# EDGAR Filing Document

**Accession Number:** 0000824036
**File Stem:** 0001752724-23-042400
**Filing Date:** 2023-2
**Character Count:** 504101
**Document Hash:** cfa053e288e08bfec507efa918d174e2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-042400.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-042400

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT FUNDS
- **CENTRAL INDEX KEY:** 0000824036
- **IRS NUMBER:** 911717303
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05371
- **FILM NUMBER:** 23672969

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL INSURANCE FUNDS
- **DATE OF NAME CHANGE:** 19960918

## Series and Classes Contracts Data

### U.S. Small Cap Equity Fund (Series ID: S000006864)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000018546 | U.S. Small Cap Equity Fund | RIFBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RUSSELL INVESTMENT FUNDS

- **b. Investment Company Act file number:** 811-05371

- **c. CIK number of Registrant:** 0000824036

- **d. LEI of Registrant:** 549300SYCXI2ML7BN524

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

  - **Street Address 1:** 1301 SECOND AVENUE

  - **City:** SEATTLE

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

  - **Telephone number:** 800-787-7354

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

- **a. Name of Series:** U.S. Small Cap Equity Fund

- **b. EDGAR series identifier (if any):** S000006864

- **c. LEI of Series:** 4TSZIINZENZIS9XYIQ87

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $220313883.48

**Total Liabilities:** $13893070.25

**Net Assets:** $206420813.23

**Cash Not Reported:** $908996.64

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018546 | 10.77%               | 2.95%                | -5.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-652627.79              | $20203780.11                               |
| Month 2  | $-180343.10              | $5959949.78                                |
| Month 3  | $-393161.08              | $-10315709.09                              |

