# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0000940400-25-002052
**Filing Date:** 2025-9
**Character Count:** 163114
**Document Hash:** 9baa9c5ec1b7cbe950cf753a4c1685d6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-002052.hdr.sgml**: 20250923

**ACCESSION NUMBER**: 0000940400-25-002052

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250923

**DATE AS OF CHANGE**: 20250923

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 251334300

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Small Cap Value Insights Fund (Series ID: S000014929)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000040529 | Class A         | GSATX           |
| C000040531 | Class C         | GSCTX           |
| C000040532 | Institutional   | GSITX           |
| C000058988 | Class R         | GTTRX           |
| C000058989 | Investor Shares | GTTTX           |
| C000158459 | Class R6 Shares | GTTUX           |
| C000201745 | Class P Shares  | GSXPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-05349

- **c. CIK number of Registrant:** 0000822977

- **d. LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

  - **Street Address 1:** 71 South Wacker Drive

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

- **a. Name of Series:** Goldman Sachs Small Cap Value Insights Fund

- **b. EDGAR series identifier (if any):** S000014929

- **c. LEI of Series:** HQFNPXYV81RRMB9KMK12

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $789198636.66

**Total Liabilities:** $12120874.03

**Net Assets:** $777077762.63

**Cash Not Reported:** $6331966.02

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158459 | 4.57%                | 5.28%                | 1.15%                |
| Class ID C000040532 | 4.55%                | 5.30%                | 1.15%                |
| Class ID C000040529 | 4.55%                | 5.25%                | 1.10%                |
| Class ID C000058989 | 4.55%                | 5.25%                | 1.14%                |
| Class ID C000201745 | 4.55%                | 5.28%                | 1.15%                |
| Class ID C000040531 | 4.45%                | 5.18%                | 1.03%                |
| Class ID C000058988 | 4.52%                | 5.23%                | 1.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8337640.60             | $40235985.99                               |
| Month 2  | $12792170.36             | $24343886.84                               |
| Month 3  | $7284932.49              | $644748.11                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Community Healthcare Trust Inc                 | Community Healthcare Trust Inc                 | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |     97479 | NS      | $1498252.23   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                        | Amicus Therapeutics Inc                        | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     78056 | NS      | $467555.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                    | Deluxe Corp                                    | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |    230857 | NS      | $3716797.70   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                       | Atea Pharmaceuticals Inc                       | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63574 | NS      | $231409.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                           | First Merchants Corp                           | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     63535 | NS      | $2421954.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings Inc                           | Limbach Holdings Inc                           | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |       548 | NS      | $75076.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                                 | Plug Power Inc                                 | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |    549943 | NS      | $824914.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Avanos Medical Inc                             | Avanos Medical Inc                             | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     87986 | NS      | $982803.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Semler Scientific Inc                          | Semler Scientific Inc                          | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Long             | EC               | CORP              | US        |      3732 | NS      | $133792.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy Inc                               | Vital Energy Inc                               | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |    140918 | NS      | $2633757.42   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                       | HomeTrust Bancshares Inc                       | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34702 | NS      | $1348519.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                            | Walker & Dunlop Inc                            | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51706 | NS      | $3878467.06   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings                  | Integra LifeSciences Holdings Corp             | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     77395 | NS      | $1016970.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                        | BrightView Holdings Inc                        | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |    145261 | NS      | $2316912.95   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                             | UMB Financial Corp                             | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     38673 | NS      | $4253643.27   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                    | PCB Bancorp                                    | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |     28802 | NS      | $588712.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                       | Phillips Edison & Co Inc                       | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     53788 | NS      | $1817496.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                        | Flushing Financial Corp                        | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60294 | NS      | $722925.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                   | Bread Financial Holdings Inc                   | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      3918 | NS      | $240173.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                   | Diversified Healthcare Trust                   | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95684 | NS      | $312886.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc                         | Microvast Holdings Inc                         | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |     39247 | NS      | $124412.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                      | Rigel Pharmaceuticals Inc                      | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      5221 | NS      | $109954.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                  | Capitol Federal Financial Inc                  | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    466872 | NS      | $2810569.44   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics Inc                    | Applied Optoelectronics Inc                    | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |     13787 | NS      | $315308.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                          | Oxford Industries Inc                          | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     33999 | NS      | $1298081.82   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc                             | Riot Platforms Inc                             | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |    179848 | NS      | $2411761.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                    | Vaxcyte Inc                                    | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     60880 | NS      | $2066876.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                        | Old National Bancorp/IN                        | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    145914 | NS      | $3080244.54   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc                  | MasterCraft Boat Holdings Inc                  | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |     66222 | NS      | $1280733.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings                  | Clearwater Analytics Holdings Inc              | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23471 | NS      | $475522.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                       | TPG RE Finance Trust Inc                       | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    503984 | NS      | $4384660.80   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                        | Cushman & Wakefield PLC                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76456 | NS      | $931998.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                   | SM Energy Co                                   | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     16419 | NS      | $453000.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                      | DigitalOcean Holdings Inc                      | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     17347 | NS      | $483287.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                               | Coeur Mining Inc                               | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    257018 | NS      | $2233486.42   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                 | Trustmark Corp                                 | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     98504 | NS      | $3669274.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                   | Sunstone Hotel Investors Inc                   | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     45864 | NS      | $401310.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                      | International Seaways Inc                      | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |     35789 | NS      | $1427981.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                     | Adient PLC                                     | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |     83555 | NS      | $1791419.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                    | SiTime Corp                                    | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3920 | NS      | $795172.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Perma-Fix Environmental Servic                 | Perma-Fix Environmental Services Inc           | CUSIP: 714157203<br>LEI: 54930015OVD1T5P12U15 | Long             | EC               | CORP              | US        |      7621 | NS      | $87793.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                             | Byline Bancorp Inc                             | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     32314 | NS      | $849858.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                 | Noble Corp PLC                                 | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | US        |     54585 | NS      | $1463423.85   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                          | Carter Bankshares Inc                          | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3922 | NS      | $68164.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Bulkers Holdings Ltd                 | Costamare Bulkers Holdings Ltd                 | CUSIP: 000000000<br>LEI: 529900XOR3ESNE5WKB78 | Long             | EC               | CORP              | MC        |     22939 | NS      | $206451.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                  | United Community Banks Inc/GA                  | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    152967 | NS      | $4665493.50   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Olema Pharmaceuticals Inc                      | Olema Pharmaceuticals Inc                      | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18590 | NS      | $95552.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                               | Talos Energy Inc                               | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     67747 | NS      | $579236.