# EDGAR Filing Document

**Accession Number:** 0000837276
**File Stem:** 0001752724-23-035992
**Filing Date:** 2023-2
**Character Count:** 195443
**Document Hash:** 25df9413df02638710fcdb2c5d4e777a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035992.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035992

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya INVESTORS TRUST
- **CENTRAL INDEX KEY:** 0000837276
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05629
- **FILM NUMBER:** 23657703

**BUSINESS ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258
- **BUSINESS PHONE:** 800-366-0066

**MAIL ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING INVESTORS TRUST
- **DATE OF NAME CHANGE:** 20030501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GCG TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SPECIALTY MANAGERS TRUST
- **DATE OF NAME CHANGE:** 19911209

## Series and Classes Contracts Data

### VY(R) JPMorgan Small Cap Core Equity Portfolio (Series ID: S000005624)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000015333 | Class I      | IJSIX           |
| C000015334 | Class S      | IJSSX           |
| C000015335 | Class S2     | IJSTX           |
| C000028903 | Class ADV    | IJSAX           |
| C000168687 | Class R6     | VPRSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Voya Investors Trust

- **b. Investment Company Act file number:** 811-05629

- **c. CIK number of Registrant:** 0000837276

- **d. LEI of Registrant:** 549300LPMGZECCP9KQ67

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

  - **Street Address 1:** 7337 East Doubletree Ranch Road

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

  - **Telephone number:** 1-800-366-0066

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

- **a. Name of Series:** VY(R) JPMORGAN SMALL CAP CORE EQUITY PORTFOLIO

- **b. EDGAR series identifier (if any):** S000005624

- **c. LEI of Series:** 549300Q1O51H7T7EBP28

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

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

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $470797169.56

**Total Liabilities:** $11049059.84

**Net Assets:** $459748109.72

**Cash Not Reported:** $421616.02

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015335 | 11.30%               | 3.70%                | -5.52%               |
| Class ID C000168687 | 11.32%               | 3.73%                | -5.53%               |
| Class ID C000028903 | 11.27%               | 3.69%                | -5.60%               |
| Class ID C000015333 | 11.38%               | 3.73%                | -5.53%               |
| Class ID C000015334 | 11.30%               | 3.69%                | -5.54%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1640842.79              | $46375115.68                               |
| Month 2  | $4482420.74              | $12359757.94                               |
| Month 3  | $975002.71               | $-28235344.22                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Brady Corp                          | Brady Corp                                              | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     49661 | NS      | $2339033.10   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                 | Landstar System Inc                                     | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     15156 | NS      | $2468912.40   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO        | PORTLAND GENERAL ELECTRIC CO                            | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     78432 | NS      | $3843168.00   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp      | Great Lakes Dredge & Dock Corp                          | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     17000 | NS      | $101150.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST INC                   | REDWOOD TRUST INC                                       | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      9300 | NS      | $62868.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                | Wabash National Corp                                    | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      2855 | NS      | $64523.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                  | Everi Holdings Inc                                      | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     31900 | NS      | $457765.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc            | Aclaris Therapeutics Inc                                | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |     38000 | NS      | $598500.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                    | Forward Air Corp                                        | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $262225.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son L      | Bank of NT Butterfield & Son Ltd/The                    | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |     22400 | NS      | $667744.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TORO CO/THE                         | TORO CO                                                 | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     26020 | NS      | $2945464.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico           | First BanCorp/Puerto Rico                               | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     65100 | NS      | $828072.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                   | Syneos Health Inc                                       | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     47711 | NS      | $1750039.48   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp                          | eGain Corp                                              | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122100 | NS      | $1102563.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                             | AZZ Inc                                                 | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      9300 | NS      | $373860.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                          | Bumble Inc                                              | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7500 | NS      | $157875.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                 | Peabody Energy Corp                                     | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      9500 | NS      | $250990.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                      | LCI Industries                                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     22335 | NS      | $2064870.75   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc                   | Overstock.com Inc                                       | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      2500 | NS      | $48400.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc         | Sterling Infrastructure Inc                             | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      9700 | NS      | $318160.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                    | Primo Water Corp                                        | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    244483 | NS      | $3799265.82   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                         | Axonics Inc                                             | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |     32600 | NS      | $2038478.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                    | NMI Holdings Inc                                        | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     20100 | NS      | $420090.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                    | HEALTHEQUITY INC                                        | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     58790 | NS      | $3623815.60   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc          | Financial Institutions Inc                              | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8600 | NS      | $209496.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity FedFund         | BlackRock Liquidity FedFund                             | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  12652968 | NS      | $12652968.20  | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY CO          | DIAMONDROCK HOSPITALITY CO                              | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     20900 | NS      | $171171.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                          | Xencor Inc                                              | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     47100 | NS      | $1226484.00   | 0.27%             |  |  |  | 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        |      5300 | NS      | $35987.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                 | Acadia Realty Trust                                     | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9400 | NS      | $134890.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                   | Chord Energy Corp                                       | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      2700 | NS      | $369387.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                           | Asana Inc                                               | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15900 | NS      | $218943.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                          | Belden Inc                                              | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      8300 | NS      | $596770.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc         | Kennedy-Wilson Holdings Inc                             | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     11700 | NS      | $184041.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Co      | Peapack-Gladstone Financial Corp                        | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      8700 | NS      | $323814.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                      | Green Dot Corp                                          | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4700 | NS      | $74354.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                  | SmartFinancial Inc                                      | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10100 | NS      | $277750.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc           | Atara Biotherapeutics Inc                               | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |      2600 | NS      | $8528.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                  | Planet Fitness Inc                                      | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     38052 | NS      | $2998497.60   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc           | Benchmark Electronics Inc                               | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     22269 | NS      | $594359.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologie      | Applied Industrial Technologies Inc                     | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     19197 | NS      | $2419397.91   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                      | ChampionX Corp                                          | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     32000 | NS      | $927680.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                            | Fabrinet                                                | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |      2800 | NS      | $359016.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services In      | PennyMac Financial Services Inc                         | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      2700 | NS      | $152982.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                         | Hibbett Inc                                             | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      9000 | NS      | $613980.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                          | Atkore Inc                                              | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     14200 | NS      | $1610564.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                  | Verint Systems Inc                                      | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     49100 | NS      | $1781348.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc         | Inspire Medical Systems Inc                             | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     11450 | NS      | $2884026.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                  | Thryv Holdings Inc                                      | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14700 | NS      | $279300.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc                 | Sutro Biopharma Inc                                     | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |      2900 | NS      | $23432.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc         | Capital City Bank Group Inc                             | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      8700 | NS      | $282750.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                        | Semtech Corp                                            | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      7400 | NS      | $212306.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                   | Olympic Steel Inc                                       | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      1900 | NS      | $63802.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc          | Driven Brands Holdings Inc                              | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94540 | NS      | $2581887.40   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Tr      | Corporate Office Properties Trust                       | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     11300 | NS      | $293122.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                   | Kura Oncology Inc                                       | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     46200 | NS      | $573342.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc       | Consensus Cloud Solutions Inc                           | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2666 | NS      | $143324.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C      | First Commonwealth Financial Corp                       | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     15200 | NS      | $212344.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc             | Kymera Therapeutics Inc                                 | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17300 | NS      | $431808.