# EDGAR Filing Document

**Accession Number:** 0001039803
**File Stem:** 0001752724-23-041177
**Filing Date:** 2023-2
**Character Count:** 118052
**Document Hash:** 94c90cbf7c6a5bb3dec4df71f7b1fa17
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041177.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041177

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ProFunds
- **CENTRAL INDEX KEY:** 0001039803
- **IRS NUMBER:** 522035197
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08239
- **FILM NUMBER:** 23670970

**BUSINESS ADDRESS:**
- **STREET 1:** 7272 WISCONSIN AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BETHESDA
- **STATE:** MD
- **ZIP:** 20814
- **BUSINESS PHONE:** 2404976428

**MAIL ADDRESS:**
- **STREET 1:** 7272 WISCONSIN AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BETHESDA
- **STATE:** MD
- **ZIP:** 20814

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PROFUNDS
- **DATE OF NAME CHANGE:** 19970521

## Series and Classes Contracts Data

### PROFUND VP SMALL-CAP GROWTH (Series ID: S000003951)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000011078 | PROFUND VP SMALL-CAP GROWTH |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ProFunds

- **b. Investment Company Act file number:** 811-08239

- **c. CIK number of Registrant:** 0001039803

- **d. LEI of Registrant:** 549300HM4OOUYSE5DP77

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

  - **Street Address 1:** 7272 Wisconsin Avenue

  - **City:** Bethesda

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20814

  - **Telephone number:** 240-497-6400

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

- **a. Name of Series:** ProFund VP Small-Cap Growth

- **b. EDGAR series identifier (if any):** S000003951

- **c. LEI of Series:** 549300U0OO8C4BA3RG43

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $13982159.11

**Total Liabilities:** $112440.42

**Net Assets:** $13869718.69

**Cash Not Reported:** $2970.09

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000011078 | 9.90%                | 4.34%                | -7.00%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-85047.91               | $1402186.37                                |
| Month 2  | $-68265.44               | $708602.75                                 |
| Month 3  | $-36027.43               | $-1089331.27                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGILITI, INC.                                   | AGILITI INC                                | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       457 | NS      | $7453.67      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CORCEPT THERAPEUTICS INCORPORATED               | CORCEPT THERAPEUTICS INC                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      2925 | NS      | $59406.75     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORPORATION                        | AGREE REALTY CORP                          | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |      1867 | NS      | $132426.31    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAKE SHACK INC.                                | SHAKE SHACK INC CLASS A                    | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |       604 | NS      | $25084.12     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                    | CENTRAL GARDEN PET CO                      | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       143 | NS      | $5355.35      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS, INC.                             | TTEC HOLDINGS INC                          | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       289 | NS      | $12753.57     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS, INC.                  | NATIONAL VISION HOLDINGS INC               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      1397 | NS      | $54147.72     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT INNOVATIONS, INC.                           | PGT INNOVATIONS INC                        | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      1831 | NS      | $32884.76     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD.                           | ASSURED GUARANTY LTD                       | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |       934 | NS      | $58150.84     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORPORATION                      | ADDUS HOMECARE CORP                        | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       492 | NS      | $48949.08     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES, INC.          | INNOVATIVE INDUSTRIAL PROPERTIES INC       | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       854 | NS      | $86552.90     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP.                                   | EMBECTA CORP                               | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |       830 | NS      | $20990.70     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES, INC.                          | CAVCO INDUSTRIES INC                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       253 | NS      | $57241.25     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN B. SANFILIPPO & SON, INC.                  | JOHN B SANFILIPPO SON INC                  | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       166 | NS      | $13499.12     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LIQUIDITY SERVICES, INC.                        | LIQUIDITY SERVICES INC                     | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |       454 | NS      | $6383.24      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTHCARE TRUST INCORPORATED         | COMMUNITY HEALTHCARE TRUST INC             | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |       431 | NS      | $15429.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                        | ATI INC                                    | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      2453 | NS      | $73246.58     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORPORATION              | NATIONAL BK HLDGS CORP                     | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       759 | NS      | $31931.13     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                           | ARCUS BIOSCIENCES INC                      | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1591 | NS      | $32901.88     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                             | SYLVAMO CORP                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       576 | NS      | $27987.84     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY | AMERICAN EQUITY INVESTMENT LIVE HOLDING CO | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      1117 | NS      | $50957.54     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ST. JOE COMPANY                             | THE ST JOE COMPANY                         | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      1033 | NS      | $39925.45     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEFS' WAREHOUSE, INC.                      | CHEFS WAREHOUSE INC                        | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |       645 | NS      | $21465.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC.                            | ONTO INNOVATION INC                        | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      1511 | NS      | $102883.99    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAKER CHEMICAL CORPORATION                     | QUAKER HOUGHTON                            | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       416 | NS      | $69430.40     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORPORATION                     | HANMI FINANCIAL CORP                       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       931 | NS      | $23042.25     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN VANGUARD CORPORATION                   | AMERICAN VANGUARD CORP                     | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |       849 | NS      | $18431.79     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES, INC.                | ADVANCED ENERGY INDUSTRIES                 | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      1142 | NS      | $97960.76     | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BED BATH & BEYOND INC.                          | BED BATH BEYOND INC                        | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |       912 | NS      | $2289.12      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| STRATEGIC EDUCATION, INC.                       | STRATEGIC EDUCATION INC                    | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |       386 | NS      | $30231.52     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS, INC.                    | UNITED COMMUNITY BANKS INC                 | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      2107 | NS      | $71216.60     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARD AIR CORPORATION                         | FORWARD AIR CORP                           | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       811 | NS      | $85065.79     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                      | XENCOR INC                                 | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      1830 | NS      | $47653.20     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                        | PATHWARD FINANCIAL INC                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       633 | NS      | $27250.65     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORPORATION                      | WESTAMERICA BANKCORPORATION                | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       822 | NS      | $48506.22     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY COMPANY                               | SM ENERGY CO                               | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      3749 | NS      | $130577.67    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp                                      | JOINT CORP THE                             | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       270 | NS      | $3774.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEKTAR THERAPEUTICS                             | NEKTAR THERAPEUTIC                         | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |      2753 | NS      | $6221.78      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORPORATION                | DYNAVAX TECHNOLOGIES CORP                  | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      3622 | NS      | $38538.08     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, INC.                                       | RPC INC                                    | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |      2539 | NS      | $22571.71     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec, Inc.                                   | EVERTEC INC                                | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1293 | NS      | $41867.34     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LAREDO PETROLEUM, INC                           | LAREDO PETROLEUM INC                       | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |       514 | NS      | $26429.88     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET, INC.                                | TECHTARGET                                 | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       824 | NS      | $36305.44     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL, INC.                 | OCEANEERING INTERNATIONAL INC              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      2203 | NS      | $38530.47     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                    | CENTRAL GARDEN PET CO CLASS A              | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       607 | NS      | $21730.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORPORATION                            | UNIFIRST CORP                              | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       272 | NS      | $52493.28     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC.                                     | RAMBUS INC                                 | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      3281 | NS      | $117525.42    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                           | BLOOMIN BRANDS INC                         | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      1555 | NS      | $31286.60     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                           | ARLO TECHNOLOGIES INC                      | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      1351 | NS      | $4742.01      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| E.L.F. BEAUTY, INC.                             | ELF BEAUTY INC                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      1536 | NS      | $84940.80     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BANCORP, INC.                               | BANCORP INC                                | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1708 | NS      | $48473.04     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8, INC.                                       | 8X8 INC                                    | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      1568 | NS      | $6773.76      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                      | KORN FERRY                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       782 | NS      | $39584.84     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKENSTEEL CORPORATION                         | TIMKENSTEEL CORP                           | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |       520 | NS      | $9448.40      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE COMPANY                           | BOISE CASCADE CO                           | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      1204 | NS      | $82678.68     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR, INC.                         | LEMAITRE VASCULAR INC                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       407 | NS      | $18730.14     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE, INC.                         | HELMERICH PAYNE INC                        | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      1864 | NS      | $92398.48     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCFIRST CORPORATION                           | BANCFIRST CORP                             | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       532 | NS      | $46911.76     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST COMMONWEALTH FINANCIAL CORPORATION        | FIRST COMMONWEALTH FINANCIAL CORP          | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      1568 | NS      | $21904.96     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HOLDINGS, INC.                        | ALARM COM HOLDINGS INC                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      1524 | NS      | $75407.52     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF SOLUTIONS, INC.                             | PDF SOLUTIONS INC                          | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |       902 | NS      | $25725.04     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY BANK SYSTEM, INC.                     | COMMUNITY BANK SYSTEMS INC                 | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |       935 | NS      | $58858.25     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INCORPORATED                             | DIODES INC                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      1388 | NS      | $105682.32    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK                                  | PREFERRED BANK LOS ANGELES                 | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       403 | NS      | $30071.86     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                 | DORIAN LPG LTD                             | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |       973 | NS      | $18438.35     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                           | CARA THERAPEUTICS INC                      | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |      1378 | NS      | $14799.72     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS CORPORATION                                 | CTS CORP                                   | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       974 | NS      | $38395.08     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC.                            | VIAVI SOLUTIONS INC                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      3594 | NS      | $37772.94     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS, INC.                  | CATALYST PHARMACEUTICALS INC               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      2923 | NS      | $54367.80     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HOLDINGS, INC.                      | ULTRA CLEAN HLDGS INC                      | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |       764 | NS      | $25326.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS, INC.             | TANGER FACTORY OUTLET CENTERS INC          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      1752 | NS      | $31430.88     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                                  | INNOVIVA INC                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      1917 | NS      | $25400.25     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP.                          | INDEPENDENT BANK CORP MASS                 | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       725 | NS      | $61211.75     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS, INC.                           | MGP INGREDIENTS INC                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |       470 | NS      | $49998.60     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITEX HOLDINGS, INC.                          | VERITEX HOLDINGS INC                       | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |       807 | NS      | $22660.56     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBANY INTERNATIONAL CORP.                      | ALBANY INTERNATIONAL CORP                  | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       949 | NS      | $93561.91     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL, INC.                            | AXOS FINANCIAL INC                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       880 | NS      | $33633.60     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS, INC.                         | HEARTLAND EXPRESS INC                      | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |       925 | NS      | $14189.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA, INC.                       | COMFORT SYSTEMS USA INC                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1091 | NS      | $125552.28    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTGEN HEALTHCARE, INC.                        | NEXTGEN HEALTHCARE INC                     | CUSIP: 65343C102<br>LEI: 549300N5HIPS1URF0F20 | Long             | EC               | CORP              | US        |      1672 | NS      | $31400.16     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN ELECTRIC CO., INC.                     | FRANKLIN ELECTRIC CO INC                   | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      1188 | NS      | $94743.00     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTEEL INDUSTRIES, INC.                        | INSTEEL INDUSTRIES INC                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |       274 | NS      | $7540.48      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL, INC.                          | WARRIOR MET COAL INC                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       883 | NS      | $30587.12     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIL-QUIP, INC.                                 | DRIL QUIP INC                              | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |       549 | NS      | $14916.33     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS AND OUTDOORS, INC.               | ACADEMY SPORTS OUTDOORS INC                | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1145 | NS      | $60158.30     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS, INC.            | COGENT COMMUNICATIONS HOLDINGS             | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       770 | NS      | $43951.60     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC.                               | TALOS ENERGY INC                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      1076 | NS      | $20314.88     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                   | FIRST BANCORP                              | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      5635 | NS      | $71677.20     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS, INC.                                | PHOTRONICS INC                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      1883 | NS      | $31690.89     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROJET ROCKETDYNE HOLDINGS, INC.               | AEROJET ROCKETDYNE HOLDINGS INC            | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      2311 | NS      | $129254.23    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                                  | LCI INDUSTRIES                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       387 | NS      | $35778.15     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORPORATION                              | CONMED CORP                                | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       455 | NS      | $40331.20     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERUS BIOSCIENCES, INC.                       | COHERUS BIOSCIENCES INC                    | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      1004 | NS      | $7951.68      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC.                                       | MOOG INC CLASS A                           | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       539 | NS      | $47302.64     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES, INC.           | APPLIED INDUSTRIAL TECH INC                | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      1177 | NS      | $148337.31    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORPORATION               | STANDEX INTERNATIONAL CORP                 | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       249 | NS      | $25500.09     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORPORATION                      | FEDERAL SIGNAL CORP                        | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      1851 | NS      | $86015.97     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORPORATION              | REX AMERICAN RESOURCES CORP                | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       473 | NS      | $15069.78     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION                | CHESAPEAKE UTILITIES CORPORATION           | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |       363 | NS      | $42899.34     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFICIENT, INC.                                | PERFICIENT INC                             | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |       603 | NS      | $42107.49     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                     | KAISER ALUMINUM CORP                       | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       487 | NS      | $36992.52     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS, INC.                            | HOSTESS BRANDS INC                         | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4087 | NS      | $91712.28     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.               | PRESTIGE CONSUMER HEALTHCARE INC           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1059 | NS      | $66293.40     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC.                                   | CARS COM INC                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      1890 | NS      | $26025.30     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS, INC.                        | EMPLOYERS HOLDINGS INC                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       424 | NS      | $18287.12     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                        | FABRINET                                   | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      1117 | NS      | $143221.74    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS, INC.                      | GREEN BRICK PARTNERS INC                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       829 | NS      | $20086.67     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                      | MATSON INC                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1153 | NS      | $72074.03     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUPANION, INC.                                 | TRUPANION INC                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      1074 | NS      | $51047.22     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INCORPORATED                           | GENTHERM INC                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       618 | NS      | $40349.22     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MR. COOPER GROUP INC.                           | MR COOPER GROUP INC                        | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      2154 | NS      | $86440.02     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HOLDINGS, INC.                          | PALOMAR HOLDINGS INC                       | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       770 | NS      | $34773.20     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU, INC.                                      | COHU INC                                   | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |       959 | NS      | $30735.95     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                            | FULGENT GENETICS INC                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       271 | NS      | $8070.38      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY, INC.                           | AVID TECHNOLOGY INC                        | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |       597 | NS      | $15874.23     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORPORATION                              | CORVEL CORPORATION                         | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       181 | NS      | $26304.73     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS, INC.                               | OSI SYSTEMS INC                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       244 | NS      | $19402.88     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GETTY REALTY CORP.                              | GETTY REALTY CORPORATION                   | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |       831 | NS      | $28129.35     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES, INC.                   | TOOTSIE ROLL INDS                          | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |       541 | NS      | $23030.37     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE CORPORATION                               | SABRE CORPORATION                          | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |      3809 | NS      | $23539.62     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR, INC.                                 | FRONTDOOR INC                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      1293 | NS      | $26894.40     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE, INC.                                    | STRIDE INC                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      1248 | NS      | $39037.44     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                           | VIR BIOTECHNOLOGY INC                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2317 | NS      | $58643.27     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                                       | ZYNEX INC                                  | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       663 | NS      | $9222.33      | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| ARCOSA, INC.                                    | ARCOSA INCORPORATED                        | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |       975 | NS      | $52981.50     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES, INC.                        | MUELLER INDUSTRIES INC                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      1736 | NS      | $102424.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                | HARMONY BIOSCIENCES HOLDINGS INC           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       906 | NS      | $49920.60     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA, INC                                       | CEVA INC                                   | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       432 | NS      | $11050.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST, INC.               | FOUR CORNERS PROPERTY TRUST INC            | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      1716 | NS      | $44495.88     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                           | STELLAR BANCORP INC                        | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      1356 | NS      | $39947.76     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANEX BUILDING PRODUCTS CORPORATION            | QUANEX BUILDING PRODUCTS CORPORATION       | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       577 | NS      | $13663.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTIMIZERx Corp                                 | OPTIMIZERX CORP                            | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       304 | NS      | $5107.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK NATIONAL CORPORATION                       | PARK NATIONAL CORP                         | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       442 | NS      | $62211.50     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                   | HAWKINS INC                                | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       578 | NS      | $22310.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORPORATION                     | WABASH NATIONAL CORP                       | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |       849 | NS      | $19187.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC.                                | UNITI GROUP INC                            | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      3259 | NS      | $18022.27     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DINE BRANDS GLOBAL, INC.                        | DINE BRANDS GLOBAL INC                     | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |       287 | NS      | $18540.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| S & T BANCORP, INC.                             | S T BANCORP INC                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       822 | NS      | $28095.96     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AGPXX                                           | Invesco Government & Agency Portfolio      | CUSIP: 825252885<br>LEI: N/A                  | N/A              | STIV             | RF                | US        |     74212 | NS      | $74212.25     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVERAMP HOLDINGS, INC.                         | LIVERAMP HOLDINGS INC                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      1116 | NS      | $26159.04     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES, INC.                   | AMN HEALTHCARE SERVICES                    | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      1323 | NS      | $136030.86    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORPORATION                  | PERDOCEO EDUCATION CORP                    | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      1292 | NS      | $17958.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J SNACK FOODS CORP.                         | J J SNACK FOODS CORP                       | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       456 | NS      | $68267.76     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ENSIGN GROUP, INC.                          | ENSIGN GROUP INC                           | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      1694 | NS      | $160269.34    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Xpel Inc                                        | XPEL INC                                   | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |       598 | NS      | $35915.88     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS, INC.                       | METHODE ELECTRONICS CLASS A                | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |       581 | NS      | $25778.97     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMMERCE, INC.                              | SPS COMMERCE INC                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      1100 | NS      | $141273.00    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVENT CORPORATION                              | LIVENT CORP                                | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      5476 | NS      | $108808.12    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC.                                   | HARMONIC INC                               | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      3218 | NS      | $42155.80     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS COUNTRY HEALTHCARE, INC.                  | CROSS COUNTRY HEALTHCARE INC               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      1081 | NS      | $28722.17     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA OUTDOOR INC.                              | VISTA OUTDOOR INC WI                       | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |       778 | NS      | $18959.86     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Ltd               | ALPHA OMEGA SEMICONDUCTOR LT               | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |       677 | NS      | $19341.89     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ANDERSONS, INC.                             | ANDERSONS INC THE                          | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       418 | NS      | $14625.82     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                                | CLEARFIELD INC                             | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |       349 | NS      | $32854.86     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CUTERA, INC.                                    | CUTERA INC                                 | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |       386 | NS      | $17068.92     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR, INC.                                 | MAXLINEAR INC                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      2207 | NS      | $74927.65     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMO GROUP INC.                                | ALAMO GROUP INC                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       230 | NS      | $32568.00     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOLIFE SOLUTIONS, INC.                         | BIOLIFE SOLUTIONS INC                      | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      1044 | NS      | $19000.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORPORATION                   | PROGRESS SOFTWARE CORP                     | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      1312 | NS      | $66190.40     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HILLS BANCORP, INC.                   | BERKSHIRE HILLS BANCORP INC                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       798 | NS      | $23860.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND, INC.                               | HILLENBRAND INC                            | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      2119 | NS      | $90417.73     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS, INC.                           | TREEHOUSE FOODS INC                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |       725 | NS      | $35800.50     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS, INC.                              | NMI HOLDINGS INC                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      1301 | NS      | $27190.90     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                      | WINNEBAGO INDUSTRIES                       | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       429 | NS      | $22608.30     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                         | TRIUMPH FINANCIAL INC                      | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       429 | NS      | $20965.23     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVEPERSON, INC.                                | LIVEPERSON INC                             | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |      1112 | NS      | $11275.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCER INTERNATIONAL INC.                       | MERCER INTERNATIONAL INC                   | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |       530 | NS      | $6169.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS, INC.                           | ADTRAN HOLDINGS INC                        | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      1489 | NS      | $27978.31     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                          | MARCUS MILLICHAP INC                       | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |       757 | NS      | $26078.65     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK AEROSPACE CORP.                            | PARK AEROSPACE CORP                        | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |       314 | NS      | $4210.74      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC.                      | ETHAN ALLEN INTERIORS INC                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       696 | NS      | $18388.32     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER COMPANY                         | MIDDLESEX WATER CO                         | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       344 | NS      | $27062.48     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS, INC.                     | MERIT MEDICAL SYSTEMS INC                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      1738 | NS      | $122737.56    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUCORA, INC.                                   | BLUCORA INC                                | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |      1461 | NS      | $37299.33     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HAVERTY FURNITURE COMPANIES, INC.               | HAVERTY FURNITURE CO INC                   | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |       206 | NS      | $6159.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS AIR WORLDWIDE HOLDINGS, INC.              | ATLAS AIR WORLDWIDE HOLDSINGS INC          | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       354 | NS      | $35683.20     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corporation                          | RANGER OIL CORP                            | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |       584 | NS      | $23611.12     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ONESPAN INC.                                    | ONESPAN INC                                | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |       527 | NS      | $5897.13      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND FINANCIAL CORPORATION                  | LAKELAND FINANCIAL CORP                    | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       774 | NS      | $56478.78     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                       | YELP INC                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      1234 | NS      | $33737.56     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR RESIDENTIAL REIT, INC.                   | ARMOUR RESIDENTIAL REIT INC                | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |      4034 | NS      | $22711.42     | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Regenxbio Inc                                   | REGENXBIO INC                              | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      1150 | NS      | $26082.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC.                          | VEECO INSTRUMENTS                          | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      1570 | NS      | $29170.60     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC.                                  | MYR GROUP INC DEL                          | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       253 | NS      | $23293.71     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE PHARMACEUTICALS, INC.                     | EAGLE PHARMACEUTICALS INC                  | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |       213 | NS      | $6225.99      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE WIRE CORPORATION                         | ENCORE WIRE CORP                           | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       561 | NS      | $77171.16     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| RUTH'S HOSPITALITY GROUP, INC.                  | RUTH S HOSPITALITY GROUP INC               | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |       481 | NS      | $7445.88      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                        | FIRST FINANCIAL BANCORP                    | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      1593 | NS      | $38598.39     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY, INC.                      | PATTERSON UTI ENERGY INC                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      4501 | NS      | $75796.84     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIDIAN BIOSCIENCE, INC.                       | MERIDIAN BIOSCIENCE INC                    | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      1336 | NS      | $44368.56     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUY'S HOLDINGS, INC.                           | CHUY S HOLDINGS INC                        | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       297 | NS      | $8405.10      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORPORATION                             | BALCHEM CORP                               | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       981 | NS      | $119789.91    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVISFIRST BANCSHARES, INC.                    | SERVISFIRST BANCSHARES INC                 | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1492 | NS      | $102813.72    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORPORATION                            | MATERION CORP                              | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       358 | NS      | $31328.58     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                     | OFG BANCORP                                | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      1452 | NS      | $40017.12     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD.                               | VECTOR GROUP LTD                           | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      1767 | NS      | $20956.62     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES, INC.                        | PACIRA BIOSCIENCES INC                     | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      1400 | NS      | $54054.00     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ANIKA THERAPEUTICS, INC.                        | ANIKA THERAPEUTICS INC                     | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |       232 | NS      | $6867.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| B. RILEY FINANCIAL, INC.                        | B RILEY FINANCIAL INC                      | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $8208.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                   | FIRST BANCORP N C                          | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       654 | NS      | $28017.36     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORPORATION                  | TOMPKINS FINANCIAL CORP                    | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |       246 | NS      | $19084.68     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.                        | APOGEE ENTERPRISES INC                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       386 | NS      | $17161.56     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. SILICA HOLDINGS, INC.                      | U S SILICA HLDGS INC                       | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      1341 | NS      | $16762.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MISTER CAR WASH, INC.                           | MISTER CAR WASH INC                        | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1233 | NS      | $11380.59     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| U. S. PHYSICAL THERAPY, INC.                    | U S PHYSICAL THERAPY INC                   | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       243 | NS      | $19690.29     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYNES INTERNATIONAL, INC.                      | HAYNES INTERNATIONAL INC                   | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |       254 | NS      | $11605.26     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS, INC.                        | BOOT BARN HOLDINGS INC                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       555 | NS      | $34698.60     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE, INC                                  | AMERISAFE INC                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |       321 | NS      | $16682.37     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN COMPANY                                  | STEPAN CO                                  | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       419 | NS      | $44606.74     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS, INC.                  | IRONWOOD PHARMACEUTICALS INC               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      2566 | NS      | $31792.74     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS, INC.                | VIRTUS INVESTMENT PARTNERS                 | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       105 | NS      | $20101.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP.                        | ENERPAC TOOL GROUP CORP                    | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      1145 | NS      | $29140.25     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM, INC.                   | COLUMBIA BANKING SYSTEM INC                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1248 | NS      | $37602.24     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SIMPLY GOOD FOODS COMPANY                   | SIMPLY GOOD FOODS CO THE                   | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2569 | NS      | $97699.07     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| MESA LABORATORIES, INC.                         | MESA LABORATORIES INC                      | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |        96 | NS      | $15956.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PIPER SANDLER COMPANIES                         | PIPER SANDLER COS                          | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       431 | NS      | $56111.89     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORPORATION                              | BANNER CORP                                | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1044 | NS      | $65980.80     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD.                          | NABORS INDUSTRIES LTD                      | CUSIP: G6359F137<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       186 | NS      | $28805.82     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC.                                | N B T BANCORP INC                          | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1308 | NS      | $56793.36     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSIDE BANCSHARES, INC.                      | SOUTHSIDE BANCSHARES INC                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |       539 | NS      | $19398.61     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc               | SUN COUNTRY AIRLINES HOLDINGS INC          | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       994 | NS      | $15764.84     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLON PETROLEUM COMPANY                        | CALLON PETROLEUM CO                        | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |       781 | NS      | $28967.29     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORPORATION                             | GLAUKOS CORP                               | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       976 | NS      | $42631.68     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB FINANCIAL CORP.                             | CVB FINANCIAL CORP                         | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4012 | NS      | $103309.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                      | ENANTA PHARMACEUTICALS INC                 | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |       232 | NS      | $10792.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                             | SANMINA CORP                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       806 | NS      | $46175.74     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUL CENTERS, INC.                              | SAUL CTRS INC                              | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       225 | NS      | $9153.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SURMODICS, INC.                                 | SURMODICS INC                              | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |       227 | NS      | $7745.24      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                        | FB FINANCIAL CORP                          | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       537 | NS      | $19407.18     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                          | ENPRO INDUSTRIES INC                       | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       635 | NS      | $69018.15     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories N.V.                          | CORE LABORATORIES N V                      | CUSIP: N22717107<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |       679 | NS      | $13763.33     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER PARFUMS, INC.                             | INTER PARFUMS INC                          | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       545 | NS      | $52603.40     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ENTERTAINMENT, INC.                      | GOLDEN ENTERTAINMENT INC                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       408 | NS      | $15259.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE & BUSTER'S ENTERTAINMENT, INC.             | DAVE BUSTER S ENTERTAINMEN                 | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |       718 | NS      | $25445.92     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN, INC.                            | FIRST HAWAIIAN INC                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      2027 | NS      | $52783.08     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS, INC.                              | A10 NETWORKS INC                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      1951 | NS      | $32445.13     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.                  | SUPERNUS PHARMACEUTICALS INC               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      1650 | NS      | $58855.50     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                           | CAL MAINE FOODS INC                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      1158 | NS      | $63053.10     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, INC.                                      | AAON INC                                   | CUSIP: 000360206<br>LEI: 549300ZHF0E5VM7PUD37 | Long             | EC               | CORP              | US        |      1284 | NS      | $96710.88     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE FINANCIAL CORPORATION                  | HERITAGE FINANCIAL CORP WA                 | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1072 | NS      | $32846.08     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO MORTGAGE CAPITAL INC.                   | INVESCO MORTGAGE CAPITAL INC               | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |       485 | NS      | $6174.05      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES, INC.                   | SOUTH JERSEY INDUSTRIES INC                | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      3738 | NS      | $132811.14    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP.                               | ADAPTHEALTH CORP                           | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2344 | NS      | $45051.68     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORPORATION                           | TRUSTMARK CORP                             | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      1284 | NS      | $44824.44     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTUREFUEL CORP.                                | FUTUREFUEL CORPORATION                     | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |       449 | NS      | $3650.37      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. FULLER COMPANY                             | H B FULLER CO                              | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      1042 | NS      | $74628.04     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MYERS INDUSTRIES, INC.                          | MYERS INDUSTRIES INC                       | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      1114 | NS      | $24764.22     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC.                   | ADTALEM GLOBAL EDUCATION INC               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      1386 | NS      | $49203.00     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                 | CSG SYSTEMS INTERNATIONAL INC              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       926 | NS      | $52967.20     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGI INTERNATIONAL INC.                         | DIGI INTERNATIONAL INC                     | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      1077 | NS      | $39364.35     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST, INC.                | NEXPOINT RESIDENTIAL TRUST INC             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       368 | NS      | $16015.36     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC.                                   | INNOSPEC INC                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       756 | NS      | $77762.16     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPHERE INVESTMENT GROUP INC..             | BRIGHTSPHERE INVESTMENT GROUP              | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       513 | NS      | $10557.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                  | EDGEWELL PERSONAL CARE CO                  | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |       759 | NS      | $29251.86     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP, INC.                                 | HUB GROUP INC CL A                         | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       449 | NS      | $35691.01     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                           | URBAN EDGE PROPERTIES                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1828 | NS      | $25756.52     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS, INC.             | DONNELLEY FINANCIAL SOLUTIONS INC          | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       382 | NS      | $14764.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDSAY CORPORATION                             | LINDSAY MANUFACTURING CO                   | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       335 | NS      | $54554.75     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Iteos Therapeutics Inc                          | ITEOS THERAPEUTICS INC                     | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       750 | NS      | $14647.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                                    | PLEXUS CORP                                | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       846 | NS      | $87078.78     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP.                         | NATIONAL BEVERAGE CORP                     | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |       484 | NS      | $22520.52     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BUCKLE, INC.                                | THE BUCKLE INC                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       623 | NS      | $28253.05     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS, INC.                          | EXTREME NETWORKS INC                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      4009 | NS      | $73404.79     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORPORATION                             | GRIFFON CORP                               | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      1445 | NS      | $51716.55     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                  | COLLEGIUM PHARMACEUTICAL INC               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      1024 | NS      | $23756.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 GLOBAL, INC.                                | NV5 GLOBAL INC                             | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       381 | NS      | $50413.92     | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| INSTALLED BUILDING PRODUCTS, INC.               | INSTALLED BUILDING PRODUCTS INC            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       472 | NS      | $40403.20     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES, INC.                      | NORTHWEST BANCSHARES INC MD                | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2016 | NS      | $28183.68     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC.                            | JACK IN THE BOX INC                        | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |       643 | NS      | $43871.89     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP, INC.                        | NORTHFIELD BANCORP INC DEL                 | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       693 | NS      | $10900.89     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS, INC.                                  | AGILYSYS INC                               | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |       605 | NS      | $47879.70     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| URSTADT BIDDLE PROPERTIES INC.                  | URSTADE BIDDLE                             | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |       520 | NS      | $9854.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES, INC.                      | AXCELIS TECHNOLOGIES INC                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      1003 | NS      | $79598.08     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT, LTD.                          | MARTEN TRANSPORT LTD                       | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1758 | NS      | $34773.24     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC.                               | STONEX GROUP INC                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       525 | NS      | $50032.50     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES, INC.                         | CIVITAS RESOURCES INC                      | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      1585 | NS      | $91819.05     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                 | O I GLASS INC                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2179 | NS      | $36106.03     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                  | CALIFORNIA WATER SERVICE GROUP             | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      1038 | NS      | $62944.32     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HIBBETT, INC.                                   | HIBBETT INC                                | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |       208 | NS      | $14189.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA HOFFLER PROPERTIES, INC.                 | ARMADA HOFFLER PPTYS INC                   | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |      1343 | NS      | $15444.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID BIOSERVICES, INC.                          | AVID BIOSERVICES INC                       | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |      1309 | NS      | $18024.93     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS, INC.                       | ANI PHARMACEUTICALS INC                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       194 | NS      | $7804.62      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS, INC.                           | DORMAN PRODUCTS INC                        | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       864 | NS      | $69871.68     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION             | SIX FLAGS ENTERTAINMENT CORPORATION        | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |       972 | NS      | $22599.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSCRIPTS HEALTHCARE SOLUTIONS, INC.           | ALLSCRIPTS HEALTHCARE SOLUTIONS INC        | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |      3335 | NS      | $58829.40     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORPORATION                               | BRADY CORP                                 | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       920 | NS      | $43332.00     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY               | NORTHWEST NATURAL HOLDING CO               | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       686 | NS      | $32646.74     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EPLUS INC.                                      | EPLUS INC                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       394 | NS      | $17446.32     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT, INC.                             | AEROVIRONMENT INC                          | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |       763 | NS      | $65358.58     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES, INC.                            | UFP INDUSTRIES INC                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      1881 | NS      | $149069.25    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                              | INTERDIGITAL INC                           | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |       906 | NS      | $44828.88     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK, INC.                              | SHUTTERSTOCK INC                           | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       352 | NS      | $18557.44     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER COMPANY                   | AMERICAN STATES WATER CO                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       779 | NS      | $72096.45     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS, INC.                          | NETSCOUT SYSTEMS INC                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      2096 | NS      | $68140.96     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                   | ASBURY AUTOMOTIVE GROUP INC                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       304 | NS      | $54492.00     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC.                          | ESCO TECHNOLOGIES INC                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       537 | NS      | $47008.98     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY HOLDING COMPANY                            | CITY HOLDING CO                            | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       452 | NS      | $42076.68     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| STURM, RUGER & COMPANY, INC.                    | STURM RUGER COMPANY                        | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |       329 | NS      | $16653.98     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW GROUP                                       | SJW CORP                                   | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       814 | NS      | $66088.66     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHSTREAM, INC.                              | HEALTHSTREAM INC                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       472 | NS      | $11724.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MONARCH CASINO & RESORT, INC.                   | MONARCH CASINO RESORT INC                  | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       405 | NS      | $31140.45     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                             | PAYONEER GLOBAL INC                        | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2620 | NS      | $14331.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN INTERNATIONAL, INC.                         | ATN INTERNATIONAL INC                      | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |       327 | NS      | $14816.37     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES, INC.                        | TRINITY INDUSTRIES INC                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      1466 | NS      | $43349.62     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS, INC.                 | CONSENSUS CLOUD SOLUTIONS INC              | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       366 | NS      | $19676.16     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                                    | LESLIE S INC                               | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2942 | NS      | $35921.82     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMULATIONS PLUS, INC.                          | SIMULATIONS PLUS INC                       | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       328 | NS      | $11994.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITIL CORPORATION                              | UNITIL CORP                                | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       490 | NS      | $25166.40     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE, INC.                                | WISDOMTREE INC                             | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      1904 | NS      | $10376.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL, INC.                         | Veris Residential Inc                      | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1355 | NS      | $21585.15     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIFAST, INC.                                  | MEDIFAST INC                               | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |       334 | NS      | $38526.90     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC.                                       | GOGO INC                                   | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      1288 | NS      | $19010.88     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS INCORPORATED             | LIGAND PHARMACEUTICALS                     | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       264 | NS      | $17635.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER, INC.                              | BADGER METER INC                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       893 | NS      | $97363.79     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                           | OXFORD INDUSTRIES INC                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       319 | NS      | $29724.42     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTER PROGRAMS AND SYSTEMS, INC.             | COMPUTER PROGRAMS SYSTEMS INC              | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |       231 | NS      | $6287.82      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                         | CUSTOMERS BANCORP INC                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       466 | NS      | $13206.44     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                                  | AMERIS BANCORP                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1214 | NS      | $57227.96     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Quinstreet Inc                                  | QUINSTREET INC                             | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |       800 | NS      | $11480.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH REALTY INCOME TRUST            | UNIVERSAL HEALTH CARE REALTY INCOME TRUST  | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |       252 | NS      | $12027.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS, INCORPORATED                      | CYTOKINETICS INC                           | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      2889 | NS      | $132373.98    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES, INC.                            | LTC PROPERTIES INC                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |       803 | NS      | $28530.59     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                   | AMPHASTAR PHARMACEUTICALS INC              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      1151 | NS      | $32251.02     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES, INC.                 | DIME COMMUNITY BANCSHARES                  | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       989 | NS      | $31479.87     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOAST BANKING CORPORATION OF FLORIDA         | SEACOAST BANKING CORP OF FLORIDA           | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      1173 | NS      | $36585.87     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 COMPANY                                   | WD 40 CO                                   | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       270 | NS      | $43526.70     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INSURANCE GROUP, INC.                    | SAFETY INSURANCE GROUP INC                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       256 | NS      | $21570.56     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORPORATION                             | VERICEL CORP                               | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |       822 | NS      | $21651.48     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CORSAIR GAMING, INC.                            | CORSAIR GAMING INC                         | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |       657 | NS      | $8915.49      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT, INC.                                  | EXPONENT INC                               | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      1067 | NS      | $105729.03    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE AND SOFFA INDUSTRIES, INC.              | KULICKE SOFA INDUSTRIES                    | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      1772 | NS      | $78428.72     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES, INC.                          | SPX TECHNOLOGIES INC                       | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       855 | NS      | $56130.75     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN INTERNATIONAL, INC.                       | TITAN INTERNATIONAL INC                    | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |      1554 | NS      | $23807.28     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniqure NV                                      | UNIQURE NV                                 | CUSIP: N90064101<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |      1258 | NS      | $28518.86     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL ENERGY INC.                              | CONSOL ENERGY INC                          | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      1001 | NS      | $65065.00     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL TURBINE, INC.                           | DIGITAL TURBINE INC                        | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      1761 | NS      | $26837.64     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTCO BANK CORP N Y                           | TRUSTCO BANK CORP NY                       | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       384 | NS      | $14434.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT, INC.                            | CARETRUST REIT INC                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      1836 | NS      | $34112.88     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** ProFunds

**Signature:** Denise Lewis

**Name of Signer:** Denise Lewis

**Title:** Treasurer and Principal Financial Officer