**Designated Index Information**

- **Index Name:** Russell 2000 Index

- **Index Identifier:** RUSSELL.MC.RTY

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Horizonte Minerals PLC                                                                              | Horizonte Minerals PLC                                  | CUSIP: 000000000<br>LEI: 213800OEYYR39UNYQY91 | Long             | EC               | CORP              | GB        |    111414 | NS      | $198000.13    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Ready Capital Corp                                                                                  | Ready Capital Corp                                      | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Short            | EC               |  | US        |     -3071 | NS      | $-34210.94    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Ares Commercial Real Estate Corp                                                                    | Ares Commercial Real Estate Corp                        | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Short            | EC               |  | US        |     -3075 | NS      | $-31641.75    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Ionis Pharmaceuticals Inc                                                                           | Ionis Pharmaceuticals Inc                               | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      8605 | NS      | $325010.85    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Thermon Group Holdings Inc                                                                          | Thermon Group Holdings Inc                              | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      6312 | NS      | $126744.96    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Olema Pharmaceuticals Inc                                                                           | Olema Pharmaceuticals Inc                               | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1600 | NS      | $3920.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Bankshares Inc/WV                                                                            | United Bankshares Inc/WV                                | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      5253 | NS      | $212693.97    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Regal Rexnord Corp                                                                                  | Regal Rexnord Corp                                      | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Short            | EC               | CORP              | US        |       -59 | NS      | $-7078.82     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Astronics Corp                                                                                      | Astronics Corp                                          | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      1638 | NS      | $16871.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Quipt Home Medical Corp                                                                             | Quipt Home Medical Corp                                 | CUSIP: 74880P104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     55680 | NS      | $262252.80    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| indie Semiconductor Inc                                                                             | indie Semiconductor Inc                                 | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Short            | EC               | CORP              | US        |     -4121 | NS      | $-24025.43    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Parsons Corp                                                                                        | Parsons Corp                                            | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      1218 | NS      | $56332.50     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ClearPoint Neuro Inc                                                                                | ClearPoint Neuro Inc                                    | CUSIP: 18507C103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -603 | NS      | $-5107.41     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sovos Brands Inc                                                                                    | Sovos Brands Inc                                        | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56479 | NS      | $811603.23    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Ligand Pharmaceuticals Inc                                                                          | Ligand Pharmaceuticals Inc                              | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      1310 | NS      | $87508.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AdvanSix Inc                                                                                        | AdvanSix Inc                                            | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      1569 | NS      | $59653.38     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Zumiez Inc                                                                                          | Zumiez Inc                                              | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      3057 | NS      | $66459.18     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Motorcar Parts of America Inc                                                                       | Motorcar Parts of America Inc                           | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Short            | EC               | CORP              | US        |      -730 | NS      | $-8657.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HomeStreet Inc                                                                                      | HomeStreet Inc                                          | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8438 | NS      | $232720.04    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| First BanCorp/Puerto Rico                                                                           | First BanCorp/Puerto Rico                               | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     13577 | NS      | $172699.44    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Pure Storage Inc                                                                                    | Pure Storage Inc                                        | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     10716 | NS      | $286760.16    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Independence Realty Trust Inc                                                                       | Independence Realty Trust Inc                           | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |      8255 | NS      | $139179.30    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| A10 Networks Inc                                                                                    | A10 Networks Inc                                        | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     10079 | NS      | $167613.77    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| LendingTree Inc                                                                                     | LendingTree Inc                                         | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      1360 | NS      | $29008.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Equitable Holdings Inc                                                                              | Equitable Holdings Inc                                  | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      1631 | NS      | $46809.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Crescent Energy Co                                                                                  | Crescent Energy Co                                      | CUSIP: 44952J104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -740 | NS      | $-8872.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Jabil Inc                                                                                           | Jabil Inc                                               | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      5465 | NS      | $372713.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Primoris Services Corp                                                                              | Primoris Services Corp                                  | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     24462 | NS      | $536696.28    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| AZEK Co Inc/The                                                                                     | AZEK Co Inc/The                                         | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     11944 | NS      | $242702.08    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Carpenter Technology Corp                                                                           | Carpenter Technology Corp                               | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     10296 | NS      | $380334.24    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| BJ's Restaurants Inc                                                                                | BJ's Restaurants Inc                                    | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     12297 | NS      | $324394.86    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| BRP Group Inc                                                                                       | BRP Group Inc                                           | CUSIP: 05589G102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3958 | NS      | $-99504.12    | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| First Interstate BancSystem Inc                                                                     | First Interstate BancSystem Inc                         | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      8272 | NS      | $319712.80    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Conduent Inc                                                                                        | Conduent Inc                                            | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     23811 | NS      | $96434.55     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonos Inc                                                                                           | Sonos Inc                                               | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      8871 | NS      | $149919.90    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Viavi Solutions Inc                                                                                 | Viavi Solutions Inc                                     | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      1400 | NS      | $14714.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| AvidXchange Holdings Inc                                                                            | AvidXchange Holdings Inc                                | CUSIP: 05368X102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3883 | NS      | $-38597.02    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Hyatt Hotels Corp                                                                                   | Hyatt Hotels Corp                                       | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      1529 | NS      | $138298.05    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Bio-Rad Laboratories Inc                                                                            | Bio-Rad Laboratories Inc                                | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Short            | EC               | CORP              | US        |       -49 | NS      | $-20604.01    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Plains GP Holdings LP                                                                               | Plains GP Holdings LP                                   | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |      8895 | NS      | $110653.80    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Byline Bancorp Inc                                                                                  | Byline Bancorp Inc                                      | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      9815 | NS      | $225450.55    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Aviat Networks Inc                                                                                  | Aviat Networks Inc                                      | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |       776 | NS      | $24203.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Neogen Corp                                                                                         | Neogen Corp                                             | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      9072 | NS      | $138166.56    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| 2seventy bio Inc                                                                                    | 2seventy bio Inc                                        | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1379 | NS      | $12921.23     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Pliant Therapeutics Inc                                                                             | Pliant Therapeutics Inc                                 | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |      5892 | NS      | $113892.36    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Solo Brands Inc                                                                                     | Solo Brands Inc                                         | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37525 | NS      | $139593.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| America's Car-Mart Inc/TX                                                                           | America's Car-Mart Inc/TX                               | CUSIP: 03062T105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -358 | NS      | $-25869.08    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Donegal Group Inc                                                                                   | Donegal Group Inc                                       | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6005 | NS      | $85271.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                                                                       | Arrowhead Pharmaceuticals Inc                           | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     19369 | NS      | $785606.64    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Hanmi Financial Corp                                                                                | Hanmi Financial Corp                                    | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      1330 | NS      | $32917.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Skyline Champion Corp                                                                               | Skyline Champion Corp                                   | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7606 | NS      | $391785.06    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| New Jersey Resources Corp                                                                           | New Jersey Resources Corp                               | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      2763 | NS      | $137100.06    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Chimera Investment Corp                                                                             | Chimera Investment Corp                                 | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Short            | EC               |  | US        |     -2681 | NS      | $-14745.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Stoneridge Inc                                                                                      | Stoneridge Inc                                          | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |     22610 | NS      | $487471.60    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| NetScout Systems Inc                                                                                | NetScout Systems Inc                                    | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      5116 | NS      | $166321.16    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Electronics Inc                                                                           | Universal Electronics Inc                               | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      9063 | NS      | $188601.03    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Simmons First National Corp                                                                         | Simmons First National Corp                             | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      4118 | NS      | $88866.44     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Protagonist Therapeutics Inc                                                                        | Protagonist Therapeutics Inc                            | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10330 | NS      | $112700.30    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SMARTRENT INC                                                                                       | SmartRent Inc                                           | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33526 | NS      | $81468.18     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Navient Corp                                                                                        | Navient Corp                                            | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     11442 | NS      | $188220.90    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Kforce Inc                                                                                          | Kforce Inc                                              | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |       959 | NS      | $52581.97     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Deluxe Corp                                                                                         | Deluxe Corp                                             | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Short            | EC               | CORP              | US        |     -2130 | NS      | $-36167.40    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Steelcase Inc                                                                                       | Steelcase Inc                                           | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      3848 | NS      | $27205.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amedisys Inc                                                                                        | Amedisys Inc                                            | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      2644 | NS      | $220879.76    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Digital Corp                                                                                | Western Digital Corp                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      1016 | NS      | $32054.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Squarespace Inc                                                                                     | Squarespace Inc                                         | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Short            | EC               | CORP              | US        |     -1071 | NS      | $-23744.07    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Safety Insurance Group Inc                                                                          | Safety Insurance Group Inc                              | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      1870 | NS      | $157566.20    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| W&T Offshore Inc                                                                                    | W&T Offshore Inc                                        | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |      7375 | NS      | $41152.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Comerica Inc                                                                                        | Comerica Inc                                            | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      4306 | NS      | $287856.10    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Evolent Health Inc                                                                                  | Evolent Health Inc                                      | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      1603 | NS      | $45012.24     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Revance Therapeutics Inc                                                                            | Revance Therapeutics Inc                                | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |      5914 | NS      | $109172.44    | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Evolus Inc                                                                                          | Evolus Inc                                              | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Short            | EC               | CORP              | US        |     -2099 | NS      | $-15763.49    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| DoubleVerify Holdings Inc                                                                           | DoubleVerify Holdings Inc                               | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9721 | NS      | $213473.16    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Nikola Corp                                                                                         | Nikola Corp                                             | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |     20224 | NS      | $43683.84     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Vera Bradley Inc                                                                                    | Vera Bradley Inc                                        | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |       528 | NS      | $2391.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Smartsheet Inc                                                                                      | Smartsheet Inc                                          | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |      6643 | NS      | $261468.48    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Meritage Homes Corp                                                                                 | Meritage Homes Corp                                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      3426 | NS      | $315877.20    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| ServisFirst Bancshares Inc                                                                          | ServisFirst Bancshares Inc                              | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1339 | NS      | $92270.49     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kulicke & Soffa Industries Inc                                                                      | Kulicke & Soffa Industries Inc                          | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     16045 | NS      | $710151.70    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Kite Realty Group Trust                                                                             | Kite Realty Group Trust                                 | CUSIP: 49803T300<br>LEI: N/A                  | Short            | EC               |  | US        |     -6387 | NS      | $-134446.35   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Tactile Systems Technology Inc                                                                      | Tactile Systems Technology Inc                          | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |      1312 | NS      | $15061.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rogers Corp                                                                                         | Rogers Corp                                             | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       682 | NS      | $81389.88     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Corp                                                                                         | Vistra Corp                                             | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     13732 | NS      | $318582.40    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Hain Celestial Group Inc/The                                                                        | Hain Celestial Group Inc/The                            | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      8031 | NS      | $129941.58    | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Kezar Life Sciences Inc                                                                             | Kezar Life Sciences Inc                                 | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |     11883 | NS      | $83656.32     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Mirion Technologies Inc                                                                             | Mirion Technologies Inc                                 | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     14881 | NS      | $98363.41     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Motorcar Parts of America Inc                                                                       | Motorcar Parts of America Inc                           | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      7749 | NS      | $91903.14     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Vector Group Ltd                                                                                    | Vector Group Ltd                                        | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      8000 | NS      | $94880.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| DHT Holdings Inc                                                                                    | DHT Holdings Inc                                        | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |     34840 | NS      | $309379.20    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| AMN Healthcare Services Inc                                                                         | AMN Healthcare Services Inc                             | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      1284 | NS      | $132020.88    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Akebia Therapeutics Inc                                                                             | Akebia Therapeutics Inc                                 | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |     12274 | NS      | $7082.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Latham Group Inc                                                                                    | Latham Group Inc                                        | CUSIP: 51819L107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2148 | NS      | $-6916.56     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Redfin Corp                                                                                         | Redfin Corp                                             | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |     11048 | NS      | $46843.52     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| V2X Inc                                                                                             | V2X Inc                                                 | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3576 | NS      | $147653.04    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Simulations Plus Inc                                                                                | Simulations Plus Inc                                    | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22782 | NS      | $833137.74    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Origin Materials Inc                                                                                | Origin Materials Inc                                    | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Short            | EC               | CORP              | US        |     -1000 | NS      | $-4610.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sight Sciences Inc                                                                                  | Sight Sciences Inc                                      | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18307 | NS      | $223528.47    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Oak Bancshares Inc                                                                             | Live Oak Bancshares Inc                                 | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2524 | NS      | $76224.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Barnes Group Inc                                                                                    | Barnes Group Inc                                        | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     13567 | NS      | $554211.95    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Kura Oncology Inc                                                                                   | Kura Oncology Inc                                       | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      8027 | NS      | $99615.07     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cooper-Standard Holdings Inc                                                                        | Cooper-Standard Holdings Inc                            | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |      1055 | NS      | $9558.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REX American Resources Corp                                                                         | REX American Resources Corp                             | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1271 | NS      | $40494.06     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastern Bankshares Inc                                                                              | Eastern Bankshares Inc                                  | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      7588 | NS      | $130893.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Easterly Government Properties Inc                                                                  | Easterly Government Properties Inc                      | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Short            | EC               |  | US        |     -3277 | NS      | $-46762.79    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Evercore Inc                                                                                        | Evercore Inc                                            | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      2756 | NS      | $300624.48    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Treace Medical Concepts Inc                                                                         | Treace Medical Concepts Inc                             | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16573 | NS      | $381013.27    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Amkor Technology Inc                                                                                | Amkor Technology Inc                                    | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      4264 | NS      | $102250.72    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadre Holdings Inc                                                                                  | Cadre Holdings Inc                                      | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11934 | NS      | $240350.76    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Adeia Inc                                                                                           | Adeia Inc                                               | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6942 | NS      | $65810.16     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Financial Inc                                                                               | Jackson Financial Inc                                   | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      7555 | NS      | $262838.45    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercury General Corp                                                                                | Mercury General Corp                                    | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      3319 | NS      | $113509.80    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AMMO Inc                                                                                            | AMMO Inc                                                | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Short            | EC               | CORP              | US        |     -3516 | NS      | $-6082.68     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EnerSys                                                                                             | EnerSys                                                 | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     10267 | NS      | $758115.28    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Energy Recovery Inc                                                                                 | Energy Recovery Inc                                     | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      4643 | NS      | $95135.07     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Highwoods Properties Inc                                                                            | Highwoods Properties Inc                                | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |      3244 | NS      | $90767.12     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Genius Brands International Inc                                                                     | Genius Brands International Inc                         | CUSIP: 37229T301<br>LEI: 549300U63XLMGMNWTU54 | Short            | EC               | CORP              | US        |     -6557 | NS      | $-3049.01     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| International Bancshares Corp                                                                       | International Bancshares Corp                           | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      2742 | NS      | $125473.92    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| NexTier Oilfield Solutions Inc                                                                      | NexTier Oilfield Solutions Inc                          | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     38232 | NS      | $353263.68    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Cerence Inc                                                                                         | Cerence Inc                                             | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      3084 | NS      | $57146.52     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Xponential Fitness Inc                                                                              | Xponential Fitness Inc                                  | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10620 | NS      | $243516.60    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| TimkenSteel Corp                                                                                    | TimkenSteel Corp                                        | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     15757 | NS      | $286304.69    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| BioCryst Pharmaceuticals Inc                                                                        | BioCryst Pharmaceuticals Inc                            | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      9877 | NS      | $113387.96    | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Safehold Inc                                                                                        | Safehold Inc                                            | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               |  | US        |       891 | NS      | $25500.42     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Altra Industrial Motion Corp                                                                        | Altra Industrial Motion Corp                            | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     11612 | NS      | $693817.00    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Excelerate Energy Inc                                                                               | Excelerate Energy Inc                                   | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15107 | NS      | $378430.35    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| CinCor Pharma Inc                                                                                   | CinCor Pharma Inc                                       | CUSIP: 17240Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3630 | NS      | $44612.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| DICE Therapeutics Inc                                                                               | DICE Therapeutics Inc                                   | CUSIP: 23345J104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -756 | NS      | $-23587.20    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Old National Bancorp/IN                                                                             | Old National Bancorp/IN                                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     26342 | NS      | $473629.16    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Pathward Financial Inc                                                                              | Pathward Financial Inc                                  | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      2391 | NS      | $102932.55    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Inogen Inc                                                                                          | Inogen Inc                                              | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      1480 | NS      | $29170.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicell Inc                                                                                        | Omnicell Inc                                            | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      1189 | NS      | $59949.38     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Workiva Inc                                                                                         | Workiva Inc                                             | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      6972 | NS      | $585438.84    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Avient Corp                                                                                         | Avient Corp                                             | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      9181 | NS      | $309950.56    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Stainless & Alloy Products Inc                                                            | Universal Stainless & Alloy Products Inc                | CUSIP: 913837100<br>LEI: 5493001OEIZDUGXZDE09 | Long             | EC               | CORP              | US        |     12525 | NS      | $89804.25     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| PlayAGS Inc                                                                                         | PlayAGS Inc                                             | CUSIP: 72814N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2554 | NS      | $13025.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercept Pharmaceuticals Inc                                                                       | Intercept Pharmaceuticals Inc                           | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |      4262 | NS      | $52720.94     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                                       | Goodyear Tire & Rubber Co/The                           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     47254 | NS      | $479628.10    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| SeaWorld Entertainment Inc                                                                          | SeaWorld Entertainment Inc                              | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      2578 | NS      | $137948.78    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Synaptics Inc                                                                                       | Synaptics Inc                                           | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       866 | NS      | $82408.56     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Prestige Consumer Healthcare Inc                                                                    | Prestige Consumer Healthcare Inc                        | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2899 | NS      | $181477.40    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Veritiv Corp                                                                                        | Veritiv Corp                                            | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      1803 | NS      | $219443.13    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Trinseo PLC                                                                                         | Trinseo PLC                                             | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |      3411 | NS      | $77463.81     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Atossa Therapeutics Inc                                                                             | Atossa Therapeutics Inc                                 | CUSIP: 04962H506<br>LEI: 549300QRKP1JTNHD2366 | Short            | EC               | CORP              | US        |    -10029 | NS      | $-5300.33     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AMERISAFE Inc                                                                                       | AMERISAFE Inc                                           | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      3070 | NS      | $159547.90    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Keros Therapeutics Inc                                                                              | Keros Therapeutics Inc                                  | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3164 | NS      | $151935.28    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| PLBY Group, Inc.                                                                                    | PLBY Group, Inc.                                        | CUSIP: 728RGT010<br>LEI: N/A                  | N/A              | DE               |  | US        |      -721 | NS      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tecnoglass Inc                                                                                      | Tecnoglass Inc                                          | CUSIP: 000000000<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | KY        |     12945 | NS      | $398317.65    | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| Essential Properties Realty Trust Inc                                                               | Essential Properties Realty Trust Inc                   | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |      3539 | NS      | $83060.33     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Repligen Corp                                                                                       | Repligen Corp                                           | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      2771 | NS      | $469158.01    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Augmedix Inc                                                                                        | Augmedix Inc                                            | CUSIP: 05105P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25701 | NS      | $40093.56     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Repligen Corp                                                                                       | Repligen Corp                                           | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |      -847 | NS      | $-143405.57   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Scorpio Tankers Inc                                                                                 | Scorpio Tankers Inc                                     | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |      6852 | NS      | $368432.04    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Carter Bankshares Inc                                                                               | Carter Bankshares Inc                                   | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       830 | NS      | $13769.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Valvoline Inc                                                                                       | Valvoline Inc                                           | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      7962 | NS      | $259959.30    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| PetIQ Inc                                                                                           | PetIQ Inc                                               | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |     10220 | NS      | $94228.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Topgolf Callaway Brands Corp                                                                        | Topgolf Callaway Brands Corp                            | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Short            | EC               | CORP              | US        |     -8498 | NS      | $-167835.50   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Kimball International Inc                                                                           | Kimball International Inc                               | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |     52857 | NS      | $343570.50    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Gold Inc                                                                                      | Royal Gold Inc                                          | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      1978 | NS      | $222960.16    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Yelp Inc                                                                                            | Yelp Inc                                                | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      5750 | NS      | $157205.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| BioLife Solutions Inc                                                                               | BioLife Solutions Inc                                   | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     25314 | NS      | $460714.80    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Anika Therapeutics Inc                                                                              | Anika Therapeutics Inc                                  | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |     11630 | NS      | $344248.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| EnPro Industries Inc                                                                                | EnPro Industries Inc                                    | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       220 | NS      | $23911.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bowman Consulting Group Ltd                                                                         | Bowman Consulting Group Ltd                             | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7716 | NS      | $168594.60    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwest Gas Holdings Inc                                                                          | Southwest Gas Holdings Inc                              | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4573 | NS      | $282977.24    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| ManpowerGroup Inc                                                                                   | ManpowerGroup Inc                                       | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      2760 | NS      | $229659.60    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Cleveland-Cliffs Inc                                                                                | Cleveland-Cliffs Inc                                    | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Short            | EC               | CORP              | US        |    -11680 | NS      | $-188164.80   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Amplitude Inc                                                                                       | Amplitude Inc                                           | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16315 | NS      | $197085.20    | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Proterra Inc                                                                                        | Proterra Inc                                            | CUSIP: 74374T109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1229 | NS      | $-4633.33     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hamilton Lane Inc                                                                                   | Hamilton Lane Inc                                       | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      2565 | NS      | $163852.20    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ThredUp Inc                                                                                         | ThredUp Inc                                             | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Short            | EC               | CORP              | US        |     -1621 | NS      | $-2123.51     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pacira BioSciences Inc                                                                              | Pacira BioSciences Inc                                  | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4212 | NS      | $162625.32    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Spirit Airlines Inc                                                                                 | Spirit Airlines Inc                                     | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |     13626 | NS      | $265434.48    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Four Corners Property Trust Inc                                                                     | Four Corners Property Trust Inc                         | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |      2151 | NS      | $55775.43     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Northeast Bank                                                                                      | Northeast Bank                                          | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      6879 | NS      | $289605.90    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| AGNC Investment Corp                                                                                | AGNC Investment Corp                                    | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |      8461 | NS      | $87571.35     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Semtech Corp                                                                                        | Semtech Corp                                            | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      4492 | NS      | $128875.48    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Arch Resources Inc                                                                                  | Arch Resources Inc                                      | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      1963 | NS      | $280296.77    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Adicet Bio Inc                                                                                      | Adicet Bio Inc                                          | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |      7356 | NS      | $65762.64     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Latch Inc                                                                                           | Latch Inc                                               | CUSIP: 51818V106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4809 | NS      | $-3413.91     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America Inc                                                                    | Reinsurance Group of America Inc                        | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      3041 | NS      | $432095.69    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecovyst Inc                                                                                         | Ecovyst Inc                                             | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31688 | NS      | $280755.68    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Cutera Inc                                                                                          | Cutera Inc                                              | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |      2416 | NS      | $106835.52    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| First Merchants Corp                                                                                | First Merchants Corp                                    | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      6782 | NS      | $278808.02    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Ennis Inc                                                                                           | Ennis Inc                                               | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5013 | NS      | $111088.08    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Walker & Dunlop Inc                                                                                 | Walker & Dunlop Inc                                     | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       990 | NS      | $77695.20     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bassett Furniture Industries Inc                                                                    | Bassett Furniture Industries Inc                        | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       533 | NS      | $9263.54      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Orion Group Holdings Inc                                                                            | Orion Group Holdings Inc                                | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |     45723 | NS      | $108820.74    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Catalyst Pharmaceuticals Inc                                                                        | Catalyst Pharmaceuticals Inc                            | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      5119 | NS      | $95213.