# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0000940400-26-012583
**Filing Date:** 2026-3
**Character Count:** 160054
**Document Hash:** a23e4ad893f8a3bac9858880bffe8a3f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012583.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000940400-26-012583

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 26820115

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $935735382.98

**Total Liabilities:** $6865073.20

**Net Assets:** $928870309.78

**Cash Not Reported:** $14852078.19

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000040529 | 3.47%                | 0.15%                | 6.90%                |
| Class ID C000040531 | 3.46%                | 0.09%                | 6.82%                |
| Class ID C000040532 | 3.51%                | 0.18%                | 6.93%                |
| Class ID C000058988 | 3.47%                | 0.10%                | 6.89%                |
| Class ID C000058989 | 3.49%                | 0.15%                | 6.92%                |
| Class ID C000158459 | 3.51%                | 0.16%                | 6.93%                |
| Class ID C000201745 | 3.51%                | 0.16%                | 6.93%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3032163.85              | $25061869.66                               |
| Month 2  | $3485033.09              | $-4154095.34                               |
| Month 3  | $12644626.70             | $46778963.50                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO MERCANTILE EXCHANGE INC.               | E-MINI RUSS 2000                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       127 | NC      | $-178527.22   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                   | La-Z-Boy Inc                                   | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     56155 | NS      | $2044603.55   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc                                | Solid Power Inc                                | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    435928 | NS      | $1952957.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc                  | Southern First Bancshares Inc                  | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9849 | NS      | $541104.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                       | Phillips Edison & Co Inc                       | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |    149196 | NS      | $5405371.08   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                   | Sanmina Corp                                   | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     32433 | NS      | $4595107.44   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                               | ACM Research Inc                               | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     36346 | NS      | $2112429.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co Inc                 | Petco Health & Wellness Co Inc                 | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |    132541 | NS      | $356535.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                | Otter Tail Corp                                | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73101 | NS      | $6517685.16   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                 | Trustmark Corp                                 | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     98504 | NS      | $4188390.08   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC Pharmaceuticals Inc                       | ORIC Pharmaceuticals Inc                       | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |     28186 | NS      | $289188.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                         | Sana Biotechnology Inc                         | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    202033 | NS      | $895006.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                         | Keros Therapeutics Inc                         | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29309 | NS      | $524924.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                           | First Merchants Corp                           | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     63535 | NS      | $2526151.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BioAge Labs Inc                                | BioAge Labs Inc                                | CUSIP: 09077V100<br>LEI: 529900NG0C40250Z7875 | Long             | EC               | CORP              | US        |     13880 | NS      | $263581.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                     | Sunrun Inc                                     | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     53417 | NS      | $1014923.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                      | Smith & Wesson Brands Inc                      | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |    127306 | NS      | $1390181.52   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc / US                      | Ivanhoe Electric Inc / US                      | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87591 | NS      | $1496930.19   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                   | Terawulf Inc                                   | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |     36131 | NS      | $483071.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                               | Radian Group Inc                               | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     58234 | NS      | $1915898.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc                        | Global Medical REIT Inc                        | CUSIP: 37954A303<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |     46652 | NS      | $1611360.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp                      | Zeta Global Holdings Corp                      | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |    112290 | NS      | $2086348.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                 | NexPoint Residential Trust Inc                 | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |    167254 | NS      | $5054415.88   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                   | Gentherm Inc                                   | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     36677 | NS      | $1172196.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                          | Playtika Holding Corp                          | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | IL        |     53527 | NS      | $193767.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon Inc                                    | Annexon Inc                                    | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    358543 | NS      | $2237308.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                            | Glacier Bancorp Inc                            | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    121983 | NS      | $6182098.44   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group I                 | Montrose Environmental Group Inc               | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |    205824 | NS      | $4585758.72   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                         | Oportun Financial Corp                         | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |    197288 | NS      | $1069300.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                        | EnerSys                                        | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      6298 | NS      | $1134836.62   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Lottery PLC                         | Brightstar Lottery PLC                         | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |    323575 | NS      | $4685366.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                   | Cadence Bank                                   | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     50459 | NS      | $2124828.49   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                     | Enanta Pharmaceuticals Inc                     | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     51374 | NS      | $662724.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                    | Vaxcyte Inc                                    | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     55152 | NS      | $2954492.64   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                      | Liberty Latin America Ltd                      | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |    358852 | NS      | $2770337.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                               | TriCo Bancshares                               | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72925 | NS      | $3633123.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill Ltd                                   | Seadrill Ltd                                   | CUSIP: 000000000<br>LEI: 213800EQ6L456U2JCO89 | Long             | EC               | CORP              | BM        |     63281 | NS      | $2435052.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                     | Sabra Health Care REIT Inc                     | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    326602 | NS      | $6117255.46   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings                 | Arcturus Therapeutics Holdings Inc             | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39407 | NS      | $294370.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                                 | Plug Power Inc                                 | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |    509556 | NS      | $1077710.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| 1st Source Corp                                | 1st Source Corp                                | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28031 | NS      | $1887327.23   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc                       | Aclaris Therapeutics Inc                       | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |    199001 | NS      | $698493.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                   | AtriCure Inc                                   | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |     29426 | NS      | $1086702.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                     | Inogen Inc                                     | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |    159231 | NS      | $939462.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                   | Ameresco Inc                                   | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |     16443 | NS      | $515323.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                             | Aspen Aerogels Inc                             | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97651 | NS      | $329083.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alumis Inc                                     | Alumis Inc                                     | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8198 | NS      | $200932.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                   | Glaukos Corp                                   | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     22135 | NS      | $2642476.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                     | ServisFirst Bancshares Inc                     | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23069 | NS      | $1888197.65   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                           | TTM Technologies Inc                           | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    125739 | NS      | $12347569.80  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                               | Hope Bancorp Inc                               | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    192868 | NS      | $2310558.64   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                             | Middlesex Water Co                             | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22413 | NS      | $1173992.