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |   9096409 | NS      | $9096409.45   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                             | LSB Industries Inc                             | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     52177 | NS      | $403328.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                               | QCR Holdings Inc                               | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      3063 | NS      | $217473.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                     | Fluor Corp                                     | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     11494 | NS      | $652514.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                         | Relay Therapeutics Inc                         | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232869 | NS      | $819698.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I                 | Prestige Consumer Healthcare Inc               | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76828 | NS      | $5681430.60   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                               | ACM Research Inc                               | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     76582 | NS      | $2325029.52   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                              | Universal Corp/VA                              | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      1814 | NS      | $98808.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                               | Pitney Bowes Inc                               | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     38558 | NS      | $438018.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blade Air Mobility Inc                         | Blade Air Mobility Inc                         | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15554 | NS      | $62060.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                           | Hanmi Financial Corp                           | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |    110652 | NS      | $2523972.12   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings Inc                        | BigBear.ai Holdings Inc                        | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Long             | EC               | CORP              | US        |     89251 | NS      | $566743.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Agios Pharmaceuticals Inc                      | Agios Pharmaceuticals Inc                      | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     11484 | NS      | $427434.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                            | Varonis Systems Inc                            | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     20959 | NS      | $1170140.97   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp In                 | Northeast Community Bancorp Inc                | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |     29892 | NS      | $617568.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                              | Upbound Group Inc                              | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     29088 | NS      | $600230.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori                 | Seacoast Banking Corp of Florida               | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     53574 | NS      | $1510251.06   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                             | ABM Industries Inc                             | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      2394 | NS      | $110435.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navitas Semiconductor Corp                     | Navitas Semiconductor Corp                     | CUSIP: 63942X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25349 | NS      | $185808.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Dime Community Bancshares Inc                  | Dime Community Bancshares Inc                  | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62657 | NS      | $1736225.47   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc                 | Day One Biopharmaceuticals Inc                 | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57600 | NS      | $386496.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                        | Expro Group Holdings NV                        | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | US        |    280445 | NS      | $3023197.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                              | FB Financial Corp                              | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     25934 | NS      | $1264541.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                  | Healthcare Services Group Inc                  | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    264576 | NS      | $3442133.76   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                       | Tandem Diabetes Care Inc                       | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     10291 | NS      | $160333.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai Inc                                      | C3.ai Inc                                      | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |     29074 | NS      | $684983.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                    | Summit Hotel Properties Inc                    | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    257203 | NS      | $1342599.66   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                            | Westamerica BanCorp                            | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |     11342 | NS      | $543281.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                  | LGI Homes Inc                                  | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     31556 | NS      | $1680988.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                      | American Assets Trust Inc                      | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    225465 | NS      | $4290598.95   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                            | Glacier Bancorp Inc                            | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     93667 | NS      | $4105424.61   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                          | Commvault Systems Inc                          | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       497 | NS      | $94405.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                        | Nu Skin Enterprises Inc                        | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     13491 | NS      | $113054.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                               | Latham Group Inc                               | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22073 | NS      | $149654.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                             | Crescent Energy Co                             | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    448842 | NS      | $4147300.08   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                       | Ooma Inc                                       | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23155 | NS      | $263503.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                     | Sunrun Inc                                     | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |    176879 | NS      | $1814778.54   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                  | Consensus Cloud Solutions Inc                  | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116419 | NS      | $2349335.42   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                   | HB Fuller Co                                   | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     17521 | NS      | $984680.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                       | Encore Capital Group Inc                       | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     76853 | NS      | $2834338.64   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                   | Carter's Inc                                   | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     92122 | NS      | $2233037.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                          | Fulton Financial Corp                          | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    201322 | NS      | $3613729.90   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                               | Cytokinetics Inc                               | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     46416 | NS      | $1747098.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                       | Broadstone Net Lease Inc                       | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |    342170 | NS      | $5556840.80   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                            | OneWater Marine Inc                            | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38021 | NS      | $583242.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                     | Vicor Corp                                     | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      2492 | NS      | $110744.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                | iHeartMedia Inc                                | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    353774 | NS      | $661557.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC Pharmaceuticals Inc                       | ORIC Pharmaceuticals Inc                       | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |     65476 | NS      | $652795.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                         | Univest Financial Corp                         | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      3308 | NS      | $95402.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                            | Meritage Homes Corp                            | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     50979 | NS      | $3432925.86   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                        | Central Garden & Pet Co                        | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     49790 | NS      | $1768540.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                       | United Bankshares Inc/WV                       | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     26540 | NS      | $942700.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                       | CommScope Holding Co Inc                       | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    304182 | NS      | $2494292.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc                               | W&T Offshore Inc                               | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     92367 | NS      | $163489.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                  | Costamare Inc                                  | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MC        |    165644 | NS      | $1671347.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                 | BankUnited Inc                                 | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     64157 | NS      | $2339805.79   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                         | Boot Barn Holdings Inc                         | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      5665 | NS      | $973813.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                     | Korn Ferry                                     | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     69443 | NS      | $4921425.41   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                    | Enhabit Inc                                    | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |    257611 | NS      | $1731145.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing                  | American Axle & Manufacturing Holdings Inc     | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |    442576 | NS      | $1969463.