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Terex Corp                                                                                          | Terex Corp                                              | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      2875 | NS      | $122820.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Target Hospitality Corp                                                                             | Target Hospitality Corp                                 | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3107 | NS      | $47039.98     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sharecare Inc                                                                                       | Sharecare Inc                                           | CUSIP: 81948W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61744 | NS      | $98790.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Luxfer Holdings PLC                                                                                 | Luxfer Holdings PLC                                     | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |     24938 | NS      | $342149.36    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Ranpak Holdings Corp                                                                                | Ranpak Holdings Corp                                    | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |     23478 | NS      | $135468.06    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| UFP Technologies Inc                                                                                | UFP Technologies Inc                                    | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      8567 | NS      | $1009963.63   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Xperi Inc                                                                                           | Xperi Inc                                               | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2776 | NS      | $23901.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Skillsoft Corp                                                                                      | Skillsoft Corp                                          | CUSIP: 83066P200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4541 | NS      | $-5903.30     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cambridge Bancorp                                                                                   | Cambridge Bancorp                                       | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2036 | NS      | $169110.16    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Prometheus Biosciences Inc                                                                          | Prometheus Biosciences Inc                              | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3632 | NS      | $399520.00    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Talos Energy Inc                                                                                    | Talos Energy Inc                                        | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      3241 | NS      | $61190.08     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ventyx Biosciences Inc                                                                              | Ventyx Biosciences Inc                                  | CUSIP: 92332V107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -406 | NS      | $-13312.74    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Paysafe Ltd                                                                                         | Paysafe Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1758 | NS      | $24418.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Customers Bancorp Inc                                                                               | Customers Bancorp Inc                                   | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      1310 | NS      | $37125.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Super Micro Computer Inc                                                                            | Super Micro Computer Inc                                | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      2921 | NS      | $239814.10    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                                                  | Clear Channel Outdoor Holdings Inc                      | CUSIP: 18453H106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -16140 | NS      | $-16947.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| OFG Bancorp                                                                                         | OFG Bancorp                                             | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      2097 | NS      | $57793.32     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle Group Inc/The                                                                               | Carlyle Group Inc/The                                   | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Short            | EC               | CORP              | US        |     -5116 | NS      | $-152661.44   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Harmonic Inc                                                                                        | Harmonic Inc                                            | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     31341 | NS      | $410567.10    | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Ryan Specialty Holdings Inc                                                                         | Ryan Specialty Holdings Inc                             | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6290 | NS      | $261097.90    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Permian Resources Corp                                                                              | Permian Resources Corp                                  | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     62892 | NS      | $591184.80    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Calavo Growers Inc                                                                                  | Calavo Growers Inc                                      | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       860 | NS      | $25284.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SiteOne Landscape Supply Inc                                                                        | SiteOne Landscape Supply Inc                            | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      1951 | NS      | $228891.32    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| iHeartMedia Inc                                                                                     | iHeartMedia Inc                                         | CUSIP: 45174J509<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2421 | NS      | $-14840.73    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Y-mAbs Therapeutics Inc                                                                             | Y-mAbs Therapeutics Inc                                 | CUSIP: 984241109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1940 | NS      | $-9467.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LiveRamp Holdings Inc                                                                               | LiveRamp Holdings Inc                                   | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      4452 | NS      | $104354.88    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Immunovant Inc                                                                                      | Immunovant Inc                                          | CUSIP: 45258J102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1236 | NS      | $-21939.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Haynes International Inc                                                                            | Haynes International Inc                                | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Short            | EC               | CORP              | US        |      -787 | NS      | $-35958.03    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| LCI Industries                                                                                      | LCI Industries                                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Short            | EC               | CORP              | US        |      -625 | NS      | $-57781.25    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| 8x8 Inc                                                                                             | 8x8 Inc                                                 | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     14583 | NS      | $62998.56     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Pool Corp                                                                                           | Pool Corp                                               | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |      -486 | NS      | $-146932.38   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| UMH Properties Inc                                                                                  | UMH Properties Inc                                      | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               |  | US        |     23184 | NS      | $373262.40    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Oramed Pharmaceuticals Inc                                                                          | Oramed Pharmaceuticals Inc                              | CUSIP: 68403P203<br>LEI: 5299006K52ZIIGQJ6R84 | Long             | EC               | CORP              | US        |      3162 | NS      | $38038.86     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Vicor Corp                                                                                          | Vicor Corp                                              | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      1323 | NS      | $71111.25     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MaxLinear Inc                                                                                       | MaxLinear Inc                                           | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      3113 | NS      | $105686.35    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Nektar Therapeutics                                                                                 | Nektar Therapeutics                                     | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     11615 | NS      | $26249.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Legalzoom.com Inc                                                                                   | Legalzoom.com Inc                                       | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |      9000 | NS      | $69660.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Annaly Capital Management Inc                                                                       | Annaly Capital Management Inc                           | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Short            | EC               |  | US        |     -6800 | NS      | $-143344.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Mativ Holdings Inc                                                                                  | Mativ Holdings Inc                                      | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Short            | EC               | CORP              | US        |     -2079 | NS      | $-43451.10    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Sprouts Farmers Market Inc                                                                          | Sprouts Farmers Market Inc                              | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      6160 | NS      | $199399.20    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Oil States International Inc                                                                        | Oil States International Inc                            | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     14241 | NS      | $106237.86    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Euro Manganese Inc                                                                                  | Euro Manganese Inc                                      | CUSIP: 29872T100<br>LEI: 8945004U4YI3514BYN42 | Long             | EC               | CORP              | CA        |    253943 | NS      | $56265.07     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ExlService Holdings Inc                                                                             | ExlService Holdings Inc                                 | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      1487 | NS      | $251942.41    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Nomad Foods Ltd                                                                                     | Nomad Foods Ltd                                         | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |      6445 | NS      | $111111.80    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Dyne Therapeutics Inc                                                                               | Dyne Therapeutics Inc                                   | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1530 | NS      | $17732.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mesa Laboratories Inc                                                                               | Mesa Laboratories Inc                                   | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      5147 | NS      | $855482.87    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| JFrog Ltd                                                                                           | JFrog Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4720 | NS      | $100677.60    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Distribution Solutions Group Inc                                                                    | Distribution Solutions Group Inc                        | CUSIP: 520776105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -477 | NS      | $-17582.22    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Theravance Biopharma Inc                                                                            | Theravance Biopharma Inc                                | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |      3409 | NS      | $38248.98     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Resources Connection Inc                                                                            | Resources Connection Inc                                | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19497 | NS      | $358354.86    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Plains Inc                                                                                    | Green Plains Inc                                        | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      4911 | NS      | $149785.50    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Insurance Holdings Inc                                                                    | Universal Insurance Holdings Inc                        | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     10615 | NS      | $112412.85    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SIGA Technologies Inc                                                                               | SIGA Technologies Inc                                   | CUSIP: 826917106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2414 | NS      | $-17767.04    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| OraSure Technologies Inc                                                                            | OraSure Technologies Inc                                | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      6883 | NS      | $33176.06     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbia Banking System Inc                                                                         | Columbia Banking System Inc                             | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14432 | NS      | $434836.16    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| WSFS Financial Corp                                                                                 | WSFS Financial Corp                                     | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      2821 | NS      | $127904.14    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Marqeta Inc                                                                                         | Marqeta Inc                                             | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17606 | NS      | $107572.66    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Methode Electronics Inc                                                                             | Methode Electronics Inc                                 | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     16377 | NS      | $726647.49    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| OceanFirst Financial Corp                                                                           | OceanFirst Financial Corp                               | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9259 | NS      | $196753.75    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Avid Bioservices Inc                                                                                | Avid Bioservices Inc                                    | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |     66725 | NS      | $918803.25    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Rimini Street Inc                                                                                   | Rimini Street Inc                                       | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |      3949 | NS      | $15045.69     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dole PLC                                                                                            | Dole PLC                                                | CUSIP: 000000000<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |     10754 | NS      | $103776.10    | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| ACV Auctions Inc                                                                                    | ACV Auctions Inc                                        | CUSIP: 00091G104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3951 | NS      | $-32437.71    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Forestar Group Inc                                                                                  | Forestar Group Inc                                      | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |       583 | NS      | $8984.03      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Americold Realty Trust Inc                                                                          | Americold Realty Trust Inc                              | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               |  | US        |      9720 | NS      | $275173.20    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| SmartFinancial Inc                                                                                  | SmartFinancial Inc                                      | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8170 | NS      | $224675.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkeley Lights Inc                                                                                 | Berkeley Lights Inc                                     | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |      6935 | NS      | $18585.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| InterDigital Inc                                                                                    | InterDigital Inc                                        | CUSIP: 45867G101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1024 | NS      | $-50667.52    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| KBR Inc                                                                                             | KBR Inc                                                 | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      6361 | NS      | $335860.80    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| NextGen Healthcare Inc                                                                              | NextGen Healthcare Inc                                  | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3200 | NS      | $60096.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| First American Financial Corp                                                                       | First American Financial Corp                           | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      3934 | NS      | $205905.56    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| TrueCar Inc                                                                                         | TrueCar Inc                                             | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |      6451 | NS      | $16192.01     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Talon Metals Corp                                                                                   | Talon Metals Corp                                       | CUSIP: 000000000<br>LEI: 9845003F1E9496A9MA60 | Long             | EC               | CORP              | VG        |    268500 | NS      | $98159.16     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Golar LNG Ltd                                                                                       | Golar LNG Ltd                                           | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |      9527 | NS      | $217120.33    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Power Integrations Inc                                                                              | Power Integrations Inc                                  | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      1764 | NS      | $126514.08    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Arconic Corp                                                                                        | Arconic Corp                                            | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      4925 | NS      | $104213.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Viridian Therapeutics Inc                                                                           | Viridian Therapeutics Inc                               | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |      5865 | NS      | $171316.65    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Belden Inc                                                                                          | Belden Inc                                              | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      1232 | NS      | $88580.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Quaker Chemical Corp                                                                                | Quaker Chemical Corp                                    | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Short            | EC               | CORP              | US        |      -440 | NS      | $-73436.00    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| CVR Energy Inc                                                                                      | CVR Energy Inc                                          | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      2553 | NS      | $80011.02     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Axonics Inc                                                                                         | Axonics Inc                                             | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |      4568 | NS      | $285637.04    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Community Bancorp Inc                                                                      | New York Community Bancorp Inc                          | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     13398 | NS      | $115222.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Innoviva Inc                                                                                        | Innoviva Inc                                            | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Short            | EC               | CORP              | US        |     -1040 | NS      | $-13780.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Model N Inc                                                                                         | Model N Inc                                             | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |     17976 | NS      | $729106.56    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Alignment Healthcare Inc                                                                            | Alignment Healthcare Inc                                | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7421 | NS      | $87270.96     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Sleep Number Corp                                                                                   | Sleep Number Corp                                       | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      2023 | NS      | $52557.54     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hub Group Inc                                                                                       | Hub Group Inc                                           | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1519 | NS      | $120745.31    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Easterly Government Properties Inc                                                                  | Easterly Government Properties Inc                      | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |     36828 | NS      | $525535.56    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Movado Group Inc                                                                                    | Movado Group Inc                                        | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      6544 | NS      | $211044.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Neo Performance Materials Inc                                                                       | Neo Performance Materials Inc                           | CUSIP: 64046G106<br>LEI: 984500E2A5I396CB6D96 | Long             | EC               | CORP              | CA        |     14316 | NS      | $101501.92    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Hippo Holdings Inc                                                                                  | Hippo Holdings Inc                                      | CUSIP: 433539202<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -560 | NS      | $-7616.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Asure Software Inc                                                                                  | Asure Software Inc                                      | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18966 | NS      | $177142.44    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Associated Banc-Corp                                                                                | Associated Banc-Corp                                    | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      2653 | NS      | $61257.77     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MFA Financial Inc                                                                                   | MFA Financial Inc                                       | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               |  | US        |      7701 | NS      | $75854.85     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadstone Net Lease Inc                                                                            | Broadstone Net Lease Inc                                | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Short            | EC               |  | US        |     -8476 | NS      | $-137395.96   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| SilverBow Resources Inc                                                                             | SilverBow Resources Inc                                 | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |      4175 | NS      | $118069.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| CytomX Therapeutics Inc                                                                             | CytomX Therapeutics Inc                                 | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |      4574 | NS      | $7318.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphatec Holdings Inc                                                                               | Alphatec Holdings Inc                                   | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Short            | EC               | CORP              | US        |     -7375 | NS      | $-91081.25    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| LifeStance Health Group Inc                                                                         | LifeStance Health Group Inc                             | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26531 | NS      | $131063.14    | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Cirrus Logic Inc                                                                                    | Cirrus Logic Inc                                        | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      4012 | NS      | $298813.76    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Cohen & Steers Inc                                                                                  | Cohen & Steers Inc                                      | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      3855 | NS      | $248878.80    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Surmodics Inc                                                                                       | Surmodics Inc                                           | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |       225 | NS      | $7677.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Beam Therapeutics Inc                                                                               | Beam Therapeutics Inc                                   | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6942 | NS      | $271501.62    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| MillerKnoll Inc                                                                                     | MillerKnoll Inc                                         | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     28034 | NS      | $588994.34    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| DarioHealth Corp                                                                                    | DarioHealth Corp                                        | CUSIP: 23725P209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1049 | NS      | $-4489.72     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cohu Inc                                                                                            | Cohu Inc                                                | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      6132 | NS      | $196530.60    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Avid Technology Inc                                                                                 | Avid Technology Inc                                     | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      2319 | NS      | $61662.21     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Genasys Inc                                                                                         | Genasys Inc                                             | CUSIP: 36872P103<br>LEI: 549300W0ZVKXG9NQ7D23 | Long             | EC               | CORP              | US        |     59828 | NS      | $221363.60    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Stelco Holdings Inc                                                                                 | Stelco Holdings Inc                                     | CUSIP: 858522105<br>LEI: 549300K1TSD2M8EKF208 | Long             | EC               | CORP              | CA        |      2398 | NS      | $78439.75     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Red Rock Resorts Inc                                                                                | Red Rock Resorts Inc                                    | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3482 | NS      | $139314.82    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Helen of Troy Ltd                                                                                   | Helen of Troy Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       923 | NS      | $102369.93    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Select Medical Holdings Corp                                                                        | Select Medical Holdings Corp                            | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6982 | NS      | $173363.06    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Electric Co Inc                                                                            | Franklin Electric Co Inc                                | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      1936 | NS      | $154396.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Ouster Inc                                                                                          | Ouster Inc                                              | CUSIP: 68989M103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -9348 | NS      | $-8067.32     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GoodRx Holdings Inc                                                                                 | GoodRx Holdings Inc                                     | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6634 | NS      | $30914.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Civitas Resources Inc                                                                               | Civitas Resources Inc                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Short            | EC               | CORP              | US        |     -2439 | NS      | $-141291.27   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Travere Therapeutics Inc                                                                            | Travere Therapeutics Inc                                | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3667 | NS      | $77117.01     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SecureWorks Corp                                                                                    | SecureWorks Corp                                        | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1434 | NS      | $9163.26      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardiovascular Systems Inc                                                                          | Cardiovascular Systems Inc                              | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |      2088 | NS      | $28438.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Under Armour Inc                                                                                    | Under Armour Inc                                        | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     20860 | NS      | $211937.60    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Industrial Technologies Inc                                                                 | Applied Industrial Technologies Inc                     | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      2976 | NS      | $375065.28    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| IDT Corp                                                                                            | IDT Corp                                                | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      5121 | NS      | $144258.57    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaiser Aluminum Corp                                                                                | Kaiser Aluminum Corp                                    | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13433 | NS      | $1020370.68   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| PAM Transportation Services Inc                                                                     | PAM Transportation Services Inc                         | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       691 | NS      | $17896.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First Mid Bancshares Inc                                                                            | First Mid Bancshares Inc                                | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6838 | NS      | $219363.04    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| E2open Parent Holdings Inc                                                                          | E2open Parent Holdings Inc                              | CUSIP: 29788T103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -13559 | NS      | $-79591.33    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Xeris Biopharma Holdings Inc                                                                        | Xeris Biopharma Holdings Inc                            | CUSIP: 98422E103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -6601 | NS      | $-8779.33     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AvePoint Inc                                                                                        | AvePoint Inc                                            | CUSIP: 053604104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3546 | NS      | $-14574.06    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Vanda Pharmaceuticals Inc                                                                           | Vanda Pharmaceuticals Inc                               | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      3230 | NS      | $23869.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| National Vision Holdings Inc                                                                        | National Vision Holdings Inc                            | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      3613 | NS      | $140039.88    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Worthington Industries Inc                                                                          | Worthington Industries Inc                              | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      2807 | NS      | $139535.97    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| AGCO Corp                                                                                           | AGCO Corp                                               | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      2898 | NS      | $401923.62    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Dropbox Inc                                                                                         | Dropbox Inc                                             | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     14816 | NS      | $331582.08    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Maximus Inc                                                                                         | Maximus Inc                                             | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Short            | EC               | CORP              | US        |     -1787 | NS      | $-131040.71   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Buckle Inc/The                                                                                      | Buckle Inc/The                                          | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      4266 | NS      | $193463.10    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| QuinStreet Inc                                                                                      | QuinStreet Inc                                          | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      8815 | NS      | $126495.25    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Herc Holdings Inc                                                                                   | Herc Holdings Inc                                       | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       928 | NS      | $122096.96    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Franchise Group Inc                                                                                 | Franchise Group Inc                                     | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Short            | EC               | CORP              | US        |     -3387 | NS      | $-80678.34    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Capstone Copper Corp                                                                                | Capstone Copper Corp                                    | CUSIP: 000000000<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |     40290 | NS      | $146996.01    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc                                                              | Natural Grocers by Vitamin Cottage Inc                  | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |      7596 | NS      | $69427.44     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Lease Corp                                                                                      | Air Lease Corp                                          | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      1960 | NS      | $75303.20     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Consensus Cloud Solutions Inc                                                                       | Consensus Cloud Solutions Inc                           | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       764 | NS      | $41072.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Levi Strauss & Co                                                                                   | Levi Strauss & Co                                       | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |     20573 | NS      | $319292.96    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Unifi Inc                                                                                           | Unifi Inc                                               | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |     15412 | NS      | $132697.32    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Lear Corp                                                                                           | Lear Corp                                               | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      4246 | NS      | $526588.92    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunrun Inc                                                                                          | Sunrun Inc                                              | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Short            | EC               | CORP              | US        |     -2311 | NS      | $-55510.22    | -0.03%            |  |  |  | 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        |      9589 | NS      | $100588.61    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearfield Inc                                                                                      | Clearfield Inc                                          | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      4042 | NS      | $380513.88    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| RLJ Lodging Trust                                                                                   | RLJ Lodging Trust                                       | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |     18420 | NS      | $195067.80    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Poseida Therapeutics Inc                                                                            | Poseida Therapeutics Inc                                | CUSIP: 73730P108<br>LEI: 549300USKSDMNGMN8V04 | Short            | EC               | CORP              | US        |     -1261 | NS      | $-6683.30     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vista Outdoor Inc                                                                                   | Vista Outdoor Inc                                       | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      3540 | NS      | $86269.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Axalta Coating Systems Ltd                                                                          | Axalta Coating Systems Ltd                              | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |      3806 | NS      | $96938.82     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ImmunityBio Inc                                                                                     | ImmunityBio Inc                                         | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Short            | EC               | CORP              | US        |     -2822 | NS      | $-14307.54    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Exponent Inc                                                                                        | Exponent Inc                                            | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      1296 | NS      | $128420.64    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| California Resources Corp                                                                           | California Resources Corp                               | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      4197 | NS      | $182611.47    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Sorrento Therapeutics Inc                                                                           | Sorrento Therapeutics Inc                               | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Short            | EC               | CORP              | US        |     -7177 | NS      | $-6358.82     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Amalgamated Financial Corp                                                                          | Amalgamated Financial Corp                              | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       448 | NS      | $10321.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| National Energy Services Reunited Corp                                                              | National Energy Services Reunited Corp                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     10018 | NS      | $69524.92     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Investar Holding Corp                                                                               | Investar Holding Corp                                   | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |      9943 | NS      | $214072.79    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Qualys Inc                                                                                          | Qualys Inc                                              | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      6628 | NS      | $743860.44    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Triumph Financial Inc                                                                               | Triumph Financial Inc                                   | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      8328 | NS      | $406989.36    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| LGI Homes Inc                                                                                       | LGI Homes Inc                                           | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Short            | EC               | CORP              | US        |      -609 | NS      | $-56393.40    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Alector Inc                                                                                         | Alector Inc                                             | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      4100 | NS      | $37843.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Energy Industries Inc                                                                      | Advanced Energy Industries Inc                          | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       389 | NS      | $33368.42     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Agios Pharmaceuticals Inc                                                                           | Agios Pharmaceuticals Inc                               | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      2162 | NS      | $60708.96     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Strategic Education Inc                                                                             | Strategic Education Inc                                 | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Short            | EC               | CORP              | US        |      -704 | NS      | $-55137.28    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| FTI Consulting Inc                                                                                  | FTI Consulting Inc                                      | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Short            | EC               | CORP              | US        |      -314 | NS      | $-49863.20    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Tiptree Inc                                                                                         | Tiptree Inc                                             | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20956 | NS      | $290031.04    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| First Commonwealth Financial Corp                                                                   | First Commonwealth Financial Corp                       | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      6256 | NS      | $87396.32     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Leonardo DRS Inc                                                                                    | Leonardo DRS Inc                                        | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |     25792 | NS      | $329621.76    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| William Penn Bancorp                                                                                | William Penn Bancorp                                    | CUSIP: 96927A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4755 | NS      | $57630.