# EDGAR Filing Document

**Accession Number:** 0001364923
**File Stem:** 0001752724-23-014691
**Filing Date:** 2023-1
**Character Count:** 240503
**Document Hash:** 1c6863651b0cb2a4ad33187d64fd7d47
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014691.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014691

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Commonwealth Trust II
- **CENTRAL INDEX KEY:** 0001364923
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21990
- **FILM NUMBER:** 23556540

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Fidelity Small Cap Enhanced Index Fund (Series ID: S000019928)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000055930 | Fidelity Small Cap Enhanced Index Fund | FCPEX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **Small Cap Enhanced Index Fund**

**November 30, 2022**

SCE-NPRT3-0123

1.870937.114 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 98.2%** | &nbsp;&nbsp;**Common Stocks - 98.2%** | &nbsp;&nbsp;**Common Stocks - 98.2%** |
|  | Shares | Value ($)<br>|
| COMMUNICATION SERVICES - 2.8%  |  |  |
| Diversified Telecommunication Services - 1.3% |  |  |
| Bandwidth, Inc. (a) | 59451 | 1359050 |
| Cogent Communications Group, Inc.  | 49143 | 2852751 |
| EchoStar Holding Corp. Class A (a)(b) | 99734 | 1735372 |
| Iridium Communications, Inc. (a) | 5333 | 283182 |
| Ooma, Inc. (a) | 83256 | 1311282 |
|  |  | 7541637 |
| Entertainment - 0.1% |  |  |
| Lions Gate Entertainment Corp.: |  |  |
|  Class A (a) | 41647  | 318183  |
|  Class B (a) | 46011  | 327598  |
|  |  | 645781 |
| Interactive Media & Services - 1.1% |  |  |
| Eventbrite, Inc. (a) | 19400 | 141426 |
| EverQuote, Inc. Class A (a) | 22163 | 239360 |
| Shutterstock, Inc. (b) | 30398 | 1636020 |
| TrueCar, Inc. (a) | 216791 | 539810 |
| Vimeo, Inc. (a) | 117709 | 503795 |
| Yelp, Inc. (a) | 109700 | 3395215 |
| Zedge, Inc. (a) | 20492 | 48976 |
|  |  | 6504602 |
| Media - 0.1% |  |  |
| TEGNA, Inc.  | 23373 | 461383 |
| Wireless Telecommunication Services - 0.2% |  |  |
| Telephone & Data Systems, Inc.  | 114947 | 1211541 |
| U.S. Cellular Corp. (a) | 2393 | 50875 |
|  |  | 1262416 |
| TOTAL COMMUNICATION SERVICES |  | 16415819 |
| CONSUMER DISCRETIONARY - 10.3%  |  |  |
| Auto Components - 1.0% |  |  |
| Luminar Technologies, Inc. (a)(b) | 20546 | 157382 |
| Modine Manufacturing Co. (a) | 63178 | 1337478 |
| Patrick Industries, Inc.  | 4400 | 246092 |
| The Goodyear Tire & Rubber Co. (a) | 107810 | 1209628 |
| Visteon Corp. (a) | 21113 | 3099388 |
|  |  | 6049968 |
| Automobiles - 0.5% |  |  |
| Winnebago Industries, Inc.  | 47442 | 2779627 |
| Diversified Consumer Services - 0.6% |  |  |
| 2U, Inc. (a) | 41756 | 335301 |
| Duolingo, Inc. (a) | 39193 | 2730576 |
| Perdoceo Education Corp. (a) | 44163 | 633739 |
|  |  | 3699616 |
| Hotels, Restaurants & Leisure - 2.8% |  |  |
| Bloomin' Brands, Inc. (b) | 129509 | 2916543 |
| Chuy's Holdings, Inc. (a) | 8191 | 259573 |
| Denny's Corp. (a) | 45661 | 572589 |
| Dine Brands Global, Inc.  | 6350 | 473647 |
| Everi Holdings, Inc. (a) | 12200 | 203984 |
| Hilton Grand Vacations, Inc. (a) | 8021 | 353084 |
| International Game Technology PLC (b) | 98241 | 2410834 |
| RCI Hospitality Holdings, Inc. (b) | 1837 | 167204 |
| Texas Roadhouse, Inc. Class A (b) | 43547 | 4325088 |
| Wingstop, Inc. (b) | 26351 | 4361354 |
|  |  | 16043900 |
| Household Durables - 1.1% |  |  |
| Cavco Industries, Inc. (a) | 2654 | 609438 |
| Flexsteel Industries, Inc. (b) | 18297 | 270796 |
| Green Brick Partners, Inc. (a) | 51037 | 1234075 |
| Installed Building Products, Inc. (b) | 35746 | 3035908 |
| Meritage Homes Corp. (a) | 1916 | 165562 |
| Skyline Champion Corp. (a) | 21703 | 1128339 |
|  |  | 6444118 |
| Internet & Direct Marketing Retail - 0.3% |  |  |
| Quotient Technology, Inc. (a) | 289424 | 853801 |
| Revolve Group, Inc. (a) | 25196 | 665678 |
|  |  | 1519479 |
| Leisure Products - 0.2% |  |  |
| Johnson Outdoors, Inc. Class A  | 14563 | 823683 |
| Nautilus, Inc. (a)(b) | 101906 | 150821 |
|  |  | 974504 |
| Multiline Retail - 0.5% |  |  |
| Dillard's, Inc. Class A  | 7795 | 2803862 |
| Specialty Retail - 3.2% |  |  |
| Academy Sports & Outdoors, Inc.  | 8390 | 423527 |
| American Eagle Outfitters, Inc.  | 70527 | 1115737 |
| Asbury Automotive Group, Inc. (a) | 8330 | 1562875 |
| Boot Barn Holdings, Inc. (a) | 27722 | 1867077 |
| Group 1 Automotive, Inc. (b) | 11661 | 2254538 |
| Lithia Motors, Inc. Class A (sub. vtg.)  | 6161 | 1474389 |
| MarineMax, Inc. (a) | 42215 | 1394361 |
| Monro, Inc. (b) | 5600 | 254632 |
| Murphy U.S.A., Inc.  | 4616 | 1365459 |
| National Vision Holdings, Inc. (a) | 78138 | 3161463 |
| Sonic Automotive, Inc. Class A (sub. vtg.)  | 18071 | 960293 |
| The Buckle, Inc.  | 11626 | 510963 |
| The Container Store Group, Inc. (a) | 73231 | 347847 |
| TravelCenters of America LLC (a) | 32604 | 1667695 |
| Winmark Corp.  | 1520 | 364800 |
|  |  | 18725656 |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |
| Lakeland Industries, Inc. (a)(b) | 23640 | 315121 |
| Rocky Brands, Inc.  | 7381 | 208735 |
|  |  | 523856 |
| TOTAL CONSUMER DISCRETIONARY |  | 59564586 |
| CONSUMER STAPLES - 4.0%  |  |  |
| Beverages - 0.9% |  |  |
| Coca-Cola Bottling Co. Consolidated  | 5994 | 2947849 |
| Primo Water Corp.  | 153884 | 2408285 |
|  |  | 5356134 |
| Food & Staples Retailing - 1.2% |  |  |
| Ingles Markets, Inc. Class A  | 19255 | 1946681 |
| Natural Grocers by Vitamin Cottage, Inc.  | 22015 | 221911 |
| PriceSmart, Inc.  | 2153 | 152949 |
| Sprouts Farmers Market LLC (a) | 118188 | 4057394 |
| Weis Markets, Inc.  | 6106 | 532504 |
|  |  | 6911439 |
| Food Products - 1.2% |  |  |
| Cal-Maine Foods, Inc. (b) | 53742 | 3132084 |
| Hostess Brands, Inc. Class A (a) | 137352 | 3626093 |
| John B. Sanfilippo & Son, Inc.  | 3362 | 284728 |
|  |  | 7042905 |
| Personal Products - 0.7% |  |  |
| elf Beauty, Inc. (a)(b) | 67097 | 3687651 |
| Herbalife Nutrition Ltd. (a) | 11098 | 194437 |
|  |  | 3882088 |
| TOTAL CONSUMER STAPLES |  | 23192566 |
| ENERGY - 7.6%  |  |  |
| Energy Equipment & Services - 1.6% |  |  |
| Bristow Group, Inc. (a)(b) | 14184 | 368784 |
| Cactus, Inc.  | 11235 | 611072 |
| DMC Global, Inc. (a) | 8192 | 150651 |
| Dril-Quip, Inc. (a) | 23314 | 548812 |
| Helix Energy Solutions Group, Inc. (a) | 49378 | 315032 |
| Helmerich & Payne, Inc.  | 5899 | 301321 |
| Nabors Industries Ltd. (a) | 15481 | 2451107 |
| Nabors Industries Ltd. warrants 6/11/26 (a) | 10764 | 312156 |
| Oceaneering International, Inc. (a) | 129531 | 1967576 |
| Patterson-UTI Energy, Inc.  | 44332 | 795759 |
| Tidewater, Inc. (a) | 32232 | 979853 |
| Weatherford International PLC (a) | 16266 | 705944 |
|  |  | 9508067 |
| Oil, Gas & Consumable Fuels - 6.0% |  |  |
| Arch Resources, Inc.  | 19902 | 3079835 |
| Chord Energy Corp.  | 17088 | 2606433 |
| Civitas Resources, Inc.  | 15180 | 1022525 |
| Comstock Resources, Inc. (b) | 84213 | 1545309 |
| CONSOL Energy, Inc.  | 29432 | 2279508 |
| Crescent Energy, Inc. Class A (b) | 34165 | 480018 |
| Delek U.S. Holdings, Inc.  | 102956 | 3189577 |
| DHT Holdings, Inc.  | 16894 | 171136 |
| Equitrans Midstream Corp.  | 92246 | 773944 |
| Golar LNG Ltd. (a) | 89145 | 2234865 |
| Kosmos Energy Ltd. (a) | 139151 | 925354 |
| Magnolia Oil & Gas Corp. Class A  | 75869 | 1978664 |
| Matador Resources Co. (b) | 11155 | 740246 |
| Murphy Oil Corp.  | 71020 | 3352144 |
| Par Pacific Holdings, Inc. (a) | 51146 | 1198351 |
| PBF Energy, Inc. Class A (b) | 36759 | 1461905 |
| Peabody Energy Corp. (a) | 25629 | 818590 |
| Permian Resource Corp. Class A (b) | 150964 | 1533794 |
| Ranger Oil Corp.  | 13522 | 589154 |
| Scorpio Tankers, Inc.  | 16755 | 854840 |
| SFL Corp. Ltd.  | 16028 | 156914 |
| SM Energy Co.  | 31523 | 1358957 |
| Southwestern Energy Co. (a) | 159701 | 1105131 |
| Uranium Energy Corp. (a)(b) | 16217 | 62922 |
| World Fuel Services Corp.  | 44040 | 1252938 |
|  |  | 34773054 |
| TOTAL ENERGY |  | 44281121 |
| FINANCIALS - 16.6%  |  |  |
| Banks - 9.1% |  |  |
| 1st Source Corp.  | 14701 | 839427 |
| Atlantic Union Bankshares Corp.  | 25130 | 896387 |
| Banc of California, Inc.  | 38703 | 656790 |
| BancFirst Corp.  | 14867 | 1515542 |
| Bancorp, Inc., Delaware (a) | 18018 | 539999 |
| Banner Corp.  | 17447 | 1232107 |
| Capital City Bank Group, Inc. (b) | 2442 | 85958 |
| Cathay General Bancorp  | 34993 | 1626125 |
| Central Pacific Financial Corp.  | 15802 | 334844 |
| Citizens Financial Group, Inc.  | 74522 | 3158242 |
| Columbia Banking Systems, Inc. (b) | 100805 | 3433418 |
| Community Bank System, Inc. (b) | 23154 | 1508252 |
| Community Trust Bancorp, Inc.  | 8634 | 413655 |
| ConnectOne Bancorp, Inc.  | 6461 | 169537 |
| Eastern Bankshares, Inc.  | 65251 | 1279572 |
| Financial Institutions, Inc. (b) | 18529 | 469154 |
| First Bancorp, Puerto Rico  | 216485 | 3329539 |
| First Commonwealth Financial Corp.  | 41855 | 616106 |
| First Financial Bankshares, Inc.  | 56169 | 2075445 |
| Fulton Financial Corp.  | 129759 | 2412220 |
| Great Southern Bancorp, Inc.  | 27687 | 1734591 |
| Hancock Whitney Corp.  | 37310 | 2046080 |
| Heartland Financial U.S.A., Inc.  | 32652 | 1593091 |
| Home Bancshares, Inc. (b) | 18600 | 473370 |
| Lakeland Financial Corp.  | 3267 | 257962 |
| Mercantile Bank Corp.  | 3473 | 120895 |
| Metropolitan Bank Holding Corp. (a) | 2028 | 128859 |
| Midland States Bancorp, Inc.  | 11254 | 302845 |
| National Bank Holdings Corp.  | 3544 | 164831 |
| NBT Bancorp, Inc. (b) | 25272 | 1166556 |
| Northwest Bancshares, Inc. (b) | 55824 | 853549 |
| OFG Bancorp  | 15248 | 441735 |
| Old National Bancorp, Indiana (b) | 208093 | 3976657 |
| Park National Corp. (b) | 3633 | 549782 |
| Peapack-Gladstone Financial Corp. (b) | 13620 | 561416 |
| Preferred Bank, Los Angeles  | 2386 | 180358 |
| Renasant Corp.  | 11076 | 451569 |
| S&T Bancorp, Inc.  | 7775 | 290941 |
| ServisFirst Bancshares, Inc.  | 25847 | 1959720 |
| Sierra Bancorp  | 17630 | 381513 |
| Simmons First National Corp. Class A  | 44582 | 1034748 |
| Tompkins Financial Corp.  | 5096 | 425720 |
| TowneBank  | 9277 | 299647 |
| Trico Bancshares  | 9000 | 490500 |
| Trustmark Corp.  | 17356 | 634882 |
| UMB Financial Corp.  | 6174 | 528000 |
| United Bankshares, Inc., West Virginia  | 10910 | 467930 |
| United Community Bank, Inc.  | 24233 | 944360 |
| Univest Corp. of Pennsylvania  | 15294 | 431444 |
| Washington Federal, Inc.  | 75678 | 2669163 |
| Westamerica Bancorp.  | 14011 | 865179 |
|  |  | 53020212 |
| Capital Markets - 2.7% |  |  |
| B. Riley Financial, Inc.  | 20493 | 900053 |
| Cohen & Steers, Inc.  | 14664 | 971490 |
| Federated Hermes, Inc.  | 36243 | 1375784 |
| Focus Financial Partners, Inc. Class A (a) | 89668 | 3421731 |
| Open Lending Corp. (a) | 31520 | 222846 |
| Oppenheimer Holdings, Inc. Class A (non-vtg.) (b) | 32816 | 1367115 |
| PJT Partners, Inc.  | 2912 | 224253 |
| Stifel Financial Corp.  | 46897 | 3013132 |
| StoneX Group, Inc. (a) | 11768 | 1194099 |
| Virtus Investment Partners, Inc.  | 15566 | 3018870 |
|  |  | 15709373 |
| Consumer Finance - 1.3% |  |  |
| Bread Financial Holdings, Inc.  | 92287 | 3786536 |
| Navient Corp.  | 23107 | 382883 |
| PROG Holdings, Inc. (a) | 152418 | 3001110 |
| Regional Management Corp.  | 14475 | 426144 |
|  |  | 7596673 |
| Diversified Financial Services - 0.1% |  |  |
| Compass Diversified Holdings  | 29117 | 569529 |
| Insurance - 1.4% |  |  |
