     | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     13859 | NS      | $576811.58    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                                   | ServisFirst Bancshares Inc                                   | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5992 | NS      | $408534.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                              | Alamo Group Inc                                              | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      3985 | NS      | $623532.95    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                                     | United Bankshares Inc/WV                                     | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     16431 | NS      | $660526.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Triton International Ltd                                     | Triton International Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      8166 | NS      | $576846.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                                   | Rambus Inc                                                   | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     17972 | NS      | $727326.84    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology Inc                                      | Quotient Technology Inc                                      | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |     89480 | NS      | $362394.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                                          | PotlatchDeltic Corp                                          | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     11108 | NS      | $543736.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                              | Otter Tail Corp                                              | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9169 | NS      | $588191.35    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                                   | Vishay Intertechnology Inc                                   | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     29240 | NS      | $669303.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr                               | Essential Properties Realty Trust Inc                        | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     22651 | NS      | $577147.48    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                                        | Cara Therapeutics Inc                                        | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |     47169 | NS      | $550933.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                                   | Amneal Pharmaceuticals Inc                                   | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |    136901 | NS      | $301182.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                            | Bristow Group Inc                                            | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     15398 | NS      | $470254.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                         | JBG SMITH Properties                                         | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19536 | NS      | $393455.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                                                 | Appfolio Inc                                                 | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      5062 | NS      | $568614.46    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX                                    | America's Car-Mart Inc/TX                                    | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7087 | NS      | $610474.18    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services In                               | PennyMac Financial Services Inc                              | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     10774 | NS      | $726383.08    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                                      | Wintrust Financial Corp                                      | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      6144 | NS      | $561991.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                                   | Diodes Inc                                                   | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      6563 | NS      | $585353.97    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                               | California Water Service Group                               | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      9669 | NS      | $591452.73    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                                    | Taylor Morrison Home Corp                                    | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     21053 | NS      | $753697.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                                       | Progress Software Corp                                       | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     12171 | NS      | $645549.84    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                                      | Republic Bancorp Inc/KY                                      | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12752 | NS      | $573584.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                               | BankUnited Inc                                               | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     13036 | NS      | $490675.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                         | Associated Banc-Corp                                         | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     25181 | NS      | $564306.21    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                        | Independent Bank Corp                                        | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      7016 | NS      | $559105.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                                      | CNO Financial Group Inc                                      | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     22842 | NS      | $588409.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                                             | Green Plains Inc                                             | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     18482 | NS      | $642619.14    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Gorman-Rupp Co/The                                           | Gorman-Rupp Co/The                                           | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |     15908 | NS      | $457036.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                               | Murphy USA Inc                                               | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      2866 | NS      | $779637.98    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Tr                               | Corporate Office Properties Trust                            | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     20080 | NS      | $563645.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                          | Meritage Homes Corp                                          | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      7233 | NS      | $778921.77    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                                     | Turning Point Brands Inc                                     | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |     16785 | NS      | $389579.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                      | Insight Enterprises Inc                                      | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      5340 | NS      | $601924.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                                     | Moog Inc                                                     | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      6529 | NS      | $622344.28    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                                   | Cabot Corp                                                   | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      8377 | NS      | $631039.41    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                                  | Unisys Corp                                                  | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     26242 | NS      | $141969.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WWE                                                          | World Wrestling Entertainment Inc                            | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      9180 | NS      | $776811.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                                               | Blue Bird Corp                                               | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |     30331 | NS      | $439799.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                                  | Trinseo PLC                                                  | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | US        |     11914 | NS      | $330613.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| United Fire Group Inc                                        | United Fire Group Inc                                        | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18376 | NS      | $578660.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                                   | Sprouts Farmers Market Inc                                   | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     17920 | NS      | $572544.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Portland General Electric Co                                 | Portland General Electric Co                                 | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     10391 | NS      | $494403.