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Inari Medical Inc                                                                                   | Inari Medical Inc                                       | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2114 | NS      | $134365.84    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Brighthouse Financial Inc                                                                           | Brighthouse Financial Inc                               | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      5581 | NS      | $286137.87    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| World Acceptance Corp                                                                               | World Acceptance Corp                                   | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       562 | NS      | $37058.28     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Uranium Energy Corp                                                                                 | Uranium Energy Corp                                     | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Short            | EC               | CORP              | US        |    -23795 | NS      | $-92324.60    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Esperion Therapeutics Inc                                                                           | Esperion Therapeutics Inc                               | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |      1200 | NS      | $7476.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Carrols Restaurant Group Inc                                                                        | Carrols Restaurant Group Inc                            | CUSIP: 14574X104<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | EC               | CORP              | US        |     32949 | NS      | $44810.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Bank System Inc                                                                           | Community Bank System Inc                               | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      2166 | NS      | $136349.70    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell Technologies Inc                                                                               | Dell Technologies Inc                                   | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      2083 | NS      | $83778.26     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| iRobot Corp                                                                                         | iRobot Corp                                             | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      4003 | NS      | $192664.39    | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Appfolio Inc                                                                                        | Appfolio Inc                                            | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      1942 | NS      | $204647.96    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Lifecore Biomedical Inc                                                                             | Lifecore Biomedical Inc                                 | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |     24528 | NS      | $158941.44    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Ituran Location and Control Ltd                                                                     | Ituran Location and Control Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2340 | NS      | $49444.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Neogen Corp                                                                                         | Neogen Corp                                             | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Short            | EC               | CORP              | US        |     -2000 | NS      | $-30460.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| American Eagle Outfitters Inc                                                                       | American Eagle Outfitters Inc                           | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Short            | EC               | CORP              | US        |     -2070 | NS      | $-28897.20    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Tri Pointe Homes Inc                                                                                | Tri Pointe Homes Inc                                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3970 | NS      | $73802.30     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Latham Group Inc                                                                                    | Latham Group Inc                                        | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27599 | NS      | $88868.78     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JELD-WEN Holding Inc                                                                                | JELD-WEN Holding Inc                                    | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      5626 | NS      | $54290.90     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| GCM Grosvenor Inc                                                                                   | GCM Grosvenor Inc                                       | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $7610.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MGP Ingredients Inc                                                                                 | MGP Ingredients Inc                                     | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      2349 | NS      | $249886.62    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CNO Financial Group, Inc.                                                                           | CNO Financial Group Inc                                 | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      5168 | NS      | $118088.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Rocky Brands Inc                                                                                    | Rocky Brands Inc                                        | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |      4889 | NS      | $115478.18    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| James River Group Holdings Ltd                                                                      | James River Group Holdings Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      7675 | NS      | $160484.25    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameris Bancorp                                                                                      | Ameris Bancorp                                          | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      7385 | NS      | $348128.90    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| 22nd Century Group Inc                                                                              | 22nd Century Group Inc                                  | CUSIP: 90137F103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -12847 | NS      | $-11825.66    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Allied Motion Technologies Inc                                                                      | Allied Motion Technologies Inc                          | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |     16144 | NS      | $561972.64    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Eiger BioPharmaceuticals Inc                                                                        | Eiger BioPharmaceuticals Inc                            | CUSIP: 28249U105<br>LEI: 549300GO4VMIHDKJNU46 | Short            | EC               | CORP              | US        |     -2764 | NS      | $-3261.52     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln National Corp                                                                               | Lincoln National Corp                                   | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       226 | NS      | $6942.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearway Energy Inc                                                                                 | Clearway Energy Inc                                     | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      3893 | NS      | $124069.91    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Phillips Edison & Co Inc                                                                            | Phillips Edison & Co Inc                                | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |      1751 | NS      | $55751.84     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Kemper Corp                                                                                         | Kemper Corp                                             | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      2740 | NS      | $134808.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Performant Financial Corp                                                                           | Performant Financial Corp                               | CUSIP: 71377E105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2171 | NS      | $-7837.31     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ascendis Pharma A/S                                                                                 | Ascendis Pharma A/S                                     | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      4350 | NS      | $531265.50    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| USANA Health Sciences Inc                                                                           | USANA Health Sciences Inc                               | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       698 | NS      | $37133.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intellia Therapeutics Inc                                                                           | Intellia Therapeutics Inc                               | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      5775 | NS      | $201489.75    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Group 1 Automotive Inc                                                                              | Group 1 Automotive Inc                                  | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       841 | NS      | $151691.17    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Allison Transmission Holdings Inc                                                                   | Allison Transmission Holdings Inc                       | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      3277 | NS      | $136323.20    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy Inc                                                                                      | NRG Energy Inc                                          | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     10000 | NS      | $318200.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Axos Financial Inc                                                                                  | Axos Financial Inc                                      | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      1510 | NS      | $57712.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Bankshares Inc                                                                      | First Financial Bankshares Inc                          | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      2823 | NS      | $97111.20     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Halozyme Therapeutics Inc                                                                           | Halozyme Therapeutics Inc                               | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     13900 | NS      | $790910.00    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Paragon 28 Inc                                                                                      | Paragon 28 Inc                                          | CUSIP: 69913P105<br>LEI: 254900GM24PT1FMTRP66 | Long             | EC               | CORP              | US        |     13508 | NS      | $258137.88    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| NGM Biopharmaceuticals Inc                                                                          | NGM Biopharmaceuticals Inc                              | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |      3110 | NS      | $15612.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Cheesecake Factory Inc/The                                                                          | Cheesecake Factory Inc/The                              | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      4356 | NS      | $138128.76    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| EchoStar Corp                                                                                       | EchoStar Corp                                           | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Short            | EC               | CORP              | US        |      -100 | NS      | $-1668.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Udemy Inc                                                                                           | Udemy Inc                                               | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |     15877 | NS      | $167502.35    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| TripAdvisor Inc                                                                                     | TripAdvisor Inc                                         | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      5375 | NS      | $96642.50     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CONMED Corp                                                                                         | CONMED Corp                                             | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      4502 | NS      | $399057.28    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| JER Investment Trust Inc                                                                            | JER Investment Trust Inc                                | CUSIP: 46614H509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1771 | NS      | $0.18         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Wabash National Corp                                                                                | Wabash National Corp                                    | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      5466 | NS      | $123531.60    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sharecare Inc                                                                                       | Sharecare Inc                                           | CUSIP: 81948W104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -9641 | NS      | $-15425.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| GXO Logistics Inc                                                                                   | GXO Logistics Inc                                       | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      6882 | NS      | $293792.58    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Bluebird Bio Inc                                                                                    | Bluebird Bio Inc                                        | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6416 | NS      | $44398.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Iridium Communications Inc                                                                          | Iridium Communications Inc                              | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      2769 | NS      | $142326.60    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Glatfelter Corp                                                                                     | Glatfelter Corp                                         | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |      1147 | NS      | $3188.66      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pediatrix Medical Group Inc                                                                         | Pediatrix Medical Group Inc                             | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3908 | NS      | $58072.88     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Innovative Industrial Properties Inc                                                                | Innovative Industrial Properties Inc                    | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |      1632 | NS      | $165403.20    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Boot Barn Holdings Inc                                                                              | Boot Barn Holdings Inc                                  | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     12165 | NS      | $760555.80    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Momentive Global Inc                                                                                | Momentive Global Inc                                    | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |     49981 | NS      | $349867.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Apellis Pharmaceuticals Inc                                                                         | Apellis Pharmaceuticals Inc                             | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      5660 | NS      | $292678.60    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Cytokinetics Inc                                                                                    | Cytokinetics Inc                                        | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Short            | EC               | CORP              | US        |      -829 | NS      | $-37984.78    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| H&R Block Inc                                                                                       | H&R Block Inc                                           | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Short            | EC               | CORP              | US        |     -3941 | NS      | $-143885.91   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| TransMedics Group Inc                                                                               | TransMedics Group Inc                                   | CUSIP: 89377M109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -808 | NS      | $-49869.76    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| RxSight Inc                                                                                         | RxSight Inc                                             | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5869 | NS      | $74360.23     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| First Watch Restaurant Group Inc                                                                    | First Watch Restaurant Group Inc                        | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9517 | NS      | $128765.01    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Designer Brands Inc                                                                                 | Designer Brands Inc                                     | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     30910 | NS      | $302299.80    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| MGP Ingredients Inc                                                                                 | MGP Ingredients Inc                                     | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Short            | EC               | CORP              | US        |     -1142 | NS      | $-121485.96   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| StoneX Group Inc                                                                                    | StoneX Group Inc                                        | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      1569 | NS      | $149525.70    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Kennedy-Wilson Holdings Inc                                                                         | Kennedy-Wilson Holdings Inc                             | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      9563 | NS      | $150425.99    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Silvergate Capital Corp                                                                             | Silvergate Capital Corp                                 | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |      1073 | NS      | $18670.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| CompoSecure Inc                                                                                     | CompoSecure Inc                                         | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11496 | NS      | $56445.36     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| LendingClub Corp                                                                                    | LendingClub Corp                                        | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      6757 | NS      | $59461.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| DiamondRock Hospitality Co                                                                          | DiamondRock Hospitality Co                              | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |     25482 | NS      | $208697.58    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Appian Corp                                                                                         | Appian Corp                                             | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Short            | EC               | CORP              | US        |      -330 | NS      | $-10744.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Patterson-UTI Energy Inc                                                                            | Patterson-UTI Energy Inc                                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      9777 | NS      | $164644.68    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| GrowGeneration Corp                                                                                 | GrowGeneration Corp                                     | CUSIP: 39986L109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1542 | NS      | $-6044.64     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Inspire Medical Systems Inc                                                                         | Inspire Medical Systems Inc                             | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      2012 | NS      | $506782.56    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Barrett Business Services Inc                                                                       | Barrett Business Services Inc                           | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |       942 | NS      | $87869.76     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Terreno Realty Corp                                                                                 | Terreno Realty Corp                                     | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |      1687 | NS      | $95939.69     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Radiant Logistics Inc                                                                               | Radiant Logistics Inc                                   | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |     43867 | NS      | $223283.03    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Toll Brothers Inc                                                                                   | Toll Brothers Inc                                       | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      4080 | NS      | $203673.60    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadiz Inc                                                                                           | Cadiz Inc                                               | CUSIP: 127537207<br>LEI: 549300PFFIS1TCKZS151 | Short            | EC               | CORP              | US        |      -741 | NS      | $-1852.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Freshpet Inc                                                                                        | Freshpet Inc                                            | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Short            | EC               | CORP              | US        |     -2406 | NS      | $-126964.62   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Banc of California Inc                                                                              | Banc of California Inc                                  | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     26754 | NS      | $426191.22    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Utz Brands Inc                                                                                      | Utz Brands Inc                                          | CUSIP: 918090101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1988 | NS      | $-31529.68    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chemours Co/The                                                                                     | Chemours Co/The                                         | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      1600 | NS      | $48992.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sculptor Capital Management Inc                                                                     | Sculptor Capital Management Inc                         | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |     11836 | NS      | $102499.76    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Solaris Oilfield Infrastructure Inc                                                                 | Solaris Oilfield Infrastructure Inc                     | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     52216 | NS      | $518504.88    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Affirm Holdings Inc                                                                                 | Affirm Holdings Inc                                     | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -100 | NS      | $-967.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital Inc                                             | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Short            | EC               |  | US        |     -2446 | NS      | $-70885.08    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| iStar Inc                                                                                           | iStar Inc                                               | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |     11645 | NS      | $88851.35     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| United Therapeutics Corp                                                                            | United Therapeutics Corp                                | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      2471 | NS      | $687160.39    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Landsea Homes Corp                                                                                  | Landsea Homes Corp                                      | CUSIP: 51509P103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | US        |     22682 | NS      | $118173.22    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Albireo Pharma Inc                                                                                  | Albireo Pharma Inc                                      | CUSIP: 01345P106<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               | CORP              | US        |      2090 | NS      | $45164.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Green Brick Partners Inc                                                                            | Green Brick Partners Inc                                | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     20890 | NS      | $506164.70    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Crinetics Pharmaceuticals Inc                                                                       | Crinetics Pharmaceuticals Inc                           | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Short            | EC               | CORP              | US        |     -1416 | NS      | $-25912.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ChampionX Corp                                                                                      | ChampionX Corp                                          | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     20215 | NS      | $586032.85    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Alliance Bancorp                                                                            | Western Alliance Bancorp                                | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      3826 | NS      | $227876.56    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                                                          | ACADIA Pharmaceuticals Inc                              | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      8602 | NS      | $136943.84    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Evolution Petroleum Corp                                                                            | Evolution Petroleum Corp                                | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |    109084 | NS      | $823584.20    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| CryoPort Inc                                                                                        | CryoPort Inc                                            | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Short            | EC               | CORP              | US        |     -1835 | NS      | $-31837.25    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Pegasystems Inc                                                                                     | Pegasystems Inc                                         | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      6609 | NS      | $226292.16    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| IBEX Holdings Ltd                                                                                   | IBEX Holdings Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2216 | NS      | $55067.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ziff Davis Inc                                                                                      | Ziff Davis Inc                                          | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Short            | EC               | CORP              | US        |     -1133 | NS      | $-89620.30    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| NOV Inc                                                                                             | NOV Inc                                                 | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     12976 | NS      | $271068.64    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Physicians Realty Trust                                                                             | Physicians Realty Trust                                 | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |      9882 | NS      | $142992.54    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| WNS Holdings Ltd                                                                                    | WNS Holdings Ltd                                        | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |     10181 | NS      | $814378.19    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Chefs' Warehouse Inc/The                                                                            | Chefs' Warehouse Inc/The                                | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      3530 | NS      | $117478.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Xenia Hotels & Resorts Inc                                                                          | Xenia Hotels & Resorts Inc                              | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |     11722 | NS      | $154495.96    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Model N Inc                                                                                         | Model N Inc                                             | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Short            | EC               | CORP              | US        |     -1028 | NS      | $-41695.68    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| I3 Verticals Inc                                                                                    | I3 Verticals Inc                                        | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |     40351 | NS      | $982143.34    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| NV5 Global Inc                                                                                      | NV5 Global Inc                                          | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1389 | NS      | $183792.48    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Seelos Therapeutics Inc                                                                             | Seelos Therapeutics Inc                                 | CUSIP: 81577F109<br>LEI: 5493009HV8O6R1WGZ132 | Short            | EC               | CORP              | US        |     -5074 | NS      | $-3445.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ProPetro Holding Corp                                                                               | ProPetro Holding Corp                                   | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4875 | NS      | $50553.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Five Star Bancorp                                                                                   | Five Star Bancorp                                       | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |      1703 | NS      | $46389.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SouthState Corp                                                                                     | SouthState Corp                                         | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      3025 | NS      | $230989.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Emerald Holding Inc                                                                                 | Emerald Holding Inc                                     | CUSIP: 29103W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10353 | NS      | $36649.62     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| 908 Devices Inc                                                                                     | 908 Devices Inc                                         | CUSIP: 65443P102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -218 | NS      | $-1661.16     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Insperity Inc                                                                                       | Insperity Inc                                           | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      1968 | NS      | $223564.80    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Corp/MI                                                                            | Independent Bank Corp/MI                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1788 | NS      | $42768.96     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingredion Inc                                                                                       | Ingredion Inc                                           | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      2606 | NS      | $255205.58    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertiv Holdings Co                                                                                  | Vertiv Holdings Co                                      | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     20175 | NS      | $275590.50    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Penumbra Inc                                                                                        | Penumbra Inc                                            | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       943 | NS      | $209779.78    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| ANI Pharmaceuticals Inc                                                                             | ANI Pharmaceuticals Inc                                 | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      9957 | NS      | $400570.11    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Syneos Health Inc                                                                                   | Syneos Health Inc                                       | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |       791 | NS      | $29013.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Computer Programs and Systems Inc                                                                   | Computer Programs and Systems Inc                       | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      5411 | NS      | $147287.42    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Kohl's Corp                                                                                         | Kohl's Corp                                             | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     10041 | NS      | $253535.25    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| First Foundation Inc                                                                                | First Foundation Inc                                    | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     14692 | NS      | $210536.36    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| EZCORP Inc                                                                                          | EZCORP Inc                                              | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     36106 | NS      | $294263.90    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Arcosa Inc                                                                                          | Arcosa Inc                                              | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      1324 | NS      | $71946.16     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FuelCell Energy Inc                                                                                 | FuelCell Energy Inc                                     | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Short            | EC               | CORP              | US        |     -2069 | NS      | $-5751.82     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Houlihan Lokey Inc                                                                                  | Houlihan Lokey Inc                                      | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      3506 | NS      | $305582.96    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Century Communities Inc                                                                             | Century Communities Inc                                 | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      3155 | NS      | $157781.55    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Axon Enterprise Inc                                                                                 | Axon Enterprise Inc                                     | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      1630 | NS      | $270465.90    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Origin Bancorp Inc                                                                                  | Origin Bancorp Inc                                      | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |       301 | NS      | $11046.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UMB Financial Corp                                                                                  | UMB Financial Corp                                      | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      1247 | NS      | $104149.44    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Endosurgery Inc                                                                              | Apollo Endosurgery Inc                                  | CUSIP: 03767D108<br>LEI: 549300OD82W5UIMD4H13 | Long             | EC               | CORP              | US        |     12438 | NS      | $124006.86    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PAR Technology Corp                                                                                 | PAR Technology Corp                                     | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Short            | EC               | CORP              | US        |     -2330 | NS      | $-60743.10    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| GoPro Inc                                                                                           | GoPro Inc                                               | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     16280 | NS      | $81074.40     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Array Technologies Inc                                                                              | Array Technologies Inc                                  | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |      3478 | NS      | $67229.74     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cactus Inc                                                                                          | Cactus Inc                                              | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      3293 | NS      | $165506.18    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Watts Water Technologies Inc                                                                        | Watts Water Technologies Inc                            | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       797 | NS      | $116545.31    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Inovio Pharmaceuticals Inc                                                                          | Inovio Pharmaceuticals Inc                              | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Short            | EC               | CORP              | US        |     -5659 | NS      | $-8828.04     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Inotiv Inc                                                                                          | Inotiv Inc                                              | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Short            | EC               | CORP              | US        |     -1607 | NS      | $-7938.58     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Biohaven Ltd                                                                                        | Biohaven Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      1961 | NS      | $27218.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Huron Consulting Group Inc                                                                          | Huron Consulting Group Inc                              | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      1228 | NS      | $89152.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Iovance Biotherapeutics Inc                                                                         | Iovance Biotherapeutics Inc                             | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |      2188 | NS      | $13981.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AXT Inc                                                                                             | AXT Inc                                                 | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Short            | EC               | CORP              | US        |     -2143 | NS      | $-9386.34     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GATX Corp                                                                                           | GATX Corp                                               | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Short            | EC               | CORP              | US        |      -874 | NS      | $-92941.16    | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Cellular Corp                                                                         | United States Cellular Corp                             | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      5976 | NS      | $124599.60    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin BSP Realty Trust Inc                                                                       | Franklin BSP Realty Trust Inc                           | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Short            | EC               |  | US        |     -1615 | NS      | $-20833.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Porch Group Inc                                                                                     | Porch Group Inc                                         | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Short            | EC               | CORP              | US        |    -11879 | NS      | $-22332.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Amphastar Pharmaceuticals Inc                                                                       | Amphastar Pharmaceuticals Inc                           | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      9118 | NS      | $255486.36    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Zions Bancorp NA                                                                                    | Zions Bancorp NA                                        | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      6408 | NS      | $315017.28    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| American States Water Co                                                                            | American States Water Co                                | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      1064 | NS      | $98473.20     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AECOM                                                                                               | AECOM                                                   | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      1597 | NS      | $135633.21    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Accuray Inc                                                                                         | Accuray Inc                                             | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |      6178 | NS      | $12912.02     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nevro Corp                                                                                          | Nevro Corp                                              | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |      4312 | NS      | $170755.20    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Wingstop Inc                                                                                        | Wingstop Inc                                            | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      1623 | NS      | $223357.26    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Collateral Fund | U.S. Cash Collateral Fund                               | CUSIP: 000000000<br>LEI: B4DCP86PGS7VRJXJTE28 | Long             | STIV             | PF                | US        |   4244968 | NS      | $4244968.00   | 2.06%             |  |  |  | No            | N/A                | On Loan: No      |