| American Equity Investment Life Holding Co.  | 3151 | 127647 |
| Amerisafe, Inc.  | 20480 | 1215898 |
| CNO Financial Group, Inc.  | 90436 | 2123437 |
| Employers Holdings, Inc.  | 6853 | 318459 |
| Hippo Holdings, Inc. (a)(b) | 5200 | 77636 |
| Kinsale Capital Group, Inc.  | 1401 | 431802 |
| Oscar Health, Inc. (a) | 286993 | 826540 |
| Selective Insurance Group, Inc.  | 2456 | 236071 |
| Trupanion, Inc. (a)(b) | 50240 | 2626045 |
|  |  | 7983535 |
| Mortgage Real Estate Investment Trusts - 0.8% |  |  |
| Apollo Commercial Real Estate Finance, Inc.  | 41334 | 510888 |
| Ares Commercial Real Estate Corp.  | 15471 | 192769 |
| Blackstone Mortgage Trust, Inc.  | 155183 | 3921474 |
| TPG RE Finance Trust, Inc.  | 35104 | 260121 |
|  |  | 4885252 |
| Thrifts & Mortgage Finance - 1.2% |  |  |
| Axos Financial, Inc. (a) | 27890 | 1118668 |
| Capitol Federal Financial, Inc.  | 171894 | 1438753 |
| Federal Agricultural Mortgage Corp. Class C (non-vtg.)  | 10356 | 1303303 |
| NMI Holdings, Inc. (a) | 53432 | 1150391 |
| Provident Financial Services, Inc. (b) | 44409 | 1000535 |
| Radian Group, Inc.  | 18804 | 367994 |
| Waterstone Financial, Inc.  | 34548 | 578679 |
|  |  | 6958323 |
| TOTAL FINANCIALS |  | 96722897 |
| HEALTH CARE - 16.1%  |  |  |
| Biotechnology - 6.9% |  |  |
| 2seventy bio, Inc. (a) | 30403 | 476415 |
| Adverum Biotechnologies, Inc. (a) | 173968 | 116541 |
| Affimed NV (a) | 81785 | 175020 |
| Agios Pharmaceuticals, Inc. (a) | 2210 | 66609 |
| Akebia Therapeutics, Inc. (a) | 396648 | 107293 |
| Akero Therapeutics, Inc. (a) | 12050 | 560325 |
| Albireo Pharma, Inc. (a)(b) | 7115 | 157099 |
| Alector, Inc. (a) | 44330 | 376362 |
| Alkermes PLC (a) | 50492 | 1251192 |
| Allakos, Inc. (a) | 66875 | 551719 |
| Amicus Therapeutics, Inc. (a) | 89229 | 1079671 |
| Anika Therapeutics, Inc. (a) | 8145 | 256893 |
| Apellis Pharmaceuticals, Inc. (a) | 16999 | 848760 |
| Arbutus Biopharma Corp. (a)(b) | 105053 | 246875 |
| Arcellx, Inc.  | 6556 | 130727 |
| Arcturus Therapeutics Holdings, Inc. (a) | 21431 | 395188 |
| Arcus Biosciences, Inc. (a) | 4077 | 143388 |
| Arrowhead Pharmaceuticals, Inc. (a) | 15148 | 487766 |
| Ars Pharmaceuticals, Inc. (a) | 20944 | 130272 |
| Assembly Biosciences, Inc. (a) | 88168 | 115500 |
| Atara Biotherapeutics, Inc. (a) | 82150 | 372140 |
| Atreca, Inc. (a)(b) | 71252 | 76240 |
| Beam Therapeutics, Inc. (a)(b) | 9923 | 458343 |
| BioCryst Pharmaceuticals, Inc. (a) | 33890 | 452770 |
| Biohaven Ltd. (a) | 24806 | 392431 |
| bluebird bio, Inc. (a)(b) | 67273 | 524057 |
| Blueprint Medicines Corp. (a) | 9609 | 459214 |
| Bolt Biotherapeutics, Inc. (a)(b) | 50695 | 75029 |
| BridgeBio Pharma, Inc. (a)(b) | 54734 | 512858 |
| C4 Therapeutics, Inc. (a)(b) | 33508 | 287164 |
| CareDx, Inc. (a) | 26390 | 341751 |
| Cogent Biosciences, Inc. (a) | 28494 | 358455 |
| Coherus BioSciences, Inc. (a)(b) | 43895 | 301120 |
| Corbus Pharmaceuticals Holdings, Inc. (a)(b) | 248721 | 48376 |
| Cytokinetics, Inc. (a) | 13958 | 593215 |
| CytomX Therapeutics, Inc. (a)(b) | 106678 | 185620 |
| Deciphera Pharmaceuticals, Inc. (a) | 43295 | 688823 |
| Denali Therapeutics, Inc. (a) | 14563 | 464705 |
| Editas Medicine, Inc. (a)(b) | 33919 | 359541 |
| Eiger Biopharmaceuticals, Inc. (a) | 15410 | 69961 |
| Emergent BioSolutions, Inc. (a) | 24533 | 301756 |
| Fate Therapeutics, Inc. (a)(b) | 9631 | 200517 |
| FibroGen, Inc. (a) | 5235 | 75227 |
| Fortress Biotech, Inc. (a)(b) | 54189 | 35835 |
| Gossamer Bio, Inc. (a) | 35737 | 305909 |
| Gritstone Bio, Inc. (a)(b) | 76699 | 225495 |
| Gt Biopharma, Inc. (a)(b) | 32905 | 54293 |
| Halozyme Therapeutics, Inc. (a) | 25584 | 1464940 |
| Harpoon Therapeutics, Inc. (a)(b) | 42867 | 29368 |
| Heron Therapeutics, Inc. (a)(b) | 86711 | 234987 |
| Homology Medicines, Inc. (a) | 41073 | 63252 |
| ImmunoGen, Inc. (a) | 126027 | 654080 |
| Infinity Pharmaceuticals, Inc. (a)(b) | 169523 | 93017 |
| Inhibrx, Inc. (a) | 15259 | 457465 |
| Insmed, Inc. (a) | 43896 | 811637 |
| Intellia Therapeutics, Inc. (a) | 22312 | 1148176 |
| Intercept Pharmaceuticals, Inc. (a) | 28209 | 420596 |
| Ironwood Pharmaceuticals, Inc. Class A (a) | 7869 | 95294 |
| Iveric Bio, Inc. (a) | 28131 | 664454 |
| Jounce Therapeutics, Inc. (a) | 44697 | 39333 |
| Kalvista Pharmaceuticals, Inc. (a) | 41259 | 222386 |
| Karuna Therapeutics, Inc. (a) | 6678 | 1571400 |
| Karyopharm Therapeutics, Inc. (a)(b) | 71616 | 378849 |
| Kezar Life Sciences, Inc. (a) | 53566 | 418350 |
| Kiniksa Pharmaceuticals Ltd. (a) | 33545 | 564562 |
| Kodiak Sciences, Inc. (a) | 36969 | 272831 |
| Kura Oncology, Inc. (a) | 24446 | 385513 |
| Madrigal Pharmaceuticals, Inc. (a) | 6675 | 467984 |
| MiMedx Group, Inc. (a) | 35812 | 116389 |
| Mustang Bio, Inc. (a)(b) | 69880 | 35289 |
| Myriad Genetics, Inc. (a) | 1942 | 39345 |
| Natera, Inc. (a) | 6577 | 270446 |
| Nurix Therapeutics, Inc. (a) | 19137 | 237107 |
| Oncternal Therapeutics, Inc. rights (a)(c) | 1148 | 0 |
| ORIC Pharmaceuticals, Inc. (a) | 88202 | 316645 |
| Ovid Therapeutics, Inc. (a)(b) | 59108 | 104621 |
| Passage Bio, Inc. (a) | 38538 | 47016 |
| Pieris Pharmaceuticals, Inc. (a) | 81145 | 79157 |
| Precigen, Inc. (a)(b) | 127294 | 231675 |
| Prometheus Biosciences, Inc. (a) | 15817 | 650237 |
| Protagonist Therapeutics, Inc. (a) | 39500 | 312445 |
| Prothena Corp. PLC (a) | 13796 | 862388 |
| PTC Therapeutics, Inc. (a) | 24489 | 1016049 |
| Puma Biotechnology, Inc. (a) | 41309 | 186717 |
| RAPT Therapeutics, Inc. (a) | 8551 | 151182 |
| Recursion Pharmaceuticals, Inc. (a) | 9507 | 89366 |
| REGENXBIO, Inc. (a) | 19724 | 471404 |
| Relay Therapeutics, Inc. (a) | 17377 | 322865 |
| Replimune Group, Inc. (a) | 7570 | 154958 |
| Rigel Pharmaceuticals, Inc. (a) | 123558 | 82982 |
| Rocket Pharmaceuticals, Inc. (a) | 21819 | 411943 |
| Sage Therapeutics, Inc. (a) | 4561 | 187183 |
| Sangamo Therapeutics, Inc. (a) | 75179 | 275155 |
| Selecta Biosciences, Inc. (a)(b) | 85524 | 112036 |
| Seres Therapeutics, Inc. (a) | 62770 | 408005 |
| Sesen Bio, Inc. (a)(b) | 304482 | 168622 |
| Surface Oncology, Inc. (a) | 60289 | 55466 |
| Sutro Biopharma, Inc. (a) | 49542 | 371070 |
| Syndax Pharmaceuticals, Inc. (a) | 25782 | 617737 |
| TCR2 Therapeutics, Inc. (a)(b) | 66033 | 87824 |
| Travere Therapeutics, Inc. (a) | 5753 | 115808 |
| Twist Bioscience Corp. (a)(b) | 19351 | 529250 |
| Vanda Pharmaceuticals, Inc. (a) | 23638 | 257891 |
| Vaxcyte, Inc. (a) | 19188 | 883799 |
| Veracyte, Inc. (a)(b) | 28260 | 783932 |
| Vericel Corp. (a) | 10600 | 241998 |
| Verve Therapeutics, Inc. (a) | 3057 | 71014 |
| Vir Biotechnology, Inc. (a) | 29090 | 820920 |
| Voyager Therapeutics, Inc. (a)(b) | 45215 | 268577 |
| Xbiotech, Inc. (a) | 12960 | 41990 |
| Xencor, Inc. (a) | 21260 | 631847 |
| Zentalis Pharmaceuticals, Inc. (a) | 19677 | 435255 |
|  |  | 39908539 |
| Health Care Equipment & Supplies - 4.2% |  |  |
| Accuray, Inc. (a)(b) | 343316 | 703798 |
| Artivion, Inc. (a) | 47507 | 607615 |
| Atricure, Inc. (a) | 36029 | 1641481 |
| Avanos Medical, Inc. (a) | 74237 | 1996975 |
| Cardiovascular Systems, Inc. (a) | 18395 | 257714 |
| Cerus Corp. (a) | 342276 | 1369104 |
| Embecta Corp.  | 13607 | 447942 |
| Figs, Inc. Class A (a)(b) | 215287 | 1685697 |
| Inari Medical, Inc. (a) | 9448 | 695184 |
| Inspire Medical Systems, Inc. (a) | 14358 | 3468462 |
| Invacare Corp. (a)(b) | 79770 | 27920 |
| IRadimed Corp.  | 5532 | 163526 |
| iRhythm Technologies, Inc. (a) | 3299 | 359756 |
| Lantheus Holdings, Inc. (a) | 3905 | 242422 |
| LivaNova PLC (a) | 1905 | 105480 |
| Merit Medical Systems, Inc. (a) | 2502 | 180144 |
| Neogen Corp. (a) | 88097 | 1458886 |
| Novocure Ltd. (a)(b) | 5161 | 396571 |
| NuVasive, Inc. (a) | 26792 | 1040601 |
| Orthofix International NV (a) | 21398 | 384950 |
| Shockwave Medical, Inc. (a) | 15678 | 3975941 |
| Staar Surgical Co. (a) | 20835 | 1189887 |
| SurModics, Inc. (a) | 44575 | 1610495 |
| Tactile Systems Technology, Inc. (a) | 26277 | 224931 |
| Varex Imaging Corp. (a) | 5064 | 107559 |
| Zimvie, Inc. (a) | 43003 | 384447 |
|  |  | 24727488 |
| Health Care Providers & Services - 2.2% |  |  |
| 1Life Healthcare, Inc. (a) | 9681 | 164480 |
| 23andMe Holding Co. Class A (a)(b) | 96489 | 294291 |
| Addus HomeCare Corp. (a) | 4911 | 541585 |
| AMN Healthcare Services, Inc. (a) | 12341 | 1526582 |
| DocGo, Inc. Class A (a) | 126008 | 926159 |
| Hims & Hers Health, Inc. (a)(b) | 275306 | 1704144 |
| Invitae Corp. (a)(b) | 173555 | 515458 |
| LHC Group, Inc. (a) | 3342 | 546116 |
| National Healthcare Corp. (b) | 25059 | 1544637 |
| Option Care Health, Inc. (a) | 114051 | 3434076 |
| Privia Health Group, Inc. (a) | 8419 | 201467 |
| The Ensign Group, Inc.  | 17916 | 1702020 |
|  |  | 13101015 |
| Health Care Technology - 0.8% |  |  |
| Computer Programs & Systems, Inc. (a) | 14296 | 423162 |
| Health Catalyst, Inc. (a) | 51880 | 543702 |
| HealthStream, Inc. (a) | 27317 | 693852 |
| Nextgen Healthcare, Inc. (a) | 93489 | 1944571 |
| Phreesia, Inc. (a) | 31284 | 870321 |
|  |  | 4475608 |
| Life Sciences Tools & Services - 0.8% |  |  |
| AbCellera Biologics, Inc. (a) | 34515 | 444208 |
| Adaptive Biotechnologies Corp. (a) | 51611 | 453145 |
| Berkeley Lights, Inc. (a) | 57506 | 169068 |
| Codexis, Inc. (a) | 52093 | 284949 |
| Cytek Biosciences, Inc. (a) | 10055 | 129609 |
| Medpace Holdings, Inc. (a) | 8357 | 1754051 |
| Nanostring Technologies, Inc. (a) | 33876 | 236793 |
| Pacific Biosciences of California, Inc. (a)(b) | 76297 | 820193 |
| Quanterix Corp. (a) | 43055 | 572632 |
|  |  | 4864648 |
| Pharmaceuticals - 1.2% |  |  |
| Aclaris Therapeutics, Inc. (a) | 19383 | 295009 |
| Amneal Pharmaceuticals, Inc. (a) | 77432 | 198226 |
| Amphastar Pharmaceuticals, Inc. (a) | 17943 | 529139 |
| Arvinas Holding Co. LLC (a) | 15292 | 627584 |
| Atea Pharmaceuticals, Inc. (a) | 39227 | 183975 |
| Axsome Therapeutics, Inc. (a) | 2293 | 165761 |
| Cassava Sciences, Inc. (a)(b) | 2000 | 69660 |
| Corcept Therapeutics, Inc. (a) | 10013 | 253129 |
| Esperion Therapeutics, Inc. (a) | 18531 | 124158 |
| Intra-Cellular Therapies, Inc. (a) | 16524 | 895931 |
| Nektar Therapeutics (a) | 69233 | 193852 |
| NGM Biopharmaceuticals, Inc. (a) | 28902 | 159828 |
| Odonate Therapeutics, Inc. (a)(b) | 72556 | 108834 |
| Oramed Pharmaceuticals, Inc. (a)(b) | 24182 | 204338 |
| Pacira Biosciences, Inc. (a) | 6696 | 323082 |
| Prestige Brands Holdings, Inc. (a) | 18756 | 1152744 |
| Relmada Therapeutics, Inc. (a)(b) | 52182 | 242646 |
| Revance Therapeutics, Inc. (a) | 6216 | 134949 |
| Supernus Pharmaceuticals, Inc. (a) | 3380 | 124114 |
| Theravance Biopharma, Inc. (a)(b) | 57914 | 623155 |
| WAVE Life Sciences (a) | 41740 | 176978 |
|  |  | 6787092 |
| TOTAL HEALTH CARE |  | 93864390 |
| INDUSTRIALS - 15.2%  |  |  |
| Aerospace & Defense - 0.6% |  |  |
| Astronics Corp. (a) | 47850 | 401940 |
| Parsons Corp. (a) | 67690 | 3350655 |
|  |  | 3752595 |
| Air Freight & Logistics - 0.6% |  |  |
| Atlas Air Worldwide Holdings, Inc. (a) | 1270 | 127978 |
| Forward Air Corp.  | 19704 | 2214138 |
| Hub Group, Inc. Class A (a) | 14394 | 1211255 |
|  |  | 3553371 |
| Airlines - 0.1% |  |  |
| Mesa Air Group, Inc. (a) | 87564 | 109455 |
| SkyWest, Inc. (a) | 29207 | 538869 |
|  |  | 648324 |
| Building Products - 1.1% |  |  |
| Apogee Enterprises, Inc.  | 32469 | 1566629 |
| Janus International Group, Inc. (a) | 20110 | 220205 |
| Jeld-Wen Holding, Inc. (a) | 38143 | 394399 |