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc                                 | Gray Media Inc                                 | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    348632 | NS      | $1572330.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                     | Preformed Line Products Co                     | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |      3570 | NS      | $895855.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Lt                 | Pangaea Logistics Solutions Ltd                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149465 | NS      | $1267463.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                  | PRA Group Inc                                  | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     48736 | NS      | $623333.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Larimar Therapeutics Inc                       | Larimar Therapeutics Inc                       | CUSIP: 517125100<br>LEI: 529900NCBZHTTJV6HX73 | Long             | EC               | CORP              | US        |    203916 | NS      | $721862.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                        | RXO Inc                                        | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |    120366 | NS      | $1754936.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                              | Prothena Corp PLC                              | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |     34220 | NS      | $301478.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                        | BrightSpire Capital Inc                        | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |    253431 | NS      | $1515517.38   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                       | Par Pacific Holdings Inc                       | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     55703 | NS      | $2102231.22   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                               | Pitney Bowes Inc                               | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     17878 | NS      | $186467.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                               | AMC Networks Inc                               | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     72256 | NS      | $557093.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                   | Conduent Inc                                   | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    529145 | NS      | $735511.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc                 | AMC Entertainment Holdings Inc                 | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |    330658 | NS      | $459614.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Clean Energy Fuels Corp                        | Clean Energy Fuels Corp                        | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |    258632 | NS      | $568990.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                    | BayCom Corp                                    | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |     65001 | NS      | $1896729.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartstop Self Storage REIT In                 | Smartstop Self Storage REIT Inc                | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |    169302 | NS      | $5322854.88   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Entertainment Corp                       | Starz Entertainment Corp                       | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |      6409 | NS      | $64025.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp                                 | NETSTREIT Corp                                 | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |     46376 | NS      | $873723.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                | NeoGenomics Inc                                | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135455 | NS      | $1633587.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                       | DNOW Inc                                       | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    389496 | NS      | $5916444.24   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                  | Interface Inc                                  | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     73060 | NS      | $2299198.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                           | Fulgent Genetics Inc                           | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     27596 | NS      | $723015.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                         | Cathay General Bancorp                         | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     62122 | NS      | $3179403.96   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I                 | Provident Financial Services Inc               | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     97562 | NS      | $2160022.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                             | SmartFinancial Inc                             | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2077 | NS      | $82913.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                             | Ready Capital Corp                             | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |     97861 | NS      | $208443.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                    | Kennedy-Wilson Holdings Inc                    | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |    364770 | NS      | $3592984.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                              | Shoe Carnival Inc                              | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129882 | NS      | $2475550.92   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                            | Guardant Health Inc                            | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      6325 | NS      | $721303.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Perma-Fix Environmental Servic                 | Perma-Fix Environmental Services Inc           | CUSIP: 714157203<br>LEI: 54930015OVD1T5P12U15 | Long             | EC               | CORP              | US        |      9274 | NS      | $141613.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Lt                 | Alpha & Omega Semiconductor Ltd                | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |     35641 | NS      | $787666.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                  | Consensus Cloud Solutions Inc                  | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91342 | NS      | $1951065.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                         | Boot Barn Holdings Inc                         | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      3413 | NS      | $609152.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                       | Fabrinet                                       | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |       727 | NS      | $355822.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd                      | Greenlight Capital Re Ltd                      | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |     12732 | NS      | $176592.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                             | Graham Holdings Co                             | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      5396 | NS      | $6295135.48   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc                         | Columbia Financial Inc                         | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |      5692 | NS      | $92608.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                  | Capitol Federal Financial Inc                  | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    449565 | NS      | $3272833.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                   | Texas Capital Bancshares Inc                   | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     52042 | NS      | $5265089.14   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                   | Sunstone Hotel Investors Inc                   | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     14253 | NS      | $124998.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp                            | Verra Mobility Corp                            | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     57301 | NS      | $1105909.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                              | Revolve Group Inc                              | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6252 | NS      | $172867.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                 | Green Dot Corp                                 | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36250 | NS      | $441525.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                        | First Financial Bancorp                        | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    110179 | NS      | $3166544.46   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                               | HealthEquity Inc                               | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      6622 | NS      | $567306.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc                     | Core Natural Resources Inc                     | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     29516 | NS      | $2815236.08   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                   | WesBanco Inc                                   | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132475 | NS      | $4675042.75   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc                 | First Community Bankshares Inc                 | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3174 | NS      | $114327.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc                              | JAKKS Pacific Inc                              | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |     22076 | NS      | $403328.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd                    | Nordic American Tankers Ltd                    | CUSIP: 000000000<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | NO        |    912448 | NS      | $3795783.68   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                              | PC Connection Inc                              | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     12227 | NS      | $719069.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C                 | Stewart Information Services Corp              | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     74288 | NS      | $5009239.84   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions Inc                        | Perimeter Solutions Inc                        | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45451 | NS      | $1188543.65   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust In                 | Four Corners Property Trust Inc                | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     72113 | NS      | $1777585.45   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc                  | MasterCraft Boat Holdings Inc                  | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |    122038 | NS      | $2627478.14   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Amprius Technologies Inc                       | Amprius Technologies Inc                       | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7306 | NS      | $90886.