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                        | KB Home                                        | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     22289 | NS      | $1231690.14   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                     | Viasat Inc                                     | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     63736 | NS      | $1047182.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                     | Diodes Inc                                     | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |    100565 | NS      | $4964894.05   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                             | Verint Systems Inc                             | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |    265954 | NS      | $5659501.12   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc                                | Citi Trends Inc                                | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |     11328 | NS      | $345730.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                              | RLJ Lodging Trust                              | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    611818 | NS      | $4527453.20   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings Inc                       | Orion Group Holdings Inc                       | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |     28975 | NS      | $214704.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                             | Aspen Aerogels Inc                             | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    348780 | NS      | $2671654.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group I                 | Helix Energy Solutions Group Inc               | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    129459 | NS      | $767691.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                            | Kodiak Sciences Inc                            | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |    116887 | NS      | $768532.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                           | Wabash National Corp                           | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     39241 | NS      | $390840.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                         | Cathay General Bancorp                         | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     62122 | NS      | $2809156.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                            | Myriad Genetics Inc                            | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |    361364 | NS      | $1387637.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                           | Warrior Met Coal Inc                           | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     39350 | NS      | $2021803.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Innodata Inc                                   | Innodata Inc                                   | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |     18868 | NS      | $1035853.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Third Coast Bancshares Inc                     | Third Coast Bancshares Inc                     | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2750 | NS      | $103537.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Co                 | Peapack-Gladstone Financial Corp               | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     12252 | NS      | $312180.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                              | EW Scripps Co/The                              | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |    377428 | NS      | $1128509.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                    | ONE Gas Inc                                    | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     97493 | NS      | $7087741.10   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                          | ESCO Technologies Inc                          | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      4204 | NS      | $814314.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                 | Atlantic Union Bankshares Corp                 | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16320 | NS      | $517344.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Septerna Inc                                   | Septerna Inc                                   | CUSIP: 81734D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26143 | NS      | $324434.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Constellium SE                                 | Constellium SE                                 | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     63302 | NS      | $867870.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                       | First Mid Bancshares Inc                       | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11325 | NS      | $430010.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                 | SSR Mining Inc                                 | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |      5761 | NS      | $68843.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                    | OFG Bancorp                                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      8857 | NS      | $377485.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd                    | Nordic American Tankers Ltd                    | CUSIP: 000000000<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | NO        |   1181726 | NS      | $3297015.54   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc                                     | Sezzle Inc                                     | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |      4805 | NS      | $744006.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Timberland Bancorp Inc/WA                      | Timberland Bancorp Inc/WA                      | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8608 | NS      | $269344.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                   | Portland General Electric Co                   | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    120505 | NS      | $4955165.60   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc                                     | Ouster Inc                                     | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15604 | NS      | $364821.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                  | Cable One Inc                                  | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |     25871 | NS      | $3310970.58   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                   | Northwest Natural Holding Co                   | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     31772 | NS      | $1268338.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                   | AerSale Corp                                   | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98079 | NS      | $592397.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                              | Newmark Group Inc                              | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102505 | NS      | $1555000.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                               | Black Hills Corp                               | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |    124730 | NS      | $7206899.40   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                   | Cadence Bank                                   | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    148621 | NS      | $5179441.85   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                     | Erasca Inc                                     | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    261378 | NS      | $369849.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                  | Business First Bancshares Inc                  | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     22881 | NS      | $543423.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                 | LCI Industries                                 | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      5833 | NS      | $554135.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd                   | Hamilton Insurance Group Ltd                   | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |     79942 | NS      | $1717953.58   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                       | National HealthCare Corp                       | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      7735 | NS      | $742792.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                          | Jackson Financial Inc                          | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |    101115 | NS      | $8853629.40   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies Inc                  | Core Molding Technologies Inc                  | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |     24066 | NS      | $400458.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                   | Conduent Inc                                   | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    677869 | NS      | $1803131.54   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                        | Republic Bancorp Inc/KY                        | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11928 | NS      | $821362.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                             | Origin Bancorp Inc                             | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     64623 | NS      | $2361970.65   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                     | Upwork Inc                                     | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     76656 | NS      | $916805.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                       | IonQ Inc                                       | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10354 | NS      | $412813.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                              | RMR Group Inc/The                              | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |     13559 | NS      | $217757.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                                 | Cleanspark Inc                                 | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |    206222 | NS      | $2344744.14   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                         | Array Technologies Inc                         | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |    137168 | NS      | $891592.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc                     | Rocket Pharmaceuticals Inc                     | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |    175156 | NS      | $534225.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | E-MINI RUSS 2000                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        54 | NC      | $55597.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                               | DHT Holdings Inc                               | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | BM        |     63010 | NS      | $698780.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sable Offshore Corp                            | Sable Offshore Corp                            | CUSIP: 78574H104<br>LEI: 254900IMMKZUOZF7V487 | Long             | EC               | CORP              | US        |      9011 | NS      | $276367.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                       | Celldex Therapeutics Inc                       | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |     46485 | NS      | $1021740.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                       | EVgo Inc                                       | CUSIP: 30052F100<br>LEI: 254900NJU5Y3D9R42S26 | Long             | EC               | CORP              | US        |    525444 | NS      | $1770746.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc                        | Global Medical REIT Inc                        | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |    250008 | NS      | $1670053.