| Masonite International Corp. (a) | 27315 | 2056000 |
| Resideo Technologies, Inc. (a) | 71708 | 1161670 |
| UFP Industries, Inc.  | 9250 | 757205 |
|  |  | 6156108 |
| Commercial Services & Supplies - 1.6% |  |  |
| ABM Industries, Inc.  | 52909 | 2496247 |
| Brady Corp. Class A (b) | 4400 | 210760 |
| Cimpress PLC (a) | 19305 | 571235 |
| CoreCivic, Inc. (a) | 14373 | 190873 |
| HNI Corp.  | 3438 | 99702 |
| Kimball International, Inc. Class B  | 61035 | 437011 |
| The Brink's Co.  | 58397 | 3489221 |
| The GEO Group, Inc. (a)(b) | 150817 | 1782657 |
|  |  | 9277706 |
| Construction & Engineering - 2.4% |  |  |
| API Group Corp. (a) | 103944 | 1997804 |
| Arcosa, Inc.  | 11140 | 680654 |
| Comfort Systems U.S.A., Inc.  | 25903 | 3283464 |
| Construction Partners, Inc. Class A (a) | 2513 | 71872 |
| EMCOR Group, Inc.  | 22581 | 3497797 |
| Fluor Corp. (a) | 62146 | 2088727 |
| MYR Group, Inc. (a) | 27975 | 2672452 |
|  |  | 14292770 |
| Electrical Equipment - 2.6% |  |  |
| Atkore, Inc. (a) | 36021 | 4399957 |
| AZZ, Inc.  | 37649 | 1567328 |
| Encore Wire Corp. (b) | 17435 | 2547428 |
| EnerSys  | 15623 | 1180786 |
| Enovix Corp. (a)(b) | 55132 | 719473 |
| GrafTech International Ltd.  | 41429 | 223717 |
| Preformed Line Products Co.  | 12841 | 1211420 |
| Regal Rexnord Corp.  | 16158 | 2118475 |
| SunPower Corp. (a)(b) | 15013 | 364065 |
| Vicor Corp. (a) | 10820 | 584172 |
|  |  | 14916821 |
| Machinery - 2.0% |  |  |
| Alamo Group, Inc.  | 1128 | 169764 |
| Altra Industrial Motion Corp.  | 5839 | 342282 |
| Barnes Group, Inc.  | 9926 | 422748 |
| Energy Recovery, Inc. (a) | 14332 | 332216 |
| Enerpac Tool Group Corp. Class A  | 11944 | 299078 |
| Gorman-Rupp Co.  | 6777 | 187587 |
| Hillenbrand, Inc.  | 23262 | 1163100 |
| Hurco Companies, Inc.  | 20022 | 499349 |
| Hyster-Yale Materials Handling, Inc. Class A (b) | 16836 | 492958 |
| L.B. Foster Co. Class A (a) | 6670 | 62831 |
| Mueller Industries, Inc.  | 31905 | 2194107 |
| Proto Labs, Inc. (a) | 34047 | 902926 |
| Tennant Co. (b) | 4980 | 316379 |
| Watts Water Technologies, Inc. Class A  | 26096 | 4134911 |
|  |  | 11520236 |
| Marine - 0.2% |  |  |
| Matson, Inc.  | 15354 | 978971 |
| Safe Bulkers, Inc. (b) | 126812 | 361414 |
|  |  | 1340385 |
| Professional Services - 1.4% |  |  |
| ASGN, Inc. (a) | 7415 | 671799 |
| CRA International, Inc.  | 6978 | 860108 |
| Heidrick & Struggles International, Inc.  | 29980 | 890406 |
| Kforce, Inc.  | 25862 | 1527668 |
| Resources Connection, Inc.  | 5890 | 113677 |
| TriNet Group, Inc. (a) | 26780 | 1940747 |
| TrueBlue, Inc. (a) | 30643 | 661276 |
| Upwork, Inc. (a) | 103437 | 1267103 |
|  |  | 7932784 |
| Road & Rail - 0.5% |  |  |
| ArcBest Corp.  | 6103 | 505145 |
| Marten Transport Ltd.  | 74089 | 1578837 |
| Werner Enterprises, Inc.  | 13284 | 584230 |
|  |  | 2668212 |
| Trading Companies & Distributors - 2.1% |  |  |
| Applied Industrial Technologies, Inc.  | 13608 | 1802924 |
| Boise Cascade Co.  | 11076 | 820067 |
| Global Industrial Co.  | 38077 | 937075 |
| GMS, Inc. (a) | 50063 | 2458093 |
| H&E Equipment Services, Inc.  | 22981 | 963593 |
| Rush Enterprises, Inc. Class A  | 30746 | 1584341 |
| Titan Machinery, Inc. (a) | 75959 | 3344475 |
| Transcat, Inc. (a) | 2850 | 228086 |
| Veritiv Corp. (b) | 2184 | 293835 |
|  |  | 12432489 |
| TOTAL INDUSTRIALS |  | 88491801 |
| INFORMATION TECHNOLOGY - 14.3%  |  |  |
| Communications Equipment - 1.4% |  |  |
| CommScope Holding Co., Inc. (a) | 246596 | 2189772 |
| Digi International, Inc. (a) | 9634 | 409156 |
| Extreme Networks, Inc. (a) | 190228 | 3989081 |
| Harmonic, Inc. (a)(b) | 93826 | 1439291 |
|  |  | 8027300 |
| Electronic Equipment & Components - 2.8% |  |  |
| Belden, Inc.  | 48368 | 3890722 |
| Benchmark Electronics, Inc.  | 66269 | 1913186 |
| Daktronics, Inc. (a) | 21956 | 75748 |
| Fabrinet (a) | 32217 | 4298070 |
| Kimball Electronics, Inc. (a) | 68148 | 1573537 |
| PC Connection, Inc.  | 18741 | 1041063 |
| Sanmina Corp. (a) | 34632 | 2288829 |
| ScanSource, Inc. (a) | 19047 | 568743 |
| TTM Technologies, Inc. (a) | 28289 | 454604 |
|  |  | 16104502 |
| IT Services - 1.9% |  |  |
| AvidXchange Holdings, Inc. (a) | 38174 | 329060 |
| Conduent, Inc. (a) | 157149 | 634882 |
| CSG Systems International, Inc.  | 38990 | 2411142 |
| Digitalocean Holdings, Inc. (a) | 4211 | 125614 |
| ExlService Holdings, Inc. (a) | 23286 | 4359139 |
| Grid Dynamics Holdings, Inc. (a) | 15364 | 195737 |
| Marqeta, Inc. Class A (a) | 216059 | 1445435 |
| Maximus, Inc.  | 15664 | 1101179 |
| Remitly Global, Inc. (a)(b) | 73348 | 767220 |
|  |  | 11369408 |
| Semiconductors & Semiconductor Equipment - 1.8% |  |  |
| Diodes, Inc. (a) | 31916 | 2943613 |
| Impinj, Inc. (a) | 7633 | 973589 |
| Kulicke & Soffa Industries, Inc.  | 2776 | 133109 |
| Lattice Semiconductor Corp. (a) | 46638 | 3396646 |
| MACOM Technology Solutions Holdings, Inc. (a) | 9291 | 638199 |
| MaxLinear, Inc. Class A (a) | 5970 | 218502 |
| Photronics, Inc. (a) | 26536 | 498877 |
| Semtech Corp. (a) | 47644 | 1464577 |
|  |  | 10267112 |
| Software - 5.7% |  |  |
| 8x8, Inc. (a)(b) | 29468 | 126123 |
| Agilysys, Inc. (a) | 34989 | 2323270 |
| Box, Inc. Class A (a) | 121241 | 3328065 |
| CommVault Systems, Inc. (a) | 42836 | 2827176 |
| Couchbase, Inc. (a)(b) | 16670 | 226712 |
| Domo, Inc. Class B (a) | 168113 | 2404016 |
| Liveramp Holdings, Inc. (a) | 100010 | 2196220 |
| Momentive Global, Inc. (a) | 76866 | 609547 |
| Pagerduty, Inc. (a) | 18095 | 402433 |
| PowerSchool Holdings, Inc. (a) | 12100 | 246961 |
| Progress Software Corp. (b) | 43067 | 2296332 |
| PROS Holdings, Inc. (a) | 12607 | 300299 |
| Q2 Holdings, Inc. (a) | 60132 | 1635590 |
| Qualys, Inc. (a) | 23878 | 2944635 |
| SecureWorks Corp. (a) | 33777 | 242519 |
| Sprout Social, Inc. (a) | 35485 | 2104261 |
| SPS Commerce, Inc. (a) | 28775 | 4093532 |
| Tenable Holdings, Inc. (a) | 61681 | 2354981 |
| Upland Software, Inc. (a) | 36104 | 272224 |
| Yext, Inc. (a) | 248178 | 1322789 |
| Zuora, Inc. (a) | 113288 | 870052 |
|  |  | 33127737 |
| Technology Hardware, Storage & Peripherals - 0.7% |  |  |
| Diebold Nixdorf, Inc. (a)(b) | 78684 | 169171 |
| Super Micro Computer, Inc. (a) | 41745 | 3766651 |
|  |  | 3935822 |
| TOTAL INFORMATION TECHNOLOGY |  | 82831881 |
| MATERIALS - 4.0%  |  |  |
| Chemicals - 1.5% |  |  |
| AdvanSix, Inc.  | 22793 | 938160 |
| American Vanguard Corp.  | 42478 | 976994 |
| Cabot Corp.  | 8353 | 614948 |
| Ecovyst, Inc. (a) | 158558 | 1473004 |
| FutureFuel Corp.  | 47346 | 418539 |
| Hawkins, Inc.  | 2118 | 88109 |
| Innospec, Inc.  | 8229 | 912514 |
| Mativ, Inc. (b) | 43285 | 899029 |
| Rayonier Advanced Materials, Inc. (a) | 56261 | 435460 |
| Sensient Technologies Corp.  | 3719 | 277846 |
| Stepan Co.  | 16499 | 1840793 |
|  |  | 8875396 |
| Containers & Packaging - 0.6% |  |  |
| Greif, Inc. Class A  | 4661 | 327715 |
| Myers Industries, Inc.  | 123140 | 2874088 |
|  |  | 3201803 |
| Metals & Mining - 1.5% |  |  |
| Alpha Metallurgical Resources  | 11283 | 1931988 |
| ATI, Inc. (a) | 31164 | 950814 |
| Commercial Metals Co.  | 87802 | 4321614 |
| Constellium NV (a) | 6027 | 75036 |
| Materion Corp.  | 2600 | 209456 |
| Olympic Steel, Inc.  | 20524 | 720187 |
| SunCoke Energy, Inc.  | 89856 | 760182 |
|  |  | 8969277 |
| Paper & Forest Products - 0.4% |  |  |
| Clearwater Paper Corp. (a) | 9433 | 368170 |
| Sylvamo Corp.  | 35941 | 1944049 |
|  |  | 2312219 |
| TOTAL MATERIALS |  | 23358695 |
| REAL ESTATE - 5.2%  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 5.1% |  |  |
| Alexanders, Inc.  | 1922 | 469429 |
| American Assets Trust, Inc.  | 109480 | 3206669 |
| Apple Hospitality (REIT), Inc.  | 39530 | 674382 |
| Ashford Hospitality Trust, Inc. (a) | 103577 | 674286 |
| CareTrust (REIT), Inc.  | 15695 | 310761 |
| Chatham Lodging Trust  | 14547 | 194493 |
| EastGroup Properties, Inc.  | 12780 | 1983967 |
| Empire State Realty Trust, Inc. (b) | 93665 | 722157 |
| Equity Commonwealth  | 15224 | 412418 |
| Essential Properties Realty Trust, Inc.  | 91215 | 2117100 |
| Four Corners Property Trust, Inc.  | 47548 | 1290453 |
| Global Medical REIT, Inc.  | 107050 | 1081205 |
| Global Net Lease, Inc.  | 160699 | 2174257 |
| Kite Realty Group Trust  | 75403 | 1719188 |
| National Storage Affiliates Trust  | 68865 | 2741516 |
| Necessity Retail (REIT), Inc./The  | 124263 | 830077 |
| Outfront Media, Inc.  | 44742 | 818331 |
| Piedmont Office Realty Trust, Inc. Class A  | 196691 | 2047553 |
| Retail Opportunity Investments Corp.  | 52261 | 796980 |
| RLJ Lodging Trust  | 37538 | 454961 |
| SITE Centers Corp.  | 97945 | 1331073 |
| Summit Hotel Properties, Inc.  | 36328 | 310604 |
| Terreno Realty Corp.  | 37100 | 2175544 |
| Universal Health Realty Income Trust (SBI)  | 15526 | 814960 |
| Xenia Hotels & Resorts, Inc.  | 13452 | 207430 |
|  |  | 29559794 |
| Real Estate Management & Development - 0.1% |  |  |
| Anywhere Real Estate, Inc. (a) | 29917 | 225873 |
| Marcus & Millichap, Inc.  | 6928 | 257999 |
|  |  | 483872 |
| TOTAL REAL ESTATE |  | 30043666 |
| UTILITIES - 2.1%  |  |  |
| Electric Utilities - 0.8% |  |  |
| MGE Energy, Inc.  | 11802 | 849862 |
| Otter Tail Corp.  | 26245 | 1564989 |
| PNM Resources, Inc.  | 5638 | 276262 |
| Portland General Electric Co.  | 42902 | 2112065 |
|  |  | 4803178 |
| Gas Utilities - 0.2% |  |  |
| Brookfield Infrastructure Corp. A Shares  | 13792 | 646569 |
| Chesapeake Utilities Corp.  | 1158 | 138647 |
| South Jersey Industries, Inc.  | 5497 | 190746 |
|  |  | 975962 |
| Independent Power and Renewable Electricity Producers - 1.0% |  |  |
| Altus Power, Inc. Class A (a)(b) | 48558 | 347190 |
| Clearway Energy, Inc.: |  |  |
|  Class A  | 62450  | 2055854  |
|  Class C  | 36762  | 1302845  |
| Montauk Renewables, Inc. (a)(b) | 21496 | 259457 |
| Ormat Technologies, Inc. (b) | 2806 | 253747 |
| Sunnova Energy International, Inc. (a)(b) | 70276 | 1604401 |
|  |  | 5823494 |
| Water Utilities - 0.1% |  |  |
| American States Water Co. (b) | 7038 | 689654 |
| TOTAL UTILITIES |  | 12292288 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $531,937,538) |  | <br> **571059710** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 11.1%** | &nbsp;&nbsp;**Money Market Funds - 11.1%** | &nbsp;&nbsp;**Money Market Funds - 11.1%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 3.86% (d) | 9181328 | 9183164 |
| Fidelity Securities Lending Cash Central Fund 3.86% (d)(e) | 54948067 | 54953562 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $64,134,481) |  | **64136726** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 109.3%**<br> (Cost $596,072,019)<br>| <br>**635196436** |
| **NET OTHER ASSETS (LIABILITIES) - (9.3)%** (f)  | **(53787188)** |
| **NET ASSETS - 100.0%** | **581409248** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Equity Index Contracts |  |  |  |  |  |
| CME E-mini Russell 2000 Index Contracts (United States) | 98 | Dec 2022 | 9248750 | 618793 | 618793 |
| The notional amount of futures purchased as a percentage of Net Assets is 1.6% | The notional amount of futures purchased as a percentage of Net Assets is 1.6% | The notional amount of futures purchased as a percentage of Net Assets is 1.6% | The notional amount of futures purchased as a percentage of Net Assets is 1.6% | The notional amount of futures purchased as a percentage of Net Assets is 1.6% | The notional amount of futures purchased as a percentage of Net Assets is 1.6% |