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc           | Allogene Therapeutics Inc                               | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12500 | NS      | $78625.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| UniFirst Corp/MA                    | UniFirst Corp/MA                                        | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     11466 | NS      | $2212823.34   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles Internati      | Heidrick & Struggles International Inc                  | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     11000 | NS      | $307670.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                       | Bandwidth Inc                                           | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     25700 | NS      | $589815.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                        | Carter's Inc                                            | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     22522 | NS      | $1680366.42   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversey Holdings Ltd               | Diversey Holdings Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136600 | NS      | $581916.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORP                   | NORTHWESTERN CORP                                       | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     44359 | NS      | $2632263.06   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc          | South Plains Financial Inc                              | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      1000 | NS      | $27530.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp                  | MVB Financial Corp                                      | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |       700 | NS      | $15414.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPRINT MEDICINES CORP            | BLUEPRINT MEDICINES CORP                                | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      5700 | NS      | $249717.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc               | Cara Therapeutics Inc                                   | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |      7100 | NS      | $76254.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Hol      | MACOM Technology Solutions Holdings Inc                 | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37495 | NS      | $2361435.10   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc       | Arrowhead Pharmaceuticals Inc                           | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     13800 | NS      | $559728.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                        | Cadence Bank                                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      3900 | NS      | $96174.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                   | FB Financial Corp                                       | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      2700 | NS      | $97578.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                         | OFG Bancorp                                             | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     33600 | NS      | $926016.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines Inc            | REVOLUTION Medicines Inc                                | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     30300 | NS      | $721746.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                    | AdaptHealth Corp                                        | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71300 | NS      | $1370386.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co        | Northwest Natural Holding Co                            | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      8100 | NS      | $385479.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc            | Travere Therapeutics Inc                                | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38500 | NS      | $809655.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc              | Eastern Bankshares Inc                                  | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     24600 | NS      | $424350.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                 | Signet Jewelers Ltd                                     | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |     14600 | NS      | $992800.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| REVANCE THERAPEUTICS INC            | REVANCE THERAPEUTICS INC                                | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |     59800 | NS      | $1103908.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                             | KBR Inc                                                 | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     22500 | NS      | $1188000.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                  | Aaron's Co Inc/The                                      | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3850 | NS      | $46007.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc      | Schnitzer Steel Industries Inc                          | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      5100 | NS      | $156315.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc                      | Paycor HCM Inc                                          | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81136 | NS      | $1985397.92   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                        | Vericel Corp                                            | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      8600 | NS      | $226524.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc              | Relay Therapeutics Inc                                  | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42200 | NS      | $630468.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc           | SMART Global Holdings Inc                               | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |     29500 | NS      | $438960.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                      | Wendy's Co/The                                          | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    131497 | NS      | $2975777.11   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc              | Banc of California Inc                                  | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      5000 | NS      | $79650.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines N      | First Bancorp/Southern Pines NC                         | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $25704.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                 | Tronox Holdings PLC                                     | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |     27400 | NS      | $375654.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide C      | Marriott Vacations Worldwide Corp                       | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      5300 | NS      | $713327.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                           | Xperi Inc                                               | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12860 | NS      | $110724.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                         | Xometry Inc                                             | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |     34285 | NS      | $1105005.55   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| American Equity Investment Lif      | American Equity Investment Life Holding Co              | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      8600 | NS      | $392332.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp                          | Berry Corp                                              | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6475 | NS      | $51800.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C      | Stewart Information Services Corp                       | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     11600 | NS      | $495668.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments      | Retail Opportunity Investments Corp                     | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4100 | NS      | $61623.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                       | ModivCare Inc                                           | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      5600 | NS      | $502488.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc            | Phillips Edison & Co Inc                                | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |      9300 | NS      | $296112.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Invivyd Inc                         | Invivyd Inc                                             | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52000 | NS      | $78000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands Inc                 | Lifetime Brands Inc                                     | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |     19560 | NS      | $148460.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                    | Essent Group Ltd                                        | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |     23300 | NS      | $905904.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                             | V2X Inc                                                 | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18000 | NS      | $743220.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                        | ArcBest Corp                                            | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     19500 | NS      | $1365780.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN/FERRY INTERNATIONAL            | KORN/FERRY INTERNATIONAL                                | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     22000 | NS      | $1113640.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd           | Liberty Latin America Ltd                               | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |     68833 | NS      | $523130.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                | PTC Therapeutics Inc                                    | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      9900 | NS      | $377883.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                   | TTEC Holdings Inc                                       | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     14400 | NS      | $635472.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp       | Lions Gate Entertainment Corp                           | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |     49900 | NS      | $284929.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                           | Calix Inc                                               | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     29446 | NS      | $2014989.78   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp      | Central Pacific Financial Corp                          | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      2400 | NS      | $48672.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                    | TriCo Bancshares                                        | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7100 | NS      | $362029.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc          | Casey's General Stores Inc                              | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      9567 | NS      | $2146356.45   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Bio Inc                      | Kronos Bio Inc                                          | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17800 | NS      | $28836.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc                | Mid Penn Bancorp Inc                                    | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $53946.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                  | First Hawaiian Inc                                      | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     79894 | NS      | $2080439.76   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                   | Andersons Inc/The                                       | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     10800 | NS      | $377892.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp           | Chesapeake Utilities Corp                               | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      4700 | NS      | $555446.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc        | SpringWorks Therapeutics Inc                            | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9000 | NS      | $234090.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc             | Comfort Systems USA Inc                                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     12000 | NS      | $1380960.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp             | Magnolia Oil & Gas Corp                                 | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25800 | NS      | $605010.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                    | Encore Wire Corp                                        | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13000 | NS      | $1788280.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                            | Yelp Inc                                                | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     18600 | NS      | $508524.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO           | PERFORMANCE FOOD GROUP CO                               | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     58762 | NS      | $3431113.18   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co Inc/The                     | AZEK Co Inc/The                                         | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     52600 | NS      | $1068832.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc          | Coca-Cola Consolidated Inc                              | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       600 | NS      | $307416.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                | Merchants Bancorp/IN                                    | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      5300 | NS      | $128896.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc            | Ultra Clean Holdings Inc                                | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     10600 | NS      | $351390.