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                | Macerich Co/The                                | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    122142 | NS      | $2040992.82   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                            | Mercury Systems Inc                            | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     96361 | NS      | $5067624.99   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                          | ICF International Inc                          | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |     35123 | NS      | $2946468.47   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertai                 | Madison Square Garden Entertainment Corp       | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105230 | NS      | $3976641.70   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                        | Valley National Bancorp                        | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     30536 | NS      | $283068.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                     | Terex Corp                                     | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     48731 | NS      | $2478458.66   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                          | Fate Therapeutics Inc                          | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |    116235 | NS      | $127858.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                      | Ambac Financial Group Inc                      | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     97526 | NS      | $819218.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                           | Fulgent Genetics Inc                           | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      5241 | NS      | $90040.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                     | Great Southern Bancorp Inc                     | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |     29086 | NS      | $1656156.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                       | Anywhere Real Estate Inc                       | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    236629 | NS      | $1093225.98   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                 | Central Pacific Financial Corp                 | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     37928 | NS      | $1011160.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                            | TG Therapeutics Inc                            | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |      4134 | NS      | $146757.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                   | Texas Capital Bancshares Inc                   | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     51640 | NS      | $4336210.80   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc                    | LifeStance Health Group Inc                    | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    392936 | NS      | $1563885.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                         | Energizer Holdings Inc                         | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     49848 | NS      | $1122576.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                   | Coursera Inc                                   | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |    219404 | NS      | $2773266.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                           | Sonic Automotive Inc                           | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     45086 | NS      | $3261972.10   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                   | Gentherm Inc                                   | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     46372 | NS      | $1485758.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                       | Southside Bancshares Inc                       | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     93892 | NS      | $2764180.48   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                       | Green Brick Partners Inc                       | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     14579 | NS      | $903023.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                            | Digital Turbine Inc                            | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      7827 | NS      | $42657.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                           | Ryerson Holding Corp                           | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     18039 | NS      | $371603.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CorMedix Inc                                   | CorMedix Inc                                   | CUSIP: 21900C308<br>LEI: 5299006YIA3L0MBW8358 | Long             | EC               | CORP              | US        |      7671 | NS      | $89520.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                              | VAALCO Energy Inc                              | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |    165755 | NS      | $616608.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc                          | Core Laboratories Inc                          | CUSIP: 21867A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25808 | NS      | $282339.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                   | Winmark Corp                                   | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7435 | NS      | $2806117.70   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerfleet Inc NJ                              | Powerfleet Inc NJ                              | CUSIP: 73931J109<br>LEI: 2549007NKEFPYEH4MF81 | Long             | EC               | CORP              | US        |    238970 | NS      | $970218.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                     | Azenta Inc                                     | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     20322 | NS      | $664529.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                | Uniti Group Inc                                | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    491454 | NS      | $2614535.28   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                          | Urban Edge Properties                          | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76866 | NS      | $1515797.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                      | Smith & Wesson Brands Inc                      | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |    225684 | NS      | $1794187.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                        | Peloton Interactive Inc                        | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |    554470 | NS      | $3958915.80   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                              | Prothena Corp PLC                              | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |     34220 | NS      | $235091.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                      | Brinker International Inc                      | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      7209 | NS      | $1136138.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                   | Veracyte Inc                                   | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     52811 | NS      | $1241586.61   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc                                     | OmniAb Inc                                     | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83895 | NS      | $160239.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                   | WesBanco Inc                                   | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    131409 | NS      | $3959353.17   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                            | Ladder Capital Corp                            | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |    201897 | NS      | $2204715.24   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                    | REX American Resources Corp                    | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14023 | NS      | $733122.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc                               | FRP Holdings Inc                               | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53348 | NS      | $1408387.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                    | Arvinas Inc                                    | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52524 | NS      | $390778.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc                  | Southern First Bancshares Inc                  | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9849 | NS      | $409324.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                   | Oil States International Inc                   | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |    202521 | NS      | $1010579.79   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                               | AMC Networks Inc                               | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     83127 | NS      | $497930.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                            | Peabody Energy Corp                            | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     57595 | NS      | $930159.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                               | Malibu Boats Inc                               | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27379 | NS      | $911994.49    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                        | Strategic Education Inc                        | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      4804 | NS      | $356192.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bladex                                         | Banco Latinoamericano de Comercio Exterior SA  | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |    133282 | NS      | $5325948.72   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp                        | Clean Energy Fuels Corp                        | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |    297715 | NS      | $604361.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                   | Victory Capital Holdings Inc                   | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     18440 | NS      | $1270700.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                     | Financial Institutions Inc                     | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30874 | NS      | $786978.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                    | BayCom Corp                                    | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |     65001 | NS      | $1755677.01   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                               | QuidelOrtho Corp                               | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     68409 | NS      | $1574775.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                 | PBF Energy Inc                                 | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     36807 | NS      | $831838.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                          | Powell Industries Inc                          | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      2500 | NS      | $592750.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp                   | American Superconductor Corp                   | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |     41597 | NS      | $2364789.45   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                    | Kohl's Corp                                    | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     39015 | NS      | $422922.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PC Connection Inc                              | PC Connection Inc                              | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     21483 | NS      | $1323137.97   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications                  | Shenandoah Telecommunications Co               | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     46179 | NS      | $677907.