---

**Legend**

(a) Non-income producing

(b) Security or a portion of the security is on loan at period end.

(c) Level 3 security

(d) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(e) Investment made with cash collateral received from securities on loan.

(f) Includes $591,600 of cash collateral to cover margin requirements for futures contracts.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 3.86% | 7208320 | 55482084 | 53507240 | 110779 | - | - | 9183164 | 0.0% |
| Fidelity Securities Lending Cash Central Fund 3.86% | 111488782 | 194282925 | 250818145 | 100743 | - | - | 54953562 | 0.2% |
| Total | 118697102 | 249765009 | 304325385 | 211522 | - | - | 64136726 |  |

---

Amounts in the income column in the above table include any capital gain distributions from underlying funds.

Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the stock market.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Commonwealth Trust II

- **b. Investment Company Act file number:** 811-21990

- **c. CIK number of Registrant:** 0001364923

- **d. LEI of Registrant:** PJO8XCGPPRYUY4CZV047

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Small Cap Enhanced Index Fund

- **b. EDGAR series identifier (if any):** S000019928

- **c. LEI of Series:** 5493006IUQMFLEPNRD98

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

- **a. Date of fiscal year-end:** 2023-02-28

- **b. Date as of which information is reported:** 2022-11-30

**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:** $633703479.48

**Total Liabilities:** $52015064.45

**Net Assets:** $581688415.03

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000055930 | -9.76%               | 10.73%               | 3.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8150665.74             | $-47226115.30                              |
| Month 2  | $-5725913.04             | $59680459.31                               |
| Month 3  | $-137582.56              | $19254664.84                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EXLSERVICE HOLDINGS INC                    | EXLSERVICE HOLDINGS INC                       | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     23286 | NS      | $4359139.20   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCIAL INSTITUTIONS INC                 | FINANCIAL INSTITUTIONS INC                    | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18529 | NS      | $469154.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| NEKTAR THERAPEUTICS                        | NEKTAR THERAPEUTICS                           | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     69233 | NS      | $193852.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PIERIS PHARMACEUTICALS INC                 | PIERIS PHARMACEUTICALS INC                    | CUSIP: 720795103<br>LEI: 254900AJDH8PAOOI5T33 | Long             | EC               | CORP              | US        |     81145 | NS      | $79156.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASONITE INTERNATIONAL CORP                | MASONITE WORLDWIDE HOLDINGS                   | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |     27315 | NS      | $2056000.05   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HIMS and HERS HEALTH INC                   | HIMS and HERS HEALTH INC                      | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |    275306 | NS      | $1704144.14   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| SHOCKWAVE MEDICAL INC                      | SHOCKWAVE MEDICAL INC                         | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     15678 | NS      | $3975940.80   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORP                      | FULTON FINANCIAL CORP                         | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    129759 | NS      | $2412219.81   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRONICS CORP                             | ASTRONICS CORP                                | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     47850 | NS      | $401940.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE ENERGY INC                             | MGE ENERGY INC                                | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11802 | NS      | $849862.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMO INC                                   | DOMO INC CL B                                 | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |    168113 | NS      | $2404015.90   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS INC                         | HOSTESS BRANDS INC CL A                       | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137352 | NS      | $3626092.80   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND INC                            | HILLENBRAND INC                               | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     23262 | NS      | $1163100.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH REALTY TRUST              | UNIVERSAL HEALTH REALTY TRUST                 | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |     15526 | NS      | $814959.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SUTRO BIOPHARMA INC                        | SUTRO BIOPHARMA INC                           | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     49542 | NS      | $371069.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLAKOS INC                                | ALLAKOS INC                                   | CUSIP: 01671P100<br>LEI: 549300S6ZD1W6BPMDY37 | Long             | EC               | CORP              | US        |     66875 | NS      | $551718.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL CITY BANK GROUP INC                | CAPITAL CITY BANK GROUP INC                   | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      2442 | NS      | $85958.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| INNOSPEC INC                               | INNOSPEC INC                                  | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      8229 | NS      | $912513.81    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HLDGS INC                          | MEDPACE HOLDINGS INC                          | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      8357 | NS      | $1754050.73   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN BRANDS INC                         | BLOOMIN BRANDS INC                            | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    129509 | NS      | $2916542.68   | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| NUVASIVE INC                               | NUVASIVE INC                                  | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     26792 | NS      | $1040601.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INGLES MARKETS INC                         | INGLES MARKETS INC-CL A                       | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     19255 | NS      | $1946680.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELECTRONICS INC                  | BENCHMARK ELECTRONICS INC                     | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     66269 | NS      | $1913186.03   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DINE BRANDS GLOBAL INC                     | DINE BRANDS GLOBAL INC                        | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      6350 | NS      | $473646.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC    | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC       | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9291 | NS      | $638198.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                  | TEGNA INC                                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     23373 | NS      | $461383.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES INC                   | RESIDEO TECHNOLOGIES INC                      | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     71708 | NS      | $1161669.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMICUS THERAPEUTICS INC                    | AMICUS THERAPEUTICS INC                       | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     89229 | NS      | $1079670.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SANGAMO THERAPEUTICS INC                   | SANGAMO THERAPEUTICS INC                      | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |     75179 | NS      | $275155.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                      | COMMVAULT SYSTEMS INC                         | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     42836 | NS      | $2827176.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST INC            | FOUR CORNERS PPTY TR INC W/I                  | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     47548 | NS      | $1290452.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC                       | GLOBAL NET LEASE INC                          | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |    160699 | NS      | $2174257.47   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TWIST BIOSCIENCE CORP                      | TWIST BIOSCIENCE CORP                         | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     19351 | NS      | $529249.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| HEIDRICK and STRUGGLES INTERNATIONAL INC   | HEIDRICK and STRUGGLES INTL INC               | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     29980 | NS      | $890406.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTUREFUEL CORP                            | FUTUREFUEL CORP                               | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     47346 | NS      | $418538.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC               | BREAD FINANCIAL HOLDINGS                      | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     92287 | NS      | $3786535.61   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLAR LNG LTD                              | GOLAR LNG LTD                                 | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |     89145 | NS      | $2234865.15   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTRESS BIOTECH INC                       | FORTRESS BIOTECH INC                          | CUSIP: 34960Q109<br>LEI: 529900DZUWSYUURECK24 | Long             | EC               | CORP              | US        |     54189 | NS      | $35835.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| COMMUNITY TRUST BANCORP INC                | COMMUNITY TRUST BANCORP INC                   | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8634 | NS      | $413654.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA METALLURGICAL RESOURCES INC          | ALPHA METALLURGICAL RESOURCES INC             | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11283 | NS      | $1931988.09   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCRYST PHARMACEUTICALS INC               | BIOCRYST PHARMACEUTICALS INC                  | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     33890 | NS      | $452770.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH INC                     | OPTION CARE HEALTH INC                        | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    114051 | NS      | $3434075.61   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HARPOON THERAPEUTICS INC                   | HARPOON THERAPEUTICS INC                      | CUSIP: 41358P106<br>LEI: 549300VFZL0TEVXILA36 | Long             | EC               | CORP              | US        |     42867 | NS      | $29368.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FORWARD AIR CORP                           | FORWARD AIR CORP                              | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19704 | NS      | $2214138.48   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOURCE CORP                          | FIRST SOURCE CORP                             | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14701 | NS      | $839427.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                  | HALOZYME THERAPEUTICS INC                     | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     25584 | NS      | $1464939.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOGEN INC                              | IMMUNOGEN INC                                 | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |    126027 | NS      | $654080.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SAGE THERAPEUTICS INC                      | SAGE THERAPEUTICS INC                         | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      4561 | NS      | $187183.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTAUK RENEWABLES INC                     | MONTAUK RENEWABLES INC                        | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21496 | NS      | $259456.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| COHEN and STEERS INC                       | COHEN and STEERS INC                          | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     14664 | NS      | $971490.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AXSOME THERAPEUTICS INC                    | AXSOME THERAPEUTICS INC                       | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      2293 | NS      | $165760.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRA INDUSTRIAL MOTION CORP               | ALTRA INDUSTRIAL MOTION CORP                  | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      5839 | NS      | $342282.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARBUTUS BIOPHARMA CORP                     | ARBUTUS BIOPHARMA CORP                        | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | CA        |    105053 | NS      | $246874.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ALTUS POWER INC                            | ALTUS POWER INC CL A                          | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |     48558 | NS      | $347189.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| PACIFIC BIOSCIENCES OF CALIFORNIA INC      | PACIFIC BIOSCIENES OF CALI INC                | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |     76297 | NS      | $820192.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| MATIV INC                                  | MATIV INC                                     | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     43285 | NS      | $899029.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| BLUEPRINT MEDICINES CORP                   | BLUEPRINT MEDICINES CORP                      | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      9609 | NS      | $459214.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMOLOGY MEDICINES INC                     | HOMOLOGY MEDICINES INC                        | CUSIP: 438083107<br>LEI: 549300RWKPJEFTM3K452 | Long             | EC               | CORP              | US        |     41073 | NS      | $63252.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                     | ORMAT TECHNOLOGIES INC                        | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      2806 | NS      | $253746.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| METROPOLITAN BANK HOLDING CORP             | METROPOLITAN BANK HOLDING CORP                | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2028 | NS      | $128859.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINL SVCS INC                    | PROVIDENT FINANCIAL SVCS INC                  | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     44409 | NS      | $1000534.77   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Q2 HOLDINGS INC                            | Q2 HOLDINGS INC                               | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     60132 | NS      | $1635590.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES CELLULAR CORP                | UNITED STATES CELLULAR CORP                   | CUSIP: 911684108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2393 | NS      | $50875.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORBUS PHARMACEUTICALS HOLDINGS INC        | CORBUS PHARMACEUTICALS HOLDINGS INC           | CUSIP: 21833P103<br>LEI: 529900MX6XCNZC7MM155 | Long             | EC               | CORP              | US        |    248721 | NS      | $48376.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TTM TECHNOLOGIES INC                       | TTM TECHNOLOGIES INC                          | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     28289 | NS      | $454604.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KALVISTA PHARMACEUTICALS INC               | KALVISTA PHARMACEUTICALS INC                  | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |     41259 | NS      | $222386.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REVANCE THERAPEUTICS INC                   | REVANCE THERAPEUTICS INC                      | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |      6216 | NS      | $134949.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVERUM BIOTECHNOLOGIES INC                | ADVERUM BIOTECHNOLOGIES INC                   | CUSIP: 00773U108<br>LEI: 529900ZEDOOZL1EWHJ89 | Long             | EC               | CORP              | US        |    173968 | NS      | $116541.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE MTG TR INC                      | BLACKSTONE MORTGAGE TR CL A                   | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |    155183 | NS      | $3921474.41   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC          | INTERNATIONAL GAME TECHNOLOGY PLC             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     98241 | NS      | $2410834.14   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| VOYAGER THERAPEUTICS INC                   | VOYAGER THERAPEUTICS INC                      | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |     45215 | NS      | $268577.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| BOISE CASCADE CO DEL                       | BOISE CASCADE CO                              | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     11076 | NS      | $820067.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND INDUSTRIES INC                    | LAKELAND INDUSTRIES INC                       | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |     23640 | NS      | $315121.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| LIVERAMP HOLDINGS INC                      | LIVERAMP HOLDINGS INC                         | CUSIP: 53815P108<br>LEI: 76MIROMHC0FSWDR2G072 | Long             | EC               | CORP              | US        |    100010 | NS      | $2196219.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP IN                           | BRISTOW GROUP INC                             | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     14184 | NS      | $368784.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| PRIVIA HEALTH GROUP INC                    | PRIVIA HEALTH GROUP INC                       | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8419 | NS      | $201466.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                    | ENERPAC TOOL GROUP CORP CL A                  | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     11944 | NS      | $299077.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES INC                       | CAVCO INDUSTRIES INC                          | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2654 | NS      | $609438.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORP                     | PERMIAN RESOURCES CORP CL A                   | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    150964 | NS      | $1533794.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| NATIONAL STORAGE AFFILIATES TRUST          | NATIONAL STORAGE AFFILIATES TRUST             | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68865 | NS      | $2741515.65   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO RLTY CORP                          | TERRENO REALTY CORP                           | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37100 | NS      | $2175544.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITIV CORP                               | VERITIV CORP                                  | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      2184 | NS      | $293835.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST BANCORP P R                          | FIRST BANCORP PUERTO RICO                     | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    216485 | NS      | $3329539.30   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| XENCOR INC                                 | XENCOR INC                                    | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     21260 | NS      | $631847.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                     | PROGRESS SOFTWARE CORP                        | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     43067 | NS      | $2296332.44   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE NUTRITION LTD                    | HERBALIFE NUTRITION LTD                       | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |     11098 | NS      | $194436.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MIMEDX GROUP INC                           | MIMEDX GROUP INC                              | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35812 | NS      | $116389.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KEZAR LIFE SCIENCES INC                    | KEZAR LIFE SCIENCES INC                       | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |     53566 | NS      | $418350.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUEBLUE INC                               | TRUEBLUE INC                                  | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30643 | NS      | $661275.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBIREO PHARMA INC                         | ALBIREO PHARMA INC                            | CUSIP: 01345P106<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               | CORP              | US        |      7115 | NS      | $157099.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SURMODICS INC                              | SURMODICS INC                                 | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     44575 | NS      | $1610494.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSEMBLY BIOSCIENCES INC                   | ASSEMBLY BIOSCIENCES INC                      | CUSIP: 045396108<br>LEI: 5299007Y1X8RBDFT8C40 | Long             | EC               | CORP              | US        |     88168 | NS      | $115500.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                               | LIVANOVA PLC                                  | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      1905 | NS      | $105479.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RETAIL OPPORTUNITY INVTS CORP              | RETAIL OPPORTUNITY INVTS CORP                 | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52261 | NS      | $796980.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERUS BIOSCIENCES INC                    | COHERUS BIOSCIENCES INC                       | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     43895 | NS      | $301119.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| EDITAS MEDICINE INC                        | EDITAS MEDICINE INC                           | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     33919 | NS      | $359541.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| LAKELAND FINANCIAL CORP                    | LAKELAND FINANCIAL CORP                       | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3267 | NS      | $257962.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN VANGUARD CORP                     | AMERICAN VANGUARD CORP                        | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     42478 | NS      | $976994.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC BIO INC                             | IVERIC BIO INC                                | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     28131 | NS      | $664454.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUYS HOLDINGS INC                         | CHUYS HOLDINGS INC                            | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8191 | NS      | $259572.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTRA-CELLULAR THERAPIES INC               | INTRA-CELLULAR THERAPIES INC                  | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |     16524 | NS      | $895931.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                         | UMB FINANCIAL CORP                            | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      6174 | NS      | $528000.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MANUFACTURING CO                    | MODINE MANUFACTURING CO                       | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     63178 | NS      | $1337478.26   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                    | KITE REALTY GROUP TRUST                       | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75403 | NS      | $1719188.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTH CATALYST INC                        | HEALTH CATALYST INC                           | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     51880 | NS      | $543702.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES INC                     | COMSTOCK RESOURCES INC                        | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     84213 | NS      | $1545308.55   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| KINSALE CAPITAL GROUP INC                  | KINSALE CAPITAL GROUP INC                     | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      1401 | NS      | $431802.