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc           | Minerals Technologies Inc                               | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      3000 | NS      | $182160.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                      | AptarGroup Inc                                          | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     33426 | NS      | $3676191.48   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                          | MasTec Inc                                              | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     11000 | NS      | $938630.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH              | Peoples Bancorp Inc/OH                                  | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $76275.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                             | WEX Inc                                                 | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     19345 | NS      | $3165809.25   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                          | Cutera Inc                                              | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |      6200 | NS      | $274164.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Badger Meter Inc                    | Badger Meter Inc                                        | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     19494 | NS      | $2125430.82   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                 | Terreno Realty Corp                                     | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $51183.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                 | Digital Turbine Inc                                     | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      8600 | NS      | $131064.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                   | Bloom Energy Corp                                       | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     17450 | NS      | $333644.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                         | ONE Gas Inc                                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      6300 | NS      | $477036.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc            | Encore Capital Group Inc                                | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     15000 | NS      | $719100.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc          | Sprouts Farmers Market Inc                              | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     20900 | NS      | $676533.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr      | Essential Properties Realty Trust Inc                   | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      9300 | NS      | $218271.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Tr      | National Storage Affiliates Trust                       | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7500 | NS      | $270900.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP/DE                         | RLI CORP/DE                                             | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     27319 | NS      | $3586165.13   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                   | Herc Holdings Inc                                       | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      5500 | NS      | $723635.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp           | Phibro Animal Health Corp                               | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      4600 | NS      | $61686.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc          | SeaWorld Entertainment Inc                              | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     29600 | NS      | $1583896.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC            | EASTGROUP PROPERTIES INC                                | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     19043 | NS      | $2819506.58   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                    | RBC BEARINGS INC                                        | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12888 | NS      | $2698102.80   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA SAFETY INC                      | MSA SAFETY INC                                          | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     27024 | NS      | $3896590.56   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                       | BRP Group Inc                                           | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9500 | NS      | $238830.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                      | MRC Global Inc                                          | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     47000 | NS      | $544260.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc              | Power Integrations Inc                                  | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     52868 | NS      | $3791692.96   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co              | Southwestern Energy Co                                  | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     95350 | NS      | $557797.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Blockchain Inc                 | Riot Blockchain Inc                                     | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |     29700 | NS      | $100683.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| New Jersey Resources Corp           | New Jersey Resources Corp                               | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      3900 | NS      | $193518.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc               | Beam Therapeutics Inc                                   | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8900 | NS      | $348079.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Heritage Commerce Corp              | Heritage Commerce Corp                                  | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     23300 | NS      | $302900.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                         | Ovintiv Inc                                             | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31055 | NS      | $1574799.05   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                      | Stericycle Inc                                          | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     52845 | NS      | $2636437.05   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                   | RMR Group Inc/The                                       | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      1900 | NS      | $53675.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc         | Healthcare Realty Trust Inc                             | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     22100 | NS      | $425867.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc          | Syndax Pharmaceuticals Inc                              | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     34700 | NS      | $883115.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/      | First Citizens BancShares Inc/NC                        | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       117 | NS      | $88728.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                           | Crocs Inc                                               | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     13200 | NS      | $1431276.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc           | Brinker International Inc                               | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      1900 | NS      | $60629.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino Inc                           | nCino Inc                                               | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59695 | NS      | $1578335.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                 | Thor Industries Inc                                     | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     17778 | NS      | $1342061.22   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Boyd Gaming Corp                    | Boyd Gaming Corp                                        | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      3900 | NS      | $212667.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                  | Kelly Services Inc                                      | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46200 | NS      | $780780.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Decibel Therapeutics Inc            | Decibel Therapeutics Inc                                | CUSIP: 24343R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22526 | NS      | $46178.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Envista Holdings Corp               | Envista Holdings Corp                                   | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     59000 | NS      | $1986530.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                       | Dillard's Inc                                           | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      3300 | NS      | $1066560.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| RLJ Lodging Trust                   | RLJ Lodging Trust                                       | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35800 | NS      | $379122.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc        | Focus Financial Partners Inc                            | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     86575 | NS      | $3226650.25   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp         | REX American Resources Corp                             | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $143370.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources       | Alpha Metallurgical Resources Inc                       | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $263502.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp        | Altra Industrial Motion Corp                            | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      8189 | NS      | $489292.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc          | NGM Biopharmaceuticals Inc                              | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |     17400 | NS      | $87348.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc           | Kinsale Capital Group Inc                               | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      8616 | NS      | $2253256.32   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP             | WINTRUST FINANCIAL CORP                                 | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     44928 | NS      | $3797314.56   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                   | Dynex Capital Inc                                       | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |     48500 | NS      | $616920.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States       | Schrodinger Inc/United States                           | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13600 | NS      | $254184.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings I      | Atlas Air Worldwide Holdings Inc                        | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      6600 | NS      | $665280.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                    | Shutterstock Inc                                        | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      7400 | NS      | $390128.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PLBY Group Inc                      | PLBY Group Inc                                          | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9500 | NS      | $26125.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilton Grand Vacations Inc          | Hilton Grand Vacations Inc                              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     13800 | NS      | $531852.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                           | Spire Inc                                               | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      4800 | NS      | $330528.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                           | IMAX Corp                                               | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |     11000 | NS      | $161260.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                        | Evercore Inc                                            | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     23718 | NS      | $2587159.44   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings Inc       | Marathon Digital Holdings Inc                           | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |     13300 | NS      | $45486.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Patterson-UTI Energy Inc            | Patterson-UTI Energy Inc                                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     35500 | NS      | $597820.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                           | CUBESMART                                               | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58277 | NS      | $2345649.25   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INC                  | ABM INDUSTRIES INC                                      | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     42900 | NS      | $1905618.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                        | AdvanSix Inc                                            | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      8600 | NS      | $326972.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                        | ODP Corp/The                                            | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3496 | NS      | $159207.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                             | IAA Inc                                                 | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     73198 | NS      | $2927920.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                | Veritex Holdings Inc                                    | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     35000 | NS      | $982800.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                       | O-I Glass Inc                                           | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16200 | NS      | $268434.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc        | RCI Hospitality Holdings Inc                            | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |      2200 | NS      | $205018.