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                     | Vishay Precision Group Inc                     | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6373 | NS      | $169011.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                  | International Bancshares Corp                  | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     65107 | NS      | $4438995.26   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                             | Middlesex Water Co                             | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71065 | NS      | $3666954.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc                  | Empire State Realty Trust Inc                  | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |    562487 | NS      | $4072405.88   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc                           | Northrim BanCorp Inc                           | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      5248 | NS      | $438365.44    | 0.06%             |  |  |  | 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        |     34307 | NS      | $1545187.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                              | Borr Drilling Ltd                              | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | BM        |    738492 | NS      | $1499138.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                         | Laureate Education Inc                         | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      3744 | NS      | $84614.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAIL Inc                                      | GRAIL Inc                                      | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |      9042 | NS      | $309326.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Sapiens International Corp NV                  | Sapiens International Corp NV                  | CUSIP: 000000000<br>LEI: 2549009P4ZS02GC5QV68 | Long             | EC               | CORP              | IL        |      1945 | NS      | $53312.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                            | Tronox Holdings PLC                            | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |    285105 | NS      | $909484.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                           | Astec Industries Inc                           | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     29391 | NS      | $1165647.06   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                    | Community Trust Bancorp Inc                    | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52941 | NS      | $2857755.18   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                           | Beazer Homes USA Inc                           | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |    158766 | NS      | $3731001.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc                             | Remitly Global Inc                             | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49149 | NS      | $810958.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                           | Manitowoc Co Inc/The                           | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     42289 | NS      | $539184.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                         | Dine Brands Global Inc                         | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     30368 | NS      | $686620.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                           | Rush Enterprises Inc                           | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     17779 | NS      | $962555.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                  | American Eagle Outfitters Inc                  | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    204715 | NS      | $2210922.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                            | Scorpio Tankers Inc                            | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |     73271 | NS      | $3312581.91   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Inc                                     | Beyond Inc                                     | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |     11369 | NS      | $101752.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Red Rock Resorts Inc                           | Red Rock Resorts Inc                           | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74582 | NS      | $4575605.70   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                     | Thermon Group Holdings Inc                     | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     87190 | NS      | $2465733.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                        | DigitalBridge Group Inc                        | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |    257590 | NS      | $2766516.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                     | Vishay Intertechnology Inc                     | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    316050 | NS      | $5180059.50   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                  | Independence Realty Trust Inc                  | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      4682 | NS      | $78517.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardent Health Inc                              | Ardent Health Inc                              | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146190 | NS      | $1549614.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                  | AMERISAFE Inc                                  | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     45929 | NS      | $2056700.62   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Holdings Inc                   | Cooper-Standard Holdings Inc                   | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |     29423 | NS      | $709094.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Lt                 | Pangaea Logistics Solutions Ltd                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33557 | NS      | $163422.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                         | CRISPR Therapeutics AG                         | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |     45949 | NS      | $2585090.74   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Vimeo Inc                                      | Vimeo Inc                                      | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |    747491 | NS      | $2832990.89   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals                  | United States Lime & Minerals Inc              | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |     20949 | NS      | $2086101.42   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                    | Pediatrix Medical Group Inc                    | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158656 | NS      | $1943536.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                        | Tompkins Financial Corp                        | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     21803 | NS      | $1410218.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                 | Ameris Bancorp                                 | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     75782 | NS      | $5179699.70   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                        | Magnolia Oil & Gas Corp                        | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    271954 | NS      | $6477944.28   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc                   | Washington Trust Bancorp Inc                   | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     29581 | NS      | $796912.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc                      | Orchid Island Capital Inc                      | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |    317363 | NS      | $2208846.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                    | Asbury Automotive Group Inc                    | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     26493 | NS      | $5884625.16   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Burford Capital Ltd                            | Burford Capital Ltd                            | CUSIP: 000000000<br>LEI: 549300FUKUWFYJMT2277 | Long             | EC               | CORP              | US        |      4305 | NS      | $55319.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                               | Movado Group Inc                               | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |    144751 | NS      | $2245088.01   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Harmonic Bio Inc                         | Third Harmonic Bio Inc                         | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43835 | NS      | $235832.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Golar LNG Ltd                                  | Golar LNG Ltd                                  | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |    162139 | NS      | $6673641.24   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                       | Miller Industries Inc/TN                       | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |     60793 | NS      | $2477314.75   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                            | Allegiant Travel Co                            | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     38971 | NS      | $2012462.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                            | Replimune Group Inc                            | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |     95828 | NS      | $673670.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nano-X Imaging Ltd                             | Nano-X Imaging Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     37079 | NS      | $174642.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                          | Beam Therapeutics Inc                          | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46399 | NS      | $914524.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                           | Hilltop Holdings Inc                           | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |    109106 | NS      | $3229537.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                          | ATN International Inc                          | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     13718 | NS      | $235263.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                               | RealReal Inc/The                               | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |     27336 | NS      | $143787.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                          | Excelerate Energy Inc                          | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    165775 | NS      | $4253786.50   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc                 | AMC Entertainment Holdings Inc                 | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |    330658 | NS      | $958908.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd                                  | Herbalife Ltd                                  | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |     89770 | NS      | $825884.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                   | LivaNova PLC                                   | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     71155 | NS      | $3002029.45   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Lottery PLC                         | Brightstar Lottery PLC                         | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |    348468 | NS      | $5171265.12   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Richardson Electronics Ltd/Uni                 | Richardson Electronics Ltd/United States       | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5398 | NS      | $54411.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FrontView REIT Inc                             | FrontView REIT Inc                             | CUSIP: 35922N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23799 | NS      | $280114.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                | MillerKnoll Inc                                | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      9248 | NS      | $175527.