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL INC                     | WASHINGTON FEDERAL INC                        | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75678 | NS      | $2669163.06   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PHREESIA INC                               | PHREESIA INC                                  | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     31284 | NS      | $870320.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ACLARIS THERAPEUTICS INC                   | ACLARIS THERAPEUTICS INC                      | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |     19383 | NS      | $295009.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMINAR TECHNOLOGIES INC                   | LUMINAR TECHNOLOGIES INC                      | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Long             | EC               | CORP              | US        |     20546 | NS      | $157382.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERISAFE INC                              | AMERISAFE INC                                 | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     20480 | NS      | $1215897.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS INC                   | GREEN BRICK PARTNERS INC                      | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     51037 | NS      | $1234074.66   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORP                    | TOMPKINS FINANCIAL CORP                       | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      5096 | NS      | $425719.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORPORATION                          | BRADY CORPORATION CL A                        | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      4400 | NS      | $210760.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CLEARWAY ENERGY INC                        | CLEARWAY ENERGY INC                           | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     62450 | NS      | $2055854.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PRECIGEN INC                               | PRECIGEN INC                                  | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |    127294 | NS      | $231675.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| HELMERICH and PAYNE INC                    | HELMERICH and PAYNE INC                       | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      5899 | NS      | $301320.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC                           | PJT PARTNERS INC                              | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      2912 | NS      | $224253.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GORMAN-RUPP CO                             | GORMAN-RUPP CO                                | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |      6777 | NS      | $187587.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELF BEAUTY INC                             | ELF BEAUTY INC                                | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     67097 | NS      | $3687651.12   | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIZENS FINANCIAL GRP INC                 | CITIZENS FINANCIAL GROUP INC                  | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     74522 | NS      | $3158242.36   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| FIBROGEN INC                               | FIBROGEN INC                                  | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |      5235 | NS      | $75226.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELLIA THERAPEUTICS INC                  | INTELLIA THERAPEUTICS INC                     | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     22312 | NS      | $1148175.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC              | AMERICAN EAGLE OUTFITTERS INC                 | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     70527 | NS      | $1115737.14   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                             | CONSTELLIUM SE CL A                           | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |      6027 | NS      | $75036.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES INC                          | PNM RESOURCES INC                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      5638 | NS      | $276262.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                               | PARSONS CORP                                  | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     67690 | NS      | $3350655.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                          | CHORD ENERGY CORP                             | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     17088 | NS      | $2606432.64   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ZUORA INC                                  | ZUORA INC CL A                                | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |    113288 | NS      | $870051.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPINJ INC                                 | IMPINJ INC                                    | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      7633 | NS      | $973589.15    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ANIKA THERAPEUTICS INC                     | ANIKA THERAPEUTICS INC                        | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      8145 | NS      | $256893.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| YEXT INC                                   | YEXT INC                                      | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |    248178 | NS      | $1322788.74   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAPACK GLADSTONE FINL CORP                | PEAPACK GLADSTONE FINL CORP                   | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     13620 | NS      | $561416.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| AZZ INC                                    | AZZ INC                                       | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     37649 | NS      | $1567327.87   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR SURGICAL CO                          | STAAR SURGICAL CO NEW                         | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     20835 | NS      | $1189886.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTONE BANCORP INC                     | CONNECTONE BANCORP INC                        | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      6461 | NS      | $169536.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CODEXIS INC                                | CODEXIS INC                                   | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52093 | NS      | $284948.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTL INC                       | CSG SYSTEMS INTL INC                          | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     38990 | NS      | $2411141.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO GROUP INC/THE                          | GEO GROUP INC                                 | CUSIP: 36162J106<br>LEI: 5493003VOR6NTY465495 | Long             | EC               | CORP              | US        |    150817 | NS      | $1782656.94   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| PATRICK INDUSTRIES INC                     | PATRICK INDUSTRIES INC                        | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      4400 | NS      | $246092.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCEPT PHARMACEUTICALS INC              | INTERCEPT PHARMACEUTICALS INC                 | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |     28209 | NS      | $420596.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORP                              | MATERION CORP                                 | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      2600 | NS      | $209456.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS INC                                   | FIGS INC-CLASS A                              | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    215287 | NS      | $1685697.21   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| WINMARK CORP                               | WINMARK CORP                                  | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1520 | NS      | $364800.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL and GAS CORPORATION           | MAGNOLIA OIL and GAS CORPO CL A               | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75869 | NS      | $1978663.52   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MARCUS and MILLICHAP INC                   | MARCUS and MILLICHAP CO INC                   | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      6928 | NS      | $257998.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTEK BIOSCIENCES INC                      | CYTEK BIOSCIENCES INC                         | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     10055 | NS      | $129608.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC              | OCEANEERING INTERNATIONAL INC                 | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    129531 | NS      | $1967575.89   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL MEDICAL REIT INC                    | GLOBAL MEDICAL REIT INC                       | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |    107050 | NS      | $1081205.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EQUITY INVESTMENT LIFE HOLDING CO | AMERICAN EQY INVT LIFE HLD CO                 | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      3151 | NS      | $127647.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RENASANT CORP                              | RENASANT CORP                                 | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     11076 | NS      | $451568.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                        | DIEBOLD NIXDORF INC                           | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     78684 | NS      | $169170.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| RCI HOSPITALITY HOLDINGS INC               | RCI HOSPITALITY HOLDINGS INC                  | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |      1837 | NS      | $167203.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CARDIOVASCULAR SYSTEMS INC                 | CARDIOVASCULAR SYSTEMS INC                    | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     18395 | NS      | $257713.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES INC                     | WERNER ENTERPRISES INC                        | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     13284 | NS      | $584230.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SURFACE ONCOLOGY INC                       | SURFACE ONCOLOGY INC                          | CUSIP: 86877M209<br>LEI: 549300FCSG6MNIMFH738 | Long             | EC               | CORP              | US        |     60289 | NS      | $55465.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC                    | COMFORT SYSTEMS USA INC                       | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     25903 | NS      | $3283464.28   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ZENTALIS PHARMACEUTICALS INC               | ZENTALIS PHARMACEUTICALS LLC                  | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19677 | NS      | $435255.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                      | STIFEL FINANCIAL CORP                         | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     46897 | NS      | $3013132.25   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY COMMONWEALTH                        | EQUITY COMMONWEALTH                           | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     15224 | NS      | $412418.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN MACHINERY INC                        | TITAN MACHINERY INC                           | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     75959 | NS      | $3344474.77   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES INC.                    | APOGEE ENTERPRISES INC                        | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     32469 | NS      | $1566629.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC                 | IRIDIUM COMMUNICATIONS INC                    | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      5333 | NS      | $283182.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WATTS WATER TECHNOLOGIES INC               | WATTS WATER TECH INC CL A                     | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     26096 | NS      | $4134911.20   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKS CO                                  | BRINKS CO                                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     58397 | NS      | $3489220.75   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| VERVE THERAPEUTICS INC                     | VERVE THERAPEUTICS INC                        | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3057 | NS      | $71014.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUPANION INC                              | TRUPANION INC                                 | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     50240 | NS      | $2626044.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| PARK NATIONAL CORP                         | PARK NATIONAL CORP                            | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      3633 | NS      | $549781.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| PROTHENA CORP PLC                          | PROTHENA CORP PLC                             | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |     13796 | NS      | $862387.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES INC                | SUMMIT HOTEL PROPERTIES INC                   | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |     36328 | NS      | $310604.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REMITLY GLOBAL INC                         | REMITLY GLOBAL INC                            | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73348 | NS      | $767220.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| COLUMBIA BANKING SYSTEMS INC               | COLUMBIA BANKING SYSTEMS INC                  | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100805 | NS      | $3433418.30   | 0.59%             |  |  |  | No            |                  1 | On Loan: —       |
| ARROWHEAD PHARMACEUTICALS INC              | ARROWHEAD PHARMACEUTICALS INC                 | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     15148 | NS      | $487765.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGER OIL CORP                            | RANGER OIL CORP CL A                          | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     13522 | NS      | $589153.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                         | REGAL REXNORD CORP                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     16158 | NS      | $2118475.38   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIX CORP                                | ENOVIX CORP                                   | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |     55132 | NS      | $719472.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| MURPHY USA INC                             | MURPHY USA INC                                | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      4616 | NS      | $1365458.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ARVINAS INC                                | ARVINAS INC                                   | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15292 | NS      | $627583.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC                                 | KFORCE INC                                    | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     25862 | NS      | $1527668.34   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONS GATE ENTERTAINMENT CORP              | LIONS GATE ENTERMENT CORP A                   | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     41647 | NS      | $318183.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDLAND STS BANCORP INC ILL                | MIDLAND STATES BANCORP INC                    | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     11254 | NS      | $302845.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY RECOVERY INC                        | ENERGY RECOVERY INC                           | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |     14332 | NS      | $332215.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMO WATER CORP                           | PRIMO WATER CORP                              | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | CA        |    153884 | NS      | $2408284.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTHCARE CORP                   | NATIONAL HEALTHCARE CORP                      | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25059 | NS      | $1544636.76   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| CATHAY GENERAL BANCORP                     | CATHAY GENERAL BANCORP                        | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     34993 | NS      | $1626124.71   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORP                               | ARCBEST CORP                                  | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      6103 | NS      | $505145.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS INC                        | CAL-MAINE FOODS INC                           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     53742 | NS      | $3132083.76   | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| THERAVANCE BIOPHARMA INC                   | THERAVANCE BIOPHARMA INC                      | CUSIP: N/A<br>LEI: 5493007VTSXP4Z6MIW52       | Long             | EC               | CORP              | KY        |     57914 | NS      | $623154.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| PROTO LABS INC                             | PROTO LABS INC                                | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     34047 | NS      | $902926.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CASSAVA SCIENCES INC                       | CASSAVA SCIENCES INC                          | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |      2000 | NS      | $69660.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DOCGO INC                                  | DOCGO INC                                     | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126008 | NS      | $926158.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP                               | EMBECTA CORP                                  | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     13607 | NS      | $447942.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORP                | NATIONAL BK HLDGS CORP                        | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3544 | NS      | $164831.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK SCIENCES INC                        | KODIAK SCIENCES INC                           | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |     36969 | NS      | $272831.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL CORP LTD                               | SFL CORP LTD                                  | CUSIP: N/A<br>LEI: 549300RLYYPSB0C7RH77       | Long             | EC               | CORP              | BM        |     16028 | NS      | $156914.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDERS INC                             | ALEXANDER'S INC                               | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |      1922 | NS      | $469429.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                  | EMERGENT BIOSOL                               | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     24533 | NS      | $301755.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NURIX THERAPEUTICS INC                     | NURIX THERAPEUTICS INC                        | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19137 | NS      | $237107.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARS PHARMACEUTICALS INC                    | ARS PHARMACEUTICALS INC                       | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20944 | NS      | $130271.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORP                         | VAREX IMAGING CORP                            | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      5064 | NS      | $107559.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEBIRD BIO INC                           | BLUEBIRD BIO INC                              | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67273 | NS      | $524056.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| APELLIS PHARMACEUTICALS INC                | APELLIS PHARMACEUTICALS INC                   | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     16999 | NS      | $848760.07    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON GRAND VACATIONS INC                 | HILTON GRAND VACATIONS INC                    | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      8021 | NS      | $353084.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                        | CLEARWAY ENERGY INC CL C                      | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     36762 | NS      | $1302845.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORP                      | CLEARWATER PAPER CORP                         | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      9433 | NS      | $368169.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PUMA BIOTECHNOLOGY INC                     | PUMA BIOTECHNOLOGY INC                        | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41309 | NS      | $186716.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFORMED LINE PRODUCTS CO                 | PREFORMED LINE PRODUCTS CO                    | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |     12841 | NS      | $1211419.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OPPENHEIMER HOLDINGS INC                   | OPPENHEIMER HLDGS CL A NON-VTG                | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32816 | NS      | $1367114.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| WORLD FUEL SERVICES CORP                   | WORLD FUEL SERVICES CORP                      | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     44040 | NS      | $1252938.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND FINANCIAL USA INC                | HEARTLAND FINANCIAL USA INC                   | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     32652 | NS      | $1593091.08   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| QUOTIENT TECHNOLOGY INC                    | QUOTIENT TECHNOLOGY INC                       | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |    289424 | NS      | $853800.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBALL ELECTRONICS INC                    | KIMBALL ELECTRONICS INC                       | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     68148 | NS      | $1573537.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC GLOBAL INC                             | DMC GLOBAL INC                                | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      8192 | NS      | $150650.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PASSAGE BIO INC                            | PASSAGE BIO INC                               | CUSIP: 702712100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38538 | NS      | $47016.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MUSTANG BIO INC                            | MUSTANG BIO INC                               | CUSIP: 62818Q104<br>LEI: 5493004W0VC1DPECQ779 | Long             | EC               | CORP              | US        |     69880 | NS      | $35289.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SIMMONS 1ST NATL CORP                      | SIMMONS 1ST NATL CORP CL A                    | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     44582 | NS      | $1034748.22   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK LOS ANGELES CA              | PREFERRED BANK LOS ANGELES                    | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      2386 | NS      | $180357.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONDUENT INC                               | CONDUENT INC                                  | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    157149 | NS      | $634881.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKY BRANDS INC                           | ROCKY BRANDS INC                              | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |      7381 | NS      | $208734.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCURAY INC DEL                            | ACCURAY INC                                   | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |    343316 | NS      | $703797.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| REPLIMUNE GROUP INC                        | REPLIMUNE GROUP INC                           | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |      7570 | NS      | $154957.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA ENERGY INTERNATIONAL INC           | SUNNOVA ENERGY INTERNATIONAL INC              | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |     70276 | NS      | $1604401.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| UFP INDUSTRIES INC                         | UFP INDUSTRIES INC                            | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      9250 | NS      | $757205.