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Uniti Group Inc                                              | Uniti Group Inc                                              | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     41488 | NS      | $273405.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                           | Kelly Services Inc                                           | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26320 | NS      | $476392.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                              | S&T Bancorp Inc                                              | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19375 | NS      | $704862.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                                        | Oxford Industries Inc                                        | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      6332 | NS      | $742237.04    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Bra                               | Liberty Media Corp-Liberty Braves                            | CUSIP: 531229888<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20534 | NS      | $712119.12    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                                       | Home BancShares Inc/AR                                       | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25359 | NS      | $605319.33    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                            | Owens & Minor Inc                                            | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     12967 | NS      | $255968.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                                          | PGT Innovations Inc                                          | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     31873 | NS      | $691644.10    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                                    | Spire Inc                                                    | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      7986 | NS      | $576748.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                                          | Nektar Therapeutics                                          | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    105916 | NS      | $288091.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Sto                               | Cracker Barrel Old Country Store Inc                         | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      4808 | NS      | $536476.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Industrial Technologie                               | Applied Industrial Technologies Inc                          | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      5584 | NS      | $799684.64    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                                   | Midland States Bancorp Inc                                   | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     19859 | NS      | $506007.32    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I                               | Provident Financial Services Inc                             | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     24491 | NS      | $574558.86    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                             | AdaptHealth Corp                                             | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35752 | NS      | $766165.36    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc                                                     | Gevo Inc                                                     | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |    121982 | NS      | $258601.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                                          | Gray Television Inc                                          | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     25867 | NS      | $335236.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                                                 | Ducommun Inc                                                 | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |     10940 | NS      | $632113.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                                   | CareDx Inc                                                   | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     15431 | NS      | $230539.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                             | HealthStream Inc                                             | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     28771 | NS      | $695682.78    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                                               | Stoneridge Inc                                               | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |     27606 | NS      | $680763.96    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                       | Marcus & Millichap Inc                                       | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     10838 | NS      | $392769.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                                 | Semtech Corp                                                 | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      8232 | NS      | $271902.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                            | FB Financial Corp                                            | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     12853 | NS      | $482758.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gatos Silver Inc                                             | Gatos Silver Inc                                             | CUSIP: 368036109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132661 | NS      | $684530.76    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                         | Rush Enterprises Inc                                         | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     11257 | NS      | $605739.17    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sorrento Therapeutics Inc                                    | Sorrento Therapeutics Inc                                    | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |    245014 | NS      | $234845.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                                          | Cannae Holdings Inc                                          | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     23869 | NS      | $583358.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                                            | NorthWestern Corp                                            | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      9474 | NS      | $538123.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                                    | Ribbon Communications Inc                                    | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |    185468 | NS      | $650992.68    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Co                               | Peapack-Gladstone Financial Corp                             | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     16491 | NS      | $611651.19    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                                    | iStar Inc                                                    | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     31243 | NS      | $289935.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                               | Virtus Investment Partners Inc                               | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      2388 | NS      | $513133.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                                          | Upland Software Inc                                          | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     32419 | NS      | $283017.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                                        | LiveRamp Holdings Inc                                        | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     15271 | NS      | $408651.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                                          | BellRing Brands Inc                                          | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     24830 | NS      | $704178.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons SA                                  | Orion Engineered Carbons SA                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35886 | NS      | $754323.72    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                                  | NETGEAR Inc                                                  | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     23131 | NS      | $461926.07    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rite Aid Corp                                                | Rite Aid Corp                                                | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |     65246 | NS      | $238147.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                                         | First Merchants Corp                                         | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     13776 | NS      | $587408.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                                 | MSC Industrial Direct Co Inc                                 | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      6726 | NS      | $556240.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                                               | HomeStreet Inc                                               | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12048 | NS      | $332163.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                                | Hudson Pacific Properties Inc                                | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20573 | NS      | $234326.