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                        | G-III Apparel Group Ltd                        | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |    101457 | NS      | $2977762.95   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                   | Oil States International Inc                   | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |    141378 | NS      | $1197471.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc                           | Northrim BanCorp Inc                           | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |     32209 | NS      | $758844.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc                    | LifeStance Health Group Inc                    | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123341 | NS      | $872020.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                            | OneWater Marine Inc                            | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38021 | NS      | $504918.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGO THERAPEUTICS INC                         | CARGO THERAPEUTICS INC                         | CUSIP: 141CVR019<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85069 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Brookfield Infrastructure Corp                 | Brookfield Infrastructure Corp                 | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | US        |      6102 | NS      | $291980.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                        | Brandywine Realty Trust                        | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    952664 | NS      | $2696039.12   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                 | Proto Labs Inc                                 | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     42684 | NS      | $2247312.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings                  | Sun Country Airlines Holdings Inc              | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     11366 | NS      | $199359.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                        | Energy Fuels Inc/Canada                        | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | US        |     85565 | NS      | $1920078.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Avista Corp                                    | Avista Corp                                    | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     22806 | NS      | $941659.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                                | OPKO Health Inc                                | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |   1911341 | NS      | $2408289.66   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                          | ICF International Inc                          | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |     36694 | NS      | $3421715.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc                      | Allogene Therapeutics Inc                      | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    322453 | NS      | $593313.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                               | Haemonetics Corp                               | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      1964 | NS      | $130920.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                   | Artivion Inc                                   | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     15779 | NS      | $643309.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                     | Amneal Pharmaceuticals Inc                     | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126503 | NS      | $1730561.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                  | AMERISAFE Inc                                  | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     72387 | NS      | $2722475.07   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                              | Tutor Perini Corp                              | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     97844 | NS      | $7718913.16   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                            | Kodiak Sciences Inc                            | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |     77808 | NS      | $1771688.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                    | Aurinia Pharmaceuticals Inc                    | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |      5829 | NS      | $84695.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                    | SkyWest Inc                                    | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     70396 | NS      | $6794621.92   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                           | Hancock Whitney Corp                           | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     95528 | NS      | $6572326.40   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Tectonic Therapeutic Inc                       | Tectonic Therapeutic Inc                       | CUSIP: 878972108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5156 | NS      | $103068.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                     | Thermon Group Holdings Inc                     | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     83286 | NS      | $3768691.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Nano-X Imaging Ltd                             | Nano-X Imaging Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     16543 | NS      | $45162.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cleanspark Inc                                 | Cleanspark Inc                                 | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |    211033 | NS      | $2498630.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                  | United Community Banks Inc/GA                  | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    158915 | NS      | $5471443.45   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                  | O-I Glass Inc                                  | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    316926 | NS      | $4842629.28   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals                  | United States Lime & Minerals Inc              | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |     20949 | NS      | $2524982.97   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                      | Minerals Technologies Inc                      | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     96888 | NS      | $6371354.88   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Burford Capital Ltd                            | Burford Capital Ltd                            | CUSIP: 000000000<br>LEI: 549300FUKUWFYJMT2277 | Long             | EC               | CORP              | US        |     56406 | NS      | $546574.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                     | Apple Hospitality REIT Inc                     | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    497437 | NS      | $5790166.68   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Co                               | Eastman Kodak Co                               | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |     96504 | NS      | $706409.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc                              | Cipher Mining Inc                              | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |    118735 | NS      | $1895010.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                         | Primoris Services Corp                         | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      6779 | NS      | $1004986.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                     | Fluor Corp                                     | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |    132233 | NS      | $6107842.27   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                      | Haverty Furniture Cos Inc                      | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |    123936 | NS      | $3138059.52   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                      | Emergent BioSolutions Inc                      | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     32585 | NS      | $369513.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                      | Rigel Pharmaceuticals Inc                      | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |     36534 | NS      | $1273575.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                      | GATX Corp                                      | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     10981 | NS      | $1997553.71   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                            | Scorpio Tankers Inc                            | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |     25038 | NS      | $1592917.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                    | PCB Bancorp                                    | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |     21120 | NS      | $473932.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                         | Energizer Holdings Inc                         | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |    125928 | NS      | $2749008.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Accendra Health Inc                            | Accendra Health Inc                            | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     30888 | NS      | $68262.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                             | Douglas Emmett Inc                             | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    436190 | NS      | $4606166.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                  | Adaptive Biotechnologies Corp                  | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     90808 | NS      | $1679948.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc                          | Vera Therapeutics Inc                          | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36358 | NS      | $1572847.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Octave Specialty Group Inc                     | Octave Specialty Group Inc                     | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |    225144 | NS      | $1276566.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                            | Acadia Realty Trust                            | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |     37043 | NS      | $741230.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                                 | Portillo's Inc                                 | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    248540 | NS      | $1404251.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                            | Walker & Dunlop Inc                            | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9760 | NS      | $613806.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                  | Cable One Inc                                  | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |     33971 | NS      | $2751311.29   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Real Estate Finance I                 | Nexpoint Real Estate Finance Inc               | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6901 | NS      | $101927.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| York Water Co/The                              | York Water Co/The                              | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20083 | NS      | $674387.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                  | LGI Homes Inc                                  | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     18894 | NS      | $946778.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                           | Manitowoc Co Inc/The                           | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |    113961 | NS      | $1472376.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                          | Alphatec Holdings Inc                          | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     15593 | NS      | $231244.