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES INC                | SOUTH JERSEY INDUSTRIES INC                   | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      5497 | NS      | $190745.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KINIKSA PHARMACEUTICALS LTD                | KINIKSA PHARMACEUTICALS LTD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     33545 | NS      | $564562.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE and SOFFA INDUSTRIES INC           | KULICKE and SOFFA INDUSTRIES INC              | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      2776 | NS      | $133109.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL AGRICULTURAL MORTGAGE CORP         | FEDERAL AGRI MTG NON VTG CL C                 | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |     10356 | NS      | $1303302.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDWIDTH INC                              | BANDWIDTH INC                                 | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     59451 | NS      | $1359049.86   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGI INTERNATIONAL INC                     | DIGI INTERNATIONAL INC                        | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      9634 | NS      | $409155.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL INC                         | AVANOS MEDICAL INC                            | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     74237 | NS      | $1996975.30   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS INC               | NATIONAL VISION HOLDINGS INC                  | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     78138 | NS      | $3161463.48   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY BANK SYSTEMS INC                 | COMMUNITY BANK SYSTEMS INC                    | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     23154 | NS      | $1508251.56   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| ODONATE THERAPEUTICS INC                   | ODONATE THERAPEUTICS INC                      | CUSIP: 676079106<br>LEI: 549300D50X5LSJ208C14 | Long             | EC               | CORP              | US        |     72556 | NS      | $108834.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TOWNEBANK PORTSMOUTH VA                    | TOWNE BANK                                    | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      9277 | NS      | $299647.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PLC                               | ALKERMES PLC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     50492 | NS      | $1251191.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES COMMERCIAL REAL ESTATE CORPORATION    | ARES COMMERCIAL REAL ESTATE CO                | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |     15471 | NS      | $192768.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER INC                   | SUPER MICRO COMPUTER INC                      | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     41745 | NS      | $3766651.35   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET PHARMACEUTICALS INC                 | ROCKET PHARMACEUTICALS INC                    | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     21819 | NS      | $411942.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST COMMONWEALTH FINANCIAL CORP          | FIRST COMMONWEALTH FINL CORP                  | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     41855 | NS      | $616105.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYLINE CHAMPION CORP                      | SKYLINE CHAMPION CORP                         | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21703 | NS      | $1128338.97   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTA BIOSCIENCES INC                    | SELECTA BIOSCIENCES INC                       | CUSIP: 816212104<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |     85524 | NS      | $112036.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WATERSTONE FINL INC MD                     | WATERSTONE FINANCIAL INC                      | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |     34548 | NS      | $578679.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                     | GROUP 1 AUTOMOTIVE INC                        | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     11661 | NS      | $2254537.74   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| DENNY'S CORP                               | DENNYS CORP                                   | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |     45661 | NS      | $572588.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ATARA BIOTHERAPEUTICS INC                  | ATARA BIOTHERAPEUTICS INC                     | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |     82150 | NS      | $372139.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HYSTER-YALE MATERIALS HANDLING             | HYSTER-YALE MATERIALS HANDLING                | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16836 | NS      | $492958.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| TENABLE HOLDINGS INC                       | TENABLE HOLDINGS INC                          | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     61681 | NS      | $2354980.58   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                  | MATADOR RESOURCES COMPANY                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     11155 | NS      | $740245.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| ESPERION THERAPEUTICS INC NEW              | ESPERION THERAPEUTICS INC NEW                 | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |     18531 | NS      | $124157.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORP                                | BANNER CORP                                   | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17447 | NS      | $1232107.14   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AKEBIA THERAPEUTICS INC                    | AKEBIA THERAPEUTICS INC                       | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |    396648 | NS      | $107293.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLVE GROUP INC                          | REVOLVE GROUP INC                             | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25196 | NS      | $665678.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEXSTEEL INDUSTRIES INC                   | FLEXSTEEL IND                                 | CUSIP: 339382103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18297 | NS      | $270795.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| NANOSTRING TECHNOLOGIES INC                | NANOSTRING TECHNOLOGIES INC                   | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |     33876 | NS      | $236793.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INC                         | ABM INDUSTRIES INC                            | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     52909 | NS      | $2496246.62   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC                         | EVERI HOLDINGS INC                            | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     12200 | NS      | $203984.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORP                               | SANMINA CORP                                  | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     34632 | NS      | $2288828.88   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTIVION INC                               | ARTIVION INC                                  | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     47507 | NS      | $607614.53    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP (IND)                 | OLD NATIONAL BANCORP (IND)                    | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    208093 | NS      | $3976657.23   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS HOLDINGS INC                          | PROS HLDGS INC                                | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |     12607 | NS      | $300298.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABCELLERA BIOLOGICS INC                    | ABCELLERA BIOLOGICS INC                       | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |     34515 | NS      | $444208.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                  | DIGITALOCEAN HOLDINGS INC                     | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |      4211 | NS      | $125614.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| RUSH ENTERPRISES INC                       | RUSH ENTERPRISES INC CL A                     | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     30746 | NS      | $1584341.38   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC                           | ENSIGN GROUP INC                              | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     17916 | NS      | $1702020.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVOCURE LTD                               | NOVOCURE LTD                                  | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |      5161 | NS      | $396571.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| XENIA HOTELS and RESORTS INC               | XENIA HOTELS and RESORTS INC                  | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     13452 | NS      | $207429.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GT BIOPHARMA INC                           | GT BIOPHARMA INC                              | CUSIP: 36254L209<br>LEI: 549300HMPDDS7IM47Y18 | Long             | EC               | CORP              | US        |     32905 | NS      | $54293.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NAVIENT CORP                               | NAVIENT CORP                                  | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     23107 | NS      | $382882.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFE BULKERS INC                           | SAFE BULKERS INC                              | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MH        |    126812 | NS      | $361414.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CHATHAM LODGING TRUST                      | CHATHAM LODGING TRUST                         | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14547 | NS      | $194493.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS INC                           | DHT HOLDINGS INC                              | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |     16894 | NS      | $171136.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                                 | QUALYS INC                                    | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     23878 | NS      | $2944634.96   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| VANDA PHARMACEUTICALS INC                  | VANDA PHARMACEUTICALS INC                     | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     23638 | NS      | $257890.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INHIBRX INC                                | INHIBRX INC                                   | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |     15259 | NS      | $457464.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOVYST INC                                | ECOVYST INC                                   | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158558 | NS      | $1473003.82   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD                      | NABORS INDUSTRIES LTD                         | CUSIP: N/A<br>LEI: 5493008TXYN3II3PU369       | Long             | EC               | CORP              | BM        |     15481 | NS      | $2451106.73   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                               | SEMTECH CORP                                  | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     47644 | NS      | $1464576.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                      | LANTHEUS HLDGS INC                            | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      3905 | NS      | $242422.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS INC                 | UNITED COMMUNITY BANKS GA                     | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     24233 | NS      | $944360.01    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC        | APPLIED INDUSTRIAL TECH INC                   | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     13608 | NS      | $1802923.92   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC              | AMPHASTAR PHARMACEUTICALS INC                 | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     17943 | NS      | $529139.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT INC                         | CARETRUST REIT INC                            | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     15695 | NS      | $310761.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| POWERSCHOOL HOLDINGS INC                   | POWERSCHOOL HOLDINGS INC                      | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12100 | NS      | $246961.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS DIVERSIFIED HOLDINGS               | COMPASS DIVERSIFIED HOLDINGS                  | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     29117 | NS      | $569528.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                     | MUELLER INDUSTRIES INC                        | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     31905 | NS      | $2194106.85   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FATE THERAPEUTICS INC                      | FATE THERAPEUTICS INC                         | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      9631 | NS      | $200517.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| RELAY THERAPEUTICS INC                     | RELAY THERAPEUTICS INC                        | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17377 | NS      | $322864.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC            | INSTALLED BUILDING PRODUCTS INC               | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     35746 | NS      | $3035907.78   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| MONRO INC                                  | MONRO INC                                     | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5600 | NS      | $254632.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| EMPLOYERS HOLDINGS INC                     | EMPLOYERS HOLDINGS INC                        | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6853 | NS      | $318458.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                   | PATTERSON-UTI ENERGY INC                      | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     44332 | NS      | $795759.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                    | ATI INC                                       | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     31164 | NS      | $950813.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURAL GROCERS BY VITAMIN COTTAGE INC     | NATURAL GROCERS VIT GROC INC                  | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |     22015 | NS      | $221911.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERACYTE INC                               | VERACYTE INC                                  | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     28260 | NS      | $783932.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| CENTRAL PACIFIC FINANCIAL CORP             | CENTRAL PACIFIC FINANCIAL CORP                | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     15802 | NS      | $334844.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FOSTER L B CO                              | FOSTER L B CO CL A                            | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |      6670 | NS      | $62831.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEDGE INC                                  | ZEDGE INC CL B                                | CUSIP: 98923T104<br>LEI: 549300EDIDRX7NRMGN17 | Long             | EC               | CORP              | US        |     20492 | NS      | $48975.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                   | ASGN INC                                      | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      7415 | NS      | $671799.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL PHARMACEUTICALS INC                 | AMNEAL PHARMACEUTICALS INC                    | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     77432 | NS      | $198225.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC DEL                          | MYR GROUP INC/DELAWARE                        | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     27975 | NS      | $2672451.75   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                       | BRIDGEBIO PHARMA INC                          | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     54734 | NS      | $512857.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| NECESSITY RETAIL REIT INC/THE              | THE NECESSITY RETAIL REIT INC                 | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |    124263 | NS      | $830076.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOSSAMER BIO INC                           | GOSSAMER BIO INC                              | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |     35737 | NS      | $305908.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC GROUP INC                              | LHC GROUP INC                                 | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      3342 | NS      | $546116.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA BANCORP                             | SIERRA BANCORP                                | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17630 | NS      | $381513.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EIGER BIOPHARMACEUTICALS INC               | EIGER BIOPHARMACEUTICALS INC                  | CUSIP: 28249U105<br>LEI: 549300N6TVZB9N2Q9M78 | Long             | EC               | CORP              | US        |     15410 | NS      | $69961.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNPOWER CORP                              | SUNPOWER CORP                                 | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     15013 | NS      | $364065.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| AXOS FINANCIAL INC                         | AXOS FINANCIAL INC                            | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     27890 | NS      | $1118667.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC                               | ADVANSIX INC                                  | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     22793 | NS      | $938159.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC                         | OUTFRONT MEDIA INC                            | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     44742 | NS      | $818331.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DUOLINGO INC                               | DUOLINGO INC                                  | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39193 | NS      | $2730576.31   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORP                             | TRUSTMARK CORP                                | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     17356 | NS      | $634882.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                           | STONEX GROUP INC                              | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     11768 | NS      | $1194098.96   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC              | SELECTIVE INSURANCE GROUP INC                 | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      2456 | NS      | $236070.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                                | VAXCYTE INC                                   | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     19188 | NS      | $883799.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORP             | ATLANTIC UN BANKSHARES CORP                   | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25130 | NS      | $896387.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SANFILIPPO (JOHN B) and SON INC            | SANFILIPPO (JOHN B) and SON INC.              | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      3362 | NS      | $284727.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORP                       | HANCOCK WHITNEY CORP                          | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     37310 | NS      | $2046080.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA INTERNATIONAL INC                      | CRA INTERNATIONAL INC                         | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6978 | NS      | $860108.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC PHARMACEUTICALS INC                   | ORIC PHARMACEUTICALS INC                      | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |     88202 | NS      | $316645.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARDS INC                               | DILLARDS INC CL A                             | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      7795 | NS      | $2803861.50   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUECAR INC                                | TRUECAR INC                                   | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |    216791 | NS      | $539809.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP                 | LATTICE SEMICONDUCTOR CORP                    | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     46638 | NS      | $3396645.54   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP                          | SITE CENTERS CORP                             | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     97945 | NS      | $1331072.55   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DECIPHERA PHARMACEUTICALS INC              | DECIPHERA PHARMACEUTICALS INC                 | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |     43295 | NS      | $688823.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCORP INC DEL                            | BANCORP INC DEL                               | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18018 | NS      | $539999.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCSHARES INC                        | HOME BANCSHARES INC                           | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18600 | NS      | $473370.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| COGENT COMMUNICATIONS HOLDINGS INC         | COGENT COMMUNICATIONS HOLDINGS INC            | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49143 | NS      | $2852751.15   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST INC              | ASHFORD HOSPITALITY TR INC                    | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103577 | NS      | $674286.27    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN CO                                  | STEPAN CO                                     | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     16499 | NS      | $1840793.43   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGEL PHARMACEUTICALS INC                  | RIGEL PHARMACEUTICALS INC                     | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |    123558 | NS      | $82981.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC                                   | YELP INC                                      | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    109700 | NS      | $3395215.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PROMETHEUS BIOSCIENCES INC                 | PROMETHEUS BIOSCIENCES INC                    | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15817 | NS      | $650236.87    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                                | MAXIMUS INC                                   | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     15664 | NS      | $1101179.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINET GROUP INC                           | TRINET GROUP INC                              | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     26780 | NS      | $1940746.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                        | TEXAS ROADHOUSE INC                           | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     43547 | NS      | $4325088.04   | 0.74%             |  |  |  | No            |                  1 | On Loan: —       |