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc            | CommScope Holding Co Inc                                | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    215953 | NS      | $1587254.55   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                | Rent-A-Center Inc/TX                                    | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     30500 | NS      | $687775.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions SA              | Perimeter Solutions SA                                  | CUSIP: 000000000<br>LEI: 2221003U8GJZ9U4MR505 | Long             | EC               | CORP              | LU        |    150339 | NS      | $1374098.46   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| EVERTEC Inc                         | EVERTEC Inc                                             | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      6500 | NS      | $210470.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS INC            | SAREPTA THERAPEUTICS INC                                | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      5400 | NS      | $699732.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                           | Chegg Inc                                               | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     73700 | NS      | $1862399.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                 | Titan Machinery Inc                                     | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      9200 | NS      | $365516.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.        | RBC DOMINION SECURITIES INC                             | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |   2354989 | PA      | $2354989.00   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| MaxLinear Inc                       | MaxLinear Inc                                           | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      7400 | NS      | $251230.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO          | Commerce Bancshares Inc/MO                              | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25575 | NS      | $1740890.25   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust I      | Piedmont Office Realty Trust Inc                        | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17800 | NS      | $163226.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                          | Kforce Inc                                              | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      8700 | NS      | $477021.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc                   | HBT Financial Inc                                       | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      6500 | NS      | $127205.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ritchie Bros Auctioneers Inc        | Ritchie Bros Auctioneers Inc                            | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |     35331 | NS      | $2043191.73   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The            | First Bancshares Inc/The                                | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |      2100 | NS      | $67221.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                 | Luxfer Holdings PLC                                     | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |      6200 | NS      | $85064.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc           | DigitalOcean Holdings Inc                               | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     19053 | NS      | $485279.91    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Pinnacle Financial Partners In      | Pinnacle Financial Partners Inc                         | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      5800 | NS      | $425720.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc                  | UMH Properties Inc                                      | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |     25900 | NS      | $416990.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                | Hayward Holdings Inc                                    | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145436 | NS      | $1367098.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp            | National HealthCare Corp                                | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $238000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN             | First Financial Corp/IN                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3900 | NS      | $179712.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp                  | CTI BioPharma Corp                                      | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37351 | NS      | $224479.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc        | Victory Capital Holdings Inc                            | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      5700 | NS      | $152931.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                   | Agree Realty Corp                                       | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22200 | NS      | $1574646.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                      | elf Beauty Inc                                          | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     19500 | NS      | $1078350.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora Inc                           | Zuora Inc                                               | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |    125300 | NS      | $796908.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc            | Resideo Technologies Inc                                | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     13600 | NS      | $223720.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp           | Taylor Morrison Home Corp                               | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     46694 | NS      | $1417162.90   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                  | CNX Resources Corp                                      | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     10900 | NS      | $183556.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                      | Perficient Inc                                          | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      5900 | NS      | $411997.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                      | Ameris Bancorp                                          | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      6582 | NS      | $310275.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd             | G-III Apparel Group Ltd                                 | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      3300 | NS      | $45243.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp           | Albany International Corp                               | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1300 | NS      | $128167.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp              | Acushnet Holdings Corp                                  | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     44845 | NS      | $1904118.70   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                         | Chemed Corp                                             | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      5425 | NS      | $2769082.75   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                | Quaker Chemical Corp                                    | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     15832 | NS      | $2642360.80   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                      | Sierra Bancorp                                          | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $38232.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc       | Barrett Business Services Inc                           | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     17200 | NS      | $1604416.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp              | Tupperware Brands Corp                                  | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |      6800 | NS      | $28152.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                   | Sprout Social Inc                                       | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $254070.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                   | Piper Sandler Cos                                       | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       900 | NS      | $117171.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The              | Greenbrier Cos Inc/The                                  | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     16800 | NS      | $563304.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                | Amkor Technology Inc                                    | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     30800 | NS      | $738584.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE OF WISCONSIN INVESTMENT BOARD | STATE OF WISCONSIN INVESTMENT BOARD                     | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |   2149312 | PA      | $2149312.00   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing       | American Axle & Manufacturing Holdings Inc              | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43900 | NS      | $343298.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                | Tenable Holdings Inc                                    | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      4100 | NS      | $156415.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co           | Edgewell Personal Care Co                               | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     22300 | NS      | $859442.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED INC                      | BANKUNITED INC                                          | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     65122 | NS      | $2212194.34   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.       | CITIGROUP GLOBAL MARKETS INC                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |    902629 | PA      | $902629.00    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek US Holdings Inc               | Delek US Holdings Inc                                   | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      5520 | NS      | $149040.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                      | Joint Corp/The                                          | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14000 | NS      | $195720.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc               | LiveRamp Holdings Inc                                   | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     20900 | NS      | $489896.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd      | James River Group Holdings Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      3900 | NS      | $81549.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                          | Inogen Inc                                              | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      1900 | NS      | $37449.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                         | POPULAR INC                                             | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     23900 | NS      | $1585048.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                            | Gogo Inc                                                | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     13200 | NS      | $194832.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                      | Utz Brands Inc                                          | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132836 | NS      | $2106778.96   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp             | First Financial Bancorp                                 | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     89689 | NS      | $2173164.47   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                          | Terex Corp                                              | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     19700 | NS      | $841584.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                         | Alector Inc                                             | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     13100 | NS      | $120913.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                    | LendingClub Corp                                        | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      9200 | NS      | $80960.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                | Hancock Whitney Corp                                    | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     13000 | NS      | $629070.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                     | ICU Medical Inc                                         | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     17729 | NS      | $2791962.92   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                 | Clearway Energy Inc                                     | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     39600 | NS      | $1262052.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc           | Casella Waste Systems Inc                               | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     32899 | NS      | $2609219.69   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                         | IDACORP INC                                             | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      5200 | NS      | $560820.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc             | Coherus Biosciences Inc                                 | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     17000 | NS      | $134640.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC           | Gates Industrial Corp PLC                               | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |    125115 | NS      | $1427562.15   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc      | Community Healthcare Trust Inc                          | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      2100 | NS      | $75180.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                | First Foundation Inc                                    | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      9000 | NS      | $128970.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc           | Intellia Therapeutics Inc                               | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     11100 | NS      | $387279.