| NorthWestern Corp                                                                                   | NorthWestern Corp                                       | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      4803 | NS      | $285010.02    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Orchid Island Capital Inc                                                                           | Orchid Island Capital Inc                               | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Short            | EC               |  | US        |     -4487 | NS      | $-47113.50    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Pacific Biosciences of California Inc                                                               | Pacific Biosciences of California Inc                   | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Short            | EC               | CORP              | US        |     -1351 | NS      | $-11051.18    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ruth's Hospitality Group Inc                                                                        | Ruth's Hospitality Group Inc                            | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     18593 | NS      | $287819.64    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphatec Holdings Inc                                                                               | Alphatec Holdings Inc                                   | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     20851 | NS      | $257509.85    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Mativ Holdings Inc                                                                                  | Mativ Holdings Inc                                      | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     38025 | NS      | $794722.50    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryman Hospitality Properties Inc                                                                    | Ryman Hospitality Properties Inc                        | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |      4049 | NS      | $331127.22    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| STAAR Surgical Co                                                                                   | STAAR Surgical Co                                       | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      2203 | NS      | $106933.62    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Marcus & Millichap Inc                                                                              | Marcus & Millichap Inc                                  | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      3544 | NS      | $122090.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Vericel Corp                                                                                        | Vericel Corp                                            | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Short            | EC               | CORP              | US        |     -1919 | NS      | $-50546.46    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| American Vanguard Corp                                                                              | American Vanguard Corp                                  | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      2409 | NS      | $52299.39     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| La-Z-Boy Inc                                                                                        | La-Z-Boy Inc                                            | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      3254 | NS      | $74256.28     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Spire Inc                                                                                           | Spire Inc                                               | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      4211 | NS      | $289969.46    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| MeiraGTx Holdings plc                                                                               | MeiraGTx Holdings plc                                   | CUSIP: 000000000<br>LEI: 54930007YV6NYIOGFZ57 | Long             | EC               | CORP              | KY        |      4978 | NS      | $32456.56     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| KemPharm Inc                                                                                        | KemPharm Inc                                            | CUSIP: 488445206<br>LEI: 254900CU6T74V18Y1W18 | Short            | EC               | CORP              | US        |     -1396 | NS      | $-6407.64     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Recursion Pharmaceuticals Inc                                                                       | Recursion Pharmaceuticals Inc                           | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7622 | NS      | $58765.62     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Viemed Healthcare Inc                                                                               | Viemed Healthcare Inc                                   | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     12062 | NS      | $91188.72     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Diversified Healthcare Trust                                                                        | Diversified Healthcare Trust                            | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               |  | US        |    157509 | NS      | $101876.82    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Payoneer Global Inc                                                                                 | Payoneer Global Inc                                     | CUSIP: 70451X104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5003 | NS      | $-27366.41    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Northrim BanCorp Inc                                                                                | Northrim BanCorp Inc                                    | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |       164 | NS      | $8949.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Montauk Renewables Inc                                                                              | Montauk Renewables Inc                                  | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1985 | NS      | $21894.55     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Amneal Pharmaceuticals Inc                                                                          | Amneal Pharmaceuticals Inc                              | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     53041 | NS      | $105551.59    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Allot Ltd                                                                                           | Allot Ltd                                               | CUSIP: 000000000<br>LEI: 5493008MLSB5KCVNRK06 | Long             | EC               | CORP              | IL        |     19053 | NS      | $65542.32     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Saia Inc                                                                                            | Saia Inc                                                | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      2619 | NS      | $549151.92    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| BankUnited Inc                                                                                      | BankUnited Inc                                          | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      7875 | NS      | $267513.75    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| US Silica Holdings Inc                                                                              | US Silica Holdings Inc                                  | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      3969 | NS      | $49612.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Wheels Up Experience Inc                                                                            | Wheels Up Experience Inc                                | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8384 | NS      | $8635.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Veracyte Inc                                                                                        | Veracyte Inc                                            | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Short            | EC               | CORP              | US        |     -6608 | NS      | $-156807.84   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Constellium SE                                                                                      | Constellium SE                                          | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |      7394 | NS      | $87471.02     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Black Hills Corp                                                                                    | Black Hills Corp                                        | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      1239 | NS      | $87151.26     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Fluor Corp                                                                                          | Fluor Corp                                              | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     13861 | NS      | $480422.26    | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| Rocky Brands Inc                                                                                    | Rocky Brands Inc                                        | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Short            | EC               | CORP              | US        |      -191 | NS      | $-4511.42     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICF International Inc                                                                               | ICF International Inc                                   | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      2195 | NS      | $217414.75    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Kennametal Inc                                                                                      | Kennametal Inc                                          | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     13434 | NS      | $323222.04    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackline Inc                                                                                       | Blackline Inc                                           | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |      1550 | NS      | $104268.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Helmerich & Payne Inc                                                                               | Helmerich & Payne Inc                                   | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      4081 | NS      | $202295.17    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Aris Water Solution Inc                                                                             | Aris Water Solution Inc                                 | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69688 | NS      | $1004204.08   | 0.49%             |  |  |  | No            | 1                  | On Loan: —       |
| Resideo Technologies Inc                                                                            | Resideo Technologies Inc                                | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      5300 | NS      | $87185.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bloom Energy Corp                                                                                   | Bloom Energy Corp                                       | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     11019 | NS      | $210683.28    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Embecta Corp                                                                                        | Embecta Corp                                            | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Short            | EC               | CORP              | US        |      -748 | NS      | $-18916.92    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| RealReal Inc/The                                                                                    | RealReal Inc/The                                        | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |     24939 | NS      | $31173.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Enanta Pharmaceuticals Inc                                                                          | Enanta Pharmaceuticals Inc                              | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      1328 | NS      | $61778.56     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Fox Factory Holding Corp                                                                            | Fox Factory Holding Corp                                | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Short            | EC               | CORP              | US        |     -1674 | NS      | $-152719.02   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Altice USA Inc                                                                                      | Altice USA Inc                                          | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Short            | EC               | CORP              | US        |     -7572 | NS      | $-34831.20    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Horace Mann Educators Corp                                                                          | Horace Mann Educators Corp                              | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     10707 | NS      | $400120.59    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Brightcove Inc                                                                                      | Brightcove Inc                                          | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |      1053 | NS      | $5507.19      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Westwood Holdings Group Inc                                                                         | Westwood Holdings Group Inc                             | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20647 | NS      | $229877.50    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| TrueBlue Inc                                                                                        | TrueBlue Inc                                            | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5267 | NS      | $103127.86    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Denali Therapeutics Inc                                                                             | Denali Therapeutics Inc                                 | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      7282 | NS      | $202512.42    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Hydrofarm Holdings Group Inc                                                                        | Hydrofarm Holdings Group Inc                            | CUSIP: 44888K209<br>LEI: 5493005Y60YG0W2FYJ83 | Short            | EC               | CORP              | US        |     -5670 | NS      | $-8788.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brixmor Property Group Inc                                                                          | Brixmor Property Group Inc                              | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |     12407 | NS      | $281266.69    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| EMCOR Group Inc                                                                                     | EMCOR Group Inc                                         | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1420 | NS      | $210316.20    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Sutro Biopharma Inc                                                                                 | Sutro Biopharma Inc                                     | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |      3305 | NS      | $26704.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CyberArk Software Ltd                                                                               | CyberArk Software Ltd                                   | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |      1324 | NS      | $171656.60    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| American Software Inc/GA                                                                            | American Software Inc/GA                                | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68588 | NS      | $1006871.84   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| John Wiley & Sons Inc                                                                               | John Wiley & Sons Inc                                   | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      4010 | NS      | $160640.60    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Hersha Hospitality Trust                                                                            | Hersha Hospitality Trust                                | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               |  | US        |      2572 | NS      | $21913.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                                                                         | Kiniksa Pharmaceuticals Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      3152 | NS      | $47216.96     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CSG Systems International Inc                                                                       | CSG Systems International Inc                           | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      1830 | NS      | $104676.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| nCino Inc                                                                                           | nCino Inc                                               | CUSIP: 63947X101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2376 | NS      | $-62821.44    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| OneSpan Inc                                                                                         | OneSpan Inc                                             | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     11786 | NS      | $131885.34    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Bancorp Inc/The                                                                                     | Bancorp Inc/The                                         | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3618 | NS      | $102678.84    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Technical Institute Inc                                                                   | Universal Technical Institute Inc                       | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |      2427 | NS      | $16309.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LivaNova PLC                                                                                        | LivaNova PLC                                            | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      2569 | NS      | $142682.26    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Mirati Therapeutics Inc                                                                             | Mirati Therapeutics Inc                                 | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |      3408 | NS      | $154416.48    | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Varonis Systems Inc                                                                                 | Varonis Systems Inc                                     | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     11038 | NS      | $264249.72    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Aspen Technology Inc                                                                                | Aspen Technology Inc                                    | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Short            | EC               | CORP              | US        |      -684 | NS      | $-140493.60   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Box Inc                                                                                             | Box Inc                                                 | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     10181 | NS      | $316934.53    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| LTC Properties Inc                                                                                  | LTC Properties Inc                                      | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |      1118 | NS      | $39722.54     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lyft Inc                                                                                            | Lyft Inc                                                | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     17421 | NS      | $191979.42    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ShotSpotter Inc                                                                                     | ShotSpotter Inc                                         | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Short            | EC               | CORP              | US        |      -376 | NS      | $-12720.08    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Calix Inc                                                                                           | Calix Inc                                               | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      9152 | NS      | $626271.36    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultra Clean Holdings Inc                                                                            | Ultra Clean Holdings Inc                                | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Short            | EC               | CORP              | US        |     -1213 | NS      | $-40210.95    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Resolute Forest Products Inc                                                                        | Resolute Forest Products Inc                            | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7348 | NS      | $158643.32    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Bandwidth Inc                                                                                       | Bandwidth Inc                                           | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      2151 | NS      | $49365.45     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Corporate Office Properties Trust                                                                   | Corporate Office Properties Trust                       | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |      3719 | NS      | $96470.86     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingles Markets Inc                                                                                  | Ingles Markets Inc                                      | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      1056 | NS      | $101861.76    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| GMS Inc                                                                                             | GMS Inc                                                 | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      4075 | NS      | $202935.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| NOW Inc                                                                                             | NOW Inc                                                 | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      3434 | NS      | $43611.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Invitae Corp                                                                                        | Invitae Corp                                            | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Short            | EC               | CORP              | US        |     -3689 | NS      | $-6861.54     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Lab USA Inc                                                                                  | Rocket Lab USA Inc                                      | CUSIP: 773122106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4745 | NS      | $-17888.65    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MYR Group Inc                                                                                       | MYR Group Inc                                           | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      1002 | NS      | $92254.14     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntsman Corp                                                                                       | Huntsman Corp                                           | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     10154 | NS      | $279031.92    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Gulfport Energy Corp                                                                                | Gulfport Energy Corp                                    | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      1270 | NS      | $93522.80     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| REV Group Inc                                                                                       | REV Group Inc                                           | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     31341 | NS      | $395523.42    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaman Corp                                                                                          | Kaman Corp                                              | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |     18158 | NS      | $404923.40    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Ondas Holdings Inc                                                                                  | Ondas Holdings Inc                                      | CUSIP: 68236H204<br>LEI: 549300JWLHDUB82V8607 | Short            | EC               | CORP              | US        |     -2338 | NS      | $-3717.42     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Enviva Inc                                                                                          | Enviva Inc                                              | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Short            | EC               | CORP              | US        |      -145 | NS      | $-7680.65     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RMR Group Inc/The                                                                                   | RMR Group Inc/The                                       | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      9038 | NS      | $255323.50    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Paya Holdings Inc                                                                                   | Paya Holdings Inc                                       | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54788 | NS      | $431181.56    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Simpson Manufacturing Co Inc                                                                        | Simpson Manufacturing Co Inc                            | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      1324 | NS      | $117385.84    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Quantum Corp                                                                                        | Quantum Corp                                            | CUSIP: 747906501<br>LEI: 5493007210175UIK7S88 | Long             | EC               | CORP              | US        |      1901 | NS      | $2072.09      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Benchmark Electronics Inc                                                                           | Benchmark Electronics Inc                               | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      3968 | NS      | $105905.92    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TransMedics Group Inc                                                                               | TransMedics Group Inc                                   | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5237 | NS      | $323227.64    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Newell Brands Inc                                                                                   | Newell Brands Inc                                       | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     36106 | NS      | $472266.48    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Verint Systems Inc                                                                                  | Verint Systems Inc                                      | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      3574 | NS      | $129664.72    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Axis Capital Holdings Ltd                                                                           | Axis Capital Holdings Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      7414 | NS      | $401616.38    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Regional Management Corp                                                                            | Regional Management Corp                                | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |       626 | NS      | $17578.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ASGN Incorporated                                                                                   | ASGN Inc                                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      1771 | NS      | $144301.08    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan International Inc                                                                             | Titan International Inc                                 | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |      3554 | NS      | $54447.28     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Scholastic Corp                                                                                     | Scholastic Corp                                         | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14891 | NS      | $587598.86    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Piedmont Lithium Inc                                                                                | Piedmont Lithium Inc                                    | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Long             | EC               | CORP              | US        |      1258 | NS      | $55377.16     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Byrna Technologies Inc                                                                              | Byrna Technologies Inc                                  | CUSIP: 12448X201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -875 | NS      | $-6860.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nutanix Inc                                                                                         | Nutanix Inc                                             | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      8168 | NS      | $212776.40    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanmina Corp                                                                                        | Sanmina Corp                                            | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      3190 | NS      | $182755.10    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| SM Energy Co                                                                                        | SM Energy Co                                            | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     15242 | NS      | $530878.86    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Infrastructure Corp                                                                      | Brookfield Infrastructure Corp                          | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2558 | NS      | $99506.20     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Bumble Inc                                                                                          | Bumble Inc                                              | CUSIP: 12047B105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5087 | NS      | $-107081.35   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Health Catalyst Inc                                                                                 | Health Catalyst Inc                                     | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |      6098 | NS      | $64821.74     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Flowserve Corp                                                                                      | Flowserve Corp                                          | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     23603 | NS      | $724140.04    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| 2U Inc                                                                                              | 2U Inc                                                  | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |      9595 | NS      | $60160.65     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilltop Holdings Inc                                                                                | Hilltop Holdings Inc                                    | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      3725 | NS      | $111787.25    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Manitowoc Co Inc/The                                                                                | Manitowoc Co Inc/The                                    | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     24540 | NS      | $224786.40    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Grocery Outlet Holding Corp                                                                         | Grocery Outlet Holding Corp                             | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19198 | NS      | $560389.62    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Clover Health Investments Corp                                                                      | Clover Health Investments Corp                          | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Short            | EC               | CORP              | US        |     -6067 | NS      | $-5639.28     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Olo Inc                                                                                             | Olo Inc                                                 | CUSIP: 68134L109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -6255 | NS      | $-39093.75    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Selective Insurance Group Inc                                                                       | Selective Insurance Group Inc                           | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      2007 | NS      | $177840.27    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Beacon Roofing Supply Inc                                                                           | Beacon Roofing Supply Inc                               | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      3360 | NS      | $177374.40    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| America's Car-Mart Inc/TX                                                                           | America's Car-Mart Inc/TX                               | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11136 | NS      | $804687.36    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Brunswick Corp/DE                                                                                   | Brunswick Corp/DE                                       | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      5146 | NS      | $370923.68    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Tronox Holdings PLC                                                                                 | Tronox Holdings PLC                                     | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |     38537 | NS      | $528342.27    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunstone Hotel Investors Inc                                                                        | Sunstone Hotel Investors Inc                            | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |     24058 | NS      | $232400.28    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Independence Realty Trust Inc                                                                       | Independence Realty Trust Inc                           | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Short            | EC               |  | US        |     -1618 | NS      | $-27279.48    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Absci Corp                                                                                          | Absci Corp                                              | CUSIP: 00091E109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2958 | NS      | $-6211.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Marine Products Corp                                                                                | Marine Products Corp                                    | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24343 | NS      | $286517.11    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Tabula Rasa HealthCare Inc                                                                          | Tabula Rasa HealthCare Inc                              | CUSIP: 873379101<br>LEI: 549300K6KY242XRMEF28 | Long             | EC               | CORP              | US        |       765 | NS      | $3786.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Portland General Electric Co                                                                        | Portland General Electric Co                            | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      4569 | NS      | $223881.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitek Systems Inc                                                                                   | Mitek Systems Inc                                       | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |     50702 | NS      | $491302.38    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Plymouth Industrial REIT Inc                                                                        | Plymouth Industrial REIT Inc                            | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               |  | US        |     15210 | NS      | $291727.80    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadstone Net Lease Inc                                                                            | Broadstone Net Lease Inc                                | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |      7769 | NS      | $125935.49    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Country Airlines Holdings Inc                                                                   | Sun Country Airlines Holdings Inc                       | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      6700 | NS      | $106262.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Bentley Systems Inc                                                                                 | Bentley Systems Inc                                     | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |     -4189 | NS      | $-154825.44   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Multiplan Corp                                                                                      | Multiplan Corp                                          | CUSIP: 62548M100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -9188 | NS      | $-10566.20    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Stericycle Inc                                                                                      | Stericycle Inc                                          | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      1729 | NS      | $86259.81     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Territorial Bancorp Inc                                                                             | Territorial Bancorp Inc                                 | CUSIP: 88145X108<br>LEI: 5493003VDUGN5KBPTN24 | Long             | EC               | CORP              | US        |      1077 | NS      | $25858.77     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Magnite Inc                                                                                         | Magnite Inc                                             | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Short            | EC               | CORP              | US        |     -2685 | NS      | $-28434.15    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| AerSale Corp                                                                                        | AerSale Corp                                            | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9941 | NS      | $161243.02    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Pulmonx Corp                                                                                        | Pulmonx Corp                                            | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |      1600 | NS      | $13488.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Coherent Corp                                                                                       | Coherent Corp                                           | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |     -3342 | NS      | $-117304.20   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| PBF Energy Inc                                                                                      | PBF Energy Inc                                          | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      8695 | NS      | $354582.10    | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Post Holdings Inc                                                                                   | Post Holdings Inc                                       | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       471 | NS      | $42512.46     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Rambus Inc                                                                                          | Rambus Inc                                              | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     11857 | NS      | $424717.74    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| ATI Inc                                                                                             | ATI Inc                                                 | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      4645 | NS      | $138699.70    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Deluxe Corp                                                                                         | Deluxe Corp                                             | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     30584 | NS      | $519316.32    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| HCI Group Inc                                                                                       | HCI Group Inc                                           | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       842 | NS      | $33334.78     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Perrigo Co PLC                                                                                      | Perrigo Co PLC                                          | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     15877 | NS      | $541246.93    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Vaxart Inc                                                                                          | Vaxart Inc                                              | CUSIP: 92243A200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4859 | NS      | $-4669.01     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Inseego Corp                                                                                        | Inseego Corp                                            | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |     57737 | NS      | $48643.42     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| ScanSource Inc                                                                                      | ScanSource Inc                                          | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       656 | NS      | $19168.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NETGEAR Inc                                                                                         | NETGEAR Inc                                             | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      2697 | NS      | $48842.67     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Select Energy Services Inc                                                                          | Select Energy Services Inc                              | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      4400 | NS      | $40656.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| RLI Corp                                                                                            | RLI Corp                                                | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |       821 | NS      | $107772.67    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamb Weston Holdings Inc                                                                            | Lamb Weston Holdings Inc                                | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      4166 | NS      | $372273.76    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| ICU Medical Inc                                                                                     | ICU Medical Inc                                         | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Short            | EC               | CORP              | US        |      -716 | NS      | $-112755.68   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Old Second Bancorp Inc                                                                              | Old Second Bancorp Inc                                  | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     22169 | NS      | $355590.76    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Kirby Corp                                                                                          | Kirby Corp                                              | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      2863 | NS      | $184234.05    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| BWX Technologies Inc                                                                                | BWX Technologies Inc                                    | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      5074 | NS      | $294697.92    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Reata Pharmaceuticals Inc                                                                           | Reata Pharmaceuticals Inc                               | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |       601 | NS      | $22831.99     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Vishay Intertechnology Inc                                                                          | Vishay Intertechnology Inc                              | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      7343 | NS      | $158388.51    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Cargurus Inc                                                                                        | Cargurus Inc                                            | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Short            | EC               | CORP              | US        |     -2846 | NS      | $-39872.46    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Brookdale Senior Living Inc                                                                         | Brookdale Senior Living Inc                             | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Short            | EC               | CORP              | US        |     -6385 | NS      | $-17431.05    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Texas Roadhouse Inc                                                                                 | Texas Roadhouse Inc                                     | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      8742 | NS      | $795084.90    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Northwest Natural Holding Co                                                                        | Northwest Natural Holding Co                            | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      7507 | NS      | $357258.13    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Pennant Group Inc/The                                                                               | Pennant Group Inc/The                                   | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     10601 | NS      | $116398.98    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Nerdy Inc                                                                                           | Nerdy Inc                                               | CUSIP: 64081V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2649 | NS      | $-5960.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SPX Technologies Inc                                                                                | SPX Technologies Inc                                    | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      2243 | NS      | $147252.95    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mortgage Trust Inc                                                                         | New York Mortgage Trust Inc                             | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Short            | EC               |  | US        |    -22078 | NS      | $-56519.68    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Nathan's Famous Inc                                                                                 | Nathan's Famous Inc                                     | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |      2042 | NS      | $137242.82    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Diodes Inc                                                                                          | Diodes Inc                                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      3670 | NS      | $279433.80    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Quotient Technology Inc                                                                             | Quotient Technology Inc                                 | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |      3116 | NS      | $10687.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sabra Health Care REIT Inc                                                                          | Sabra Health Care REIT Inc                              | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |      6900 | NS      | $85767.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Citius Pharmaceuticals Inc                                                                          | Citius Pharmaceuticals Inc                              | CUSIP: 17322U207<br>LEI: 5493005C10W36P4KQP40 | Short            | EC               | CORP              | US        |    -13744 | NS      | $-10857.76    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Zevia PBC                                                                                           | Zevia PBC                                               | CUSIP: 98955K104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1083 | NS      | $-4429.47     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Capstar Financial Holdings Inc                                                                      | Capstar Financial Holdings Inc                          | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19117 | NS      | $337606.22    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Premier Financial Corp                                                                              | Premier Financial Corp                                  | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15445 | NS      | $416551.65    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Beauty Health Co/The                                                                                | Beauty Health Co/The                                    | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Short            | EC               | CORP              | US        |     -3167 | NS      | $-28819.70    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ladder Capital Corp                                                                                 | Ladder Capital Corp                                     | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |      7870 | NS      | $79014.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Pebblebrook Hotel Trust                                                                             | Pebblebrook Hotel Trust                                 | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |      7338 | NS      | $98255.82     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Healthcare Trust Inc                                                                      | Community Healthcare Trust Inc                          | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |     16627 | NS      | $595246.60    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Turning Point Brands Inc                                                                            | Turning Point Brands Inc                                | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       844 | NS      | $18255.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cracker Barrel Old Country Store Inc                                                                | Cracker Barrel Old Country Store Inc                    | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      5133 | NS      | $486300.42    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Minerals International Inc                                                                  | Compass Minerals International Inc                      | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      3032 | NS      | $124312.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Dycom Industries Inc                                                                                | Dycom Industries Inc                                    | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       981 | NS      | $91821.60     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Essent Group Ltd                                                                                    | Essent Group Ltd                                        | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      9048 | NS      | $351786.24    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| German American Bancorp Inc                                                                         | German American Bancorp Inc                             | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7024 | NS      | $261995.20    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Axcelis Technologies Inc                                                                            | Axcelis Technologies Inc                                | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      3898 | NS      | $309345.28    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| National Health Investors Inc                                                                       | National Health Investors Inc                           | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |      1993 | NS      | $104074.46    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Home BancShares Inc/AR                                                                              | Home BancShares Inc/AR                                  | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25867 | NS      | $589508.93    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Matson Inc                                                                                          | Matson Inc                                              | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      2308 | NS      | $144273.08    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| WD-40 Co                                                                                            | WD-40 Co                                                | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Short            | EC               | CORP              | US        |      -294 | NS      | $-47395.74    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Popular Inc                                                                                         | Popular Inc                                             | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      7216 | NS      | $478565.12    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Academy Sports & Outdoors Inc                                                                       | Academy Sports & Outdoors Inc                           | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8368 | NS      | $439654.72    | 0.21%             |  |  |  | No            | 1                  | On Loan: —       |
