# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0001752724-25-195309
**Filing Date:** 2025-8
**Character Count:** 161247
**Document Hash:** cb7435f6425c22b2819f084bbb7fca83
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-195309.hdr.sgml**: 20250820

**ACCESSION NUMBER**: 0001752724-25-195309

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250820

**DATE AS OF CHANGE**: 20250820

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AQR Funds
- **CENTRAL INDEX KEY:** 0001444822

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22235
- **FILM NUMBER:** 251236668

**BUSINESS ADDRESS:**
- **STREET 1:** ONE GREENWICH PLAZA
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830
- **BUSINESS PHONE:** 203-742-3600

**MAIL ADDRESS:**
- **STREET 1:** ONE GREENWICH PLAZA
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830

## Series and Classes Contracts Data

### AQR Small Cap Multi-Style Fund (Series ID: S000040064)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000124383 | Class I      | QSMLX           |
| C000124384 | Class N      | QSMNX           |
| C000144291 | Class R6     | QSERX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AQR Funds

- **b. Investment Company Act file number:** 811-22235

- **c. CIK number of Registrant:** 0001444822

- **d. LEI of Registrant:** 549300V0TAB4ICSX2404

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

  - **Street Address 1:** One Greenwich Plaza

  - **City:** Greenwich

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06830

  - **Telephone number:** 203-742-3600

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

- **a. Name of Series:** AQR Small Cap Multi-Style Fund

- **b. EDGAR series identifier (if any):** S000040064

- **c. LEI of Series:** 549300ZK0OXVB51ZPV91

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $115679652.30

**Total Liabilities:** $77237.00

**Net Assets:** $115602415.30

**Cash Not Reported:** $10831.25

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000124383 | -1.57%               | 6.76%                | 5.68%                |
| Class ID C000144291 | -1.63%               | 6.82%                | 5.66%                |
| Class ID C000124384 | -1.63%               | 6.77%                | 5.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $454382.22               | $-2034134.96                               |
| Month 2  | $1009736.70              | $5561614.59                                |
| Month 3  | $6342.61                 | $5700695.35                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Radian Group, Inc.                            | Radian Group, Inc.                                     | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      1481 | NS      | $53345.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains, Inc.                            | Green Plains, Inc.                                     | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      7219 | NS      | $43530.57     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                      | Group 1 Automotive, Inc.                               | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      2004 | NS      | $875166.84    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares, Inc.                  | Third Coast Bancshares, Inc.                           | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8064 | NS      | $263450.88    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                       | Acushnet Holdings Corp.                                | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      1421 | NS      | $103477.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp.                                | Renasant Corp.                                         | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      5100 | NS      | $183243.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.               | Fidelis Insurance Holdings Ltd.                        | CUSIP: N/A<br>LEI: 549300CDMGCAGJQ7DX03       | Long             | EC               | CORP              | BM        |     36474 | NS      | $604738.92    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                            | InterDigital, Inc.                                     | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3849 | NS      | $863061.27    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS, Inc.                                     | GMS, Inc.                                              | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      7975 | NS      | $867281.25    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express, Inc.             | International Money Express, Inc.                      | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2717 | NS      | $27414.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco, Inc.                                | WesBanco, Inc.                                         | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8587 | NS      | $271606.81    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                         | Hancock Whitney Corp.                                  | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1620 | NS      | $92988.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat, Inc.                                  | Viasat, Inc.                                           | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     12786 | NS      | $186675.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                   | Brinker International, Inc.                            | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      3668 | NS      | $661450.44    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| NewtekOne, Inc.                               | NewtekOne, Inc.                                        | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |      5515 | NS      | $62209.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings, Inc.                        | Koppers Holdings, Inc.                                 | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1122 | NS      | $36072.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA, Inc.                                   | TEGNA, Inc.                                            | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      6558 | NS      | $109912.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum, Inc.                          | D-Wave Quantum, Inc.                                   | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |     26814 | NS      | $392556.96    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors, Inc.                   | Ethan Allen Interiors, Inc.                            | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1121 | NS      | $31219.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics, Inc.                              | Daktronics, Inc.                                       | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     22394 | NS      | $338597.28    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son, Inc.                 | John B Sanfilippo & Son, Inc.                          | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      2428 | NS      | $153546.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan, Inc.                                 | OneSpan, Inc.                                          | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |     15139 | NS      | $252669.91    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                         | Cal-Maine Foods, Inc.                                  | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      5302 | NS      | $528238.26    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals, Inc.                | Madrigal Pharmaceuticals, Inc.                         | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |       595 | NS      | $180070.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks, Inc.                          | Aviat Networks, Inc.                                   | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      7101 | NS      | $170779.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint, Inc.                                | AvePoint, Inc.                                         | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3293 | NS      | $63587.83     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Climb Global Solutions, Inc.                  | Climb Global Solutions, Inc.                           | CUSIP: 946760105<br>LEI: 549300LKM16VX2FG7J68 | Long             | EC               | CORP              | US        |       282 | NS      | $30148.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                               | SpartanNash Co.                                        | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     18657 | NS      | $494223.93    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp.                      | Target Hospitality Corp.                               | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4441 | NS      | $31619.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vita Coco Co., Inc. (The)                     | Vita Coco Co., Inc. (The)                              | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |      6319 | NS      | $228115.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                         | Bloomin' Brands, Inc.                                  | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     21291 | NS      | $183315.51    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd.           | Credo Technology Group Holding Ltd.                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4992 | NS      | $462209.28    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp.                         | Mercantile Bank Corp.                                  | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      4280 | NS      | $198634.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                       | Brookline Bancorp, Inc.                                | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2851 | NS      | $30078.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WM Technology, Inc.                           | WM Technology, Inc.                                    | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Long             | EC               | CORP              | US        |    177552 | NS      | $159086.59    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Inc.                          | Ingles Markets, Inc., Class A                          | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      7717 | NS      | $489103.46    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                        | Integer Holdings Corp.                                 | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       268 | NS      | $32955.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                    | Axcelis Technologies, Inc.                             | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       608 | NS      | $42371.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                    | Northwest Bancshares, Inc.                             | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7678 | NS      | $98124.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp.                   | Standex International Corp.                            | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       367 | NS      | $57428.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc. (The)                           | Bancorp, Inc. (The)                                    | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |      3304 | NS      | $188228.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co., Inc.                             | Gannett Co., Inc.                                      | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     18446 | NS      | $66036.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products, Inc.                   | Utah Medical Products, Inc.                            | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |      2579 | NS      | $146796.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.  | American Axle & Manufacturing Holdings, Inc.           | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     12435 | NS      | $50734.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile, Inc.                         | AST SpaceMobile, Inc.                                  | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               | CORP              | US        |      7007 | NS      | $327437.11    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                              | Proto Labs, Inc.                                       | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       858 | NS      | $34354.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp.                  | REX American Resources Corp.                           | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       761 | NS      | $37068.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                    | United Natural Foods, Inc.                             | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     25633 | NS      | $597505.23    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp.                     | Regional Management Corp.                              | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      8295 | NS      | $242296.95    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings, Inc.                  | El Pollo Loco Holdings, Inc.                           | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     19125 | NS      | $210566.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed, Inc.                                  | Insmed, Inc.                                           | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      6637 | NS      | $667947.68    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End, Inc.                              | Lands' End, Inc.                                       | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      3316 | NS      | $35514.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers, Inc.                         | Scorpio Tankers, Inc.                                  | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |     10621 | NS      | $415599.73    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                        | Urban Outfitters, Inc.                                 | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      2394 | NS      | $173660.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                       | Abercrombie & Fitch Co., Class A                       | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       400 | NS      | $33140.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WK Kellogg Co.                                | WK Kellogg Co.                                         | CUSIP: 92942W107<br>LEI: 529900SWC935GFWUJ804 | Long             | EC               | CORP              | US        |      2841 | NS      | $45285.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings, Inc.                        | Limbach Holdings, Inc.                                 | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |       524 | NS      | $73412.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology, Inc.                           | Kura Oncology, Inc.                                    | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     61416 | NS      | $354370.32    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp, Inc.                      | Northfield Bancorp, Inc.                               | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5801 | NS      | $66595.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp.                        | World Acceptance Corp.                                 | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1247 | NS      | $205904.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings, Inc.                      | Employers Holdings, Inc.                               | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15461 | NS      | $729449.98    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore, Inc.                                  | Atkore, Inc.                                           | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      4053 | NS      | $285939.15    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                | Constellium SE, Class A                                | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |      3411 | NS      | $45366.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                              | SiriusPoint Ltd.                                       | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |      7840 | NS      | $159857.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Root, Inc.                                    | Root, Inc., Class A                                    | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       574 | NS      | $73454.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group, Inc. (The)                         | GEO Group, Inc. (The)                                  | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      5381 | NS      | $128874.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp.                                  | CorVel Corp.                                           | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7221 | NS      | $742174.38    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings, Inc.                            | QCR Holdings, Inc.                                     | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |       438 | NS      | $29740.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage, Inc.      | Natural Grocers by Vitamin Cottage, Inc.               | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |       960 | NS      | $37680.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies, Inc.                     | Hudson Technologies, Inc.                              | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5440 | NS      | $44172.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Entrada Therapeutics, Inc.                    | Entrada Therapeutics, Inc.                             | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8472 | NS      | $56931.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings, Inc.                  | Organogenesis Holdings, Inc., Class A                  | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     97729 | NS      | $357688.14    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp.                    | Phibro Animal Health Corp., Class A                    | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      6843 | NS      | $174770.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                | Ironwood Pharmaceuticals, Inc., Class A                | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    337896 | NS      | $242339.01    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education, Inc.               | American Public Education, Inc.                        | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     27444 | NS      | $835944.24    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials, Inc.             | Rayonier Advanced Materials, Inc.                      | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     16797 | NS      | $64668.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises, Inc.                         | DXP Enterprises, Inc.                                  | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1041 | NS      | $91243.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen, Inc.                                  | Inogen, Inc.                                           | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     15863 | NS      | $111516.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                 | SM Energy Co.                                          | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      5037 | NS      | $124464.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                       | Lantheus Holdings, Inc.                                | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      1776 | NS      | $145383.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics, Inc.                | SpringWorks Therapeutics, Inc.                         | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2860 | NS      | $134391.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.              | Virtus Investment Partners, Inc.                       | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       373 | NS      | $67662.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets, Inc.                            | Weis Markets, Inc.                                     | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1098 | NS      | $79594.02     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                     | Strategic Education, Inc.                              | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |       714 | NS      | $60782.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA | Banco Latinoamericano de Comercio Exterior SA, Class E | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | NUSS              | PA        |      8338 | NS      | $336021.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                | Community Health Systems, Inc.                         | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29250 | NS      | $99450.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp.                                   | Berry Corp.                                            | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48888 | NS      | $135419.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                   | Fluor Corp.                                            | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     17456 | NS      | $894969.12    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Russell 2000 E-Mini Index                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        59 | NC      | $188209.42    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp, Inc.                  | Midland States Bancorp, Inc.                           | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     20784 | NS      | $359978.88    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                         | Myriad Genetics, Inc.                                  | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     96484 | NS      | $512330.04    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                          | Uranium Energy Corp.                                   | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     15619 | NS      | $106209.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark, Inc.                              | Cleanspark, Inc.                                       | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |     13483 | NS      | $148717.49    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CompoSecure, Inc.                             | CompoSecure, Inc., Class A                             | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38951 | NS      | $548819.59    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                    | Taylor Morrison Home Corp., Class A                    | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      6215 | NS      | $381725.30    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings, Inc.           | Sun Country Airlines Holdings, Inc.                    | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     15335 | NS      | $180186.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp.                               | Universal Corp.                                        | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       653 | NS      | $38030.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                   | Amalgamated Financial Corp.                            | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8285 | NS      | $258492.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health, Inc.                      | Hims & Hers Health, Inc.                               | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |      9119 | NS      | $454582.15    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions, Inc.               | Consensus Cloud Solutions, Inc.                        | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34734 | NS      | $800966.04    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                      | Mueller Industries, Inc.                               | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     18256 | NS      | $1450804.32   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                       | KB Home                                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      4244 | NS      | $224804.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                                | Cargurus, Inc., Class A                                | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      6208 | NS      | $207781.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares, Inc.                       | Carter Bankshares, Inc.                                | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2090 | NS      | $36240.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                           | Teekay Tankers Ltd., Class A                           | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | BM        |     17698 | NS      | $738360.56    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp.                         | Mercury General Corp.                                  | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     10610 | NS      | $714477.40    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| NET Lease Office Properties                   | NET Lease Office Properties                            | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6779 | NS      | $220656.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma, Inc.                                    | Ooma, Inc.                                             | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2331 | NS      | $30069.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale, Inc.                             | Hyster-Yale, Inc.                                      | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3117 | NS      | $123994.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                    | OceanFirst Financial Corp.                             | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17440 | NS      | $307118.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp.                            | TrustCo Bank Corp.                                     | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5633 | NS      | $188254.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics, Inc.                     | Kimball Electronics, Inc.                              | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      2822 | NS      | $54267.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services, Inc.               | Barrett Business Services, Inc.                        | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      8892 | NS      | $370707.48    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                      | Fabrinet                                               | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |      2096 | NS      | $617649.28    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services, Inc.                          | Kelly Services, Inc., Class A                          | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |     27539 | NS      | $322481.69    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                            | SITE Centers Corp.                                     | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     62166 | NS      | $703097.46    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp.                             | ACCO Brands Corp.                                      | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     30248 | NS      | $108287.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                        | Cathay General Bancorp                                 | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      6118 | NS      | $278552.54    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp.                            | Turtle Beach Corp.                                     | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      9973 | NS      | $137926.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                             | Boise Cascade Co.                                      | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      7362 | NS      | $639168.84    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics, Inc.                         | TG Therapeutics, Inc.                                  | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |      5673 | NS      | $204171.27    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies, Inc.                       | Arlo Technologies, Inc.                                | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     34280 | NS      | $581388.80    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                               | Interface, Inc., Class A                               | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     14577 | NS      | $305096.61    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc.                              | Gray Media, Inc.                                       | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     49232 | NS      | $223020.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent, Inc.         | Concentra Group Holdings Parent, Inc.                  | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4674 | NS      | $96144.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                            | Cytokinetics, Inc.                                     | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      3638 | NS      | $120199.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co., Inc.                   | CommScope Holding Co., Inc.                            | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     96485 | NS      | $798895.80    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co. (The)                          | EW Scripps Co. (The), Class A                          | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     47487 | NS      | $139611.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma, Inc.                         | Sutro Biopharma, Inc.                                  | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     34612 | NS      | $24709.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Coastal Insurance Corp.              | American Coastal Insurance Corp.                       | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |     16549 | NS      | $184024.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                  | Safety Insurance Group, Inc.                           | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      3884 | NS      | $308350.76    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp.                               | Blue Bird Corp.                                        | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      9145 | NS      | $394698.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                       | Cinemark Holdings, Inc.                                | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     16076 | NS      | $485173.68    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services, Inc.                  | Ranger Energy Services, Inc., Class A                  | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |      6919 | NS      | $82612.86     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems, Inc.                           | Mitek Systems, Inc.                                    | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      8063 | NS      | $79823.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Oncology, Inc.                        | Coherus Oncology, Inc.                                 | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     84203 | NS      | $61577.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS Holdings Ltd.                             | WNS Holdings Ltd.                                      | CUSIP: N/A<br>LEI: 529900RM7QHUD3W9DM42       | Long             | EC               | CORP              | JE        |       690 | NS      | $43635.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp.                         | Wabash National Corp.                                  | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      3190 | NS      | $33909.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co.                           | Investors Title Co.                                    | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       580 | NS      | $122554.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group, Inc.                               | REV Group, Inc.                                        | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     22105 | NS      | $1051976.95   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                     | Insight Enterprises, Inc.                              | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      5484 | NS      | $757258.14    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics, Inc.                     | Amicus Therapeutics, Inc.                              | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     15837 | NS      | $90746.01     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                                 | ArcBest Corp.                                          | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      1552 | NS      | $119519.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.                | Victory Capital Holdings, Inc., Class A                | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      1931 | NS      | $122946.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp.                      | Flushing Financial Corp.                               | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2433 | NS      | $28904.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.              | Alpha & Omega Semiconductor Ltd.                       | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |      3972 | NS      | $101921.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp. NV                | Sapiens International Corp. NV                         | CUSIP: N/A<br>LEI: 2549009P4ZS02GC5QV68       | Long             | EC               | CORP              | KY        |      1250 | NS      | $36562.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp.                             | First Busey Corp.                                      | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     11988 | NS      | $274345.38    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                        | PTC Therapeutics, Inc.                                 | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      7795 | NS      | $380707.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp, Inc.                  | Great Southern Bancorp, Inc.                           | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      7773 | NS      | $456896.94    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group, Inc.           | Diamond Hill Investment Group, Inc.                    | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       961 | NS      | $139642.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Airship AI Holdings, Inc.                     | Airship AI Holdings, Inc.                              | CUSIP: 008940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9139 | NS      | $53828.71     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                  | Qualys, Inc.                                           | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      4572 | NS      | $653201.64    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| OppFi, Inc.                                   | OppFi, Inc.                                            | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27357 | NS      | $382724.43    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group, Inc. (The)                      | Ensign Group, Inc. (The)                               | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      3439 | NS      | $530500.14    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                            | Hope Bancorp, Inc.                                     | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     20831 | NS      | $223516.63    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayville Engineering Co., Inc.                | Mayville Engineering Co., Inc.                         | CUSIP: 578605107<br>LEI: 9845008D43E42A7FC362 | Long             | EC               | CORP              | US        |      4197 | NS      | $66984.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation, Inc.                       | Aurora Innovation, Inc.                                | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45462 | NS      | $238220.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                        | Independent Bank Corp.                                 | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7972 | NS      | $258372.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite, Inc.                              | Eventbrite, Inc., Class A                              | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |     30798 | NS      | $80998.74     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus, Inc.                                   | ePlus, Inc.                                            | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      6394 | NS      | $461007.40    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.                | Cross Country Healthcare, Inc.                         | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      1198 | NS      | $15633.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                    | Ultra Clean Holdings, Inc.                             | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      6059 | NS      | $136751.63    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                           | UMB Financial Corp.                                    | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       910 | NS      | $95695.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventyx Biosciences, Inc.                      | Ventyx Biosciences, Inc.                               | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42693 | NS      | $91363.02     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Semler Scientific, Inc.                       | Semler Scientific, Inc.                                | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Long             | EC               | CORP              | US        |      1957 | NS      | $75814.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp.                   | Horace Mann Educators Corp.                            | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      6336 | NS      | $272257.92    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corp.                           | Daily Journal Corp.                                    | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |       500 | NS      | $211125.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Group, Inc.       | Skyward Specialty Insurance Group, Inc.                | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |      2744 | NS      | $158575.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp, Inc.                             | NBT Bancorp, Inc.                                      | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2515 | NS      | $104498.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection, Inc.                    | Resources Connection, Inc.                             | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13909 | NS      | $74691.33     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp.                           | CNB Financial Corp.                                    | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      1523 | NS      | $34815.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                 | Berkshire Hills Bancorp, Inc.                          | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      6046 | NS      | $151391.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.               | Blackstone Mortgage Trust, Inc., Class A               | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |      9163 | NS      | $176387.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd.                    | Greenlight Capital Re Ltd., Class A                    | CUSIP: N/A<br>LEI: 549300Q9HRIFA2BGHJ51       | Long             | EC               | CORP              | KY        |      5579 | NS      | $80170.23     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth, Inc.                               | Bandwidth, Inc., Class A                               | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      7447 | NS      | $118407.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                          | UFP Industries, Inc.                                   | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      9180 | NS      | $912124.80    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx, Inc.                                  | CareDx, Inc.                                           | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     23186 | NS      | $453054.44    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp.                            | Seneca Foods Corp., Class A                            | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3894 | NS      | $394968.42    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co., Inc. (The)                     | Manitowoc Co., Inc. (The)                              | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     19500 | NS      | $234390.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                    | Moog, Inc., Class A                                    | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      1353 | NS      | $244852.41    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology, Inc.              | Tactile Systems Technology, Inc.                       | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     10159 | NS      | $103012.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings, Inc.            | Universal Insurance Holdings, Inc.                     | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     28914 | NS      | $801785.22    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorp                           | Westamerica Bancorp                                    | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1618 | NS      | $78375.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp.                                | UniFirst Corp.                                         | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       209 | NS      | $39337.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp.                      | Heritage Financial Corp.                               | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1745 | NS      | $41600.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp.                         | Ryerson Holding Corp.                                  | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      7379 | NS      | $159165.03    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics, Inc.                              | Photronics, Inc.                                       | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     23311 | NS      | $438946.13    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education, Inc.                | Adtalem Global Education, Inc.                         | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      2445 | NS      | $311077.35    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare, Inc.                    | Alignment Healthcare, Inc.                             | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2240 | NS      | $31360.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences, Inc.                      | Pacira BioSciences, Inc.                               | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17499 | NS      | $418226.10    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo, Inc.                                   | DocGo, Inc.                                            | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60410 | NS      | $94843.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Technology Holdings, Inc.            | Priority Technology Holdings, Inc.                     | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               | CORP              | US        |     31322 | NS      | $243685.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                      | Apogee Enterprises, Inc.                               | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      5518 | NS      | $224030.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                  | Stride, Inc.                                           | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      3999 | NS      | $580614.81    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial, Inc.                       | Jackson Financial, Inc., Class A                       | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      8481 | NS      | $753027.99    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                          | Federal Signal Corp.                                   | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      2937 | NS      | $312555.54    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                 | Fresh Del Monte Produce, Inc.                          | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |     29714 | NS      | $963327.88    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia, Inc.                             | iHeartMedia, Inc., Class A                             | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40832 | NS      | $71864.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                           | Herc Holdings, Inc.                                    | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       163 | NS      | $21465.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Byrna Technologies, Inc.                      | Byrna Technologies, Inc.                               | CUSIP: 12448X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13516 | NS      | $417374.08    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp.                                  | Unisys Corp.                                           | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     26248 | NS      | $118903.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus, Inc.                               | Bioventus, Inc., Class A                               | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13924 | NS      | $92176.88     | 0.08%             |  |  |  | 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        |      4883 | NS      | $173737.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote, Inc.                             | Selectquote, Inc.                                      | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |     39087 | NS      | $93027.06     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Therapeutics, Inc.                     | Summit Therapeutics, Inc.                              | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5816 | NS      | $123764.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                         | Hanmi Financial Corp.                                  | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     21357 | NS      | $527090.76    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                | Collegium Pharmaceutical, Inc.                         | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      6143 | NS      | $181648.51    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                          | Peabody Energy Corp.                                   | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     10797 | NS      | $144895.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management, Inc.                | Acadian Asset Management, Inc.                         | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      4263 | NS      | $150228.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology, Inc.                     | SkyWater Technology, Inc.                              | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4968 | NS      | $48885.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp.                                     | IDT Corp., Class B                                     | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |     14994 | NS      | $1024390.08   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                     | AAR Corp.                                              | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      1965 | NS      | $135172.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Immersion Corp.                               | Immersion Corp.                                        | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |      9075 | NS      | $71511.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                            | SPS Commerce, Inc.                                     | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      3897 | NS      | $530342.73    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp, Inc.                      | ConnectOne Bancorp, Inc.                               | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      2825 | NS      | $65427.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                         | Associated Banc-Corp.                                  | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      2189 | NS      | $53389.71     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus, Inc.                                | Metallus, Inc.                                         | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      6794 | NS      | $104695.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining, Inc.                            | Coeur Mining, Inc.                                     | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     27868 | NS      | $246910.48    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd.                          | Signet Jewelers Ltd.                                   | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |      4375 | NS      | $348031.25    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure, Inc.                            | Clear Secure, Inc., Class A                            | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18683 | NS      | $518640.08    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco, Inc.                                 | Genesco, Inc.                                          | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      4233 | NS      | $83347.77     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Ltd.                                  | Paysafe Ltd.                                           | CUSIP: N/A<br>LEI: 2138003K6PVDCI5TBN11       | Long             | EC               | CORP              | BM        |      8396 | NS      | $105957.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group, Inc. (The)              | Hain Celestial Group, Inc. (The)                       | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     64396 | NS      | $97881.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                 | SkyWest, Inc.                                          | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      4911 | NS      | $505685.67    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                         | First Merchants Corp.                                  | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      4786 | NS      | $183303.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals, Inc.                   | Agios Pharmaceuticals, Inc.                            | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      4545 | NS      | $151166.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp.                             | Knife River Corp.                                      | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2158 | NS      | $176179.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Teads Holding Co.                             | Teads Holding Co.                                      | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |     27429 | NS      | $68023.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                      | Lumen Technologies, Inc.                               | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     98276 | NS      | $430448.88    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global, Inc.                      | Dine Brands Global, Inc.                               | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      2236 | NS      | $54401.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings, Inc.                            | IES Holdings, Inc.                                     | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       514 | NS      | $152262.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                     | RPC, Inc.                                              | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15863 | NS      | $75031.99     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV, Inc.                                  | fuboTV, Inc.                                           | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18884 | NS      | $72892.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics, Inc.                          | ADMA Biologics, Inc.                                   | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35443 | NS      | $645417.03    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole plc                                      | Dole plc                                               | CUSIP: N/A<br>LEI: 635400JUG5XJXOPPJJ47       | Long             | EC               | CORP              | IE        |      6896 | NS      | $96475.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals, Inc.                  | Amneal Pharmaceuticals, Inc.                           | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60740 | NS      | $491386.60    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun, Inc.                                | Ducommun, Inc.                                         | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      1921 | NS      | $158732.23    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                        | Veritex Holdings, Inc.                                 | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      3360 | NS      | $87696.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group, Inc. (The)                     | Hackett Group, Inc. (The)                              | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      9556 | NS      | $242913.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp.                         | GeneDx Holdings Corp.                                  | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       850 | NS      | $78463.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.            | Stewart Information Services Corp.                     | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      3042 | NS      | $198034.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics, Inc.                    | Celldex Therapeutics, Inc.                             | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      2744 | NS      | $55840.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries, Inc.                      | Insteel Industries, Inc.                               | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      2902 | NS      | $107983.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp.                                    | IMAX Corp.                                             | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |      1236 | NS      | $34558.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International, Inc.               | CSG Systems International, Inc.                        | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       749 | NS      | $48917.19     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel, Inc.                           | Olympic Steel, Inc.                                    | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      3215 | NS      | $104776.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                     | Century Communities, Inc.                              | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |       659 | NS      | $37114.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial, Inc.                          | SmartFinancial, Inc.                                   | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4060 | NS      | $137146.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group, Inc.                           | Donegal Group, Inc., Class A                           | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9375 | NS      | $187734.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase, Inc.                               | Steelcase, Inc., Class A                               | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     20069 | NS      | $209319.67    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy, Inc.                             | Ring Energy, Inc.                                      | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |    102603 | NS      | $81466.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                        | Rush Enterprises, Inc., Class A                        | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      5480 | NS      | $282274.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corp.                                   | Geron Corp.                                            | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |     22558 | NS      | $31806.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.                | Catalyst Pharmaceuticals, Inc.                         | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     52381 | NS      | $1136667.70   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp.                        | Fulton Financial Corp.                                 | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      5753 | NS      | $103784.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group, Inc.                | Covenant Logistics Group, Inc., Class A                | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11178 | NS      | $269501.58    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                  | ACADIA Pharmaceuticals, Inc.                           | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      4832 | NS      | $104226.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp.                              | 1st Source Corp.                                       | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4426 | NS      | $274721.82    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp. (The)                            | Marcus Corp. (The)                                     | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      5804 | NS      | $97855.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.               | James River Group Holdings Ltd.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     35648 | NS      | $208897.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp.                                 | Sanmina Corp.                                          | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     10460 | NS      | $1023301.80   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp, Inc.                         | Horizon Bancorp, Inc.                                  | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      3764 | NS      | $57890.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers, Inc.                            | Safe Bulkers, Inc.                                     | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MH        |     20230 | NS      | $73030.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                               | Hub Group, Inc., Class A                               | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4758 | NS      | $159059.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp.                                  | Deluxe Corp.                                           | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      1917 | NS      | $30499.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera, Inc.                                | Coursera, Inc.                                         | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     20470 | NS      | $179317.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                               | HCI Group, Inc.                                        | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      2291 | NS      | $348690.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Virco Mfg. Corp.                              | Virco Mfg. Corp.                                       | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19429 | NS      | $155043.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                | Ameris Bancorp                                         | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1812 | NS      | $117236.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp, Inc.                           | Eagle Bancorp, Inc.                                    | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     11602 | NS      | $226006.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim Bancorp, Inc.                        | Northrim Bancorp, Inc.                                 | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      1668 | NS      | $155557.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp.                          | Amplify Energy Corp.                                   | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |     13868 | NS      | $44377.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Blade Air Mobility, Inc.                      | Blade Air Mobility, Inc.                               | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32874 | NS      | $132482.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.                | International Bancshares Corp.                         | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     10172 | NS      | $677048.32    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                   | Sally Beauty Holdings, Inc.                            | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      3452 | NS      | $31965.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services, Inc.             | Orrstown Financial Services, Inc.                      | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      3271 | NS      | $104115.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp.                         | Sitio Royalties Corp., Class A                         | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3114 | NS      | $57235.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks, Inc.                            | A10 Networks, Inc.                                     | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      1828 | NS      | $35371.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                         | First Financial Corp.                                  | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13265 | NS      | $718830.35    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands, Inc.                    | Turning Point Brands, Inc.                             | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |     10679 | NS      | $809147.83    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                      | Patrick Industries, Inc.                               | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      3027 | NS      | $279301.29    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI Composites, Inc.                          | TPI Composites, Inc.                                   | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |    193851 | NS      | $166576.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings, Inc.                         | RE/MAX Holdings, Inc., Class A                         | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      6542 | NS      | $53513.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Limited Purpose Cash Investment Fund          | Limited Purpose Cash Investment Fund                   | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |   6896063 | NS      | $6893994.27   | 5.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                         | Commercial Metals Co.                                  | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     12709 | NS      | $621597.19    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Co.                             | Eastman Kodak Co.                                      | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |     62804 | NS      | $354842.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote, Inc.                               | EverQuote, Inc., Class A                               | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17736 | NS      | $428856.48    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp, Inc.                 | Community Trust Bancorp, Inc.                          | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5113 | NS      | $270579.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                               | Frontdoor, Inc.                                        | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      1007 | NS      | $59352.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                               | M/I Homes, Inc.                                        | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      3179 | NS      | $356429.48    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.               | Amphastar Pharmaceuticals, Inc.                        | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      1289 | NS      | $29595.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs, Inc.                                    | Figs, Inc., Class A                                    | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17561 | NS      | $99044.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                 | Asbury Automotive Group, Inc.                          | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      1971 | NS      | $470162.34    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                       | Primoris Services Corp.                                | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       751 | NS      | $58532.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group, Inc.                             | Porch Group, Inc.                                      | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |     18678 | NS      | $220213.62    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd.                            | IBEX Holdings Ltd.                                     | CUSIP: N/A<br>LEI: 5493000GRFLPVYU2CX17       | Long             | EC               | CORP              | BM        |      3675 | NS      | $106942.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries, Inc.                          | LSI Industries, Inc.                                   | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |      2101 | NS      | $35738.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries, Inc.              | National Presto Industries, Inc.                       | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       997 | NS      | $97666.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop, Inc.                   | Build-A-Bear Workshop, Inc.                            | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      5092 | NS      | $262543.52    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings, Inc.                | RCI Hospitality Holdings, Inc.                         | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |      2387 | NS      | $90992.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming, Inc.                          | Corsair Gaming, Inc.                                   | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      4104 | NS      | $38700.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                             | AdaptHealth Corp., Class A                             | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44844 | NS      | $422878.92    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.                | Supernus Pharmaceuticals, Inc.                         | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      1151 | NS      | $36279.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                      | Arbor Realty Trust, Inc.                               | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |      6322 | NS      | $67645.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares, Inc.                    | HomeTrust Bancshares, Inc.                             | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3361 | NS      | $125735.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                        | Sonic Automotive, Inc., Class A                        | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       626 | NS      | $50036.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals, Inc.                 | Aurinia Pharmaceuticals, Inc.                          | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |      5299 | NS      | $44882.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp.                              | FutureFuel Corp.                                       | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     62436 | NS      | $242251.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort, Inc.                 | Monarch Casino & Resort, Inc.                          | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       646 | NS      | $55840.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp.                    | Scholar Rock Holding Corp.                             | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |       991 | NS      | $35101.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp, Inc.             | Northeast Community Bancorp, Inc.                      | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |      2814 | NS      | $65411.43     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp.                            | Primo Brands Corp., Class A                            | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |      6351 | NS      | $188116.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare, Inc.                               | Costamare, Inc.                                        | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |     28971 | NS      | $263925.81    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.                | Protagonist Therapeutics, Inc.                         | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4714 | NS      | $260542.78    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                           | ACI Worldwide, Inc.                                    | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      8704 | NS      | $399600.64    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence, Inc.                                 | Cerence, Inc.                                          | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     12281 | NS      | $125389.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp.                   | Farmers National Banc Corp.                            | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2448 | NS      | $33757.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                         | Digital Turbine, Inc.                                  | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     39637 | NS      | $233858.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                               | ChampionX Corp.                                        | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      7665 | NS      | $190398.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd.                      | Pagaya Technologies Ltd., Class A                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     14876 | NS      | $317156.32    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics, Inc.                    | Travere Therapeutics, Inc.                             | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5940 | NS      | $87912.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics, Inc.                    | Corcept Therapeutics, Inc.                             | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      7204 | NS      | $528773.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma, Inc.                        | Bridgebio Pharma, Inc.                                 | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      2210 | NS      | $95427.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp.             | Peapack-Gladstone Financial Corp.                      | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      1893 | NS      | $53477.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems, Inc.                          | Verint Systems, Inc.                                   | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     10117 | NS      | $199001.39    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Entertainment Corp.                     | Starz Entertainment Corp.                              | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      2601 | NS      | $41798.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                        | ProPetro Holding Corp.                                 | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30894 | NS      | $184437.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                           | PROG Holdings, Inc.                                    | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      1097 | NS      | $32196.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ, Inc.                                    | IonQ, Inc.                                             | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17563 | NS      | $754682.11    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia, Inc.                                   | Adeia, Inc.                                            | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11411 | NS      | $161351.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp.                           | NuScale Power Corp.                                    | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3373 | NS      | $133435.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf, Inc.                         | Diebold Nixdorf, Inc.                                  | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      5074 | NS      | $281099.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                       | Progress Software Corp.                                | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      5680 | NS      | $362611.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp.                       | Univest Financial Corp.                                | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     12927 | NS      | $388327.08    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma, Inc.                           | PDL BioPharma, Inc.                                    | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |     32677 | NS      | $1029.33      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| First Community Bankshares, Inc.              | First Community Bankshares, Inc.                       | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2312 | NS      | $90561.