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                         | Arvinas Inc                                             | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14900 | NS      | $509729.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP              | CATHAY GENERAL BANCORP                                  | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      1300 | NS      | $53027.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK FINANCIAL INC.        | NATIONAL BANK FINANCIAL                                 | CUSIP: 000000000<br>LEI: 549300D83GR71RNG0O65 | Long             | RA               | CORP              | US        |   2354989 | PA      | $2354989.00   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc        | Bread Financial Holdings Inc                            | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      7500 | NS      | $282450.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                         | Livent Corp                                             | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      8000 | NS      | $158960.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Inc                   | MicroStrategy Inc                                       | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       375 | NS      | $53088.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc       | Business First Bancshares Inc                           | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      8604 | NS      | $190492.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc       | Dime Community Bancshares Inc                           | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $85941.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructur      | Solaris Oilfield Infrastructure Inc                     | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     23800 | NS      | $236334.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc        | Watts Water Technologies Inc                            | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      8700 | NS      | $1272201.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc                 | Capital Bancorp Inc                                     | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      2000 | NS      | $47080.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc                    | EverCommerce Inc                                        | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29200 | NS      | $217248.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CANTOR FITZGERALD SECURITIES        | CANTOR FITZGERALD SECURITIES                            | CUSIP: 000000000<br>LEI: 549300DWZ3YOKJO5X179 | Long             | RA               | CORP              | US        |   2355000 | PA      | $2355000.00   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Ooma Inc                            | Ooma Inc                                                | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39000 | NS      | $531180.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings I      | AssetMark Financial Holdings Inc                        | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |     68924 | NS      | $1585252.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                       | Envestnet Inc                                           | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     43584 | NS      | $2689132.80   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN             | Old National Bancorp/IN                                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     47300 | NS      | $850454.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                         | Genesco Inc                                             | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      2200 | NS      | $101244.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp      | Atlantic Union Bankshares Corp                          | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3800 | NS      | $133532.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                        | Omnicell Inc                                            | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      6100 | NS      | $307562.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aduro Biotech CVR                   | Aduro Biotech CVR                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28260 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Repay Holdings Corp                 | Repay Holdings Corp                                     | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40000 | NS      | $322000.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                         | Ecovyst Inc                                             | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7700 | NS      | $68222.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank/Hamilton NJ              | First Bank/Hamilton NJ                                  | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      2300 | NS      | $31648.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                            | HNI Corp                                                | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      7300 | NS      | $207539.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc               | CTO Realty Growth Inc                                   | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $43872.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY          | Signature Bank/New York NY                              | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |     17085 | NS      | $1968533.70   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                           | Argan Inc                                               | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |     26300 | NS      | $969944.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE CO                    | BOISE CASCADE CO                                        | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      5600 | NS      | $384552.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST INC   | FIRST INDUSTRIAL REALTY TR                              | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4875 | NS      | $235267.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.    | CME E-MINI RUSSELL 2000 INDEX                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        66 | NC      | $-33525.58    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc                  | Aviat Networks Inc                                      | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      9342 | NS      | $291376.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp          | Definitive Healthcare Corp                              | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105553 | NS      | $1160027.47   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY TELEVISION INC                 | GRAY TELEVISION INC                                     | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     18100 | NS      | $202539.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                    | TriNet Group Inc                                        | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     15100 | NS      | $1023780.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                  | Origin Bancorp Inc                                      | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      4850 | NS      | $177995.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings       | Clearwater Analytics Holdings Inc                       | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106221 | NS      | $1991643.75   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Adeia Inc                           | Adeia Inc                                               | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32100 | NS      | $304308.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc              | Option Care Health Inc                                  | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     35900 | NS      | $1080231.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc        | Simpson Manufacturing Co Inc                            | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     25742 | NS      | $2282285.72   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                | First Advantage Corp                                    | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |    149124 | NS      | $1938612.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                       | Synaptics Inc                                           | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       700 | NS      | $66612.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc        | National Vision Holdings Inc                            | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     41228 | NS      | $1597997.28   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                 | Avid Technology Inc                                     | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     13900 | NS      | $369601.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANFIRST FINANCIAL CORP           | OCEANFIRST FINANCIAL CORP                               | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85500 | NS      | $1816875.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                      | PDC Energy Inc                                          | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     16100 | NS      | $1022028.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                    | Zions Bancorp NA                                        | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      4600 | NS      | $226136.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc            | Cullen/Frost Bankers Inc                                | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     16874 | NS      | $2256053.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp         | National Bank Holdings Corp                             | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $210350.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP/DE                   | BRUNSWICK CORP                                          | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     42328 | NS      | $3051002.24   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings       | WillScot Mobile Mini Holdings Corp                      | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     95723 | NS      | $4323807.91   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                   | PDF Solutions Inc                                       | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      6900 | NS      | $196788.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                 | Bloomin' Brands Inc                                     | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     28000 | NS      | $563360.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                          | Qualys Inc                                              | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      6800 | NS      | $763164.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                          | Rambus Inc                                              | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      5600 | NS      | $200592.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable I      | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1600 | NS      | $46368.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Co      | Ares Commercial Real Estate Corp                        | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |     42100 | NS      | $433209.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                | Generac Holdings Inc                                    | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      5921 | NS      | $596007.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY             | Republic Bancorp Inc/KY                                 | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $49104.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc             | PMV Pharmaceuticals Inc                                 | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35200 | NS      | $306240.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC       | Weatherford International PLC                           | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |      9500 | NS      | $483740.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc         | Columbia Banking System Inc                             | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10700 | NS      | $322391.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti      | Innovative Industrial Properties Inc                    | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      7200 | NS      | $729720.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Y-mAbs Therapeutics Inc             | Y-mAbs Therapeutics Inc                                 | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $6344.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                 | Equity Commonwealth                                     | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     18300 | NS      | $456951.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                        | HB Fuller Co                                            | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      8600 | NS      | $615932.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc          | Apple Hospitality REIT Inc                              | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     34400 | NS      | $542832.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                       | Ambarella Inc                                           | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |      2400 | NS      | $197352.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                | COMMERCIAL METALS CO                                    | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     25300 | NS      | $1221990.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp                      | NETSTREIT Corp                                          | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |     12000 | NS      | $219960.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD            | Kearny Financial Corp/MD                                | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15500 | NS      | $157325.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc            | Builders FirstSource Inc                                | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      7918 | NS      | $513719.