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                        | BrightSpire Capital Inc                        | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |    427889 | NS      | $2216465.02   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                      | Ethan Allen Interiors Inc                      | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38914 | NS      | $1158469.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                      | Monro Inc                                      | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73044 | NS      | $1029555.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                           | Associated Banc-Corp                           | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    197429 | NS      | $4884393.46   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                           | TrustCo Bank Corp NY                           | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79597 | NS      | $2671275.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                     | ServisFirst Bancshares Inc                     | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27947 | NS      | $2198031.55   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                             | Enact Holdings Inc                             | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |    148574 | NS      | $5164432.24   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                | 1st Source Corp                                | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40585 | NS      | $2427794.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                 | Transocean Ltd                                 | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |    355803 | NS      | $1038944.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                        | ANI Pharmaceuticals Inc                        | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      6942 | NS      | $439775.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayville Engineering Co Inc                    | Mayville Engineering Co Inc                    | CUSIP: 578605107<br>LEI: 9845008D43E42A7FC362 | Long             | EC               | CORP              | US        |     41869 | NS      | $702143.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                            | WSFS Financial Corp                            | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     10136 | NS      | $555858.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp                           | Waystar Holding Corp                           | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116613 | NS      | $4312348.74   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                        | Helios Technologies Inc                        | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |     51006 | NS      | $1871410.14   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                  | Adaptive Biotechnologies Corp                  | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |    158110 | NS      | $1619046.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                | Hecla Mining Co                                | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    255764 | NS      | $1468085.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                     | CareDx Inc                                     | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      5340 | NS      | $65601.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                                       | Dave Inc                                       | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1280 | NS      | $301824.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                  | Hudson Pacific Properties Inc                  | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    338999 | NS      | $830547.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                    | NETGEAR Inc                                    | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     79615 | NS      | $1851048.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                           | LXP Industrial Trust                           | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    753456 | NS      | $5846818.56   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                             | Axos Financial Inc                             | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      4452 | NS      | $384430.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                             | CVB Financial Corp                             | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123024 | NS      | $2299318.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd                 | Fidelis Insurance Holdings Ltd                 | CUSIP: 000000000<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               | CORP              | BM        |    300088 | NS      | $4534329.68   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                   | Griffon Corp                                   | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     18991 | NS      | $1543398.57   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                 | Great Lakes Dredge & Dock Corp                 | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     58546 | NS      | $648689.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Entrada Therapeutics Inc                       | Entrada Therapeutics Inc                       | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32800 | NS      | $192864.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                        | Kimball Electronics Inc                        | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      4531 | NS      | $85001.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                 | Stitch Fix Inc                                 | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |    246508 | NS      | $1165982.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp                            | Gladstone Land Corp                            | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               | CORP              | US        |     62492 | NS      | $574926.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                            | Health Catalyst Inc                            | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    163849 | NS      | $598048.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                          | Equity Bancshares Inc                          | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |     12205 | NS      | $458663.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                                 | Gannett Co Inc                                 | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |    189308 | NS      | $721263.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics Inc                         | Janux Therapeutics Inc                         | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11569 | NS      | $277829.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                       | Rackspace Technology Inc                       | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76376 | NS      | $92414.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hillenbrand Inc                                | Hillenbrand Inc                                | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      8676 | NS      | $179679.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                     | Phinia Inc                                     | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     77648 | NS      | $3936753.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                      | Stepan Co                                      | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     33601 | NS      | $1705922.77   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                         | Heron Therapeutics Inc                         | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |    303003 | NS      | $524195.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Corsair Gaming Inc                             | Corsair Gaming Inc                             | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     71356 | NS      | $646485.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                              | MARA Holdings Inc                              | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |    196460 | NS      | $3159076.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                     | Alight Inc                                     | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |   1046336 | NS      | $5608360.96   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                            | Cal-Maine Foods Inc                            | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     44638 | NS      | $4961067.32   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                         | Genworth Financial Inc                         | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     52504 | NS      | $412681.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Lt                 | Alpha & Omega Semiconductor Ltd                | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |     52569 | NS      | $1338932.43   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                       | Independent Bank Corp/MI                       | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70401 | NS      | $2150750.55   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                  | MaxLinear Inc                                  | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     83315 | NS      | $1318043.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gencor Industries Inc                          | Gencor Industries Inc                          | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5426 | NS      | $79111.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                            | Bloomin' Brands Inc                            | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      9372 | NS      | $85378.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                   | Embecta Corp                                   | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     76229 | NS      | $774486.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                     | Ligand Pharmaceuticals Inc                     | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      7632 | NS      | $1004218.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences Inc                         | Ideaya Biosciences Inc                         | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |      7056 | NS      | $171813.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                              | Tutor Perini Corp                              | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     81729 | NS      | $3935251.35   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                          | Alerus Financial Corp                          | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |     32410 | NS      | $685147.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                     | Matson Inc                                     | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     38418 | NS      | $4102274.04   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc                       | Fulcrum Therapeutics Inc                       | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15903 | NS      | $107027.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                            | Douglas Elliman Inc                            | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |    156766 | NS      | $431106.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                       | DNOW Inc                                       | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     49457 | NS      | $769550.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                              | MFA Financial Inc                              | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |    151073 | NS      | $1373253.57   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc                        | Design Therapeutics Inc                        | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53796 | NS      | $208190.