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                                     | Sandy Spring Bancorp Inc                                     | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12710 | NS      | $429598.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                                  | Plexus Corp                                                  | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      7006 | NS      | $672505.94    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                                       | Array Technologies Inc                                       | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |     50851 | NS      | $1130417.73   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                                               | DMC Global Inc                                               | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     18720 | NS      | $425692.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                                   | ALLETE Inc                                                   | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      8557 | NS      | $529336.02    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DZS Inc                                                      | DZS Inc                                                      | CUSIP: 268211109<br>LEI: 549300JL6GXPZ9SNGD29 | Long             | EC               | CORP              | US        |     41321 | NS      | $524776.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                                       | Oportun Financial Corp                                       | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |     39754 | NS      | $278675.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences Inc                                          | IGM Biosciences Inc                                          | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |     21441 | NS      | $487353.93    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm Inc                                                 | Veradigm Inc                                                 | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     25448 | NS      | $455773.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                                         | Astec Industries Inc                                         | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     13328 | NS      | $588297.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                                      | Box Inc                                                      | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     19722 | NS      | $630906.78    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc                                | Urstadt Biddle Properties Inc                                | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |     30467 | NS      | $572170.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc                                         | Lakeland Bancorp Inc                                         | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     34318 | NS      | $661307.86    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                            | GEO Group Inc/The                                            | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     86702 | NS      | $997073.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                                      | ExlService Holdings Inc                                      | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      4002 | NS      | $682741.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                                   | Xencor Inc                                                   | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     21481 | NS      | $707154.52    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                           | Outfront Media Inc                                           | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     20080 | NS      | $399592.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                             | PJT Partners Inc                                             | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      9079 | NS      | $726592.37    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                         | Cavco Industries Inc                                         | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2371 | NS      | $630923.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                                 | Sunstone Hotel Investors Inc                                 | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     48467 | NS      | $532652.33    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                                    | Merit Medical Systems Inc                                    | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      8615 | NS      | $614680.25    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                              | 1st Source Corp                                              | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12391 | NS      | $609513.29    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                                   | Huron Consulting Group Inc                                   | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |     12511 | NS      | $851248.44    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                                | MYR Group Inc                                                | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      6094 | NS      | $603671.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                                      | Chimera Investment Corp                                      | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |     47414 | NS      | $345648.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdi                               | Argo Group International Holdings Ltd                        | CUSIP: 000000000<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |     13831 | NS      | $383948.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Institutional Preferred Government Money Market Fund | Dreyfus Institutional Preferred Government Money Market Fund | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    476694 | NS      | $476693.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                                  | Community Trust Bancorp Inc                                  | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13911 | NS      | $599285.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO Inc                                                     | AMMO Inc                                                     | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |    118934 | NS      | $294956.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Genco Shipping & Trading Ltd                                 | Genco Shipping & Trading Ltd                                 | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | US        |     24170 | NS      | $438443.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                                  | John Bean Technologies Corp                                  | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      4838 | NS      | $540549.74    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                            | Andersons Inc/The                                            | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     11356 | NS      | $417673.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Lif                               | American Equity Investment Life Holding Co                   | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     14361 | NS      | $684301.65    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                               | ScanSource Inc                                               | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     16410 | NS      | $540381.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                                 | Eagle Pharmaceuticals Inc/DE                                 | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     11534 | NS      | $391463.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Inc                                                  | Inhibrx Inc                                                  | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |     25723 | NS      | $643075.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Great Southern Bancorp Inc                                   | Great Southern Bancorp Inc                                   | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      9712 | NS      | $567569.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                                       | Alarm.com Holdings Inc                                       | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      8588 | NS      | $460316.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantax Inc                                                  | Avantax Inc                                                  | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     29315 | NS      | $854239.10    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                                  | National Bank Holdings Corp                                  | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14229 | NS      | $600890.67    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                                | Independence Realty Trust Inc                                | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     21591 | NS      | $406558.53    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                               | Great Lakes Dredge & Dock Corp                               | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     40689 | NS      | $279940.