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                  | Golar LNG Ltd                                  | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |    145953 | NS      | $5924232.27   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                          | ProPetro Holding Corp                          | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60990 | NS      | $700775.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                              | Borr Drilling Ltd                              | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | BM        |    466056 | NS      | $2181142.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                | Macerich Co/The                                | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    122142 | NS      | $2312148.06   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                 | Stitch Fix Inc                                 | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |    279699 | NS      | $1342555.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                                | Marcus Corp/The                                | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     33540 | NS      | $506118.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                   | OmniAb, Inc.                                   | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2023 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GCM Grosvenor Inc                              | GCM Grosvenor Inc                              | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61718 | NS      | $698647.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aebi Schmidt Holding AG                        | Aebi Schmidt Holding AG                        | CUSIP: 000000000<br>LEI: 506700TN58RT735OV464 | Long             | EC               | CORP              | CH        |     67654 | NS      | $990454.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp                                     | Hut 8 Corp                                     | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |     56693 | NS      | $3165170.19   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                   | Invesco Mortgage Capital Inc                   | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |    227790 | NS      | $1956716.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                       | Silicon Laboratories Inc                       | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      6702 | NS      | $954699.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services Inc                     | Ranger Energy Services Inc                     | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |     13684 | NS      | $211007.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Machines Inc                         | Intuitive Machines Inc                         | CUSIP: 46125A100<br>LEI: 254900386IE2PEPLVM59 | Long             | EC               | CORP              | US        |     41538 | NS      | $788806.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                        | Tompkins Financial Corp                        | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      1640 | NS      | $131396.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                                   | SFL Corp Ltd                                   | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | NO        |    465666 | NS      | $4125800.76   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc/US                                  | N-able Inc/US                                  | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42490 | NS      | $257914.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                      | Ennis Inc                                      | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85187 | NS      | $1660294.63   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                    | Enovis Corp                                    | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     41395 | NS      | $912345.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                            | Ladder Capital Corp                            | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |    318181 | NS      | $3490445.57   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                        | Denali Therapeutics Inc                        | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |    336590 | NS      | $7317466.60   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                               | Coeur Mining Inc                               | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    360128 | NS      | $7361016.32   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc                      | Construction Partners Inc                      | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |      3343 | NS      | $367328.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                          | ATN International Inc                          | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      7802 | NS      | $188730.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc                         | Microvast Holdings Inc                         | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |    156016 | NS      | $408761.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc                          | Core Laboratories Inc                          | CUSIP: 21867A105<br>LEI: 984500040P5J07V43135 | Long             | EC               | CORP              | US        |    163315 | NS      | $3191175.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                 | First Financial Bankshares Inc                 | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     17607 | NS      | $560254.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                             | Park National Corp                             | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |      9075 | NS      | $1478680.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Olema Pharmaceuticals Inc                      | Olema Pharmaceuticals Inc                      | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32299 | NS      | $830730.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Terns Pharmaceuticals Inc                      | Terns Pharmaceuticals Inc                      | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |    118027 | NS      | $4083734.20   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Septerna Inc                                   | Septerna Inc                                   | CUSIP: 81734D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74235 | NS      | $1732644.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc                         | Puma Biotechnology Inc                         | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125300 | NS      | $811944.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc                               | FRP Holdings Inc                               | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53348 | NS      | $1275550.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                        | Republic Bancorp Inc/KY                        | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12643 | NS      | $918008.23    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                            | Bloomin' Brands Inc                            | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     33318 | NS      | $199908.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                       | Encore Capital Group Inc                       | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |    114911 | NS      | $6343087.20   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                      | Viridian Therapeutics Inc                      | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |     33168 | NS      | $1094544.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings I                 | Universal Insurance Holdings Inc               | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     84739 | NS      | $2580302.55   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                             | Corsair Gaming Inc                             | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |    107451 | NS      | $548000.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group SGHC Ltd                           | Super Group SGHC Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |     85052 | NS      | $805442.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                  | Business First Bancshares Inc                  | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     22881 | NS      | $644557.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp                   | American Superconductor Corp                   | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |     13660 | NS      | $408707.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing                  | American Axle & Manufacturing Holdings Inc     | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |    425874 | NS      | $3394215.78   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                        | Century Communities Inc                        | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     88819 | NS      | $5593820.62   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                            | Myriad Genetics Inc                            | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |    361364 | NS      | $2030865.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                 | Central Pacific Financial Corp                 | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     29955 | NS      | $975634.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co                              | Matrix Service Co                              | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |    104620 | NS      | $1498158.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Holdings Inc                   | Cooper-Standard Holdings Inc                   | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |     64987 | NS      | $2038642.19   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                          | Alerus Financial Corp                          | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |     43639 | NS      | $1074392.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                         | Nurix Therapeutics Inc                         | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112122 | NS      | $1852255.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                        | Dream Finders Homes Inc                        | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66458 | NS      | $1222162.62   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                     | Vishay Intertechnology Inc                     | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    292435 | NS      | $5892565.25   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                               | NMI Holdings Inc                               | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     17166 | NS      | $664667.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc                   | Washington Trust Bancorp Inc                   | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     72441 | NS      | $2489797.17   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexeo Therapeutics Inc                         | Lexeo Therapeutics Inc                         | CUSIP: 52886X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78224 | NS      | $579639.