| Comstock Resources Inc                                                                              | Comstock Resources Inc                                  | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      1273 | NS      | $17452.83     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BioLife Solutions Inc                                                                               | BioLife Solutions Inc                                   | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Short            | EC               | CORP              | US        |     -2464 | NS      | $-44844.80    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Schneider National Inc                                                                              | Schneider National Inc                                  | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      4316 | NS      | $100994.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Covey Co                                                                                   | Franklin Covey Co                                       | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       536 | NS      | $25068.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HarborOne Bancorp Inc                                                                               | HarborOne Bancorp Inc                                   | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     16052 | NS      | $223122.80    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Unum Group                                                                                          | Unum Group                                              | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      7343 | NS      | $301283.29    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Utah Medical Products Inc                                                                           | Utah Medical Products Inc                               | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |      6018 | NS      | $604989.54    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| InfuSystem Holdings Inc                                                                             | InfuSystem Holdings Inc                                 | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |     50654 | NS      | $439676.72    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Ribbon Communications Inc                                                                           | Ribbon Communications Inc                               | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |      6982 | NS      | $19479.78     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Infinera Corp                                                                                       | Infinera Corp                                           | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |     20513 | NS      | $138257.62    | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Heritage Financial Corp/WA                                                                          | Heritage Financial Corp/WA                              | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10414 | NS      | $319084.96    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| NMI Holdings Inc                                                                                    | NMI Holdings Inc                                        | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     18059 | NS      | $377433.10    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Blucora Inc                                                                                         | Blucora Inc                                             | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     16320 | NS      | $416649.60    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Azenta Inc                                                                                          | Azenta Inc                                              | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Short            | EC               | CORP              | US        |     -1676 | NS      | $-97576.72    | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Mister Car Wash Inc                                                                                 | Mister Car Wash Inc                                     | CUSIP: 60646V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4388 | NS      | $-40501.24    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Ovid therapeutics Inc                                                                               | Ovid therapeutics Inc                                   | CUSIP: 690469101<br>LEI: 549300H36NUI4L6U8F17 | Long             | EC               | CORP              | US        |     21212 | NS      | $39454.32     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| KAR Auction Services Inc                                                                            | KAR Auction Services Inc                                | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Short            | EC               | CORP              | US        |     -3376 | NS      | $-44056.80    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Titan Machinery Inc                                                                                 | Titan Machinery Inc                                     | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |       698 | NS      | $27731.54     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| York Water Co/The                                                                                   | York Water Co/The                                       | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6949 | NS      | $312566.02    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| United Community Banks Inc/GA                                                                       | United Community Banks Inc/GA                           | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      6363 | NS      | $215069.40    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| National HealthCare Corp                                                                            | National HealthCare Corp                                | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2018 | NS      | $120071.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Medpace Holdings Inc                                                                                | Medpace Holdings Inc                                    | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      3503 | NS      | $744072.23    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Knight-Swift Transportation Holdings Inc                                                            | Knight-Swift Transportation Holdings Inc                | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3272 | NS      | $171485.52    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Dot Corp                                                                                      | Green Dot Corp                                          | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5230 | NS      | $82738.60     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Crocs Inc                                                                                           | Crocs Inc                                               | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      4244 | NS      | $460176.92    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Washington Trust Bancorp Inc                                                                        | Washington Trust Bancorp Inc                            | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      6194 | NS      | $292232.92    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Camden Property Trust                                                                               | Camden Property Trust                                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      2251 | NS      | $251841.88    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Stewart Information Services Corp                                                                   | Stewart Information Services Corp                       | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      9189 | NS      | $392645.97    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Dillard's Inc                                                                                       | Dillard's Inc                                           | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      1411 | NS      | $456035.20    | 0.22%             |  |  |  | No            | 1                  | On Loan: —       |
| Civista Bancshares Inc                                                                              | Civista Bancshares Inc                                  | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |     18649 | NS      | $410464.49    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Oil and Gas Inc                                                                            | Northern Oil and Gas Inc                                | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      2453 | NS      | $75601.46     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| NanoString Technologies Inc                                                                         | NanoString Technologies Inc                             | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |      4869 | NS      | $38805.93     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Peapack-Gladstone Financial Corp                                                                    | Peapack-Gladstone Financial Corp                        | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |       185 | NS      | $6885.70      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Traeger Inc                                                                                         | Traeger Inc                                             | CUSIP: 89269P103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2898 | NS      | $-8172.36     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nu Skin Enterprises Inc                                                                             | Nu Skin Enterprises Inc                                 | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      6213 | NS      | $261940.08    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Grand Canyon Education Inc                                                                          | Grand Canyon Education Inc                              | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      4451 | NS      | $470292.66    | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| Enterprise Financial Services Corp                                                                  | Enterprise Financial Services Corp                      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      4251 | NS      | $208128.96    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Anywhere Real Estate Inc                                                                            | Anywhere Real Estate Inc                                | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     10108 | NS      | $64590.12     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Genesco Inc                                                                                         | Genesco Inc                                             | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      2732 | NS      | $125726.64    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Bearings Inc                                                                                    | RBC Bearings Inc                                        | CUSIP: 75524B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -580 | NS      | $-121423.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Matrix Service Co                                                                                   | Matrix Service Co                                       | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |     19781 | NS      | $123037.82    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Everbridge Inc                                                                                      | Everbridge Inc                                          | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |      4617 | NS      | $136570.86    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Chuy's Holdings Inc                                                                                 | Chuy's Holdings Inc                                     | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2648 | NS      | $74938.40     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Rush Enterprises Inc                                                                                | Rush Enterprises Inc                                    | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      3419 | NS      | $178745.32    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| GEO Group Inc/The                                                                                   | GEO Group Inc/The                                       | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               |  | US        |     19415 | NS      | $212594.25    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Radian Group Inc                                                                                    | Radian Group Inc                                        | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      7249 | NS      | $138238.43    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Covenant Logistics Group Inc                                                                        | Covenant Logistics Group Inc                            | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1162 | NS      | $40170.34     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| International Game Technology PLC                                                                   | International Game Technology PLC                       | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |     21217 | NS      | $481201.56    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Organon & Co                                                                                        | Organon & Co                                            | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      9302 | NS      | $259804.86    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Park-Ohio Holdings Corp                                                                             | Park-Ohio Holdings Corp                                 | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       122 | NS      | $1492.06      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Alpine Income Property Trust Inc                                                                    | Alpine Income Property Trust Inc                        | CUSIP: 02083X103<br>LEI: N/A                  | Long             | EC               |  | US        |     34309 | NS      | $654615.72    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Workhorse Group Inc                                                                                 | Workhorse Group Inc                                     | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Short            | EC               | CORP              | US        |     -3920 | NS      | $-5958.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Xerox Holdings Corp                                                                                 | Xerox Holdings Corp                                     | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     17773 | NS      | $259485.80    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Privia Health Group Inc                                                                             | Privia Health Group Inc                                 | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6153 | NS      | $139734.63    | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| City Holding Co                                                                                     | City Holding Co                                         | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1727 | NS      | $160766.43    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| SunOpta Inc                                                                                         | SunOpta Inc                                             | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |      7779 | NS      | $65654.76     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ziff Davis Inc                                                                                      | Ziff Davis Inc                                          | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      1235 | NS      | $97688.50     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Nouveau Monde Graphite Inc                                                                          | Nouveau Monde Graphite Inc                              | CUSIP: 66979W842<br>LEI: 549300JDLMT728W4PV57 | Long             | EC               | CORP              | CA        |     12949 | NS      | $49465.18     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Conn's Inc                                                                                          | Conn's Inc                                              | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Short            | EC               | CORP              | US        |      -588 | NS      | $-4045.44     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bionano Genomics Inc                                                                                | Bionano Genomics Inc                                    | CUSIP: 09075F107<br>LEI: 54930086AP7ROH0VJ631 | Short            | EC               | CORP              | US        |    -19481 | NS      | $-28442.26    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Murphy Oil Corp                                                                                     | Murphy Oil Corp                                         | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      2973 | NS      | $127868.73    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Innoviva Inc                                                                                        | Innoviva Inc                                            | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     25558 | NS      | $338643.50    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Inc                                                                                         | Compass Inc                                             | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24669 | NS      | $57478.77     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Bel Fuse Inc                                                                                        | Bel Fuse Inc                                            | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      6630 | NS      | $218259.60    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Commerce Corp                                                                              | Heritage Commerce Corp                                  | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     14386 | NS      | $187018.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| MP Materials Corp                                                                                   | MP Materials Corp                                       | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2306 | NS      | $55989.68     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| CS Disco Inc                                                                                        | CS Disco Inc                                            | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $12008.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Macerich Co/The                                                                                     | Macerich Co/The                                         | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |      8086 | NS      | $91048.36     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ShotSpotter Inc                                                                                     | ShotSpotter Inc                                         | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |      5905 | NS      | $199766.15    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CommScope Holding Co Inc                                                                            | CommScope Holding Co Inc                                | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     15484 | NS      | $113807.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Albany International Corp                                                                           | Albany International Corp                               | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1086 | NS      | $107068.74    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Sitio Royalties Corp                                                                                | Sitio Royalties Corp                                    | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24122 | NS      | $695907.29    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Werner Enterprises Inc                                                                              | Werner Enterprises Inc                                  | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      2525 | NS      | $101656.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Oil-Dri Corp of America                                                                             | Oil-Dri Corp of America                                 | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |      8360 | NS      | $280394.40    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Primo Water Corp                                                                                    | Primo Water Corp                                        | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8487 | NS      | $131887.98    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Hillenbrand Inc                                                                                     | Hillenbrand Inc                                         | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      5283 | NS      | $225425.61    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Richardson Electronics Ltd/United States                                                            | Richardson Electronics Ltd/United States                | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5918 | NS      | $126230.94    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Marin Bancorp                                                                               | Bank of Marin Bancorp                                   | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7384 | NS      | $242785.92    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Blueprint Medicines Corp                                                                            | Blueprint Medicines Corp                                | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      4378 | NS      | $191800.18    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Transport Services Group Inc                                                                    | Air Transport Services Group Inc                        | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      2228 | NS      | $57883.44     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Talkspace Inc                                                                                       | Talkspace Inc                                           | CUSIP: 87427V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128934 | NS      | $78688.42     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Summit Hotel Properties Inc                                                                         | Summit Hotel Properties Inc                             | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |     22597 | NS      | $163150.34    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmark Group Inc                                                                                   | Newmark Group Inc                                       | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22710 | NS      | $180998.70    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| SLM Corp                                                                                            | SLM Corp                                                | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15957 | NS      | $264886.20    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| iRadimed Corp                                                                                       | iRadimed Corp                                           | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |     20907 | NS      | $591459.03    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Rigel Pharmaceuticals Inc                                                                           | Rigel Pharmaceuticals Inc                               | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      9700 | NS      | $14550.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CareDx Inc                                                                                          | CareDx Inc                                              | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      4870 | NS      | $55566.70     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bridgebio Pharma Inc                                                                                | Bridgebio Pharma Inc                                    | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      6222 | NS      | $47411.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Perella Weinberg Partners                                                                           | Perella Weinberg Partners                               | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38697 | NS      | $379230.60    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| SITE Centers Corp                                                                                   | SITE Centers Corp                                       | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |     14092 | NS      | $192496.72    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Merchants Bancorp/IN                                                                                | Merchants Bancorp/IN                                    | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      1820 | NS      | $44262.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Opendoor Technologies Inc                                                                           | Opendoor Technologies Inc                               | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |     -5701 | NS      | $-6613.16     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Patterson Cos Inc                                                                                   | Patterson Cos Inc                                       | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |       971 | NS      | $27217.13     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cleanspark Inc                                                                                      | Cleanspark Inc                                          | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Short            | EC               | CORP              | US        |     -1783 | NS      | $-3637.32     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Korn Ferry                                                                                          | Korn Ferry                                              | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      2579 | NS      | $130548.98    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Medical Holdings Inc                                                                         | Apollo Medical Holdings Inc                             | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Short            | EC               | CORP              | US        |      -214 | NS      | $-6332.26     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Piedmont Office Realty Trust Inc                                                                    | Piedmont Office Realty Trust Inc                        | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |      5943 | NS      | $54497.31     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Guaranty Bancshares Inc/TX                                                                          | Guaranty Bancshares Inc/TX                              | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4389 | NS      | $152034.96    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Paymentus Holdings Inc                                                                              | Paymentus Holdings Inc                                  | CUSIP: 70439P108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2921 | NS      | $-23397.21    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Natural Gas Services Group Inc                                                                      | Natural Gas Services Group Inc                          | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13253 | NS      | $151879.38    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Xenon Pharmaceuticals Inc                                                                           | Xenon Pharmaceuticals Inc                               | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |      8144 | NS      | $321117.92    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| ABM Industries Inc                                                                                  | ABM Industries Inc                                      | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      3762 | NS      | $167108.04    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Kymera Therapeutics Inc                                                                             | Kymera Therapeutics Inc                                 | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2206 | NS      | $55061.76     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Selecta Biosciences Inc                                                                             | Selecta Biosciences Inc                                 | CUSIP: 816212104<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |      4638 | NS      | $5240.94      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Light & Wonder Inc                                                                                  | Light & Wonder Inc                                      | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Short            | EC               | CORP              | US        |     -1325 | NS      | $-77645.00    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Diebold Nixdorf Inc                                                                                 | Diebold Nixdorf Inc                                     | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      1059 | NS      | $1503.78      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Dream Finders Homes Inc                                                                             | Dream Finders Homes Inc                                 | CUSIP: 26154D100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1941 | NS      | $-16809.06    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ducommun Inc                                                                                        | Ducommun Inc                                            | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |       263 | NS      | $13139.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CalAmp Corp                                                                                         | CalAmp Corp                                             | CUSIP: 128126109<br>LEI: 5493007SIGZIX83TOW07 | Long             | EC               | CORP              | US        |      2535 | NS      | $11356.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Douglas Elliman Inc                                                                                 | Douglas Elliman Inc                                     | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     11806 | NS      | $48050.42     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Curtiss-Wright Corp                                                                                 | Curtiss-Wright Corp                                     | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       939 | NS      | $156803.61    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Getty Realty Corp                                                                                   | Getty Realty Corp                                       | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |      5887 | NS      | $199274.95    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| eXp World Holdings Inc                                                                              | eXp World Holdings Inc                                  | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      7194 | NS      | $79709.52     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Arbor Realty Trust Inc                                                                              | Arbor Realty Trust Inc                                  | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Short            | EC               |  | US        |     -5381 | NS      | $-70975.39    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Aemetis Inc                                                                                         | Aemetis Inc                                             | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Short            | EC               | CORP              | US        |     -1159 | NS      | $-4589.64     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PotlatchDeltic Corp                                                                                 | PotlatchDeltic Corp                                     | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |      1707 | NS      | $75090.93     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Citi Trends Inc                                                                                     | Citi Trends Inc                                         | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      1116 | NS      | $29551.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cathay General Bancorp                                                                              | Cathay General Bancorp                                  | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      3692 | NS      | $150596.68    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Star Bulk Carriers Corp                                                                             | Star Bulk Carriers Corp                                 | CUSIP: 000000000<br>LEI: 549300SO3FMK7H6DDY54 | Long             | EC               | CORP              | MH        |      5621 | NS      | $108091.83    | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Atlantic Union Bankshares Corp                                                                      | Atlantic Union Bankshares Corp                          | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4010 | NS      | $140911.40    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Trinity Industries Inc                                                                              | Trinity Industries Inc                                  | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      2240 | NS      | $66236.80     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Agilysys Inc                                                                                        | Agilysys Inc                                            | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      3114 | NS      | $246441.96    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| AppLovin Corp                                                                                       | AppLovin Corp                                           | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Short            | EC               | CORP              | US        |     -6178 | NS      | $-65054.34    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Foot Locker Inc                                                                                     | Foot Locker Inc                                         | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     16214 | NS      | $612727.06    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Louisiana-Pacific Corp                                                                              | Louisiana-Pacific Corp                                  | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      5241 | NS      | $310267.20    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| G-III Apparel Group Ltd                                                                             | G-III Apparel Group Ltd                                 | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      8037 | NS      | $110187.27    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| YETI Holdings Inc                                                                                   | YETI Holdings Inc                                       | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      4417 | NS      | $182466.27    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Zimvie Inc                                                                                          | Zimvie Inc                                              | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |      2248 | NS      | $20996.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Smith & Wesson Brands Inc                                                                           | Smith & Wesson Brands Inc                               | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |     16211 | NS      | $140711.48    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CoreCivic Inc                                                                                       | CoreCivic Inc                                           | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      1005 | NS      | $11617.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordstrom Inc                                                                                       | Nordstrom Inc                                           | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      5574 | NS      | $89964.36     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| APA Corp                                                                                            | APA Corp                                                | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      1425 | NS      | $66519.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| F-star Therapeutics Inc                                                                             | F-star Therapeutics Inc                                 | CUSIP: 30315R107<br>LEI: 5493003TRY5HK3M6WH76 | Long             | EC               | CORP              | US        |     37521 | NS      | $237132.72    | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Deciphera Pharmaceuticals Inc                                                                       | Deciphera Pharmaceuticals Inc                           | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |      7612 | NS      | $124760.68    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonic Automotive Inc                                                                                | Sonic Automotive Inc                                    | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      1739 | NS      | $85680.53     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Saturn Oil & Gas Inc                                                                                | Saturn Oil & Gas Inc                                    | CUSIP: 80412L883<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | EC               | CORP              | CA        |     55812 | NS      | $96867.21     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| BrightView Holdings Inc                                                                             | BrightView Holdings Inc                                 | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     12454 | NS      | $85808.06     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Asbury Automotive Group Inc                                                                         | Asbury Automotive Group Inc                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Short            | EC               | CORP              | US        |      -478 | NS      | $-85681.50    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Arcellx Inc                                                                                         | Arcellx Inc                                             | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3416 | NS      | $105827.68    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Vor BioPharma Inc                                                                                   | Vor BioPharma Inc                                       | CUSIP: 929033108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -964 | NS      | $-6410.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chord Energy Corp                                                                                   | Chord Energy Corp                                       | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      2716 | NS      | $371575.96    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Hospitality REIT Inc                                                                          | Apple Hospitality REIT Inc                              | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |     12113 | NS      | $191143.14    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| AdaptHealth Corp                                                                                    | AdaptHealth Corp                                        | CUSIP: 00653Q102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8540 | NS      | $-164138.80   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Latin America Ltd                                                                           | Liberty Latin America Ltd                               | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |     10875 | NS      | $82650.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Nkarta Inc                                                                                          | Nkarta Inc                                              | CUSIP: 65487U108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -995 | NS      | $-5960.05     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Trupanion Inc                                                                                       | Trupanion Inc                                           | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Short            | EC               | CORP              | US        |      -907 | NS      | $-43109.71    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Sandy Spring Bancorp Inc                                                                            | Sandy Spring Bancorp Inc                                | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11497 | NS      | $405039.31    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Potbelly Corp                                                                                       | Potbelly Corp                                           | CUSIP: 73754Y100<br>LEI: 54930027NUULUR2P5W11 | Long             | EC               | CORP              | US        |     16394 | NS      | $91314.58     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Business First Bancshares Inc                                                                       | Business First Bancshares Inc                           | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     20324 | NS      | $449973.36    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Ambarella Inc                                                                                       | Ambarella Inc                                           | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |      4351 | NS      | $357782.73    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| iTeos Therapeutics Inc                                                                              | iTeos Therapeutics Inc                                  | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1313 | NS      | $25642.89     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Playtika Holding Corp                                                                               | Playtika Holding Corp                                   | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |      5446 | NS      | $46345.46     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlas Air Worldwide Holdings Inc                                                                    | Atlas Air Worldwide Holdings Inc                        | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      1375 | NS      | $138600.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| PowerSchool Holdings Inc                                                                            | PowerSchool Holdings Inc                                | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8934 | NS      | $206196.72    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| nLight Inc                                                                                          | nLight Inc                                              | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34460 | NS      | $349424.40    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| PetMed Express Inc                                                                                  | PetMed Express Inc                                      | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Short            | EC               | CORP              | US        |     -2790 | NS      | $-49383.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| TechTarget Inc                                                                                      | TechTarget Inc                                          | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Short            | EC               | CORP              | US        |      -710 | NS      | $-31282.60    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ITT Inc                                                                                             | ITT Inc                                                 | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      3879 | NS      | $314586.90    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Shockwave Medical Inc                                                                               | Shockwave Medical Inc                                   | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      2202 | NS      | $452753.22    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Legacy Housing Corp                                                                                 | Legacy Housing Corp                                     | CUSIP: 52472M101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -371 | NS      | $-7034.16     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Avnet Inc                                                                                           | Avnet Inc                                               | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      4969 | NS      | $206611.02    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Par Pacific Holdings Inc                                                                            | Par Pacific Holdings Inc                                | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      5283 | NS      | $122829.75    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital City Bank Group Inc                                                                         | Capital City Bank Group Inc                             | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      8376 | NS      | $272220.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprott Inc                                                                                          | Sprott Inc                                              | CUSIP: 852066208<br>LEI: 254900QHJAD5TP2JNM15 | Long             | EC               | CORP              | CA        |      1544 | NS      | $51461.52     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Atomera Inc                                                                                         | Atomera Inc                                             | CUSIP: 04965B100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -823 | NS      | $-5119.06     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TG Therapeutics Inc                                                                                 | TG Therapeutics Inc                                     | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |      3042 | NS      | $35986.86     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Outfront Media Inc                                                                                  | Outfront Media Inc                                      | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |     21100 | NS      | $349838.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| PureCycle Technologies Inc                                                                          | PureCycle Technologies Inc                              | CUSIP: 74623V103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5533 | NS      | $-37403.08    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ONE Gas Inc                                                                                         | ONE Gas Inc                                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      1102 | NS      | $83443.44     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Sarepta Therapeutics Inc                                                                            | Sarepta Therapeutics Inc                                | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      2364 | NS      | $306327.12    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Endava PLC                                                                                          | Endava PLC                                              | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               | CORP              | GB        |      4478 | NS      | $342567.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| ArcBest Corp                                                                                        | ArcBest Corp                                            | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      3511 | NS      | $245910.44    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearwater Paper Corp                                                                               | Clearwater Paper Corp                                   | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       893 | NS      | $33764.33     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Industrial Logistics Properties Trust                                                               | Industrial Logistics Properties Trust                   | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |      6220 | NS      | $20339.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amyris Inc                                                                                          | Amyris Inc                                              | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Short            | EC               | CORP              | US        |     -5612 | NS      | $-8586.36     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Denbury Inc                                                                                         | Denbury Inc                                             | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      2211 | NS      | $192401.22    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Indus Realty Trust Inc                                                                              | Indus Realty Trust Inc                                  | CUSIP: 45580R103<br>LEI: 549300FS2G2L16L2GO91 | Short            | EC               |  | US        |      -295 | NS      | $-18729.55    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Napco Security Technologies Inc                                                                     | Napco Security Technologies Inc                         | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |     35653 | NS      | $979744.44    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Day One Biopharmaceuticals Inc                                                                      | Day One Biopharmaceuticals Inc                          | CUSIP: 23954D109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -458 | NS      | $-9856.16     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Progyny Inc                                                                                         | Progyny Inc                                             | CUSIP: 74340E103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1417 | NS      | $-44139.55    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Boston Omaha Corp                                                                                   | Boston Omaha Corp                                       | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Short            | EC               | CORP              | US        |      -533 | NS      | $-14124.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| UFP Industries Inc                                                                                  | UFP Industries Inc                                      | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      2479 | NS      | $196460.75    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Kura Sushi USA Inc                                                                                  | Kura Sushi USA Inc                                      | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8945 | NS      | $426497.60    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Arlo Technologies Inc                                                                               | Arlo Technologies Inc                                   | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     10464 | NS      | $36728.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| National Bank Holdings Corp                                                                         | National Bank Holdings Corp                             | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19366 | NS      | $814727.62    | 0.39%             |  |  |  | No            | 1                  | On Loan: —       |