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Co                               | Ares Commercial Real Estate Corp                             | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |     36928 | NS      | $453475.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                                        | Hackett Group Inc/The                                        | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |     24759 | NS      | $547173.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                           | UFP Industries Inc                                           | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      7427 | NS      | $694795.85    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                                   | Grid Dynamics Holdings Inc                                   | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40704 | NS      | $509614.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                             | Ryder System Inc                                             | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      7224 | NS      | $682017.84    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                                 | Cross Country Healthcare Inc                                 | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     26447 | NS      | $733904.25    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                                          | Xerox Holdings Corp                                          | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     28303 | NS      | $463603.14    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                                      | Nu Skin Enterprises Inc                                      | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     11969 | NS      | $513230.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                               | CVR Energy Inc                                               | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     24982 | NS      | $829402.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                     | Yelp Inc                                                     | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     16802 | NS      | $529431.02    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                       | Pathward Financial Inc                                       | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     10396 | NS      | $515849.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                                   | Belden Inc                                                   | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     10344 | NS      | $838794.96    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                            | PC Connection Inc                                            | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     11006 | NS      | $539624.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                                   | Inogen Inc                                                   | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     17611 | NS      | $410864.63    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories NV                                         | Core Laboratories NV                                         | CUSIP: 000000000<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |     18049 | NS      | $462054.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                              | Bancorp Inc/The                                              | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20229 | NS      | $686369.97    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                                 | Parsons Corp                                                 | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     14808 | NS      | $644444.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                                       | Montauk Renewables Inc                                       | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51169 | NS      | $568487.59    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                                     | Domo Inc                                                     | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |     11290 | NS      | $175107.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals Inc                                      | ARS Pharmaceuticals Inc                                      | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163274 | NS      | $1120059.64   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                               | FormFactor Inc                                               | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     13581 | NS      | $382169.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc                                    | ALX Oncology Holdings Inc                                    | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33777 | NS      | $314126.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Scholastic Corp                                              | Scholastic Corp                                              | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14229 | NS      | $629490.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings                               | Arcturus Therapeutics Holdings Inc                           | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21175 | NS      | $447427.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Prelude Therapeutics Inc                                     | Prelude Therapeutics Inc                                     | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83060 | NS      | $529922.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Benchmark Electronics Inc                                    | Benchmark Electronics Inc                                    | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     22888 | NS      | $640635.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                           | Houlihan Lokey Inc                                           | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      6529 | NS      | $646828.03    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                                                | Bioventus Inc                                                | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40214 | NS      | $78819.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Itron Inc                                                    | Itron Inc                                                    | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     10878 | NS      | $625158.66    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Sturm Ruger & Co Inc                                         | Sturm Ruger & Co Inc                                         | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      9010 | NS      | $512669.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Banc of California Inc                                       | Banc of California Inc                                       | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     29603 | NS      | $515684.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                                         | SPX Technologies Inc                                         | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     11599 | NS      | $870040.99    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                                             | MDC Holdings Inc                                             | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     15146 | NS      | $571912.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                                   | Xenia Hotels & Resorts Inc                                   | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     29595 | NS      | $440965.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                            | Steven Madden Ltd                                            | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     14776 | NS      | $529719.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                                                 | Leslie's Inc                                                 | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29603 | NS      | $458550.47    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                         | Tri Pointe Homes Inc                                         | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28541 | NS      | $630470.69    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications                                | Shenandoah Telecommunications Co                             | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     24305 | NS      | $475162.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                                         | Myers Industries Inc                                         | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     26531 | NS      | $638866.48    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp                               | Evoqua Water Technologies Corp                               | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |     12200 | NS      | $591822.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                                 | Ironwood Pharmaceuticals Inc                                 | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     45558 | NS      | $524828.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                                 | Diversified Healthcare Trust                                 | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    178398 | NS      | $141184.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                               | Buckle Inc/The                                               | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     17347 | NS      | $763268.