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                          | Natera Inc                                              | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6100 | NS      | $245037.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc            | Waterstone Financial Inc                                | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      1300 | NS      | $22412.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                     | SouthState Corp                                         | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     16050 | NS      | $1225578.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                | Summit Materials Inc                                    | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     12610 | NS      | $357997.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc              | Arbor Realty Trust Inc                                  | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |     13500 | NS      | $178065.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The       | Goodyear Tire & Rubber Co/The                           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     33649 | NS      | $341537.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                | First Merchants Corp                                    | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      5000 | NS      | $205550.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc             | Nu Skin Enterprises Inc                                 | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     10100 | NS      | $425816.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                      | Constellium SE                                          | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     29300 | NS      | $346619.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                      | SpartanNash Co                                          | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     33300 | NS      | $1006992.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                             | Box Inc                                                 | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     18000 | NS      | $560340.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp               | Stifel Financial Corp                                   | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      3850 | NS      | $224724.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc               | Shockwave Medical Inc                                   | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      3950 | NS      | $812159.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                       | Blackline Inc                                           | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |      2800 | NS      | $188356.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                | Tri Pointe Homes Inc                                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35600 | NS      | $661804.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                         | Blucora Inc                                             | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     29900 | NS      | $763347.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                    | PJT Partners Inc                                        | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     12650 | NS      | $932178.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                  | UFP Industries Inc                                      | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     17600 | NS      | $1394800.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc       | Lincoln Electric Holdings Inc                           | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     21723 | NS      | $3138756.27   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Co      | Bluegreen Vacations Holding Corp                        | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |      8000 | NS      | $199680.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc             | Amicus Therapeutics Inc                                 | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |    121200 | NS      | $1479852.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                       | Ingevity Corp                                           | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      8000 | NS      | $563520.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express In      | International Money Express Inc                         | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62693 | NS      | $1527828.41   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                     | OSI Systems Inc                                         | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     14038 | NS      | $1116301.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc       | Armada Hoffler Properties Inc                           | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |      6800 | NS      | $78200.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings I      | BJ's Wholesale Club Holdings Inc                        | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     59271 | NS      | $3921369.36   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                | Douglas Dynamics Inc                                    | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |     40503 | NS      | $1464588.48   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                          | CareDx Inc                                              | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     18800 | NS      | $214508.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                  | CVB Financial Corp                                      | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33800 | NS      | $870350.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc       | Independence Realty Trust Inc                           | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     27200 | NS      | $458592.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                | WW International Inc                                    | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      7600 | NS      | $29336.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc             | Axsome Therapeutics Inc                                 | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |     23600 | NS      | $1820268.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| CVR Energy Inc                      | CVR Energy Inc                                          | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      9800 | NS      | $307132.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                             | ATI Inc                                                 | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      4100 | NS      | $122426.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutio      | Bright Horizons Family Solutions Inc                    | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39304 | NS      | $2480082.40   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                        | Biohaven Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1250 | NS      | $17350.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                  | Outfront Media Inc                                      | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    122422 | NS      | $2029756.76   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp              | Hillman Solutions Corp                                  | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    241697 | NS      | $1742635.37   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                         | Neogen Corp                                             | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     82157 | NS      | $1251251.11   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc          | Xenia Hotels & Resorts Inc                              | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      3300 | NS      | $43494.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp/WA           | Coastal Financial Corp/WA                               | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |      3800 | NS      | $180576.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc               | Radiant Logistics Inc                                   | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |     36900 | NS      | $187821.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc             | Ellington Financial Inc                                 | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |      5700 | NS      | $70509.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                     | NeoGenomics Inc                                         | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42500 | NS      | $392700.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc             | Global Medical REIT Inc                                 | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |      5300 | NS      | $50244.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                   | CONSOL Energy Inc                                       | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      3200 | NS      | $208000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc             | WESCO International Inc                                 | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     10700 | NS      | $1339640.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                        | Medifast Inc                                            | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      8900 | NS      | $1026615.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                           | Greif Inc                                               | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      3300 | NS      | $221298.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                      | AnaptysBio Inc                                          | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |     34100 | NS      | $1056759.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                           | Sonos Inc                                               | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |    129800 | NS      | $2193620.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                      | Brink's Co/The                                          | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      8100 | NS      | $435051.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR INC                     | MORNINGSTAR INC                                         | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |     11826 | NS      | $2561393.34   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                            | MOOG INC                                                | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      1900 | NS      | $166744.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                 | Mr Cooper Group Inc                                     | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      3950 | NS      | $158513.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                            | IDT Corp                                                | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |     11000 | NS      | $309870.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Ho      | Knight-Swift Transportation Holdings Inc                | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38898 | NS      | $2038644.18   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust             | Physicians Realty Trust                                 | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     22200 | NS      | $321234.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                | Alaska Air Group Inc                                    | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     45545 | NS      | $1955702.30   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc      | NexTier Oilfield Solutions Inc                          | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     70800 | NS      | $654192.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                         | Certara Inc                                             | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93392 | NS      | $1500809.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp              | Primoris Services Corp                                  | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     17500 | NS      | $383950.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                  | Byline Bancorp Inc                                      | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     16000 | NS      | $367520.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc            | HomeTrust Bancshares Inc                                | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4700 | NS      | $113599.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd             | Herbalife Nutrition Ltd                                 | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |     70300 | NS      | $1046064.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Allegro MicroSystems Inc            | Allegro MicroSystems Inc                                | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70694 | NS      | $2122233.88   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc               | Powell Industries Inc                                   | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      7700 | NS      | $270886.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                  | First Horizon Corp                                      | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      4540 | NS      | $111230.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                         | FNB Corp/PA                                             | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      8100 | NS      | $105705.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                         | SI-BONE Inc                                             | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |     16600 | NS      | $225760.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc       | Academy Sports & Outdoors Inc                           | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14000 | NS      | $735560.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                 | STAG Industrial Inc                                     | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     17200 | NS      | $555732.