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| York Water Co/The                              | York Water Co/The                              | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20083 | NS      | $607711.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I                 | Provident Financial Services Inc               | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    193592 | NS      | $3527246.24   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                 | Proto Labs Inc                                 | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     18155 | NS      | $782843.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                      | Taylor Morrison Home Corp                      | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     29940 | NS      | $1774843.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                   | OmniAb, Inc.                                   | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2023 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Whitestone REIT                                | Whitestone REIT                                | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70629 | NS      | $860967.51    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargo Therapeutics Inc                         | Cargo Therapeutics Inc                         | CUSIP: 14179K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30903 | NS      | $138136.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd                      | Consolidated Water Co Ltd                      | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |     78087 | NS      | $2271550.83   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                        | Alexander & Baldwin Inc                        | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36373 | NS      | $653986.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Energy Co PLC                      | Diversified Energy Co PLC                      | CUSIP: 000000000<br>LEI: 213800YR9TFRVHPGOS67 | Long             | EC               | CORP              | US        |    234091 | NS      | $3525410.46   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                             | Forestar Group Inc                             | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     23477 | NS      | $582229.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                    | SkyWest Inc                                    | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     63264 | NS      | $7336093.44   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                                   | SFL Corp Ltd                                   | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | NO        |    296937 | NS      | $2725881.66   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Spyre Therapeutics Inc                         | Spyre Therapeutics Inc                         | CUSIP: 00773J202<br>LEI: 52990017AIJPRH3HQH40 | Long             | EC               | CORP              | US        |     21915 | NS      | $371897.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc                              | Spok Holdings Inc                              | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |    138833 | NS      | $2546197.22   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                         | Home BancShares Inc/AR                         | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59890 | NS      | $1686502.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                   | Knowles Corp                                   | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    264584 | NS      | $5373701.04   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                     | nLight Inc                                     | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76567 | NS      | $1608672.67   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Limoneira Co                                   | Limoneira Co                                   | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |     27106 | NS      | $397916.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                  | Ambarella Inc                                  | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |     22341 | NS      | $1476516.69   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                              | PROG Holdings Inc                              | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      3375 | NS      | $107460.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                              | Revolve Group Inc                              | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47193 | NS      | $979254.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                 | BancFirst Corp                                 | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      1624 | NS      | $202220.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                       | Fabrinet                                       | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |       348 | NS      | $112658.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                          | Cytek Biosciences Inc                          | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |    467281 | NS      | $1682211.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                       | Kearny Financial Corp/MD                       | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    233570 | NS      | $1385070.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Honest Co Inc/The                              | Honest Co Inc/The                              | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36293 | NS      | $167310.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker Inc                                 | NEXTracker Inc                                 | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53630 | NS      | $3124483.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                                     | Fastly Inc                                     | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |    170333 | NS      | $1156561.07   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                  | Oceaneering International Inc                  | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     33885 | NS      | $735304.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                           | First Financial Corp                           | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       907 | NS      | $48569.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C                 | Stewart Information Services Corp              | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     53874 | NS      | $3498038.82   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                  | Synaptics Inc                                  | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      3572 | NS      | $223964.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                      | New Jersey Resources Corp                      | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |    127741 | NS      | $5864589.31   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                        | Energy Fuels Inc/Canada                        | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | US        |     55494 | NS      | $504440.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Insurance Holdings I                 | Universal Insurance Holdings Inc               | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     95021 | NS      | $2246296.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                          | Chatham Lodging Trust                          | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    472621 | NS      | $3223275.22   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                 | Telephone and Data Systems Inc                 | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63524 | NS      | $2479976.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                            | Bank of Hawaii Corp                            | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     19132 | NS      | $1183888.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                  | Hub Group Inc                                  | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26045 | NS      | $912095.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                          | Dyne Therapeutics Inc                          | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87081 | NS      | $857747.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Terns Pharmaceuticals Inc                      | Terns Pharmaceuticals Inc                      | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |     23132 | NS      | $134859.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                            | Editas Medicine Inc                            | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     61478 | NS      | $154309.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                      | Haverty Furniture Cos Inc                      | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |    123936 | NS      | $2556799.68   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc                          | Worthington Steel Inc                          | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |     78821 | NS      | $2405616.92   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of Califor                 | Pacific Biosciences of California Inc          | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |    129585 | NS      | $178827.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Kennametal Inc                                 | Kennametal Inc                                 | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    157037 | NS      | $3888236.12   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                              | Steven Madden Ltd                              | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    198798 | NS      | $4772145.99   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                   | AtriCure Inc                                   | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7735 | NS      | $271498.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                         | Nurix Therapeutics Inc                         | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78155 | NS      | $880025.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                     | Apple Hospitality REIT Inc                     | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    477480 | NS      | $5610390.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                              | Olympic Steel Inc                              | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     43427 | NS      | $1350579.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                     | Zumiez Inc                                     | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |    114101 | NS      | $1564324.71   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings                  | Sun Country Airlines Holdings Inc              | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      4675 | NS      | $54183.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc                                | Solid Power Inc                                | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155882 | NS      | $497263.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Income Property Trust I                 | Alpine Income Property Trust Inc               | CUSIP: 02083X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18637 | NS      | $261849.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                             | Liberty Energy Inc                             | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    205215 | NS      | $2532353.10   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc                  | Armada Hoffler Properties Inc                  | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |    326256 | NS      | $2228328.