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                                       | Werner Enterprises Inc                                       | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     13977 | NS      | $656499.69    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                             | AMC Networks Inc                                             | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     14049 | NS      | $260046.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                           | ABM Industries Inc                                           | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     12447 | NS      | $583888.77    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                                       | US Silica Holdings Inc                                       | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     30595 | NS      | $374482.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                      | Comfort Systems USA Inc                                      | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      6438 | NS      | $779255.52    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                                      | Old National Bancorp/IN                                      | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     34988 | NS      | $612290.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                               | SpartanNash Co                                               | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     17373 | NS      | $550376.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                                         | EnPro Industries Inc                                         | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      5864 | NS      | $709954.48    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc                                        | Silk Road Medical Inc                                        | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |     13881 | NS      | $754571.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift Technologies Inc                                       | Shift Technologies Inc                                       | CUSIP: 82452T107<br>LEI: 5493000DBZBX1I1QVY71 | Long             | EC               | CORP              | US        |    257739 | NS      | $52321.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                                  | Monarch Casino & Resort Inc                                  | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      6545 | NS      | $501477.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                                     | CBIZ Inc                                                     | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |     13655 | NS      | $649841.45    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                                  | Certara Inc                                                  | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26577 | NS      | $515593.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                                   | Stride Inc                                                   | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     15716 | NS      | $674687.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                                   | Thermon Group Holdings Inc                                   | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     35377 | NS      | $817916.24    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                                    | Adeia Inc                                                    | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32962 | NS      | $360933.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem In                               | First Interstate BancSystem Inc                              | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     15585 | NS      | $559189.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                            | Tutor Perini Corp                                            | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     52861 | NS      | $484735.37    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                                 | Carter's Inc                                                 | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      6231 | NS      | $519478.47    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                             | ACM Research Inc                                             | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     27593 | NS      | $344636.57    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                         | MGIC Investment Corp                                         | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     42295 | NS      | $597205.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                             | A10 Networks Inc                                             | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     41082 | NS      | $635949.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                          | Addus HomeCare Corp                                          | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      6143 | NS      | $660495.36    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp                                | Quanex Building Products Corp                                | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     27304 | NS      | $706900.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                                  | John B Sanfilippo & Son Inc                                  | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      7094 | NS      | $599513.94    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                             | TriCo Bancshares                                             | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14316 | NS      | $723673.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                                        | Civitas Resources Inc                                        | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      9598 | NS      | $638746.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Integer Holdings Corp                                        | Integer Holdings Corp                                        | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      7087 | NS      | $466395.47    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                                               | API Group Corp                                               | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     27252 | NS      | $606084.48    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                                 | Texas Capital Bancshares Inc                                 | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     10000 | NS      | $660700.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                                       | ConnectOne Bancorp Inc                                       | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     17904 | NS      | $425578.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rafael Holdings Inc                                          | Rafael Holdings Inc                                          | CUSIP: 75062E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    227441 | NS      | $468528.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                                                   | uniQure NV                                                   | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |     31714 | NS      | $673922.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                                   | Safety Insurance Group Inc                                   | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      6285 | NS      | $530391.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                                     | Equitrans Midstream Corp                                     | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     67642 | NS      | $490404.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubius Therapeutics Inc                                      | Rubius Therapeutics Inc                                      | CUSIP: 78116T103<br>LEI: 549300ER84PB0QV6HZ76 | Long             | EC               | CORP              | US        |    102907 | NS      | $26807.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc                                   | Worthington Industries Inc                                   | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     11147 | NS      | $633929.89    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc                                      | Advantage Solutions Inc                                      | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89480 | NS      | $231753.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                                     | KAR Auction Services Inc                                     | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     31628 | NS      | $460503.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                                         | First Foundation Inc                                         | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     23503 | NS      | $365001.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                                   | Coca-Cola Consolidated Inc                                   | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      1150 | NS      | $582797.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                                      | Avidity Biosciences Inc                                      | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31029 | NS      | $735387.30    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                                     | National HealthCare Corp                                     | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8160 | NS      | $485846.