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc             | Enova International Inc                                 | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     11600 | NS      | $445092.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics Inc             | Jounce Therapeutics Inc                                 | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |     10300 | NS      | $11433.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd          | Axalta Coating Systems Ltd                              | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |     40712 | NS      | $1036934.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                 | StepStone Group Inc                                     | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94951 | NS      | $2390866.18   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust       | KKR Real Estate Finance Trust Inc                       | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     31600 | NS      | $441136.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Unitil Corp                         | Unitil Corp                                             | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6387 | NS      | $328036.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                            | Lyft Inc                                                | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     64496 | NS      | $710745.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PLBY GROUP INC                      | PLBY GROUP INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9800 | NS      | $98.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Monarch Casino & Resort Inc         | Monarch Casino & Resort Inc                             | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     20540 | NS      | $1579320.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                   | SITE Centers Corp                                       | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     37200 | NS      | $508152.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                         | Workiva Inc                                             | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     19551 | NS      | $1641697.47   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                          | Diodes Inc                                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      3800 | NS      | $289332.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc               | MeiraGTx Holdings plc                                   | CUSIP: 000000000<br>LEI: 54930007YV6NYIOGFZ57 | Long             | EC               | CORP              | US        |      8700 | NS      | $56724.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services Inc          | Select Energy Services Inc                              | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     30600 | NS      | $282744.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                    | Green Plains Inc                                        | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     18100 | NS      | $552050.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co             | Central Garden & Pet Co                                 | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     30400 | NS      | $1088320.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                          | Cabot Corp                                              | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     11600 | NS      | $775344.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SAGE THERAPEUTICS INC               | SAGE THERAPEUTICS INC                                   | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      5700 | NS      | $217398.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DECKERS OUTDOOR CORP                | DECKERS OUTDOOR CORP                                    | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      5900 | NS      | $2355044.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                         | Progyny Inc                                             | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75274 | NS      | $2344785.10   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc      | National Retail Properties Inc                          | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     51126 | NS      | $2339525.76   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                        | Freshpet Inc                                            | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     20536 | NS      | $1083684.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp           | Gladstone Commercial Corp                               | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |      4000 | NS      | $74000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc        | Catalyst Pharmaceuticals Inc                            | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     55300 | NS      | $1028580.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                        | Woodward Inc                                            | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     19231 | NS      | $1857906.91   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MOELIS & CO                         | MOELIS & CO - CLASS A                                   | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     57284 | NS      | $2197987.08   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                  | Houlihan Lokey Inc                                      | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      3800 | NS      | $331208.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                      | PBF Energy Inc                                          | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     11100 | NS      | $452658.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp                 | Luther Burbank Corp                                     | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |      2371 | NS      | $26341.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                      | Quanterix Corp                                          | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8000 | NS      | $110800.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust             | Kite Realty Group Trust                                 | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31328 | NS      | $659454.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc              | Washington Federal Inc                                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6000 | NS      | $201300.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc            | Chinook Therapeutics Inc                                | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |     16860 | NS      | $441732.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc               | Alphatec Holdings Inc                                   | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     76900 | NS      | $949715.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc           | Beacon Roofing Supply Inc                               | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      5800 | NS      | $306182.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp       | Adaptive Biotechnologies Corp                           | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      4600 | NS      | $35144.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc             | Darling Ingredients Inc                                 | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     13600 | NS      | $851224.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                             | NOW Inc                                                 | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    105200 | NS      | $1336040.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp      | Metropolitan Bank Holding Corp                          | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $64537.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                  | Axos Financial Inc                                      | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      7800 | NS      | $298116.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc       | Blackstone Mortgage Trust Inc                           | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |     38500 | NS      | $815045.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                  | Liberty Energy Inc                                      | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43900 | NS      | $702839.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions       | Donnelley Financial Solutions Inc                       | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     27300 | NS      | $1055145.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                    | ACCO Brands Corp                                        | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     32450 | NS      | $181395.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                       | EchoStar Corp                                           | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     26900 | NS      | $448692.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp            | Western Alliance Bancorp                                | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     51264 | NS      | $3053283.84   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                     | Bancorp Inc/The                                         | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5600 | NS      | $158928.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc                | City Office REIT Inc                                    | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | CA        |      4400 | NS      | $36872.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                | Fulgent Genetics Inc                                    | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      8700 | NS      | $259086.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Inari Medical Inc                   | Inari Medical Inc                                       | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7800 | NS      | $495768.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                | Rush Enterprises Inc                                    | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     20000 | NS      | $1045600.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp              | Louisiana-Pacific Corp                                  | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      3900 | NS      | $230880.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                | Bridgebio Pharma Inc                                    | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      6700 | NS      | $51054.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                     | MillerKnoll Inc                                         | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     63892 | NS      | $1342370.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT Inc        | Plymouth Industrial REIT Inc                            | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $65212.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                       | Valvoline Inc                                           | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     69518 | NS      | $2269762.70   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                  | Arch Resources Inc                                      | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      4550 | NS      | $649694.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| HELEN OF TROY LTD                   | HELEN OF TROY LTD                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7300 | NS      | $809643.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                             | GMS Inc                                                 | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     29800 | NS      | $1484040.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                         | Unisys Corp                                             | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     24500 | NS      | $125195.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc      | Virtus Investment Partners Inc                          | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       775 | NS      | $148366.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd           | Liberty Latin America Ltd                               | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |     25600 | NS      | $192768.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc               | Customers Bancorp Inc                                   | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     11600 | NS      | $328744.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                     | Murphy Oil Corp                                         | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      9900 | NS      | $425799.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                     | Macerich Co/The                                         | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      9300 | NS      | $104718.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc         | First Western Financial Inc                             | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |       900 | NS      | $25335.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc            | Anywhere Real Estate Inc                                | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     11600 | NS      | $74124.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                | Orthofix Medical Inc                                    | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21400 | NS      | $439342.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc              | ConnectOne Bancorp Inc                                  | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     37700 | NS      | $912717.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                        | Leslie's Inc                                            | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98094 | NS      | $1197727.74   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                         | Avient Corp                                             | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     13100 | NS      | $442256.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                         | Cerence Inc                                             | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      3600 | NS      | $66708.