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                    | ONE Gas Inc                                    | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     97493 | NS      | $7756543.08   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                            | Mercury Systems Inc                            | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     40998 | NS      | $3848892.24   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                     | Diodes Inc                                     | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |    110857 | NS      | $6561625.83   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                    | Enhabit Inc                                    | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |    238330 | NS      | $2533447.90   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                 | Transocean Ltd                                 | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |    548473 | NS      | $2725910.81   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                       | Atea Pharmaceuticals Inc                       | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63574 | NS      | $269553.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Palladyne AI Corp                              | Palladyne AI Corp                              | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87273 | NS      | $569019.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Helix Energy Solutions Group I                 | Helix Energy Solutions Group Inc               | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    201232 | NS      | $1597782.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                                     | Fastly Inc                                     | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |    264540 | NS      | $2446995.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                  | International Bancshares Corp                  | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     70831 | NS      | $4932670.84   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                   | HB Fuller Co                                   | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     19540 | NS      | $1174354.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOR Marine Holdings Inc                     | SEACOR Marine Holdings Inc                     | CUSIP: 78413P101<br>LEI: 5493003LNKFW1W43N030 | Long             | EC               | CORP              | US        |     53287 | NS      | $355957.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                  | Bandwidth Inc                                  | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     58289 | NS      | $814297.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                           | Rush Enterprises Inc                           | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     32751 | NS      | $2102286.69   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine Inc                             | Prime Medicine Inc                             | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    242769 | NS      | $924949.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                               | Black Hills Corp                               | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     41188 | NS      | $3005900.24   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr                 | Essential Properties Realty Trust Inc          | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    112584 | NS      | $3418050.24   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |   8380986 | NS      | $8380986.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Bulkers Holdings Ltd                 | Costamare Bulkers Holdings Ltd                 | CUSIP: 000000000<br>LEI: 529900XOR3ESNE5WKB78 | Long             | EC               | CORP              | MC        |     22939 | NS      | $379181.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MBX Biosciences Inc                            | MBX Biosciences Inc                            | CUSIP: 55287L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11357 | NS      | $418505.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                       | IonQ Inc                                       | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |      3497 | NS      | $139810.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                | iHeartMedia Inc                                | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76747 | NS      | $248660.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                 | Community Healthcare Trust Inc                 | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |     64926 | NS      | $1121921.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapport Therapeutics Inc                       | Rapport Therapeutics Inc                       | CUSIP: 75383L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25504 | NS      | $678661.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Energy Corp                             | Encore Energy Corp                             | CUSIP: 29259W700<br>LEI: 5299007FNX2NVNJM3O59 | Long             | EC               | CORP              | CA        |    144818 | NS      | $460521.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Westamerica BanCorp                            | Westamerica BanCorp                            | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |     11342 | NS      | $573678.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Inc                                   | EyePoint Inc                                   | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |     11363 | NS      | $153627.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                   | LivaNova PLC                                   | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     27202 | NS      | $1787443.42   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                     | Xenia Hotels & Resorts Inc                     | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    314302 | NS      | $4635954.50   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp                           | Applied Digital Corp                           | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |      9818 | NS      | $332633.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                               | Cytokinetics Inc                               | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      7949 | NS      | $502297.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                     | Alight Inc                                     | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |   1809991 | NS      | $2769286.23   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ChoiceOne Financial Services I                 | ChoiceOne Financial Services Inc               | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10354 | NS      | $297056.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Timberland Bancorp Inc/WA                      | Timberland Bancorp Inc/WA                      | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8608 | NS      | $335195.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd                                  | Herbalife Ltd                                  | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |     28175 | NS      | $485737.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc                    | Custom Truck One Source Inc                    | CUSIP: 23204X103<br>LEI: 2549008QOVAS9KBZ4E50 | Long             | EC               | CORP              | US        |     97966 | NS      | $619145.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                    | REX American Resources Corp                    | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17190 | NS      | $581193.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                  | Renasant Corp                                  | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |    132194 | NS      | $4985035.74   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                           | Associated Banc-Corp                           | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    208546 | NS      | $5684963.96   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Cor                 | Entravision Communications Corp                | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     32427 | NS      | $97605.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc                                    | RxSight Inc                                    | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5391 | NS      | $46847.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings Inc                        | BigBear.ai Holdings Inc                        | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Long             | EC               | CORP              | US        |    130426 | NS      | $657347.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| OmniAb, Inc.                                   | OmniAb, Inc.                                   | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2023 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DHT Holdings Inc                               | DHT Holdings Inc                               | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | BM        |    213764 | NS      | $3063238.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                             | Origin Bancorp Inc                             | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     86771 | NS      | $3716401.93   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Therapeutics Inc                      | Cullinan Therapeutics Inc                      | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81902 | NS      | $979547.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                    | Monte Rosa Therapeutics Inc                    | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50863 | NS      | $1043708.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc                                | Hyster-Yale Inc                                | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13066 | NS      | $437057.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                        | CNO Financial Group Inc                        | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     42810 | NS      | $1800160.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc                              | Legalzoom.com Inc                              | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     48876 | NS      | $434507.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                         | Array Technologies Inc                         | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |     60472 | NS      | $684845.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                            | Titan Machinery Inc                            | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     13037 | NS      | $212111.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                   | Navient Corp                                   | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    104841 | NS      | $1028490.21   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C                 | First Commonwealth Financial Corp              | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     17171 | NS      | $309593.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                 | Praxis Precision Medicines Inc                 | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13227 | NS      | $4153278.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                  | MaxLinear Inc                                  | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    190824 | NS      | $3310796.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                          | Veris Residential Inc                          | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |    215133 | NS      | $3267870.27   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific Inc                            | Core Scientific Inc                            | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |     29343 | NS      | $527880.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                             | ABM Industries Inc                             | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     10557 | NS      | $486044.