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                   | OFG Bancorp                                            | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      3824 | NS      | $163667.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd.                 | Hamilton Insurance Group Ltd., Class B                 | CUSIP: N/A<br>LEI: 549300W92BN1FIEXG871       | Long             | EC               | CORP              | BM        |      8019 | NS      | $173370.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corp.                              | Rocket Lab Corp.                                       | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23788 | NS      | $850896.76    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corp.                                 | Redwire Corp.                                          | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12631 | NS      | $205885.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx, Inc.                                 | Arcellx, Inc.                                          | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       542 | NS      | $35690.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection, Inc.                           | PC Connection, Inc.                                    | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      6496 | NS      | $427306.88    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals International plc     | Kiniksa Pharmaceuticals International plc              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      8824 | NS      | $244160.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group, Inc.                          | Forestar Group, Inc.                                   | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     10063 | NS      | $201260.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse, Inc.                                | Bel Fuse, Inc., Class B                                | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       726 | NS      | $70922.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular, Inc.                       | LeMaitre Vascular, Inc.                                | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      1143 | NS      | $94926.15     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                   | Benchmark Electronics, Inc.                            | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      5586 | NS      | $216904.38    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group, Inc.                           | Upbound Group, Inc.                                    | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      1395 | NS      | $35014.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp.                              | NCR Atleos Corp.                                       | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |      7988 | NS      | $227897.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.               | Selective Insurance Group, Inc.                        | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      4313 | NS      | $373721.45    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                   | Halozyme Therapeutics, Inc.                            | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      6000 | NS      | $312120.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp.                    | Zeta Global Holdings Corp., Class A                    | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |      8754 | NS      | $135599.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings, Inc.                       | BlueLinx Holdings, Inc.                                | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      1328 | NS      | $98776.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Candel Therapeutics, Inc.                     | Candel Therapeutics, Inc.                              | CUSIP: 137404109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10199 | NS      | $51606.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.      | Heidrick & Struggles International, Inc.               | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      8548 | NS      | $391156.48    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp.                       | Heritage Commerce Corp.                                | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     17381 | NS      | $172593.33    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                              | FormFactor, Inc.                                       | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      2213 | NS      | $76149.33     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.            | Prestige Consumer Healthcare, Inc.                     | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       488 | NS      | $38966.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp.                 | Select Medical Holdings Corp.                          | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2063 | NS      | $31316.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.           | Enterprise Financial Services Corp.                    | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      1345 | NS      | $74109.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                          | Centrus Energy Corp., Class A                          | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |       326 | NS      | $59716.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| X4 Pharmaceuticals, Inc.                      | X4 Pharmaceuticals, Inc.                               | CUSIP: 98420X202<br>LEI: 549300R0UFVPXWP86U94 | Long             | EC               | CORP              | US        |     18680 | NS      | $35492.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.               | Academy Sports & Outdoors, Inc.                        | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       734 | NS      | $32890.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                              | ScanSource, Inc.                                       | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     10363 | NS      | $433277.03    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares, Inc.                    | First Mid Bancshares, Inc.                             | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2209 | NS      | $82815.41     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries, Inc.                       | Powell Industries, Inc.                                | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       936 | NS      | $196981.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                            | AMC Networks, Inc., Class A                            | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     50453 | NS      | $316340.31    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                        | NetScout Systems, Inc.                                 | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      1412 | NS      | $35031.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp.                        | Ardmore Shipping Corp.                                 | CUSIP: N/A<br>LEI: 549300J8HD7K6BHD8O28       | Long             | EC               | CORP              | MH        |     35477 | NS      | $340579.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions, Inc.                       | Penguin Solutions, Inc.                                | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |      7592 | NS      | $150397.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Metagenomi, Inc.                              | Metagenomi, Inc.                                       | CUSIP: 59102M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21600 | NS      | $31968.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp.                         | Waystar Holding Corp.                                  | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2474 | NS      | $101112.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                      | Genworth Financial, Inc., Class A                      | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     80234 | NS      | $624220.52    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech, Inc.                         | Krystal Biotech, Inc.                                  | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      1043 | NS      | $143370.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                           | Nektar Therapeutics                                    | CUSIP: 640268306<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     19484 | NS      | $503463.11    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle, Inc.                                  | Sezzle, Inc.                                           | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |      1674 | NS      | $300064.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp, Inc.                                    | Yelp, Inc., Class A                                    | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     13240 | NS      | $453734.80    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                       | LiveRamp Holdings, Inc.                                | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      4067 | NS      | $134373.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan, Inc.                                   | Argan, Inc.                                            | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      5431 | NS      | $1197426.88   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics, Inc.                 | Monte Rosa Therapeutics, Inc.                          | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34058 | NS      | $153601.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals, Inc.           | United States Lime & Minerals, Inc.                    | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |       421 | NS      | $42015.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                 | Sterling Infrastructure, Inc.                          | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      2322 | NS      | $535755.06    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE Corp.                                     | NVE Corp.                                              | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |       723 | NS      | $53220.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva, Inc.                                | Innoviva, Inc.                                         | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     10755 | NS      | $216067.95    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, Inc.                                 | NETGEAR, Inc.                                          | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     30932 | NS      | $899193.24    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                       | United Fire Group, Inc.                                | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3449 | NS      | $98986.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp, Inc.                         | Peoples Bancorp, Inc.                                  | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1204 | NS      | $36770.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics, Inc.                    | Fulcrum Therapeutics, Inc.                             | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10274 | NS      | $70685.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp, Inc.                             | S&T Bancorp, Inc.                                      | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4944 | NS      | $186982.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                      | Perdoceo Education Corp.                               | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     33829 | NS      | $1105870.01   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.               | Central Pacific Financial Corp.                        | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     15736 | NS      | $441080.08    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group, Inc.                         | Mr Cooper Group, Inc.                                  | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      2733 | NS      | $407790.93    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg, Inc.                                   | Chegg, Inc.                                            | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |    287539 | NS      | $347922.19    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Blink Charging Co.                            | Blink Charging Co.                                     | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75296 | NS      | $70770.71     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PrimeEnergy Resources Corp.                   | PrimeEnergy Resources Corp.                            | CUSIP: 74158E104<br>LEI: 9QMD37QNHRX1B7685Y44 | Long             | EC               | CORP              | US        |       465 | NS      | $68066.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                      | Pathward Financial, Inc.                               | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      2767 | NS      | $218925.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldeyra Therapeutics, Inc.                    | Aldeyra Therapeutics, Inc.                             | CUSIP: 01438T106<br>LEI: 529900HGKY864E4Y9014 | Long             | EC               | CORP              | US        |     27937 | NS      | $106998.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                     | Enova International, Inc.                              | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      2754 | NS      | $307126.08    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems, Inc.                       | Commvault Systems, Inc.                                | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      3374 | NS      | $588189.42    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW, Inc.                                    | DNOW, Inc.                                             | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      9824 | NS      | $145689.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.                | Bread Financial Holdings, Inc.                         | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     12187 | NS      | $696121.44    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific, Inc.                           | JAKKS Pacific, Inc.                                    | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |     12994 | NS      | $270015.32    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres, Inc.                                 | Caleres, Inc.                                          | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      1777 | NS      | $21714.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.           | Alpha Metallurgical Resources, Inc.                    | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       873 | NS      | $98195.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifeway Foods, Inc.                           | Lifeway Foods, Inc.                                    | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2037 | NS      | $50212.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT, Inc.                | American Healthcare REIT, Inc.                         | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |     10691 | NS      | $392787.34    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp.                  | Simmons First National Corp., Class A                  | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      2726 | NS      | $51684.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                    | Patterson-UTI Energy, Inc.                             | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     12441 | NS      | $73775.13     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                      | G-III Apparel Group Ltd.                               | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     12955 | NS      | $290192.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing, Inc.                       | Rigetti Computing, Inc.                                | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8428 | NS      | $99956.08     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Niagen Bioscience, Inc.                       | Niagen Bioscience, Inc.                                | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |     23954 | NS      | $345177.14    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                        | TTM Technologies, Inc.                                 | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      2115 | NS      | $86334.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce, Inc.                                  | Kforce, Inc.                                           | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      5911 | NS      | $243119.43    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8, Inc.                                     | 8x8, Inc.                                              | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    145462 | NS      | $285105.52    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.               | Atlantic Union Bankshares Corp.                        | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1580 | NS      | $49422.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                  | Sprouts Farmers Market, Inc.                           | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      6070 | NS      | $999364.80    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp. Ltd.                             | Teekay Corp. Ltd.                                      | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | BM        |     21949 | NS      | $181079.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp.                            | Tutor Perini Corp.                                     | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     16212 | NS      | $758397.36    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.           | Donnelley Financial Solutions, Inc.                    | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      4172 | NS      | $257203.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp.                                 | Vericel Corp.                                          | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      1151 | NS      | $48975.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy, Inc.                          | Liberty Energy, Inc., Class A                          | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3962 | NS      | $45483.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co.                   | Preformed Line Products Co.                            | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       548 | NS      | $87575.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings, Inc.            | Harmony Biosciences Holdings, Inc.                     | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7379 | NS      | $233176.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos., Inc.                  | Haverty Furniture Cos., Inc.                           | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      1521 | NS      | $30952.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                  | Rambus, Inc.                                           | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      2956 | NS      | $189243.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services, Inc.            | Provident Financial Services, Inc.                     | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      4829 | NS      | $84652.37     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research, Inc.                            | ACM Research, Inc., Class A                            | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |      9507 | NS      | $246231.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| J Jill, Inc.                                  | J Jill, Inc.                                           | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |      1843 | NS      | $26981.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group, Inc.                           | Willdan Group, Inc.                                    | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      1646 | NS      | $102891.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis, Inc.                                   | Ennis, Inc.                                            | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8125 | NS      | $147387.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International, Inc.                | Oil States International, Inc.                         | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     12681 | NS      | $67970.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                               | Dorian LPG Ltd.                                        | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |      7568 | NS      | $184507.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                       | Valley National Bancorp                                | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      4521 | NS      | $40372.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings, Inc.             | Heritage Insurance Holdings, Inc.                      | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |     19188 | NS      | $478548.72    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                            | StoneX Group, Inc.                                     | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      4477 | NS      | $408033.78    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial, Inc.                  | South Plains Financial, Inc.                           | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      1369 | NS      | $49338.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.               | Metropolitan Bank Holding Corp.                        | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6357 | NS      | $444990.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                        | Tri Pointe Homes, Inc.                                 | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6166 | NS      | $197003.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, Inc.                                     | V2X, Inc.                                              | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1006 | NS      | $48841.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group, Inc.                 | Pediatrix Medical Group, Inc.                          | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43760 | NS      | $627956.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                       | Customers Bancorp, Inc.                                | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      6801 | NS      | $399490.74    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SoundHound AI, Inc.                           | SoundHound AI, Inc.                                    | CUSIP: 836100107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11614 | NS      | $124618.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes plc                                  | Alkermes plc                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     31888 | NS      | $912315.68    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte, Inc.                                | Veracyte, Inc.                                         | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      1680 | NS      | $45410.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp.                            | ProAssurance Corp.                                     | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      2603 | NS      | $59426.49     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                          | SunCoke Energy, Inc.                                   | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     15698 | NS      | $134845.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                 | Embecta Corp.                                          | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      2918 | NS      | $28275.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings, Inc.                        | Upstart Holdings, Inc.                                 | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |       572 | NS      | $36996.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                              | BankUnited, Inc.                                       | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      2616 | NS      | $93103.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive, Inc.                 | Rush Street Interactive, Inc.                          | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19400 | NS      | $289060.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                           | Owens & Minor, Inc.                                    | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     29997 | NS      | $272972.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** AQR Funds

**Signature:** Matthew Plastina

**Name of Signer:** Matthew Plastina

**Title:** Chief Financial Officer and Treasurer