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                         | Peoples Bancorp Inc/OH                         | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19641 | NS      | $562518.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                           | TTM Technologies Inc                           | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     24151 | NS      | $1141134.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc                        | New Fortress Energy Inc                        | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |     25394 | NS      | $69198.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                   | Topgolf Callaway Brands Corp                   | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    279653 | NS      | $2586790.25   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                    | Kennedy-Wilson Holdings Inc                    | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |    263947 | NS      | $1932092.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                          | Twist Bioscience Corp                          | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     36621 | NS      | $1229366.97   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                       | Regional Management Corp                       | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |     41390 | NS      | $1375803.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc                                 | Gray Media Inc                                 | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    608271 | NS      | $2743302.21   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                         | Keros Therapeutics Inc                         | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164907 | NS      | $2361468.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                             | Park National Corp                             | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |     15195 | NS      | $2459614.65   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc                            | Capital Bancorp Inc                            | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |     26315 | NS      | $828396.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                       | Service Properties Trust                       | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    828299 | NS      | $2178426.37   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                     | Xenia Hotels & Resorts Inc                     | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    359225 | NS      | $4565749.75   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                               | Safe Bulkers Inc                               | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MC        |    597078 | NS      | $2346516.54   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                  | M/I Homes Inc                                  | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     27628 | NS      | $3320609.32   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                 | NexPoint Residential Trust Inc                 | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |    135664 | NS      | $4230003.52   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                    | Avient Corp                                    | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     87549 | NS      | $2763921.93   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                             | Graham Holdings Co                             | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      6373 | NS      | $6080989.14   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon Inc                                    | Annexon Inc                                    | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    198766 | NS      | $477038.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co                              | Matrix Service Co                              | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |    133914 | NS      | $2046205.92   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                            | Luxfer Holdings PLC                            | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | US        |      8257 | NS      | $99249.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                             | Kontoor Brands Inc                             | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     50704 | NS      | $2822184.64   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                        | Pebblebrook Hotel Trust                        | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     48346 | NS      | $484910.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                           | Hancock Whitney Corp                           | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     94523 | NS      | $5644913.56   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                 | Praxis Precision Medicines Inc                 | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5807 | NS      | $314855.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                        | Denali Therapeutics Inc                        | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     36925 | NS      | $510672.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc                                   | OPENLANE Inc                                   | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    113338 | NS      | $2792648.32   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group I                 | Montrose Environmental Group Inc               | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |     64822 | NS      | $1470811.18   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                              | Andersons Inc/The                              | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     28918 | NS      | $1038734.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OppFi Inc                                      | OppFi Inc                                      | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35662 | NS      | $379443.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Supernus Pharmaceuticals Inc                   | Supernus Pharmaceuticals Inc                   | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |    152553 | NS      | $5354610.30   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc                                       | Oklo Inc                                       | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43326 | NS      | $3318338.34   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| NetScout Systems Inc                           | NetScout Systems Inc                           | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |    146386 | NS      | $3135588.12   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp                                     | Hut 8 Corp                                     | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |     40765 | NS      | $865440.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                        | G-III Apparel Group Ltd                        | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     21021 | NS      | $496095.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                               | Warby Parker Inc                               | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112278 | NS      | $2689058.10   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc                              | Cipher Mining Inc                              | CUSIP: 17253J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115606 | NS      | $631208.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                            | Titan Machinery Inc                            | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      4537 | NS      | $87654.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc                         | TETRA Technologies Inc                         | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     75723 | NS      | $310464.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                   | Genco Shipping & Trading Ltd                   | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | US        |     46893 | NS      | $747005.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                             | SmartFinancial Inc                             | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2077 | NS      | $71158.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                        | Kite Realty Group Trust                        | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    295189 | NS      | $6488254.22   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                   | OmniAb, Inc.                                   | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2023 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sierra Bancorp                                 | Sierra Bancorp                                 | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56544 | NS      | $1657870.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                          | Veris Residential Inc                          | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |    273656 | NS      | $3853076.48   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                        | Perdoceo Education Corp                        | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     60164 | NS      | $1731519.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc                          | NPK International Inc                          | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |    111108 | NS      | $1002194.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                  | Bandwidth Inc                                  | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     44456 | NS      | $618382.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                         | Ormat Technologies Inc                         | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     87594 | NS      | $7831779.54   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOR Marine Holdings Inc                     | SEACOR Marine Holdings Inc                     | CUSIP: 78413P101<br>LEI: 5493003LNKFW1W43N030 | Long             | EC               | CORP              | US        |     53287 | NS      | $266435.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd                 | James River Group Holdings Ltd                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      8372 | NS      | $47720.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                     | Tennant Co                                     | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     12833 | NS      | $1059235.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc                         | Velocity Financial Inc                         | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83145 | NS      | $1380207.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Therapeutics Inc                      | Cullinan Therapeutics Inc                      | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90641 | NS      | $704280.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc                         | Northern Oil & Gas Inc                         | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     14209 | NS      | $400125.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                         | American Vanguard Corp                         | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     75006 | NS      | $289523.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                     | Amneal Pharmaceuticals Inc                     | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126503 | NS      | $989253.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                     | Inogen Inc                                     | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     54070 | NS      | $341181.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                   | Sanmina Corp                                   | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     29327 | NS      | $3403105.08   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-23

**Name of Applicant:** Goldman Sachs Trust

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President Assistant Treasurer