| Argenx SE                                                                                           | Argenx SE                                               | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      2552 | NS      | $966774.16    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Fulgent Genetics Inc                                                                                | Fulgent Genetics Inc                                    | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      3479 | NS      | $103604.62    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Syndax Pharmaceuticals Inc                                                                          | Syndax Pharmaceuticals Inc                              | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Short            | EC               | CORP              | US        |     -3327 | NS      | $-84672.15    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Homology Medicines Inc                                                                              | Homology Medicines Inc                                  | CUSIP: 438083107<br>LEI: 549300RWKPJEFTM3K452 | Long             | EC               | CORP              | US        |      3112 | NS      | $3921.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| RE/MAX Holdings Inc                                                                                 | RE/MAX Holdings Inc                                     | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      5584 | NS      | $104085.76    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Bloomin' Brands Inc                                                                                 | Bloomin' Brands Inc                                     | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      8090 | NS      | $162770.80    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Allscripts Healthcare Solutions Inc                                                                 | Allscripts Healthcare Solutions Inc                     | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     28216 | NS      | $497730.24    | 0.24%             |  |  |  | No            | 1                  | On Loan: —       |
| Honest Co Inc/The                                                                                   | Honest Co Inc/The                                       | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37438 | NS      | $112688.38    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AFC Gamma Inc                                                                                       | AFC Gamma Inc                                           | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Short            | EC               |  | US        |     -1300 | NS      | $-20449.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| FibroGen Inc                                                                                        | FibroGen Inc                                            | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |      8380 | NS      | $134247.60    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Hancock Whitney Corp                                                                                | Hancock Whitney Corp                                    | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      7285 | NS      | $352521.15    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Herbalife Nutrition Ltd                                                                             | Herbalife Nutrition Ltd                                 | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |     13795 | NS      | $205269.60    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Legend Biotech Corp                                                                                 | Legend Biotech Corp                                     | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |      4532 | NS      | $226237.44    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Hillman Solutions Corp                                                                              | Hillman Solutions Corp                                  | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8550 | NS      | $61645.50     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| DISH Network Corp                                                                                   | DISH Network Corp                                       | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Short            | EC               | CORP              | US        |      -811 | NS      | $-11386.44    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Telos Corp                                                                                          | Telos Corp                                              | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |      3651 | NS      | $18583.59     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Landstar System Inc                                                                                 | Landstar System Inc                                     | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      2022 | NS      | $329383.80    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegro MicroSystems Inc                                                                            | Allegro MicroSystems Inc                                | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3034 | NS      | $91080.68     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyster-Yale Materials Handling Inc                                                                  | Hyster-Yale Materials Handling Inc                      | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1585 | NS      | $40116.35     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| American Public Education Inc                                                                       | American Public Education Inc                           | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     12752 | NS      | $156722.08    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Mueller Industries Inc                                                                              | Mueller Industries Inc                                  | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      3914 | NS      | $230926.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Aehr Test Systems                                                                                   | Aehr Test Systems                                       | CUSIP: 00760J108<br>LEI: 529900A4GWWZFRU2RE97 | Short            | EC               | CORP              | US        |     -1180 | NS      | $-23718.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Anavex Life Sciences Corp                                                                           | Anavex Life Sciences Corp                               | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Short            | EC               | CORP              | US        |     -1341 | NS      | $-12417.66    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| California Water Service Group                                                                      | California Water Service Group                          | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      1696 | NS      | $102845.44    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaltura Inc                                                                                         | Kaltura Inc                                             | CUSIP: 483467106<br>LEI: 254900WYME0NSA8DVA41 | Long             | EC               | CORP              | US        |     53452 | NS      | $91937.44     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Zai Lab Ltd                                                                                         | Zai Lab Ltd                                             | CUSIP: 98887Q104<br>LEI: 549300P2UYQ9U5LY1T58 | Long             | EC               | CORP              | KY        |      5164 | NS      | $158534.80    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Riverview Bancorp Inc                                                                               | Riverview Bancorp Inc                                   | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19391 | NS      | $148922.88    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Federated Hermes Inc                                                                                | Federated Hermes Inc                                    | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      3494 | NS      | $126867.14    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| American Equity Investment Life Holding Co                                                          | American Equity Investment Life Holding Co              | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      6556 | NS      | $299084.72    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Renasant Corp                                                                                       | Renasant Corp                                           | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      3427 | NS      | $128820.93    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Energy Industries Inc                                                                      | Advanced Energy Industries Inc                          | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Short            | EC               | CORP              | US        |      -851 | NS      | $-72998.78    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Unitil Corp                                                                                         | Unitil Corp                                             | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7198 | NS      | $369689.28    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| LPL Financial Holdings Inc                                                                          | LPL Financial Holdings Inc                              | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      1702 | NS      | $367921.34    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Mr Cooper Group Inc                                                                                 | Mr Cooper Group Inc                                     | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      2876 | NS      | $115413.88    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| LeMaitre Vascular Inc                                                                               | LeMaitre Vascular Inc                                   | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     25995 | NS      | $1196289.90   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| New Relic Inc                                                                                       | New Relic Inc                                           | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |      3959 | NS      | $223485.55    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Geron Corp                                                                                          | Geron Corp                                              | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Short            | EC               | CORP              | US        |    -23305 | NS      | $-56398.10    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Comtech Telecommunications Corp                                                                     | Comtech Telecommunications Corp                         | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |        50 | NS      | $607.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Magnolia Oil & Gas Corp                                                                             | Magnolia Oil & Gas Corp                                 | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7881 | NS      | $184809.45    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Domo Inc                                                                                            | Domo Inc                                                | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |      2711 | NS      | $38604.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Schrodinger Inc/United States                                                                       | Schrodinger Inc/United States                           | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11824 | NS      | $220990.56    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Travel + Leisure Co                                                                                 | Travel + Leisure Co                                     | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      2787 | NS      | $101446.80    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Unisys Corp                                                                                         | Unisys Corp                                             | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      2215 | NS      | $11318.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RadNet Inc                                                                                          | RadNet Inc                                              | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Short            | EC               | CORP              | US        |     -1658 | NS      | $-31220.14    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Beazer Homes USA Inc                                                                                | Beazer Homes USA Inc                                    | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |     17215 | NS      | $219663.40    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Science 37 Holdings Inc                                                                             | Science 37 Holdings Inc                                 | CUSIP: 808644108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58240 | NS      | $24181.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pitney Bowes Inc                                                                                    | Pitney Bowes Inc                                        | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      7171 | NS      | $27249.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Itron Inc                                                                                           | Itron Inc                                               | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      2407 | NS      | $121914.55    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| LHC Group Inc                                                                                       | LHC Group Inc                                           | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      2952 | NS      | $477308.88    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| NETSTREIT Corp                                                                                      | NETSTREIT Corp                                          | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |     24552 | NS      | $450038.16    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Bancorp Inc                                                                                    | Home Bancorp Inc                                        | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2640 | NS      | $105679.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Delek US Holdings Inc                                                                               | Delek US Holdings Inc                                   | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      8088 | NS      | $218376.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| J & J Snack Foods Corp                                                                              | J & J Snack Foods Corp                                  | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3269 | NS      | $489401.99    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Moneylion Inc                                                                                       | Moneylion Inc                                           | CUSIP: 60938K106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -300 | NS      | $-186.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United Natural Foods Inc                                                                            | United Natural Foods Inc                                | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      3688 | NS      | $142762.48    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Digital Turbine Inc                                                                                 | Digital Turbine Inc                                     | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Short            | EC               | CORP              | US        |      -811 | NS      | $-12359.64    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Tennant Co                                                                                          | Tennant Co                                              | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      9746 | NS      | $600061.22    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                                                                       | Ultragenyx Pharmaceutical Inc                           | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      5296 | NS      | $245363.68    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Ventyx Biosciences Inc                                                                              | Ventyx Biosciences Inc                                  | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4324 | NS      | $141783.96    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Impinj Inc                                                                                          | Impinj Inc                                              | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      1120 | NS      | $122281.60    | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Xos Inc                                                                                             | Xos Inc                                                 | CUSIP: 98423B108<br>LEI: 254900ZQWJF169CBQB40 | Short            | EC               | CORP              | US        |     -2100 | NS      | $-930.09      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Owens & Minor Inc                                                                                   | Owens & Minor Inc                                       | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      8949 | NS      | $174773.97    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Andersons Inc/The                                                                                   | Andersons Inc/The                                       | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      2254 | NS      | $78867.46     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Outlook Therapeutics Inc                                                                            | Outlook Therapeutics Inc                                | CUSIP: 69012T206<br>LEI: 5493007AWUJ6HPMCBH11 | Short            | EC               | CORP              | US        |     -5568 | NS      | $-6013.44     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Orion Engineered Carbons SA                                                                         | Orion Engineered Carbons SA                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      2949 | NS      | $52521.69     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PDF Solutions Inc                                                                                   | PDF Solutions Inc                                       | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     22410 | NS      | $639133.20    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| StepStone Group Inc                                                                                 | StepStone Group Inc                                     | CUSIP: 85914M107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4062 | NS      | $-102281.16   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Carriage Services Inc                                                                               | Carriage Services Inc                                   | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1252 | NS      | $34480.08     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PRA Group Inc                                                                                       | PRA Group Inc                                           | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      3536 | NS      | $119446.08    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Evo Payments Inc                                                                                    | Evo Payments Inc                                        | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |     19970 | NS      | $675784.80    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| DocuSign Inc                                                                                        | DocuSign Inc                                            | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       424 | NS      | $23498.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcutis Biotherapeutics Inc                                                                         | Arcutis Biotherapeutics Inc                             | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2762 | NS      | $40877.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MDU Resources Group Inc                                                                             | MDU Resources Group Inc                                 | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11400 | NS      | $345876.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Abercrombie & Fitch Co                                                                              | Abercrombie & Fitch Co                                  | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      7193 | NS      | $164791.63    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardlytics Inc                                                                                      | Cardlytics Inc                                          | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |      1500 | NS      | $8670.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| MFA Financial Inc                                                                                   | MFA Financial Inc                                       | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Short            | EC               |  | US        |     -2300 | NS      | $-22655.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Spirit AeroSystems Holdings Inc                                                                     | Spirit AeroSystems Holdings Inc                         | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4226 | NS      | $125089.60    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Orthofix Medical Inc                                                                                | Orthofix Medical Inc                                    | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2570 | NS      | $52762.10     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Pardes Biosciences Inc                                                                              | Pardes Biosciences Inc                                  | CUSIP: 69945Q105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1767 | NS      | $-2986.23     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Velodyne Lidar Inc                                                                                  | Velodyne Lidar Inc                                      | CUSIP: 92259F101<br>LEI: 549300JQOKE3P3PB2T84 | Long             | EC               | CORP              | US        |      2300 | NS      | $1699.01      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmony Biosciences Holdings Inc                                                                    | Harmony Biosciences Holdings Inc                        | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5949 | NS      | $327789.90    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Texas Capital Bancshares Inc                                                                        | Texas Capital Bancshares Inc                            | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      6320 | NS      | $381159.20    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Silk Road Medical Inc                                                                               | Silk Road Medical Inc                                   | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |      2355 | NS      | $124461.75    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Vaxcyte Inc                                                                                         | Vaxcyte Inc                                             | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Short            | EC               | CORP              | US        |     -1544 | NS      | $-74034.80    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Sally Beauty Holdings Inc                                                                           | Sally Beauty Holdings Inc                               | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      6785 | NS      | $84948.20     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacific Premier Bancorp Inc                                                                         | Pacific Premier Bancorp Inc                             | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      4364 | NS      | $137727.84    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| PROG Holdings Inc                                                                                   | PROG Holdings Inc                                       | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      6903 | NS      | $116591.67    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| New Fortress Energy Inc                                                                             | New Fortress Energy Inc                                 | CUSIP: 644393100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1177 | NS      | $-49928.34    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Fulton Financial Corp                                                                               | Fulton Financial Corp                                   | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      8703 | NS      | $146471.49    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| SeaSpine Holdings Corp                                                                              | SeaSpine Holdings Corp                                  | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |     21773 | NS      | $181804.55    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Driven Brands Holdings Inc                                                                          | Driven Brands Holdings Inc                              | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2077 | NS      | $56722.87     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Arvinas Inc                                                                                         | Arvinas Inc                                             | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3133 | NS      | $107179.93    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Powell Industries Inc                                                                               | Powell Industries Inc                                   | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       352 | NS      | $12383.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Casella Waste Systems Inc                                                                           | Casella Waste Systems Inc                               | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      2092 | NS      | $165916.52    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenet Healthcare Corp                                                                               | Tenet Healthcare Corp                                   | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      6844 | NS      | $333918.76    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| HealthStream Inc                                                                                    | HealthStream Inc                                        | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      1274 | NS      | $31646.16     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Earthstone Energy Inc                                                                               | Earthstone Energy Inc                                   | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |     49434 | NS      | $703445.82    | 0.34%             |  |  |  | No            | 1                  | On Loan: —       |
| Chatham Lodging Trust                                                                               | Chatham Lodging Trust                                   | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |      2666 | NS      | $32711.82     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Shutterstock Inc                                                                                    | Shutterstock Inc                                        | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      1626 | NS      | $85722.72     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Emergent BioSolutions Inc                                                                           | Emergent BioSolutions Inc                               | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      7115 | NS      | $84028.15     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Ooma Inc                                                                                            | Ooma Inc                                                | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18025 | NS      | $245500.50    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Overstock.com Inc                                                                                   | Overstock.com Inc                                       | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      4019 | NS      | $77807.84     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Quaker Chemical Corp                                                                                | Quaker Chemical Corp                                    | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      1765 | NS      | $294578.50    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| E3 Lithium Ltd                                                                                      | E3 Lithium Ltd                                          | CUSIP: 26925V108<br>LEI: 52990082J3TRBAE2EA67 | Long             | EC               | CORP              | CA        |     43035 | NS      | $61342.36     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LXP Industrial Trust                                                                                | LXP Industrial Trust                                    | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |     24758 | NS      | $248075.16    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLETE Inc                                                                                          | ALLETE Inc                                              | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     10196 | NS      | $657743.96    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Triton International Ltd                                                                            | Triton International Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      3227 | NS      | $221953.06    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CBIZ Inc                                                                                            | CBIZ Inc                                                | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      4849 | NS      | $227175.65    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Virtus Investment Partners Inc                                                                      | Virtus Investment Partners Inc                          | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       431 | NS      | $82510.64     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Textron Inc                                                                                         | Textron Inc                                             | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      4835 | NS      | $342318.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Chegg Inc                                                                                           | Chegg Inc                                               | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     20725 | NS      | $523720.75    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Neurocrine Biosciences Inc                                                                          | Neurocrine Biosciences Inc                              | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      3556 | NS      | $424728.64    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                                                                       | Arrowhead Pharmaceuticals Inc                           | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Short            | EC               | CORP              | US        |      -436 | NS      | $-17684.16    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Hecla Mining Co                                                                                     | Hecla Mining Co                                         | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     33108 | NS      | $184080.48    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Joint Corp/The                                                                                      | Joint Corp/The                                          | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6280 | NS      | $87794.40     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelixis Inc                                                                                        | Exelixis Inc                                            | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     17705 | NS      | $283988.20    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Radius Health Inc                                                                                   | Radius Health Inc                                       | CUSIP: 000000000<br>LEI: 549300EV6I2M6E0YVT27 | N/A              | DE               |  | US        |     16200 | NS      | $1296.00      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Wolfspeed Inc                                                                                       | Wolfspeed Inc                                           | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Short            | EC               | CORP              | US        |     -1711 | NS      | $-118127.44   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Viasat Inc                                                                                          | Viasat Inc                                              | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Short            | EC               | CORP              | US        |     -1597 | NS      | $-50545.05    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| QCR Holdings Inc                                                                                    | QCR Holdings Inc                                        | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      1468 | NS      | $72871.52     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital Inc                                             | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               |  | US        |     10159 | NS      | $294407.82    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Webster Financial Corp                                                                              | Webster Financial Corp                                  | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      5224 | NS      | $247304.16    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Portillo's Inc                                                                                      | Portillo's Inc                                          | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3737 | NS      | $60987.84     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonoco Products Co                                                                                  | Sonoco Products Co                                      | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      5355 | NS      | $325102.05    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| PROGENIC PHARMACEUTICALS INC.                                                                       | PROGENIC PHARMACEUTICALS INC.                           | CUSIP: 743CVR037<br>LEI: 5299005B0KKBVJ0B2156 | N/A              | DE               |  | US        |      1808 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| HealthEquity Inc                                                                                    | HealthEquity Inc                                        | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      5491 | NS      | $338465.24    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| MasterCraft Boat Holdings Inc                                                                       | MasterCraft Boat Holdings Inc                           | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      1111 | NS      | $28741.57     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ON24 Inc                                                                                            | ON24 Inc                                                | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30680 | NS      | $264768.40    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Editas Medicine Inc                                                                                 | Editas Medicine Inc                                     | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |       940 | NS      | $8337.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aehr Test Systems                                                                                   | Aehr Test Systems                                       | CUSIP: 00760J108<br>LEI: 529900A4GWWZFRU2RE97 | Long             | EC               | CORP              | US        |      3904 | NS      | $78470.40     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Silicon Laboratories Inc                                                                            | Silicon Laboratories Inc                                | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      3102 | NS      | $420848.34    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Hackett Group Inc/The                                                                               | Hackett Group Inc/The                                   | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      1294 | NS      | $26358.78     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| XPO Inc                                                                                             | XPO Inc                                                 | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      2383 | NS      | $79330.07     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Duck Creek Technologies Inc                                                                         | Duck Creek Technologies Inc                             | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7179 | NS      | $86506.95     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Weatherford International PLC                                                                       | Weatherford International PLC                           | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |      2726 | NS      | $138807.92    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Ardmore Shipping Corp                                                                               | Ardmore Shipping Corp                                   | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |     21488 | NS      | $309642.08    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Gevo Inc                                                                                            | Gevo Inc                                                | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Short            | EC               | CORP              | US        |     -4262 | NS      | $-8097.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Bank                                                                                        | Cadence Bank                                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     25144 | NS      | $620051.04    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackstone Mortgage Trust Inc                                                                       | Blackstone Mortgage Trust Inc                           | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               |  | US        |      6097 | NS      | $129073.49    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ethan Allen Interiors Inc                                                                           | Ethan Allen Interiors Inc                               | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5625 | NS      | $148612.50    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital Bancorp Inc                                                                                 | Capital Bancorp Inc                                     | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |     10341 | NS      | $243427.14    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| SP Plus Corp                                                                                        | SP Plus Corp                                            | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |      3982 | NS      | $138255.04    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinsale Capital Group Inc                                                                           | Kinsale Capital Group Inc                               | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      1104 | NS      | $288718.08    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Digimarc Corp                                                                                       | Digimarc Corp                                           | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Short            | EC               | CORP              | US        |     -1518 | NS      | $-28067.82    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Collegium Pharmaceutical Inc                                                                        | Collegium Pharmaceutical Inc                            | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Short            | EC               | CORP              | US        |      -808 | NS      | $-18745.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| SiTime Corp                                                                                         | SiTime Corp                                             | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       777 | NS      | $78958.74     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Agree Realty Corp                                                                                   | Agree Realty Corp                                       | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |      9233 | NS      | $654896.69    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| PVH Corp                                                                                            | PVH Corp                                                | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      3453 | NS      | $243747.27    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ODP Corp/The                                                                                        | ODP Corp/The                                            | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1999 | NS      | $91034.46     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Quanex Building Products Corp                                                                       | Quanex Building Products Corp                           | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     16209 | NS      | $383829.12    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Matador Resources Co                                                                                | Matador Resources Co                                    | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      6892 | NS      | $394498.08    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| FARO Technologies Inc                                                                               | FARO Technologies Inc                                   | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |      1154 | NS      | $33939.14     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Armada Hoffler Properties Inc                                                                       | Armada Hoffler Properties Inc                           | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |       216 | NS      | $2484.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| International Money Express Inc                                                                     | International Money Express Inc                         | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25271 | NS      | $615854.27    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Metals Co                                                                                | Commercial Metals Co                                    | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      6999 | NS      | $338051.70    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Logistics Holdings Inc                                                                    | Universal Logistics Holdings Inc                        | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2445 | NS      | $81760.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Warrior Met Coal Inc                                                                                | Warrior Met Coal Inc                                    | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     10817 | NS      | $374700.88    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Asana Inc                                                                                           | Asana Inc                                               | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6691 | NS      | $92135.07     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Cogent Communications Holdings Inc                                                                  | Cogent Communications Holdings Inc                      | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1722 | NS      | $98291.76     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Digi International Inc                                                                              | Digi International Inc                                  | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      4290 | NS      | $156799.50    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Daseke Inc                                                                                          | Daseke Inc                                              | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |      1117 | NS      | $6355.73      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cytokinetics Inc                                                                                    | Cytokinetics Inc                                        | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     16148 | NS      | $739901.36    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Moelis & Co                                                                                         | Moelis & Co                                             | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      6281 | NS      | $241001.97    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Donnelley Financial Solutions Inc                                                                   | Donnelley Financial Solutions Inc                       | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      3227 | NS      | $124723.55    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Haemonetics Corp                                                                                    | Haemonetics Corp                                        | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      2171 | NS      | $170749.15    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Argo Group International Holdings Ltd                                                               | Argo Group International Holdings Ltd                   | CUSIP: 000000000<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |      2556 | NS      | $66072.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Teekay Tankers Ltd                                                                                  | Teekay Tankers Ltd                                      | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | MH        |     10032 | NS      | $309085.92    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprout Social Inc                                                                                   | Sprout Social Inc                                       | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2850 | NS      | $160911.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Northwest Pipe Co                                                                                   | Northwest Pipe Co                                       | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      6597 | NS      | $222318.90    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Mammoth Energy Services Inc                                                                         | Mammoth Energy Services Inc                             | CUSIP: 56155L108<br>LEI: 549300ODHHN3MGXCQ803 | Long             | EC               | CORP              | US        |     11983 | NS      | $103652.95    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TEGNA Inc                                                                                           | TEGNA Inc                                               | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      5607 | NS      | $118812.33    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Clarus Corp                                                                                         | Clarus Corp                                             | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Short            | EC               | CORP              | US        |     -2920 | NS      | $-22892.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chimerix Inc                                                                                        | Chimerix Inc                                            | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |      5175 | NS      | $9625.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Immersion Corp                                                                                      | Immersion Corp                                          | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |     16518 | NS      | $116121.54    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Inhibrx Inc                                                                                         | Inhibrx Inc                                             | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |     24685 | NS      | $608238.40    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Summit Materials Inc                                                                                | Summit Materials Inc                                    | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |      2772 | NS      | $78706.79     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Microvast Holdings Inc                                                                              | Microvast Holdings Inc                                  | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Short            | EC               | CORP              | US        |     -5500 | NS      | $-8415.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OrthoPediatrics Corp                                                                                | OrthoPediatrics Corp                                    | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Short            | EC               | CORP              | US        |      -617 | NS      | $-24513.41    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Vimeo Inc                                                                                           | Vimeo Inc                                               | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |     30982 | NS      | $106268.26    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| MarineMax Inc                                                                                       | MarineMax Inc                                           | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      1973 | NS      | $61597.06     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ocular Therapeutix Inc                                                                              | Ocular Therapeutix Inc                                  | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |      1456 | NS      | $4091.36      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Innovid Corp                                                                                        | Innovid Corp                                            | CUSIP: 457679108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2881 | NS      | $-4926.51     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TriNet Group Inc                                                                                    | TriNet Group Inc                                        | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      3065 | NS      | $207807.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Integer Holdings Corp                                                                               | Integer Holdings Corp                                   | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      3782 | NS      | $258915.72    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Corp/IN                                                                             | First Financial Corp/IN                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       508 | NS      | $23408.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nurix Therapeutics Inc                                                                              | Nurix Therapeutics Inc                                  | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2723 | NS      | $29898.54     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Healthcare Services Group Inc                                                                       | Healthcare Services Group Inc                           | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     45041 | NS      | $540492.00    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Capital Group Inc                                                                            | Encore Capital Group Inc                                | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      2382 | NS      | $114193.08    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Aeva Technologies Inc                                                                               | Aeva Technologies Inc                                   | CUSIP: 00835Q103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2400 | NS      | $-3264.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Zeta Global Holdings Corp                                                                           | Zeta Global Holdings Corp                               | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3211 | NS      | $26233.87     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Syndax Pharmaceuticals Inc                                                                          | Syndax Pharmaceuticals Inc                              | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |      2149 | NS      | $54692.05     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Patrick Industries Inc                                                                              | Patrick Industries Inc                                  | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Short            | EC               | CORP              | US        |       -30 | NS      | $-1818.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Caesarstone Ltd                                                                                     | Caesarstone Ltd                                         | CUSIP: 000000000<br>LEI: 254900MJ7IXAH75VFC61 | Long             | EC               | CORP              | IL        |     10674 | NS      | $60948.54     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CI&T Inc                                                                                            | CI&T Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     43661 | NS      | $283796.50    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| HomeTrust Bancshares Inc                                                                            | HomeTrust Bancshares Inc                                | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       509 | NS      | $12302.53     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                               | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |   9968764 | NS      | $9966769.86   | 4.83%             |  |  |  | No            | N/A                | On Loan: No      |