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                        | Valley National Bancorp                        | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      8625 | NS      | $107467.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                     | Safety Insurance Group Inc                     | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     71016 | NS      | $5588959.20   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                               | Movado Group Inc                               | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |    144751 | NS      | $3300322.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                 | Ameris Bancorp                                 | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     76341 | NS      | $6154611.42   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co                             | Investors Title Co                             | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2565 | NS      | $665412.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                               | Essent Group Ltd                               | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     44361 | NS      | $2791194.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                      | Stepan Co                                      | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     70422 | NS      | $4057011.42   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc                    | German American Bancorp Inc                    | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75719 | NS      | $3185498.33   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                   | Visteon Corp                                   | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     60415 | NS      | $5489306.90   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                    | Cerence Inc                                    | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |    120941 | NS      | $1370261.53   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                  | Costamare Inc                                  | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MC        |    254516 | NS      | $4270778.48   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                       | Patterson-UTI Energy Inc                       | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    541449 | NS      | $4077110.97   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                     | Arcosa Inc                                     | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     30547 | NS      | $3496715.09   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc                              | Spok Holdings Inc                              | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |    112665 | NS      | $1551397.05   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Critical Metals Corp                           | Critical Metals Corp                           | CUSIP: 000000000<br>LEI: 984500158752F66VAE27 | Long             | EC               | CORP              | US        |      8958 | NS      | $117976.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Univest Financial Corp                         | Univest Financial Corp                         | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     13100 | NS      | $434134.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                      | Sally Beauty Holdings Inc                      | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     21691 | NS      | $330137.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                  | Healthcare Services Group Inc                  | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     99632 | NS      | $1875074.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                         | Heron Therapeutics Inc                         | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |    303003 | NS      | $399963.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                              | EW Scripps Co/The                              | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |    296375 | NS      | $992856.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                       | Dana Inc                                       | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    125886 | NS      | $3638105.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                        | Old National Bancorp/IN                        | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     75653 | NS      | $1848202.79   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                        | Flushing Financial Corp                        | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60294 | NS      | $952042.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FrontView REIT Inc                             | FrontView REIT Inc                             | CUSIP: 35922N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23799 | NS      | $390541.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc                                       | Oklo Inc                                       | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27131 | NS      | $2160170.22   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                      | California Resources Corp                      | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     13908 | NS      | $744078.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                     | nLight Inc                                     | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5158 | NS      | $235256.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistance Networks Inc                          | Vistance Networks Inc                          | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    183925 | NS      | $3310650.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                              | MFA Financial Inc                              | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     10222 | NS      | $98540.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                        | BrightView Holdings Inc                        | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |    316744 | NS      | $4231699.84   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                           | Myers Industries Inc                           | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     12846 | NS      | $265526.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                           | Hanmi Financial Corp                           | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |    111604 | NS      | $2965318.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                          | Urban Edge Properties                          | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    302471 | NS      | $5877011.53   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                | Hecla Mining Co                                | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    498494 | NS      | $11226084.88  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                | Whitestone REIT                                | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81419 | NS      | $1159406.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                    | Summit Hotel Properties Inc                    | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    257203 | NS      | $1136837.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc                        | Design Therapeutics Inc                        | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64260 | NS      | $656094.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                       | Rackspace Technology Inc                       | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76376 | NS      | $46711.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                  | Oceaneering International Inc                  | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     11204 | NS      | $337240.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Harmonic Bio Inc                         | Third Harmonic Bio Inc                         | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43835 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CTS Corp                                       | CTS Corp                                       | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      2539 | NS      | $130529.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc                   | American Healthcare REIT Inc                   | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |     83997 | NS      | $3940299.27   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                     | Erasca Inc                                     | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    358151 | NS      | $3764167.01   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                   | Winmark Corp                                   | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7435 | NS      | $3350880.15   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Webull Corp                                    | Webull Corp                                    | CUSIP: 000000000<br>LEI: 213800YKAMJ8BY75D995 | Long             | EC               | CORP              | US        |    381420 | NS      | $2681382.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                 | Atlantic Union Bankshares Corp                 | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37785 | NS      | $1467569.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                    | OneSpan Inc                                    | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |    110029 | NS      | $1296141.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                        | Kite Realty Group Trust                        | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206843 | NS      | $4858742.07   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                            | Douglas Elliman Inc                            | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |    156766 | NS      | $423268.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                             | Mativ Holdings Inc                             | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     25317 | NS      | $305069.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Entrada Therapeutics Inc                       | Entrada Therapeutics Inc                       | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32800 | NS      | $375232.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc                      | Orchid Island Capital Inc                      | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |    244609 | NS      | $1907950.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                        | US Physical Therapy Inc                        | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      1631 | NS      | $136791.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd                          | Pagseguro Digital Ltd                          | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | BR        |    149481 | NS      | $1681661.25   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                     | Ligand Pharmaceuticals Inc                     | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      8179 | NS      | $1571185.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Inc                                   | Sinclair Inc                                   | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11153 | NS      | $161830.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                   | PubMatic Inc                                   | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30997 | NS      | $225038.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                   | Victory Capital Holdings Inc                   | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     12223 | NS      | $862088.