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc                                          | Amerant Bancorp Inc                                          | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |     18074 | NS      | $503180.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                                        | MeiraGTx Holdings plc                                        | CUSIP: 000000000<br>LEI: 54930007YV6NYIOGFZ57 | Long             | EC               | CORP              | US        |     41219 | NS      | $344590.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                                 | Supernus Pharmaceuticals Inc                                 | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     17731 | NS      | $727148.31    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                             | Black Hills Corp                                             | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      7440 | NS      | $538507.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                                 | Archrock Inc                                                 | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     62090 | NS      | $615311.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                                | CSG Systems International Inc                                | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      8982 | NS      | $535955.94    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy Inc                                             | Vital Energy Inc                                             | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      7214 | NS      | $406003.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                                   | Kirby Corp                                                   | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      7910 | NS      | $559869.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                               | PriceSmart Inc                                               | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      7266 | NS      | $539936.46    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                              | NBT Bancorp Inc                                              | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15862 | NS      | $623535.22    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management In                               | Sculptor Capital Management Inc                              | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |     40980 | NS      | $380704.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| A-Mark Precious Metals Inc                                   | A-Mark Precious Metals Inc                                   | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |     15337 | NS      | $590474.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                                            | EW Scripps Co/The                                            | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     27460 | NS      | $410527.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                        | Chatham Lodging Trust                                        | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41559 | NS      | $590553.39    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                               | Office Properties Income Trust                               | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22187 | NS      | $380728.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corp                                                 | SP Plus Corp                                                 | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |     18276 | NS      | $689187.96    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                           | Avanos Medical Inc                                           | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     17040 | NS      | $522105.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                                     | AAR Corp                                                     | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     11833 | NS      | $608689.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                                | LGI Homes Inc                                                | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      5867 | NS      | $667957.95    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Washington Federal Inc                                       | Washington Federal Inc                                       | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17461 | NS      | $619167.06    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                                  | Moelis & Co                                                  | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     12158 | NS      | $568386.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                                      | Flushing Financial Corp                                      | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25545 | NS      | $490208.55    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                                    | Ethan Allen Interiors Inc                                    | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22398 | NS      | $643718.52    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                                         | JetBlue Airways Corp                                         | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     38185 | NS      | $305480.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                                  | Avient Corp                                                  | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     11892 | NS      | $481863.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                                | United Community Banks Inc/GA                                | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     16468 | NS      | $535868.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aligos Therapeutics Inc                                      | Aligos Therapeutics Inc                                      | CUSIP: 01626L105<br>LEI: 549300UU2UJIKJYX0S67 | Long             | EC               | CORP              | US        |    265526 | NS      | $515120.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                                       | Greenbrier Cos Inc/The                                       | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     11081 | NS      | $342624.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                                          | Stellar Bancorp Inc                                          | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     18488 | NS      | $519697.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Rackspace Technology Inc                                     | Rackspace Technology Inc                                     | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51151 | NS      | $153453.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| AZZ Inc                                                      | AZZ Inc                                                      | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     11881 | NS      | $504704.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                                          | Morphic Holding Inc                                          | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |     14217 | NS      | $465322.41    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                            | Kosmos Energy Ltd                                            | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     79708 | NS      | $630490.28    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc                                                   | Axogen Inc                                                   | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72177 | NS      | $683516.19    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                                        | Skyline Champion Corp                                        | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10444 | NS      | $615673.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                                       | FirstCash Holdings Inc                                       | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8147 | NS      | $750990.46    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Arko Corp                                                    | Arko Corp                                                    | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62979 | NS      | $528393.81    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                                             | Barnes Group Inc                                             | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     14259 | NS      | $631103.34    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                                 | Northwest Natural Holding Co                                 | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     11040 | NS      | $553545.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                                     | VSE Corp                                                     | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |     12434 | NS      | $682626.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments                               | Retail Opportunity Investments Corp                          | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29442 | NS      | $466066.86    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                                     | HNI Corp                                                     | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     15469 | NS      | $491450.13    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                                 | Innoviva Inc                                                 | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     29504 | NS      | $373225.