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                | Mercantile Bank Corp                                    | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1400 | NS      | $46872.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Renewables Inc                  | Via Renewables Inc                                      | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |     37400 | NS      | $191114.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Second Bancorp Inc              | Old Second Bancorp Inc                                  | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     28900 | NS      | $463556.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc               | CommVault Systems Inc                                   | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     21000 | NS      | $1319640.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                    | QCR Holdings Inc                                        | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      8400 | NS      | $416976.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                     | Uniti Group Inc                                         | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     23800 | NS      | $131614.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services       | Enterprise Financial Services Corp                      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      2792 | NS      | $136696.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc          | Sabra Health Care REIT Inc                              | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     21800 | NS      | $270974.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                | TTM Technologies Inc                                    | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     79600 | NS      | $1200368.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                   | Prothena Corp PLC                                       | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      3300 | NS      | $198825.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio Inc                    | 2seventy bio Inc                                        | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39806 | NS      | $372982.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc              | Employers Holdings Inc                                  | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2300 | NS      | $99199.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp               | Twist Bioscience Corp                                   | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     12300 | NS      | $292863.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                         | Novanta Inc                                             | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19029 | NS      | $2585470.23   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc              | Dine Brands Global Inc                                  | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     14100 | NS      | $910860.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc         | Apellis Pharmaceuticals Inc                             | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      9600 | NS      | $496416.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                | Matador Resources Co                                    | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     21000 | NS      | $1202040.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                          | Azenta Inc                                              | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     31757 | NS      | $1848892.54   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                 | Meritage Homes Corp                                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      3200 | NS      | $295040.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC             | Cushman & Wakefield PLC                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196746 | NS      | $2451455.16   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                          | Matson Inc                                              | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      7500 | NS      | $468825.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                 | Health Catalyst Inc                                     | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     99400 | NS      | $1056622.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                        | SM Energy Co                                            | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     22700 | NS      | $790641.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                 | Glacier Bancorp Inc                                     | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      3900 | NS      | $192738.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                         | Vistra Corp                                             | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      4544 | NS      | $105420.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem In      | First Interstate BancSystem Inc                         | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     51156 | NS      | $1977179.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc              | Patrick Industries Inc                                  | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      5650 | NS      | $342390.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                 | Upland Software Inc                                     | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     28600 | NS      | $203918.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons SA         | Orion Engineered Carbons SA                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     57000 | NS      | $1015170.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp               | Encompass Health Corp                                   | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     58906 | NS      | $3523167.86   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR              | Home BancShares Inc/AR                                  | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5300 | NS      | $120787.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                        | Arconic Corp                                            | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     17650 | NS      | $373474.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                   | Getty Realty Corp                                       | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      7600 | NS      | $257260.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solution      | Allscripts Healthcare Solutions Inc                     | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     36900 | NS      | $650916.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Lt      | Alpha & Omega Semiconductor Ltd                         | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |     18200 | NS      | $519974.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstar Financial Holdings Inc      | Capstar Financial Holdings Inc                          | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14700 | NS      | $259602.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                          | Heska Corp                                              | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |      3400 | NS      | $211344.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                    | SPS Commerce Inc                                        | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       800 | NS      | $102744.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc          | ServisFirst Bancshares Inc                              | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30797 | NS      | $2122221.27   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC                    | RADIAN GROUP INC                                        | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     39500 | NS      | $753265.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC          | SOUTHWEST GAS HOLDINGS INC                              | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7400 | NS      | $457912.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties I      | Ryman Hospitality Properties Inc                        | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     35118 | NS      | $2871950.04   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc                         | Agiliti Inc                                             | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136254 | NS      | $2222302.74   | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Apogee Enterprises Inc              | Apogee Enterprises Inc                                  | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      5100 | NS      | $226746.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc            | iRhythm Technologies Inc                                | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      5900 | NS      | $552653.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc              | Mueller Industries Inc                                  | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      8500 | NS      | $501500.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                 | Walker & Dunlop Inc                                     | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $133416.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc          | Heritage-Crystal Clean Inc                              | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4934 | NS      | $160256.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                    | QuidelOrtho Corp                                        | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     24319 | NS      | $2083408.73   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                       | PagerDuty Inc                                           | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     12000 | NS      | $318720.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc            | Silicon Laboratories Inc                                | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     20100 | NS      | $2726967.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc          | Enanta Pharmaceuticals Inc                              | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     12800 | NS      | $595456.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC              | GUIDEWIRE SOFTWARE INC                                  | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     32601 | NS      | $2039518.56   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc               | Fate Therapeutics Inc                                   | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |     33100 | NS      | $333979.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc      | Information Services Group Inc                          | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |    141100 | NS      | $649060.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc               | Jackson Financial Inc                                   | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      4400 | NS      | $153076.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                      | ScanSource Inc                                          | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      7900 | NS      | $230838.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                 | PotlatchDeltic Corp                                     | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     15000 | NS      | $659850.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio Inc                    | Bluebird Bio Inc                                        | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1220 | NS      | $8442.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                 | Ladder Capital Corp                                     | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |     41200 | NS      | $413648.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                    | StoneX Group Inc                                        | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      4000 | NS      | $381200.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                          | Zumiez Inc                                              | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     10200 | NS      | $221748.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS INC                     | Q2 HOLDINGS INC                                         | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     60787 | NS      | $1633346.69   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                       | Hub Group Inc                                           | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15600 | NS      | $1240044.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                        | Veritiv Corp                                            | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      5555 | NS      | $676099.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                     | OptimizeRx Corp                                         | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13500 | NS      | $226800.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc                           | Cowen Inc                                               | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      2900 | NS      | $111998.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                 | Clearway Energy Inc                                     | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     14500 | NS      | $433840.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc                  | Outset Medical Inc                                      | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4200 | NS      | $108444.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc                              | 2U Inc                                                  | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     37300 | NS      | $233871.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc               | BlueLinx Holdings Inc                                   | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      7000 | NS      | $497770.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                          | nLight Inc                                              | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84435 | NS      | $856170.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Voya Investors Trust

**Signature:** Tin Bui

**Name of Signer:** Tin Bui

**Title:** Vice President