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                         | Relay Therapeutics Inc                         | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    260585 | NS      | $1996081.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                         | Victoria's Secret & Co                         | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     26935 | NS      | $1468226.85   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                            | WSFS Financial Corp                            | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     29269 | NS      | $1894582.37   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                              | FB Financial Corp                              | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     26420 | NS      | $1519942.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                   | Innospec Inc                                   | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     72800 | NS      | $5949216.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                              | RLJ Lodging Trust                              | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    383709 | NS      | $2850957.87   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                     | Zumiez Inc                                     | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |    114101 | NS      | $2808025.61   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                              | MARA Holdings Inc                              | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |    196011 | NS      | $1862104.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                 | LCI Industries                                 | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     45741 | NS      | $6709747.29   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc                    | Granite Ridge Resources Inc                    | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |     81495 | NS      | $409104.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                    | National Bank Holdings Corp                    | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65956 | NS      | $2650112.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                               | Safe Bulkers Inc                               | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MC        |    597078 | NS      | $3409315.38   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Co                 | Peapack-Gladstone Financial Corp               | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     12252 | NS      | $388633.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                         | Employers Holdings Inc                         | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2434 | NS      | $106171.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                             | Liberty Energy Inc                             | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57367 | NS      | $1414096.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                       | Celldex Therapeutics Inc                       | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |     45390 | NS      | $1116594.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                             | UMB Financial Corp                             | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     27182 | NS      | $3455919.48   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc                         | Velocity Financial Inc                         | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71232 | NS      | $1445297.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc                          | NPK International Inc                          | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |    176827 | NS      | $2441980.87   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                          | Jackson Financial Inc                          | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      8929 | NS      | $1061836.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                            | Meritage Homes Corp                            | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     51163 | NS      | $3556340.13   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies Inc                  | Forum Energy Technologies Inc                  | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |      4144 | NS      | $187474.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gencor Industries Inc                          | Gencor Industries Inc                          | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5426 | NS      | $77808.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc                                    | Arteris Inc                                    | CUSIP: 04302A104<br>LEI: 5299009413BJXLY5SM79 | Long             | EC               | CORP              | US        |    160840 | NS      | $2414208.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc                                    | Tiptree Inc                                    | CUSIP: 88822Q103<br>LEI: 254900EH52HA4YXENT37 | Long             | EC               | CORP              | US        |     56394 | NS      | $1008324.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                       | Moog Inc                                       | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     19717 | NS      | $6020585.95   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                            | Digital Turbine Inc                            | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     21623 | NS      | $112872.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                              | VAALCO Energy Inc                              | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |    165755 | NS      | $851980.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                         | Castle Biosciences Inc                         | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |     43197 | NS      | $1701529.83   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Richardson Electronics Ltd/Uni                 | Richardson Electronics Ltd/United States       | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5398 | NS      | $65261.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                          | TransMedics Group Inc                          | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |     25913 | NS      | $3471694.18   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                 | Sierra Bancorp                                 | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17210 | NS      | $609406.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                           | JetBlue Airways Corp                           | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    998761 | NS      | $4863966.07   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Callaway Golf Co                               | Callaway Golf Co                               | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    233979 | NS      | $3357598.65   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                       | Regional Management Corp                       | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |     41390 | NS      | $1533499.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                              | PROG Holdings Inc                              | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    143663 | NS      | $4660427.72   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc                                | Citi Trends Inc                                | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |     25237 | NS      | $1088976.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings                  | Maravai LifeSciences Holdings Inc              | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    240771 | NS      | $808990.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                          | Cytek Biosciences Inc                          | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |    515248 | NS      | $2576240.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                   | SM Energy Co                                   | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    128689 | NS      | $2505574.83   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                   | Embecta Corp                                   | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |    116857 | NS      | $1239852.77   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                  | M/I Homes Inc                                  | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     16309 | NS      | $2180513.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                          | Fate Therapeutics Inc                          | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |    116235 | NS      | $138319.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                            | Peabody Energy Corp                            | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     72186 | NS      | $2545278.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd                   | Hamilton Insurance Group Ltd                   | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |      7579 | NS      | $210317.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                      | Xperi Inc                                      | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24099 | NS      | $136400.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                | S&T Bancorp Inc                                | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10019 | NS      | $427210.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                   | Agilysys Inc                                   | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      4751 | NS      | $412149.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                    | Valaris Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9748 | NS      | $562752.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                 | Noble Corp PLC                                 | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | US        |    103028 | NS      | $3669857.36   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                             | Forestar Group Inc                             | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     32351 | NS      | $841773.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                 | Great Lakes Dredge & Dock Corp                 | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |    144600 | NS      | $2166108.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc                         | Nicolet Bankshares Inc                         | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6596 | NS      | $962884.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                            | Designer Brands Inc                            | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     79209 | NS      | $502185.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Viemed Healthcare Inc                          | Viemed Healthcare Inc                          | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119011 | NS      | $912814.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bladex                                         | Banco Latinoamericano de Comercio Exterior SA  | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |    130851 | NS      | $6342347.97   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                       | Miller Industries Inc/TN                       | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |     60934 | NS      | $2496465.98   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                        | Expro Group Holdings NV                        | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | US        |    215509 | NS      | $3450299.09   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                             | LTC Properties Inc                             | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     49194 | NS      | $1794105.18   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                    | Arvinas Inc                                    | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70993 | NS      | $949886.