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co                                         | Global Industrial Co                                         | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17712 | NS      | $465648.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                                        | Fulton Financial Corp                                        | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     34595 | NS      | $578774.35    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                          | Myriad Genetics Inc                                          | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     22652 | NS      | $446697.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                                      | BrightView Holdings Inc                                      | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     41945 | NS      | $333462.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                              | ICU Medical Inc                                              | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      2565 | NS      | $495634.95    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Veeco Instruments Inc                                        | Veeco Instruments Inc                                        | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     20996 | NS      | $416980.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Hanmi Financial Corp                                         | Hanmi Financial Corp                                         | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     23288 | NS      | $542377.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp                                       | Premier Financial Corp                                       | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18896 | NS      | $472777.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                                             | HF Sinclair Corp                                             | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14382 | NS      | $818335.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                                  | Deluxe Corp                                                  | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     18876 | NS      | $377331.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                                  | New York Mortgage Trust Inc                                  | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    156408 | NS      | $487992.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings                               | Cogent Communications Holdings Inc                           | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8605 | NS      | $590044.85    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                                         | Univar Solutions Inc                                         | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     17832 | NS      | $614847.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Cor                               | Franklin Street Properties Corp                              | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |     96758 | NS      | $298014.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles Internati                               | Heidrick & Struggles International Inc                       | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     14423 | NS      | $443651.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                                     | Corcept Therapeutics Inc                                     | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     25447 | NS      | $581718.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                         | TTM Technologies Inc                                         | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     38671 | NS      | $607908.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                                       | Employers Holdings Inc                                       | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14710 | NS      | $645327.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                                           | Origin Bancorp Inc                                           | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     13501 | NS      | $506287.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                           | Graham Holdings Co                                           | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       934 | NS      | $610191.54    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                                | Bandwidth Inc                                                | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     17623 | NS      | $438460.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                           | CVB Financial Corp                                           | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24693 | NS      | $598064.46    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                                 | Innospec Inc                                                 | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      6194 | NS      | $700045.88    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                                          | TreeHouse Foods Inc                                          | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     17764 | NS      | $860310.52    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                             | Hope Bancorp Inc                                             | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     35640 | NS      | $459399.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                              | PacWest Bancorp                                              | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     13238 | NS      | $366163.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                                                | St Joe Co/The                                                | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      9634 | NS      | $453761.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc                                 | Cass Information Systems Inc                                 | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |     15526 | NS      | $753942.56    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                     | Granite Construction Inc                                     | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     17472 | NS      | $743957.76    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp                                                 | Denny's Corp                                                 | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |     40048 | NS      | $481376.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                                | Ingevity Corp                                                | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      8945 | NS      | $737425.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                                          | Virtu Financial Inc                                          | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     15337 | NS      | $296157.47    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home Inc                                        | Vivint Smart Home Inc                                        | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84778 | NS      | $1015640.44   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori                               | Seacoast Banking Corp of Florida                             | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     16364 | NS      | $525448.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                                       | Forrester Research Inc                                       | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     10116 | NS      | $374898.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                                       | Southwestern Energy Co                                       | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     79931 | NS      | $441219.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                                  | Matthews International Corp                                  | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     17710 | NS      | $655978.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                                   | DiamondRock Hospitality Co                                   | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     56956 | NS      | $548486.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                             | Malibu Boats Inc                                             | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9879 | NS      | $598568.61    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc                                  | Karyopharm Therapeutics Inc                                  | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |     77462 | NS      | $255624.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                                            | Vista Outdoor Inc                                            | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     15995 | NS      | $469453.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

**Date Signed:** 2023-03-22

**Name of Applicant:** IndexIQ ETF Trust

**Signature:** Adefolahan Oyefeso

**Name of Signer:** Adefolahan Oyefeso

**Title:** Director and Vice President, IndexIQ