| INARI MEDICAL INC                          | INARI MEDICAL INC                             | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9448 | NS      | $695183.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| CHESAPEAKE UTILITIES CORP                  | CHESAPEAKE UTILITIES CORP                     | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      1158 | NS      | $138647.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE INC                       | SONIC AUTOMOTIVE INC CL A                     | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     18071 | NS      | $960292.94    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HIPPO HOLDINGS INC                         | HIPPO HOLDINGS INC                            | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5200 | NS      | $77636.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JOUNCE THERAPEUTICS INC                    | JOUNCE THERAPEUTICS INC                       | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |     44697 | NS      | $39333.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 23ANDME HOLDING CO                         | 23ANDME HOLDING CO CL A                       | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96489 | NS      | $294291.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| EASTERN BANKSHARES INC                     | EASTERN BANKSHARES INC                        | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     65251 | NS      | $1279572.11   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOURCES CONNECTION INC                   | RESOURCES CONNECTION INC                      | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5890 | NS      | $113677.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBALL INTERNATIONAL INC                  | KIMBALL INTL INC CL B                         | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |     61035 | NS      | $437010.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC                           | RADIAN GROUP INC                              | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     18804 | NS      | $367994.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HERON THERAPEUTICS INC                     | HERON THERAPEUTICS INC                        | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |     86711 | NS      | $234986.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| EMCOR GROUP INC                            | EMCOR GROUP INC                               | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     22581 | NS      | $3497796.90   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS INC                        | MYRIAD GENETICS INC                           | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      1942 | NS      | $39344.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORP                        | ADDUS HOMECARE CORP                           | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      4911 | NS      | $541585.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP INC                              | HUB GROUP INC CL A                            | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14394 | NS      | $1211255.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMVIE INC                                 | ZIMVIE INC                                    | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     43003 | NS      | $384446.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ATEA PHARMACEUTICALS INC                   | ATEA PHARMACEUTICALS INC                      | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39227 | NS      | $183974.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORP                               | SYLVAMO CORP                                  | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     35941 | NS      | $1944048.69   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL INC              | CAPITOL FED FINL (2ND STEP CV)                | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171894 | NS      | $1438752.78   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CAREDX INC                                 | CAREDX INC                                    | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     26390 | NS      | $341750.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMO GROUP INC                            | ALAMO GROUP INC                               | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      1128 | NS      | $169764.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OFFICE RLTY TR INC                | PIEDMONT OFFICE REALTY TRUST A                | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196691 | NS      | $2047553.31   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORP                               | VISTEON CORP                                  | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     21113 | NS      | $3099388.40   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                              | ECHOSTAR CORP CL A                            | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     99734 | NS      | $1735371.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| COCA COLA CONSOLIDATED INC                 | COCA COLA CONSOLIDATED INC                    | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      5994 | NS      | $2947849.20   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVT PARTNERS INC                   | VIRTUS INVESTMENT PARTNERS                    | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     15566 | NS      | $3018870.04   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX INC                              | MARINEMAX INC                                 | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     42215 | NS      | $1394361.45   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INC                                 | DIODES INC                                    | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     31916 | NS      | $2943612.68   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER CO                   | AMERICAN STATES WATER CO                      | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      7038 | NS      | $689653.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHWESTERN ENERGY CO                     | SOUTHWESTERN ENERGY CO                        | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    159701 | NS      | $1105130.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS AIR WORLDWIDE HLDGS INC              | ATLAS AIR WORLDWIDE HLDGS WI                  | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      1270 | NS      | $127977.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                  | CONSTRUCTION PARTNERS INC CL A                | CUSIP: 21044C107<br>LEI: 549300G4ICXJKQN32X70 | Long             | EC               | CORP              | US        |      2513 | NS      | $71871.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES INC                       | FEDERATED HERMES INC                          | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     36243 | NS      | $1375784.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MARQETA INC                                | MARQETA INC CL A                              | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    216059 | NS      | $1445434.71   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KARUNA THERAPEUTICS INC                    | KARUNA THERAPEUTICS INC                       | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6678 | NS      | $1571400.18   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC      | ESSENTIAL PROPERTIES REALTY TRUST INC         | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91215 | NS      | $2117100.15   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8 INC NEW                                | 8X8 INC                                       | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     29468 | NS      | $126123.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MYERS INDUSTRIES INC                       | MYERS INDUSTRIES                              | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |    123140 | NS      | $2874087.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKELEY LIGHTS INC                        | BERKELEY LIGHTS INC                           | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |     57506 | NS      | $169067.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TR                             | RLJ LODGING TRUST                             | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37538 | NS      | $454960.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTIVE BIOTECHNOLOGIES CORP              | ADAPTIVE BIOTECHNOLOGIES CORP                 | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     51611 | NS      | $453144.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTAGONIST THERAPEUTICS INC               | PROTAGONIST THERAPEUTICS INC                  | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39500 | NS      | $312445.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET INC                 | SPROUTS FMRS MKT INC                          | CUSIP: 85208M102<br>LEI: 549300TE8B3NBYVDGN74 | Long             | EC               | CORP              | US        |    118188 | NS      | $4057394.04   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ORAMED PHARMACEUTICALS INC                 | ORAMED PHARMACEUTICALS INC                    | CUSIP: 68403P203<br>LEI: 5299006K52ZIIGQJ6R84 | Long             | EC               | CORP              | US        |     24182 | NS      | $204337.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| IRADIMED CORP                              | IRADIMED CORP                                 | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      5532 | NS      | $163525.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORP                                 | CABOT CORP                                    | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      8353 | NS      | $614947.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                           | CYTOKINETICS INC                              | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     13958 | NS      | $593215.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MARKETS INC                           | WEIS MARKETS INC                              | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6106 | NS      | $532504.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                            | MURPHY OIL CORP                               | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     71020 | NS      | $3352144.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                    | ENERSYS INC                                   | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     15623 | NS      | $1180786.34   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CIMPRESS PLC                               | CIMPRESS PLC                                  | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |     19305 | NS      | $571234.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC           | PRESTIGE CONSUMER HEALTHCARE INC              | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18756 | NS      | $1152743.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP NEW                             | FLUOR CORP                                    | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     62146 | NS      | $2088727.06   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC                               | WINGSTOP INC                                  | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     26351 | NS      | $4361354.01   | 0.75%             |  |  |  | No            |                  1 | On Loan: —       |
| COMPUTER PROGRAMS AND SYSTEMS INC          | COMPUTER PROGRAMS and SYSTEM INC              | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     14296 | NS      | $423161.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALECTOR INC                                | ALECTOR INC                                   | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     44330 | NS      | $376361.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO FINANCIAL GROUP INC                       | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     90436 | NS      | $2123437.28   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE HOSPITALITY REIT INC.                | APPLE HOSPITALITY REIT INC                    | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     39530 | NS      | $674381.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DAKTRONICS INC                             | DAKTRONICS INC                                | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     21956 | NS      | $75748.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                                    | BOX INC CL A                                  | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |    121241 | NS      | $3328065.45   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO               | PORTLAND GENERAL ELECTRIC CO                  | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     42902 | NS      | $2112065.46   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| H and E EQUIPMENT SERVICES INC             | H and E EQUIPMENT SERVICES INC                | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     22981 | NS      | $963593.33    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INFINITY PHARMACEUTICALS INC               | INFINITY PHARMACEUTICALS INC                  | CUSIP: 45665G303<br>LEI: 529900A03D1G15M8WM72 | Long             | EC               | CORP              | US        |    169523 | NS      | $93017.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NMI HOLDINGS INC                           | NMI HOLDINGS INC                              | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     53432 | NS      | $1150390.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                       | COMMERCIAL METALS CO                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     87802 | NS      | $4321614.44   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY INC                         | SUNCOKE ENERGY INC                            | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     89856 | NS      | $760181.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                   | IRHYTHM TECHNOLOGIES INC                      | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      3299 | NS      | $359755.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT SOUTHERN BANCORP INC                 | GREAT SOUTHERN BANCORP INC                    | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |     27687 | NS      | $1734590.55   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORP                 | SENSIENT TECHNOLOGIES CORP                    | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      3719 | NS      | $277846.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust               | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   9181328 | NS      | $9183164.06   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| OTTER TAIL CORP                            | OTTER TAIL CORPORATION                        | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26245 | NS      | $1564989.35   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AKERO THERAPEUTICS INC                     | AKERO THERAPEUTICS INC                        | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |     12050 | NS      | $560325.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WAVE LIFE SCIENCES LTD                     | WAVE LIFE SCIENCES LTD                        | CUSIP: N/A<br>LEI: 54930070006GPKFYZ813       | Long             | EC               | CORP              | SG        |     41740 | NS      | $176977.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KARYOPHARM THERAPEUTICS INC                | KARYOPHARM THERAPEUTICS INC                   | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |     71616 | NS      | $378848.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| VERICEL CORP                               | VERICEL CORP                                  | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     10600 | NS      | $241998.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                   | FABRINET                                      | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     32217 | NS      | $4298069.97   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| B RILEY FINANCIAL INC                      | B RILEY FINL INC                              | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20493 | NS      | $900052.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| 1LIFE HEALTHCARE INC                       | 1LIFE HEALTHCARE INC                          | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9681 | NS      | $164480.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS INC               | SUPERNUS PHARMACEUTICALS INC                  | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      3380 | NS      | $124113.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS INC                                 | CACTUS INC CL A                               | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     11235 | NS      | $611071.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANKSHARES INC             | FIRST FINL BANKSHARES INC                     | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     56169 | NS      | $2075444.55   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RECURSION PHARMACEUTICALS INC              | RECURSION PHARMACEUTICALS INC                 | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9507 | NS      | $89365.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERQUOTE INC                              | EVERQUOTE INC CL A                            | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22163 | NS      | $239360.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA INC                     | BANC OF CALIFORNIA INC                        | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     38703 | NS      | $656789.91    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP CORP                             | API GROUP CORP                                | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    103944 | NS      | $1997803.68   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION INC                          | PC CONNECTION INC                             | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     18741 | NS      | $1041062.55   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                        | MERITAGE HOMES CORP                           | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      1916 | NS      | $165561.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                | ASBURY AUTOMOTIVE GROUP INC                   | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      8330 | NS      | $1562874.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS and OUTDOORS INC            | ACADEMY SPORTS and OUTDOORS INC               | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8390 | NS      | $423527.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER ADVANCED MATERIALS                | RAYONIER ADVANCED MATERIALS                   | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     56261 | NS      | $435460.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KURA ONCOLOGY INC                          | KURA ONCOLOGY INC                             | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     24446 | NS      | $385513.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PLC              | WEATHERFORD INTERNATIONAL PLC                 | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |     16266 | NS      | $705944.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OVID THERAPEUTICS INC                      | OVID THERAPEUTICS INC                         | CUSIP: 690469101<br>LEI: 549300H36NUI4L6U8F17 | Long             | EC               | CORP              | US        |     59108 | NS      | $104621.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DELEK US HOLDINGS INC                      | DELEK US HOLDINGS INC                         | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |    102956 | NS      | $3189576.88   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| COUCHBASE INC                              | COUCHBASE INC                                 | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |     16670 | NS      | $226712.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ARCH RESOURCES INC                         | ARCH RESOURCES INC CL A                       | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |     19902 | NS      | $3079834.50   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN LENDING CORP                          | OPEN LENDING CORP                             | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31520 | NS      | $222846.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOHAVEN LTD                               | BIOHAVEN LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     24806 | NS      | $392430.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CERUS CORP                                 | CERUS CORP                                    | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |    342276 | NS      | $1369104.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC                            | NBT BANCORP INC                               | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25272 | NS      | $1166555.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORP                                   | HNI CORP                                      | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      3438 | NS      | $99702.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA INC                                 | NATERA INC                                    | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6577 | NS      | $270446.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES INC                | AMN HEALTHCARE SERVICES INC                   | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     12341 | NS      | $1526581.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                          | LITHIA MOTORS INC CL A                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      6161 | NS      | $1474388.91   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORP                    | PERDOCEO EDUCATION CORP                       | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     44163 | NS      | $633739.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR BIOTECHNOLOGY INC                      | VIR BIOTECHNOLOGY INC                         | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29090 | NS      | $820919.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOMX THERAPEUTICS INC                    | CYTOMX THERAPEUTICS INC                       | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |    106678 | NS      | $185619.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                | E-MINI RUSS 2000 FUT DEC22 RTYZ2              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       102 | NC      | $622944.63    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKLE INC (THE)                           | BUCKLE INC (THE)                              | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     11626 | NS      | $510962.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON OUTDOORS INC                       | JOHNSON OUTDOORS INC CL A                     | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14563 | NS      | $823683.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MADRIGAL PHARMACEUTICALS INC               | MADRIGAL PHARMACEUTICALS INC                  | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |      6675 | NS      | $467984.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO COML REAL ESTAT FIN INC             | APOLLO COML REAL ESTAT FIN INC                | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     41334 | NS      | $510888.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL ENERGY INC                          | CONSOL ENERGY INC - W/I                       | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     29432 | NS      | $2279508.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTAINER STORE GROUP INC                  | CONTAINER STORE GROUP INC                     | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |     73231 | NS      | $347847.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE and DATA SYSTEMS INC             | TELEPHONE and DATA SYSTEMS INC                | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114947 | NS      | $1211541.38   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC INC                              | CORECIVIC INC                                 | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     14373 | NS      | $190873.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VIMEO INC                                  | VIMEO INC                                     | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |    117709 | NS      | $503794.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS INC                       | PTC THERAPEUTICS INC                          | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     24489 | NS      | $1016048.61   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELCENTERS AMER INC                     | TRAVELCENTERS OF AMERICA INC                  | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |     32604 | NS      | $1667694.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWKINS INC                                | HAWKINS INC                                   | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      2118 | NS      | $88108.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                | GOODYEAR TIRE and RUBBER CO                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    107810 | NS      | $1209628.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRICURE INC                               | ATRICURE INC                                  | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36029 | NS      | $1641481.24   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TIDEWATER INC                              | TIDEWATER INC                                 | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     32232 | NS      | $979852.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS INC                             | PHOTRONIC INC                                 | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     26536 | NS      | $498876.