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                         | Laureate Education Inc                         | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |    173123 | NS      | $5938118.90   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                        | Strategic Education Inc                        | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      2337 | NS      | $198691.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                             | Varex Imaging Corp                             | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     10432 | NS      | $145422.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                         | Home BancShares Inc/AR                         | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171962 | NS      | $4969701.80   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                        | Central Garden & Pet Co                        | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      2134 | NS      | $65449.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                          | ESCO Technologies Inc                          | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      1840 | NS      | $419832.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                 | Virtus Investment Partners Inc                 | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      6073 | NS      | $991417.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                    | OFG Bancorp                                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      1558 | NS      | $62787.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences Inc                         | Ideaya Biosciences Inc                         | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |    114372 | NS      | $3681634.68   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                      | Liberty Latin America Ltd                      | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |    356578 | NS      | $2774176.84   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                        | Perdoceo Education Corp                        | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |    188125 | NS      | $6025643.75   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                   | Knowles Corp                                   | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    264584 | NS      | $6413516.16   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                   | Supernus Pharmaceuticals Inc                   | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     41463 | NS      | $1996858.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                  | EchoStar Corp                                  | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     38106 | NS      | $4314361.32   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp                           | GeneDx Holdings Corp                           | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5046 | NS      | $485727.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                 | Kennametal Inc                                 | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    131466 | NS      | $4521115.74   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                    | Kohl's Corp                                    | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     94175 | NS      | $1645237.25   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                       | HomeTrust Bancshares Inc                       | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23920 | NS      | $1031430.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                    | Deluxe Corp                                    | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |    121059 | NS      | $3195957.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                                       | Dave Inc                                       | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2886 | NS      | $472409.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp                            | Legacy Housing Corp                            | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4525 | NS      | $93893.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                 | PBF Energy Inc                                 | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     36848 | NS      | $1232934.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                         | CRISPR Therapeutics AG                         | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |     45790 | NS      | $2287668.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                            | Editas Medicine Inc                            | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     25337 | NS      | $50420.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                     | Adient PLC                                     | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |    245498 | NS      | $5106358.40   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                       | TPG RE Finance Trust Inc                       | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    373333 | NS      | $3371196.99   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                            | Luxfer Holdings PLC                            | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | US        |      7446 | NS      | $112732.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                       | Independent Bank Corp/MI                       | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93999 | NS      | $3304064.85   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                    | Banner Corp                                    | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2201 | NS      | $136109.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Energy Co                          | Diversified Energy Co                          | CUSIP: 25520W107<br>LEI: 529900XTQ3OKXR6P0H74 | Long             | EC               | CORP              | US        |    136434 | NS      | $1826851.26   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies Inc                  | Core Molding Technologies Inc                  | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |     24066 | NS      | $469768.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                          | Chatham Lodging Trust                          | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    457419 | NS      | $3252249.09   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Biosciences Inc                          | Solid Biosciences Inc                          | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23852 | NS      | $154083.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                  | Materion Corp                                  | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     14104 | NS      | $1950301.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                    | Community Trust Bancorp Inc                    | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49493 | NS      | $3053718.10   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                           | TrustCo Bank Corp NY                           | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72297 | NS      | $3137689.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                      | New Jersey Resources Corp                      | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     18656 | NS      | $923098.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                       | Axcelis Technologies Inc                       | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     18026 | NS      | $1587549.82   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                       | Southside Bancshares Inc                       | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |    100899 | NS      | $3247938.81   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                         | Ormat Technologies Inc                         | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     82741 | NS      | $10337660.54  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                 | SSR Mining Inc                                 | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |    194625 | NS      | $4443288.75   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                            | Allegiant Travel Co                            | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     33233 | NS      | $2945440.79   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd                        | Pagaya Technologies Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9118 | NS      | $176798.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc                             | Riot Platforms Inc                             | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |    237075 | NS      | $3667550.25   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                          | Dyne Therapeutics Inc                          | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127697 | NS      | $2284499.33   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                       | Kearny Financial Corp/MD                       | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    236902 | NS      | $1845466.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                  | American Eagle Outfitters Inc                  | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    308600 | NS      | $7193466.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| McGraw Hill Inc                                | McGraw Hill Inc                                | CUSIP: 580907103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9130 | NS      | $134667.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                             | Crescent Energy Co                             | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75324 | NS      | $735915.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                  | Dime Community Bancshares Inc                  | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41732 | NS      | $1419722.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                               | Malibu Boats Inc                               | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8113 | NS      | $263672.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                       | United Bankshares Inc/WV                       | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |    153516 | NS      | $6498332.28   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                         | Peoples Bancorp Inc/OH                         | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19641 | NS      | $638725.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                              | Mitek Systems Inc                              | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |     70421 | NS      | $705618.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                        | Magnolia Oil & Gas Corp                        | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    172457 | NS      | $4399378.07   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                              | Steven Madden Ltd                              | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    132825 | NS      | $5828361.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** Goldman Sachs Trust

**Signature:** Allison Frachiolla

**Name of Signer:** Allison Frachiolla

**Title:** Vice President Assistant Treasurer