| Avista Corp                                                                                         | Avista Corp                                             | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      4974 | NS      | $220547.16    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Inmode Ltd                                                                                          | Inmode Ltd                                              | CUSIP: 000000000<br>LEI: 984500DD95A35E9BD358 | Long             | EC               | CORP              | IL        |       835 | NS      | $29809.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Great Lakes Dredge & Dock Corp                                                                      | Great Lakes Dredge & Dock Corp                          | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      2644 | NS      | $15731.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Apogee Enterprises Inc                                                                              | Apogee Enterprises Inc                                  | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      1728 | NS      | $76826.88     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| indie Semiconductor Inc                                                                             | indie Semiconductor Inc                                 | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |     23968 | NS      | $139733.44    | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| STAG Industrial Inc                                                                                 | STAG Industrial Inc                                     | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |     21673 | NS      | $700254.63    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Univar Solutions Inc                                                                                | Univar Solutions Inc                                    | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      8708 | NS      | $276914.40    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| South Jersey Industries Inc                                                                         | South Jersey Industries Inc                             | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      2533 | NS      | $89997.49     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Oscar Health Inc                                                                                    | Oscar Health Inc                                        | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5714 | NS      | $14056.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Enova International Inc                                                                             | Enova International Inc                                 | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      2174 | NS      | $83416.38     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| 1-800-Flowers.com Inc                                                                               | 1-800-Flowers.com Inc                                   | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15756 | NS      | $150627.36    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Metropolitan Bank Holding Corp                                                                      | Metropolitan Bank Holding Corp                          | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8937 | NS      | $524333.79    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Murphy USA Inc                                                                                      | Murphy USA Inc                                          | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      2524 | NS      | $705558.96    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Semler Scientific Inc                                                                               | Semler Scientific Inc                                   | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Long             | EC               | CORP              | US        |       679 | NS      | $22407.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Brady Corp                                                                                          | Brady Corp                                              | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      2169 | NS      | $102159.90    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CommVault Systems Inc                                                                               | CommVault Systems Inc                                   | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      2013 | NS      | $126496.92    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Beer Co Inc/The                                                                              | Boston Beer Co Inc/The                                  | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       510 | NS      | $168055.20    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Matthews International Corp                                                                         | Matthews International Corp                             | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      6112 | NS      | $186049.28    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Glacier Bancorp Inc                                                                                 | Glacier Bancorp Inc                                     | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      7133 | NS      | $352512.86    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Repay Holdings Corp                                                                                 | Repay Holdings Corp                                     | CUSIP: 76029L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3295 | NS      | $-26524.75    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Mirion Technologies Inc                                                                             | Mirion Technologies Inc                                 | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Short            | EC               | CORP              | US        |     -3789 | NS      | $-25045.29    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Visteon Corp                                                                                        | Visteon Corp                                            | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       500 | NS      | $65415.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Westamerica BanCorp                                                                                 | Westamerica BanCorp                                     | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4889 | NS      | $288499.89    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| elf Beauty Inc                                                                                      | elf Beauty Inc                                          | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     42172 | NS      | $2332111.60   | 1.13%             |  |  |  | No            | 1                  | On Loan: No      |
| PLBY Group Inc                                                                                      | PLBY Group Inc                                          | CUSIP: 72814P109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -721 | NS      | $-1982.75     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Pharmaceuticals Inc                                                                          | Rocket Pharmaceuticals Inc                              | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     32113 | NS      | $628451.41    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Informatica Inc                                                                                     | Informatica Inc                                         | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3570 | NS      | $58155.30     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Akoustis Technologies Inc                                                                           | Akoustis Technologies Inc                               | CUSIP: 00973N102<br>LEI: 549300DLBFV9XWL6J142 | Short            | EC               | CORP              | US        |     -2489 | NS      | $-7018.98     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Medifast Inc                                                                                        | Medifast Inc                                            | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |       660 | NS      | $76131.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| O-I Glass Inc                                                                                       | O-I Glass Inc                                           | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17891 | NS      | $296453.87    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Livent Corp                                                                                         | Livent Corp                                             | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      3176 | NS      | $63107.12     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Bulk Shipping Inc                                                                             | Eagle Bulk Shipping Inc                                 | CUSIP: 000000000<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               | CORP              | MH        |      7459 | NS      | $372502.46    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Coherus Biosciences Inc                                                                             | Coherus Biosciences Inc                                 | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      7182 | NS      | $56881.44     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Encompass Health Corp                                                                               | Encompass Health Corp                                   | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      5152 | NS      | $308141.12    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| RADCOM Ltd                                                                                          | RADCOM Ltd                                              | CUSIP: 000000000<br>LEI: 529900YOUOKNMG7QW685 | Long             | EC               | CORP              | IL        |     10957 | NS      | $119869.58    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontier Communications Parent Inc                                                                  | Frontier Communications Parent Inc                      | CUSIP: 35909D109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -6423 | NS      | $-163658.04   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Radius Global Infrastructure Inc                                                                    | Radius Global Infrastructure Inc                        | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Short            | EC               | CORP              | US        |      -600 | NS      | $-7092.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Astec Industries Inc                                                                                | Astec Industries Inc                                    | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      2030 | NS      | $82539.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Aurinia Pharmaceuticals Inc                                                                         | Aurinia Pharmaceuticals Inc                             | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |      1914 | NS      | $8268.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sylvamo Corp                                                                                        | Sylvamo Corp                                            | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      1740 | NS      | $84546.60     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Tutor Perini Corp                                                                                   | Tutor Perini Corp                                       | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     29551 | NS      | $223110.05    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Personalis Inc                                                                                      | Personalis Inc                                          | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |      2788 | NS      | $5520.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Phibro Animal Health Corp                                                                           | Phibro Animal Health Corp                               | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      4198 | NS      | $56295.18     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Barnes & Noble Education Inc                                                                        | Barnes & Noble Education Inc                            | CUSIP: 06777U101<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |     21937 | NS      | $38389.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Energy Inc                                                                                  | Liberty Energy Inc                                      | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11756 | NS      | $188213.56    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| CNX Resources Corp                                                                                  | CNX Resources Corp                                      | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      8200 | NS      | $138088.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Extreme Networks Inc                                                                                | Extreme Networks Inc                                    | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     18835 | NS      | $344868.85    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Metallurgical Resources Inc                                                                   | Alpha Metallurgical Resources Inc                       | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       203 | NS      | $29717.17     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tilly's Inc                                                                                         | Tilly's Inc                                             | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2966 | NS      | $26842.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwestern Energy Co                                                                              | Southwestern Energy Co                                  | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Short            | EC               | CORP              | US        |     -9373 | NS      | $-54832.05    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Bluegreen Vacations Holding Corp                                                                    | Bluegreen Vacations Holding Corp                        | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |       654 | NS      | $16323.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| XPEL Inc                                                                                            | XPEL Inc                                                | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Short            | EC               | CORP              | US        |     -1590 | NS      | $-95495.40    | -0.05%            |  |  |  | Yes           | 1                  | On Loan: No      |
| Alkermes PLC                                                                                        | Alkermes PLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     11167 | NS      | $291793.71    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Adient PLC                                                                                          | Adient PLC                                              | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |      7825 | NS      | $271449.25    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Xometry Inc                                                                                         | Xometry Inc                                             | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Short            | EC               | CORP              | US        |     -1851 | NS      | $-59657.73    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Standard Motor Products Inc                                                                         | Standard Motor Products Inc                             | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      3551 | NS      | $123574.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Party City Holdco Inc                                                                               | Party City Holdco Inc                                   | CUSIP: 702149105<br>LEI: 549300BUAG9YASF5Q703 | Short            | EC               | CORP              | US        |    -10394 | NS      | $-3799.01     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United Fire Group Inc                                                                               | United Fire Group Inc                                   | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       657 | NS      | $17975.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MicroVision Inc                                                                                     | MicroVision Inc                                         | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Short            | EC               | CORP              | US        |     -3616 | NS      | $-8497.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Celsius Holdings Inc                                                                                | Celsius Holdings Inc                                    | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8968 | NS      | $933030.72    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Oncocyte Corp                                                                                       | Oncocyte Corp                                           | CUSIP: 68235C107<br>LEI: 549300BIYAW8GO410287 | Short            | EC               | CORP              | US        |     -1924 | NS      | $-617.41      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mercury Systems Inc                                                                                 | Mercury Systems Inc                                     | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      8934 | NS      | $399707.16    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Healthcare Realty Trust Inc                                                                         | Healthcare Realty Trust Inc                             | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |      1780 | NS      | $34300.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chart Industries Inc                                                                                | Chart Industries Inc                                    | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       922 | NS      | $106242.06    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Codexis Inc                                                                                         | Codexis Inc                                             | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7735 | NS      | $36045.10     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Edgewell Personal Care Co                                                                           | Edgewell Personal Care Co                               | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      9408 | NS      | $362584.32    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Steven Madden Ltd                                                                                   | Steven Madden Ltd                                       | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      8520 | NS      | $272299.20    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| PROCEPT BioRobotics Corp                                                                            | PROCEPT BioRobotics Corp                                | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6459 | NS      | $268306.86    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Valley National Bancorp                                                                             | Valley National Bancorp                                 | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     26908 | NS      | $304329.48    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| I3 Verticals Inc                                                                                    | I3 Verticals Inc                                        | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Short            | EC               | CORP              | US        |      -821 | NS      | $-19983.14    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Duluth Holdings Inc                                                                                 | Duluth Holdings Inc                                     | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Short            | EC               | CORP              | US        |      -814 | NS      | $-5030.52     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cousins Properties Inc                                                                              | Cousins Properties Inc                                  | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |     12140 | NS      | $307020.60    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Dave & Buster's Entertainment Inc                                                                   | Dave & Buster's Entertainment Inc                       | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      3354 | NS      | $118865.76    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| American Axle & Manufacturing Holdings Inc                                                          | American Axle & Manufacturing Holdings Inc              | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5843 | NS      | $45692.26     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Frontier Group Holdings Inc                                                                         | Frontier Group Holdings Inc                             | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |      2518 | NS      | $25859.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| C4 Therapeutics Inc                                                                                 | C4 Therapeutics Inc                                     | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3528 | NS      | $20815.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Skillz Inc                                                                                          | Skillz Inc                                              | CUSIP: 83067L109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -29834 | NS      | $-15110.92    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Patterson Cos Inc                                                                                   | Patterson Cos Inc                                       | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Short            | EC               | CORP              | US        |     -2429 | NS      | $-68084.87    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Tellurian Inc                                                                                       | Tellurian Inc                                           | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Short            | EC               | CORP              | US        |     -5361 | NS      | $-9006.48     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oshkosh Corp                                                                                        | Oshkosh Corp                                            | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      3564 | NS      | $314309.16    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| PTC Therapeutics Inc                                                                                | PTC Therapeutics Inc                                    | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     15414 | NS      | $588352.38    | 0.29%             |  |  |  | No            | 1                  | On Loan: —       |
| VTEX                                                                                                | VTEX                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     24715 | NS      | $92681.25     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Corp                                                                               | Independent Bank Corp                                   | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      2040 | NS      | $172237.20    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Churchill Downs Inc                                                                                 | Churchill Downs Inc                                     | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Short            | EC               | CORP              | US        |      -334 | NS      | $-70617.62    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Akero Therapeutics Inc                                                                              | Akero Therapeutics Inc                                  | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Short            | EC               | CORP              | US        |      -190 | NS      | $-10412.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Stitch Fix Inc                                                                                      | Stitch Fix Inc                                          | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |     17758 | NS      | $55227.38     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Poshmark Inc                                                                                        | Poshmark Inc                                            | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14391 | NS      | $257311.08    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| TreeHouse Foods Inc                                                                                 | TreeHouse Foods Inc                                     | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      6038 | NS      | $298156.44    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| ProAssurance Corp                                                                                   | ProAssurance Corp                                       | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      3040 | NS      | $53108.80     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Wix.com Ltd                                                                                         | Wix.com Ltd                                             | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |      2841 | NS      | $218274.03    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| One Stop Systems Inc                                                                                | One Stop Systems Inc                                    | CUSIP: 68247W109<br>LEI: 549300JIBHBZNCC8X044 | Long             | EC               | CORP              | US        |     24597 | NS      | $74036.97     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Light & Wonder Inc                                                                                  | Light & Wonder Inc                                      | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |      4258 | NS      | $249518.80    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| World Fuel Services Corp                                                                            | World Fuel Services Corp                                | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      3320 | NS      | $90735.60     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Karyopharm Therapeutics Inc                                                                         | Karyopharm Therapeutics Inc                             | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |     11294 | NS      | $38399.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SpringWorks Therapeutics Inc                                                                        | SpringWorks Therapeutics Inc                            | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6300 | NS      | $163863.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| CTO Realty Growth Inc                                                                               | CTO Realty Growth Inc                                   | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               |  | US        |     26294 | NS      | $480654.32    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Atkore Inc                                                                                          | Atkore Inc                                              | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       871 | NS      | $98788.82     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Alico Inc                                                                                           | Alico Inc                                               | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5315 | NS      | $126869.05    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Reservoir Media Inc                                                                                 | Reservoir Media Inc                                     | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               | CORP              | US        |      9357 | NS      | $55861.29     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| MRC Global Inc                                                                                      | MRC Global Inc                                          | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     13133 | NS      | $152080.14    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Mirum Pharmaceuticals Inc                                                                           | Mirum Pharmaceuticals Inc                               | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      1127 | NS      | $21976.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SMART Global Holdings Inc                                                                           | SMART Global Holdings Inc                               | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | KY        |     16556 | NS      | $246353.28    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Dana Inc                                                                                            | Dana Inc                                                | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     24884 | NS      | $376494.92    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryerson Holding Corp                                                                                | Ryerson Holding Corp                                    | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      1265 | NS      | $38278.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TopBuild Corp                                                                                       | TopBuild Corp                                           | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      1227 | NS      | $192013.23    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | E-MINI RUSS 2000 MAR23                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       112 | NC      | $-277223.78   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| TriCo Bancshares                                                                                    | TriCo Bancshares                                        | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2318 | NS      | $118194.82    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| DigitalBridge Group Inc                                                                             | DigitalBridge Group Inc                                 | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     15037 | NS      | $164504.78    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Boise Cascade Co                                                                                    | Boise Cascade Co                                        | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      4138 | NS      | $284156.46    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Capitol Federal Financial Inc                                                                       | Capitol Federal Financial Inc                           | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9305 | NS      | $80488.25     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| HNI Corp                                                                                            | HNI Corp                                                | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      2591 | NS      | $73662.13     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Schnitzer Steel Industries Inc                                                                      | Schnitzer Steel Industries Inc                          | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     14420 | NS      | $441973.00    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| V2X Inc                                                                                             | V2X Inc                                                 | CUSIP: 92242T101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -720 | NS      | $-29728.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The                                                                | Bank of NT Butterfield & Son Ltd/The                    | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      3734 | NS      | $111310.54    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Stride Inc                                                                                          | Stride Inc                                              | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      2379 | NS      | $74415.12     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Alarm.com Holdings Inc                                                                              | Alarm.com Holdings Inc                                  | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      1648 | NS      | $81543.04     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Maxar Technologies Inc                                                                              | Maxar Technologies Inc                                  | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |     11665 | NS      | $603547.10    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| RGC Resources Inc                                                                                   | RGC Resources Inc                                       | CUSIP: 74955L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14866 | NS      | $327795.30    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| CONSOL Energy Inc                                                                                   | CONSOL Energy Inc                                       | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       421 | NS      | $27365.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tela Bio Inc                                                                                        | Tela Bio Inc                                            | CUSIP: 872381108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4102 | NS      | $47173.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Dime Community Bancshares Inc                                                                       | Dime Community Bancshares Inc                           | CUSIP: 25432X102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1104 | NS      | $-35140.32    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Park Hotels & Resorts Inc                                                                           | Park Hotels & Resorts Inc                               | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |     14950 | NS      | $176260.50    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenable Holdings Inc                                                                                | Tenable Holdings Inc                                    | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      5841 | NS      | $222834.15    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| ARS Pharmaceuticals Inc                                                                             | ARS Pharmaceuticals Inc                                 | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $8530.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Allovir Inc                                                                                         | Allovir Inc                                             | CUSIP: 019818103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1408 | NS      | $-7223.04     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Monro Inc                                                                                           | Monro Inc                                               | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12982 | NS      | $586786.40    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Bioventus Inc                                                                                       | Bioventus Inc                                           | CUSIP: 09075A108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1382 | NS      | $-3607.02     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SolarWinds Corp                                                                                     | SolarWinds Corp                                         | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2671 | NS      | $25000.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Xencor Inc                                                                                          | Xencor Inc                                              | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      9779 | NS      | $254645.16    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Omega Flex Inc                                                                                      | Omega Flex Inc                                          | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2616 | NS      | $244125.12    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Outdoors Inc                                                                                | Johnson Outdoors Inc                                    | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3478 | NS      | $229965.36    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Argan Inc                                                                                           | Argan Inc                                               | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |     10835 | NS      | $399594.80    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Element Solutions Inc                                                                               | Element Solutions Inc                                   | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     23474 | NS      | $426992.06    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Heidrick & Struggles International Inc                                                              | Heidrick & Struggles International Inc                  | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       870 | NS      | $24333.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hanover Insurance Group Inc/The                                                                     | Hanover Insurance Group Inc/The                         | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       734 | NS      | $99185.42     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Maravai LifeSciences Holdings Inc                                                                   | Maravai LifeSciences Holdings Inc                       | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6016 | NS      | $86088.96     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| RenaissanceRe Holdings Ltd                                                                          | RenaissanceRe Holdings Ltd                              | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      2386 | NS      | $439572.78    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Commonwealth                                                                                 | Equity Commonwealth                                     | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |     20462 | NS      | $510936.14    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Provident Financial Services Inc                                                                    | Provident Financial Services Inc                        | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      5487 | NS      | $117202.32    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Celestica Inc                                                                                       | Celestica Inc                                           | CUSIP: 15101Q108<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |     16815 | NS      | $189505.05    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Gritstone bio Inc                                                                                   | Gritstone bio Inc                                       | CUSIP: 39868T105<br>LEI: 5493003TER6KY3MUVY84 | Long             | EC               | CORP              | US        |      6847 | NS      | $23622.15     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Focus Financial Partners Inc                                                                        | Focus Financial Partners Inc                            | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Short            | EC               | CORP              | US        |     -1773 | NS      | $-66079.71    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| CarParts.com Inc                                                                                    | CarParts.com Inc                                        | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Short            | EC               | CORP              | US        |     -5676 | NS      | $-35531.76    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Mercer International Inc                                                                            | Mercer International Inc                                | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |      1405 | NS      | $16354.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Krystal Biotech Inc                                                                                 | Krystal Biotech Inc                                     | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Short            | EC               | CORP              | US        |     -1307 | NS      | $-103540.54   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Zentalis Pharmaceuticals Inc                                                                        | Zentalis Pharmaceuticals Inc                            | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6325 | NS      | $127385.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SPS Commerce Inc                                                                                    | SPS Commerce Inc                                        | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      1757 | NS      | $225651.51    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Napco Security Technologies Inc                                                                     | Napco Security Technologies Inc                         | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Short            | EC               | CORP              | US        |     -1135 | NS      | $-31189.80    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Repay Holdings Corp                                                                                 | Repay Holdings Corp                                     | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67097 | NS      | $540130.85    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Cars.com Inc                                                                                        | Cars.com Inc                                            | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      8911 | NS      | $122704.47    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Wire Corp                                                                                    | Encore Wire Corp                                        | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1510 | NS      | $207715.60    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Zillow Group Inc                                                                                    | Zillow Group Inc                                        | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      4902 | NS      | $152991.42    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CuriosityStream Inc                                                                                 | CuriosityStream Inc                                     | CUSIP: 23130Q107<br>LEI: 549300MSP5P41EYSIZ09 | Short            | EC               | CORP              | US        |     -1172 | NS      | $-1336.08     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** RUSSELL INVESTMENT FUNDS

**Signature:** Mark Swanson

**Name of Signer:** Mark Swanson

**Title:** Treasurer, Chief Accounting Officer and Chief Financial Officer