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCELLX INC                                | ARCELLX INC                                   | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6556 | NS      | $130726.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS INTERNATIONAL GROUP INC              | JANUS INTERNATIONAL GROUP INC                 | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20110 | NS      | $220204.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC                               | HARMONIC INC                                  | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     93826 | NS      | $1439290.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| VICOR CORPORATION                          | VICOR CORPORATION                             | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     10820 | NS      | $584171.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVEST FINANCIAL CORP                     | UNIVEST FINANCIAL CORP                        | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     15294 | NS      | $431443.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UPLAND SOFTWARE INC                        | UPLAND SOFTWARE INC                           | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     36104 | NS      | $272224.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANCSHARES INC.W VA.                | UNITED BANKSHARES INC. W VA.                  | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     10910 | NS      | $467929.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIMED NV                                 | AFFIMED NV                                    | CUSIP: N/A<br>LEI: 5493004V4FSXT1D04610       | Long             | EC               | CORP              | NL        |     81785 | NS      | $175019.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGIOS PHARMACEUTICALS INC                  | AGIOS PHARMACEUTICALS INC                     | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      2210 | NS      | $66609.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MESA AIR GROUP INC                         | MESA AIR GROUP INC                            | CUSIP: 590479135<br>LEI: 549300EY743RMV1F7P98 | Long             | EC               | CORP              | US        |     87564 | NS      | $109455.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITRANS MIDSTREAM CORP                   | EQUITRANS MIDSTREAM CORP                      | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     92246 | NS      | $773943.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SERES THERAPEUTICS INC                     | SERES THERAPEUTICS INC                        | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |     62770 | NS      | $408005.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORP                        | PEABODY ENERGY CORP                           | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     25629 | NS      | $818590.26    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ONCTERNAL THERAPEUTICS INC                 | ONCTERNAL THERAPEUTICS INC(CVR) RT            | CUSIP: N/A<br>LEI: 549300QZ85LIXQ8O7P72       | Long             | EC               | CORP              | US        |      1148 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SERVISFIRST BANCSHARES INC                 | SERVISFIRST BANCSHARES INC                    | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25847 | NS      | $1959719.54   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIX ENERGY SOLUTIONS GRP INC             | HELIX ENERGY SOL GRP INC                      | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     49378 | NS      | $315031.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                 | ATKORE INC                                    | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     36021 | NS      | $4399965.15   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY INC                        | CRESCENT ENERGY INC A                         | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34165 | NS      | $480018.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| TCR2 THERAPEUTICS INC                      | TCR2 THERAPEUTICS INC                         | CUSIP: 87808K106<br>LEI: 5493007TR1ORJAZ8YK34 | Long             | EC               | CORP              | US        |     66033 | NS      | $87823.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SESEN BIO INC                              | SESEN BIO INC                                 | CUSIP: 817763105<br>LEI: 549300DGKHONOZQIY116 | Long             | EC               | CORP              | US        |    304482 | NS      | $168622.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| EXTREME NETWORKS INC                       | EXTREME NETWORKS INC                          | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    190228 | NS      | $3989081.16   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCAT INC                               | TRANSCAT INC                                  | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |      2850 | NS      | $228085.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U INC                                     | 2U INC                                        | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     41756 | NS      | $335300.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGERDUTY INC                              | PAGERDUTY INC                                 | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     18095 | NS      | $402432.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST INC                  | AMERICAN ASSETS TRUST INC                     | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109480 | NS      | $3206669.20   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD                      | NABORS INDUSTRIES LTD WT 06/11/26             | CUSIP: N/A<br>LEI: 5493008TXYN3II3PU369       | Long             | EC               | CORP              | BM        |     10764 | NS      | $312156.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES INC MD                | NORTHWEST BANCSHARES INC                      | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55824 | NS      | $853548.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| JELD-WEN HOLDING INC                       | JELD-WEN HOLDING INC                          | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     38143 | NS      | $394398.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTGEN HEALTHCARE INC                     | NEXTGEN HEALTHCARE INC                        | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93489 | NS      | $1944571.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC                             | PBF ENERGY INC CL A                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     36759 | NS      | $1461905.43   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| ENCORE WIRE CORPORATION                    | ENCORE WIRE CORPORATION                       | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17435 | NS      | $2547427.85   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| CORCEPT THERAPEUTICS INC                   | CORCEPT THERAPEUTICS INC                      | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     10013 | NS      | $253128.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust               | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  51758590 | NS      | $51763766.32  | 8.90%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCANTILE BANK CORP                       | MERCANTILE BANK CORP                          | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      3473 | NS      | $120895.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                                 | BELDEN INC                                    | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     48368 | NS      | $3890721.92   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| RELMADA THERAPEUTICS INC                   | RELMADA THERAPEUTICS INC                      | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |     52182 | NS      | $242646.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| PACIRA BIOSCIENCES INC                     | PACIRA BIOSCIENCES INC                        | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6696 | NS      | $323082.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| HEALTHSTREAM INC                           | HEALTHSTREAM INC                              | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     27317 | NS      | $693851.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ORTHOFIX MEDICAL INC                       | ORTHOFIX MEDICAL INC                          | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21398 | NS      | $384950.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONAL MANAGEMENT CORP                   | REGIONAL MANAGEMENT CORP                      | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |     14475 | NS      | $426144.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAM THERAPEUTICS INC                      | BEAM THERAPEUTICS INC                         | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9923 | NS      | $458343.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| TRAVERE THERAPEUTICS INC                   | TRAVERE THERAPEUTICS INC                      | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5753 | NS      | $115807.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG HOLDINGS INC                          | PROG HOLDINGS INC                             | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    152418 | NS      | $3001110.42   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIDXCHANGE HOLDINGS INC                   | AVIDXCHANGE HOLDINGS INC                      | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38174 | NS      | $329059.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART INC                             | PRICESMART INC                                | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      2153 | NS      | $152949.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 THERAPEUTICS INC                        | C4 THERAPEUTICS INC                           | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33508 | NS      | $287163.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| GREIF INC                                  | GREIF INC CL A                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      4661 | NS      | $327714.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT BIOSCIENCES INC                     | COGENT BIOSCIENCES INC                        | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28494 | NS      | $358454.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS INC               | FOCUS FINANCIAL PARTNERS INC CL A             | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     89668 | NS      | $3421730.88   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| DENALI THERAPEUTICS INC                    | DENALI THERAPEUTICS INC                       | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     14563 | NS      | $464705.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORPORATION                 | WESTAMERICA BANCORPORATION                    | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14011 | NS      | $865179.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC                        | SCORPIO TANKERS INC                           | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |     16755 | NS      | $854840.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OSCAR HEALTH INC                           | OSCAR HEALTH INC                              | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    286993 | NS      | $826539.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GRITSTONE BIO INC                          | GRITSTONE BIO INC                             | CUSIP: 39868T105<br>LEI: 5493003TER6KY3MUVY84 | Long             | EC               | CORP              | US        |     76699 | NS      | $225495.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| INSMED INC                                 | INSMED INC                                    | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     43896 | NS      | $811637.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TACTILE SYSTEMS TECHNOLOGY INC             | TACTILE SYSTEMS TECHNOLOGY INC                | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     26277 | NS      | $224931.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT CO                                 | TENNANT CO                                    | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      4980 | NS      | $316379.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                   | EASTGROUP PPTYS INC                           | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     12780 | NS      | $1983967.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BOLT BIOTHERAPEUTICS INC                   | BOLT BIOTHERAPEUTICS INC                      | CUSIP: 097702104<br>LEI: 254900W0P77PQ6B8OY50 | Long             | EC               | CORP              | US        |     50695 | NS      | $75028.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SYNDAX PHARMACEUTICALS INC                 | SYNDAX PHARMACEUTICALS INC                    | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     25782 | NS      | $617736.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| S and T BANCORP INC                        | S and T BANCORP                               | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7775 | NS      | $290940.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPIRE MEDICAL SYSTEMS INC                | INSPIRE MEDICAL SYSTEMS INC                   | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     14358 | NS      | $3468462.06   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIL-QUIP INC                              | DRIL-QUIP INC                                 | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     23314 | NS      | $548811.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS INC                               | AGILYSYS INC                                  | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     34989 | NS      | $2323269.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE STATE REALTY TRUST INC              | EMPIRE STATE REALTY TRUST INC CL A            | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     93665 | NS      | $722157.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| OFG BANCORP                                | OFG BANCORP                                   | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     15248 | NS      | $441734.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITAE CORP                               | INVITAE CORP                                  | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |    173555 | NS      | $515458.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| IRONWOOD PHARMACEUTICALS INC               | IRONWOOD PHARMA CL A (PEND)                   | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      7869 | NS      | $95293.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRECA INC                                 | ATRECA INC                                    | CUSIP: 04965G109<br>LEI: 549300B5CQV1OOXFLU71 | Long             | EC               | CORP              | US        |     71252 | NS      | $76239.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| KOSMOS ENERGY LTD                          | KOSMOS ENERGY LTD                             | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    139151 | NS      | $925354.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GRID DYNAMICS HOLDINGS INC                 | GRID DYNAMICS HOLDINGS INC                    | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15364 | NS      | $195737.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XBIOTECH INC                               | XBIOTECH INC                                  | CUSIP: 98400H102<br>LEI: 5299002WACAY28TQAS52 | Long             | EC               | CORP              | CA        |     12960 | NS      | $41990.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD                 | GRAFTECH INTERNATIONAL LTD                    | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     41429 | NS      | $223716.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST INC                                | SKYWEST INC                                   | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     29207 | NS      | $538869.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INDUSTRIAL CO                       | GLOBAL INDUSTRIAL CO                          | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38077 | NS      | $937074.97    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                      | CIVITAS RESOURCES INC                         | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     15180 | NS      | $1022524.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                               | SM ENERGY CO                                  | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     31523 | NS      | $1358956.53   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SECUREWORKS CORP                           | SECUREWORKS CORP                              | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33777 | NS      | $242518.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                 | ARCOSA INC                                    | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     11140 | NS      | $680654.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN CORP                                | NEOGEN CORP                                   | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     88097 | NS      | $1458886.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OOMA INC                                   | OOMA INC                                      | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83256 | NS      | $1311282.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCFIRST CORP                             | BANCFIRST CORP                                | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     14867 | NS      | $1515541.98   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT LTD                       | MARTEN TRANSPORT LTD                          | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74089 | NS      | $1578836.59   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICO BANCSHARES                           | TRICO BANCSHARES                              | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9000 | NS      | $490500.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORP             | BROOKFIELD INFRASTRUCTURE - A                 | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     13792 | NS      | $646568.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS INC                                    | GMS INC                                       | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     50063 | NS      | $2458093.30   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS INC                  | MERIT MEDICAL SYSTEMS INC                     | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      2502 | NS      | $180144.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE HOLDING CO INC                   | COMMSCOPE HLDG CO INC                         | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    246596 | NS      | $2189772.48   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| URANIUM ENERGY CORP                        | URANIUM ENERGY CORP                           | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     16217 | NS      | $62921.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OLYMPIC STEEL INC                          | OLYMPIC STEEL INC                             | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     20524 | NS      | $720187.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTERIX CORP                             | QUANTERIX CORP                                | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43055 | NS      | $572631.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANSOURCE INC                             | SCANSOURCE INC                                | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     19047 | NS      | $568743.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MATSON INC                                 | MATSON INC                                    | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     15354 | NS      | $978971.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INVACARE CORP                              | INVACARE CORP                                 | CUSIP: 461203101<br>LEI: 549300NNUTG7HCZICS76 | Long             | EC               | CORP              | US        |     79770 | NS      | $27919.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| REGENXBIO INC                              | REGENXBIO INC                                 | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     19724 | NS      | $471403.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUT SOCIAL INC                          | SPROUT SOCIAL INC                             | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35485 | NS      | $2104260.50   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BARNES GROUP INC                           | BARNES GROUP INC                              | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      9926 | NS      | $422748.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                   | WINNEBAGO INDUSTRIES INC                      | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     47442 | NS      | $2779626.78   | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| MOMENTIVE GLOBAL INC                       | MOMENTIVE GLOBAL INC                          | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |     76866 | NS      | $609547.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR INC                              | MAXLINEAR INC                                 | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      5970 | NS      | $218502.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 2SEVENTY BIO INC                           | 2SEVENTY BIO INC-W/I                          | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30403 | NS      | $476415.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK INC                           | SHUTTERSTOCK INC                              | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     30398 | NS      | $1636020.36   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM BIOPHARMACEUTICALS INC                 | NGM BIOPHARMACEUTICALS INC                    | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |     28902 | NS      | $159828.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS INC                     | BOOT BARN HOLDINGS INC                        | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     27722 | NS      | $1867076.70   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC                   | ANYWHERE REAL ESTATE INC                      | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     29917 | NS      | $225873.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUS BIOSCIENCES INC                      | ARCUS BIOSCIENCES INC                         | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4077 | NS      | $143388.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCTURUS THERAPEUTICS HOLDINGS INC         | ARCTURUS THERAPEUTICS HOLDINGS INC            | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21431 | NS      | $395187.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONS GATE ENTERTAINMENT CORP              | LIONS GATE ENTERTAINMENT CORP B               | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     46011 | NS      | $327598.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HURCO INC                                  | HURCO INC                                     | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |     20022 | NS      | $499348.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS INC                   | PAR PACIFIC HOLDINGS INC                      | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     51146 | NS      | $1198350.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NAUTILUS INC                               | NAUTILUS INC                                  | CUSIP: 63910B102<br>LEI: 549300LLLHX2HF71YE90 | Long             | EC               | CORP              | US        |    101906 | NS      | $150820.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| UPWORK INC                                 | UPWORK INC                                    | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |    103437 | NS      | $1267103.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMM INC                               | SPS COMMERCE INC                              | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     28775 | NS      | $4093531.50   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT THERAPEUTICS INC                      | RAPT THERAPEUTICS INC                         | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |      8551 | NS      | $151181.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EVENTBRITE INC                             | EVENTBRITE INC                                | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |     19400 | NS      | $141426.00    | 0.02%             |  |  |  | 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        |     35104 | NS      | $260120.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer