# EDGAR Filing Document

**Accession Number:** 0001518042
**File Stem:** 0001752724-23-043098
**Filing Date:** 2023-2
**Character Count:** 241804
**Document Hash:** d0e04e39c2720907090385477a9735ba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043098.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-043098

**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:** NORTHERN LIGHTS FUND TRUST II
- **CENTRAL INDEX KEY:** 0001518042
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22549
- **FILM NUMBER:** 23674034

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 631-470-2600

**MAIL ADDRESS:**
- **STREET 1:** 4221 NORTH 203RD STREET, SUITE 100
- **CITY:** ELKHORN
- **STATE:** NE
- **ZIP:** 68022

## Series and Classes Contracts Data

### Acclivity Small Cap Value Fund (Series ID: S000063456)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000205616 | Acclivity Small Cap Value Class N Shares | AXVNX           |
| C000205617 | Acclivity Small Cap Value Class I Shares | AXVIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHERN LIGHTS FUND TRUST II

- **b. Investment Company Act file number:** 811-22549

- **c. CIK number of Registrant:** 0001518042

- **d. LEI of Registrant:** 549300TH7YXW5G2QY588

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

  - **Street Address 1:** 225 PICTORIA DRIVE

  - **City:** CINCINNATI

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 631-470-2600

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

- **a. Name of Series:** Acclivity Small Cap Value Fund

- **b. EDGAR series identifier (if any):** S000063456

- **c. LEI of Series:** 549300EEQLNTNSQDT124

**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:** $15651237.93

**Total Liabilities:** $204146.27

**Net Assets:** $15447091.66

**Cash Not Reported:** $110.24

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205616 | 14.57%               | 5.16%                | -5.47%               |
| Class ID C000205617 | 14.57%               | 5.21%                | -5.51%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-25296.98               | $1898732.64                                |
| Month 2  | $-69775.32               | $823310.47                                 |
| Month 3  | $-89884.37               | $-797235.99                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Lumentum Holdings Incorporation                     | LUMENTUM HOL              | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       501 | NS      | $26137.17     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                              | US SILICA HOLDIN          | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      2329 | NS      | $29112.50     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc                                    | FRP HOLDINGS INC          | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $915.62       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                                 | DESIGNER BRAND-A          | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      2197 | NS      | $21486.66     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                        | CONDUENT INC              | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |      8424 | NS      | $34117.20     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc.                           | OPPENHEIMER HO-A          | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       386 | NS      | $16339.38     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                       | AMER WOODMARK CO          | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |       323 | NS      | $15781.78     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc.                                        | TRUECAR INC               | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |      1449 | NS      | $3636.99      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp.                                    | RANGER OIL CORP           | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |        97 | NS      | $3921.71      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                           | ENNIS INC                 | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $10969.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc.                              | HEARTLAND EXPRES          | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |      1017 | NS      | $15600.78     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                              | DYCOM INDS                | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |         1 | NS      | $93.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp.                               | MERCANTILE BANK CORP      | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |       570 | NS      | $19083.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                     | ICU MEDICAL               | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |         9 | NS      | $1417.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                              | SPX TECHNOLOGIES          | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       353 | NS      | $23174.45     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimbell Royalty Partners Lp                         | KIMBELL ROYALTY           | CUSIP: 49435R102<br>LEI: 5493007FC11POVYRB841 | Long             | EC               | CORP              | US        |      1098 | NS      | $18336.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc.                                   | ROCKY BRANDS INC          | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |       317 | NS      | $7487.54      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                          | WOLVERINE WORLD           | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      1266 | NS      | $13837.38     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation            | STEWART INFO SVC          | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       855 | NS      | $36534.15     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Hldgs Inc                                      | SPOK HOLDINGS IN          | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |       425 | NS      | $3480.75      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                              | VEECO INSTRUMENT          | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |       111 | NS      | $2062.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| G III Apparel Group Ltd                             | G III APPAREL             | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      2059 | NS      | $28228.89     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                           | SUPER MICRO COMP          | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      1092 | NS      | $89653.20     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Amtech Systems Inc                                  | AMTECH SYS INC            | CUSIP: 032332504<br>LEI: 5299008VRUUPETM6HZ85 | Long             | EC               | CORP              | US        |       227 | NS      | $1725.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                                   | SHOE CARNIVAL             | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       798 | NS      | $19080.18     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultralife Corp                                      | ULTRALIFE CORP            | CUSIP: 903899102<br>LEI: 529900NVAFLKA00F3U05 | Long             | EC               | CORP              | US        |       393 | NS      | $1516.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                        | SANMINA CORP              | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      1105 | NS      | $63305.45     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Assembly Biosciences Inc                            | ASSEMBLY BIOSCIENCES INC  | CUSIP: 045396108<br>LEI: 5299007Y1X8RBDFT8C40 | Long             | EC               | CORP              | US        |       574 | NS      | $746.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingstone Companies Inc                             | KINGSTONE COS INC         | CUSIP: 496719105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       551 | NS      | $743.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ames National Corp                                  | AMES NATIONAL CORP        | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        48 | NS      | $1133.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                  | GRAHAM HOLDING-B          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        72 | NS      | $43503.12     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp Michigan                      | INDEP BANK/MICH           | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       739 | NS      | $17676.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc.                      | BUSINESS FIRST B          | CUSIP: 12326C105<br>LEI: 54930045J8O98TUGTW86 | Long             | EC               | CORP              | US        |       605 | NS      | $13394.70     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc.                              | DELEK US HOLDING          | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      1609 | NS      | $43443.00     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                             | GMS INC                   | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |       706 | NS      | $35158.80     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA, Inc.                       | HEARTLAND FINL            | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |       521 | NS      | $24289.02     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                  | ATLAS AIR WORLDW          | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       660 | NS      | $66528.00     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands End Inc.                                      | LANDS' END INC            | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |       868 | NS      | $6588.12      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corporation Of America                      | OIL DRI CORP              | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |        28 | NS      | $939.12       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc              | HEIDRICK & STRUG          | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       415 | NS      | $11607.55     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                                | RENASANT CORP             | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      1086 | NS      | $40822.74     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                                    | STERICYCLE INC            | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |       572 | NS      | $28537.08     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                           | WINNEBAGO INDS            | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       731 | NS      | $38523.70     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                               | HELMERICH & PAYN          | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |       553 | NS      | $27412.21     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc                     | RAYONIER ADV              | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      2055 | NS      | $19728.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                          | KIRBY CORP                | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       461 | NS      | $29665.35     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                          | KORN FERRY                | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       608 | NS      | $30776.96     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs & Systems Inc.                    | COMPUTER PROGRAM          | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |       361 | NS      | $9826.42      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                     | LITTELFUSE INC            | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |        71 | NS      | $15634.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                        | CADENCE BANK              | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      2812 | NS      | $69343.92     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                    | AMC NETWORKS-A            | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      1431 | NS      | $22423.77     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sifco Inds Inc                                      | SIFCO INDUSTRIES          | CUSIP: 826546103<br>LEI: 549300DGPYFSWVYAMD66 | Long             | EC               | CORP              | US        |         2 | NS      | $4.32         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baycom Corp                                         | BAYCOM CORP               | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |       512 | NS      | $9717.76      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                            | GROUP 1 AUTOMOTI          | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       435 | NS      | $78460.95     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                           | CNX RESOURCES CO          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      5368 | NS      | $90397.12     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                               | AIR LEASE CORP            | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      2085 | NS      | $80105.70     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                 | TOLL BROTHERS             | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      2137 | NS      | $106679.04    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                    | ENCORE WIRE               | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       337 | NS      | $46357.72     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                         | PACIFIC PREMIER           | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |       718 | NS      | $22660.08     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security                                   | STRATTEC SECURITY CORP    | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |       121 | NS      | $2486.55      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvard Bioscience Inc.                             | HARVARD BIOSCIEN          | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |       719 | NS      | $1991.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                        | ADTALEM GLOBAL E          | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       753 | NS      | $26731.50     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                      | LCI INDUSTRIES            | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       283 | NS      | $26163.35     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                                   | HILLENBRAND INC           | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |         1 | NS      | $42.67        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc.              | FIRST BUSINESS F          | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |        45 | NS      | $1644.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc.                                | DXP ENTERPRISES           | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       367 | NS      | $10110.85     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Health Tre                                  | NATURAL HEALTH TRENDS COR | CUSIP: 63888P406<br>LEI: 529900WSPRKOOD9HNF27 | Long             | EC               | CORP              | US        |        37 | NS      | $125.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                           | MDU RES GROUP             | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2022 | NS      | $61347.48     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Advansix Inc                                        | ADVANSIX INC              | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       617 | NS      | $23458.34     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                         | EZCORP INC-A              | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      3736 | NS      | $30448.40     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                   | NEWMARK GROUP-A           | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5469 | NS      | $43587.93     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                             | CENTURY COMMUNIT          | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      1149 | NS      | $57461.49     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers & Merchants Bancorp Inc. (OH)               | FARMERS & MER/OH          | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $135.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Vehicle Group, Inc.                      | COMMERCIAL VEHICLE GROUP  | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |       875 | NS      | $5958.75      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling, Inc.                | HYSTER-YALE               | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $101.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp.                              | BANK OF MARIN BA          | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $361.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agrofresh Solutions Inc                             | AGROFRESH SOLUTIONS INC   | CUSIP: 00856G109<br>LEI: 549300SBHHYUXDIB7F37 | Long             | EC               | CORP              | US        |      1783 | NS      | $5277.68      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hometrust Bancshares Inc.                           | HOMETRUST BANCSH          | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       407 | NS      | $9837.19      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Timkensteel Corporation                             | TIMKENSTEEL               | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      1763 | NS      | $32033.71     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                        | KOHLS CORP                | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      2508 | NS      | $63327.00     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp.                          | NATL INSTRUMENTS          | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |       169 | NS      | $6236.10      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                  | RYDER SYSTEM INC          | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       982 | NS      | $82065.74     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                         | BELDEN INC                | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       797 | NS      | $57304.30     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                    | WEIS MARKETS INC          | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $22136.01     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Educational Dev Cp                                  | EDUCATIONAL DEV           | CUSIP: 281479105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       432 | NS      | $1365.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlefield Banc C                                  | MIDDLEFIELD BANC          | CUSIP: 596304204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       218 | NS      | $5973.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                      | KENNAMETAL INC            | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      1405 | NS      | $33804.30     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                        | MACY'S INC                | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      3902 | NS      | $80576.30     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Corecivic Inc                                       | CORECIVIC INC             | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      1733 | NS      | $20033.48     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc.                              | ATN INTERNATIONA          | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |       369 | NS      | $16719.39     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Manitowoc Company, Inc.                         | MANITOWOC CO              | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |       594 | NS      | $5441.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                    | HOPE BANCORP INC          | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      2375 | NS      | $30423.75     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                             | PRIMORIS SERVICE          | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      1208 | NS      | $26503.52     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Townsquare Media, Inc.                              | TOWNSQUARE MED-A          | CUSIP: 892231101<br>LEI: 549300XBA8C68H0DR538 | Long             | EC               | CORP              | US        |       127 | NS      | $920.75       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Northwest Bancorp                             | FIRST NORTHWEST           | CUSIP: 335834107<br>LEI: 549300YDR3VSTKB9DQ65 | Long             | EC               | CORP              | US        |       371 | NS      | $5698.56      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                       | JEFFERIES FINANC          | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |         1 | NS      | $34.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corporation                             | FIRST BUSEY CORP          | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |       882 | NS      | $21803.04     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dawson Geophysical Company                          | DAWSON GEOPHYSICAL CO     | CUSIP: 239360100<br>LEI: 549300R9G1EAMSMLXR09 | Long             | EC               | CORP              | US        |         8 | NS      | $15.68        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc                                           | FUNKO INC-CLASS A         | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |       942 | NS      | $10277.22     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Incorporation                  | ENOVA INTERNATIO          | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      1142 | NS      | $43818.54     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                     | SCANSOURCE INC            | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       610 | NS      | $17824.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc.                               | ENPRO INDUSTRIES          | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |        25 | NS      | $2717.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Inds Inc                                    | PATRICK INDS INC          | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       495 | NS      | $29997.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group Inc.                   | AIR TRANSPORT SE          | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      1489 | NS      | $38684.22     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                             | VALLEY NATL BANC          | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |       120 | NS      | $1357.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solarwinds Corporation                              | SOLARWINDS CORP           | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2387 | NS      | $22342.32     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains All American Pipeline L.P./PAA Finance Corp. | PLAINS ALL AMER           | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             | EC               | CORP              | US        |         3 | NS      | $35.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                             | V2X INC                   | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       409 | NS      | $16887.61     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lending Club Corporation                            | LENDINGCLUB CORP          | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      2721 | NS      | $23944.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                       | LGI HOMES INC             | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       347 | NS      | $32132.20     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc.                              | BLUELINX HOLDINGS INC     | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |       246 | NS      | $17493.06     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc.                                | HORIZON BANCORP INC/IN    | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      1236 | NS      | $18638.88     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc.                                          | PETIQ INC                 | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |       467 | NS      | $4305.74      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International Inc.                          | KIMBALL INTL -B           | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |        45 | NS      | $292.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corporation                                   | KAMAN CORP                | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |       369 | NS      | $8228.70      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Choiceone Financia                                  | CHOICEONE FINANCIAL SVCS  | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       228 | NS      | $6612.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Proassurance Corp                                   | PROASSURANCE COR          | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      3033 | NS      | $52986.51     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation                   | HORACE MANN EDUC          | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      1147 | NS      | $42863.39     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc.                                | MYRIAD GENETICS           | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |         8 | NS      | $116.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure Inc                 | SOLARIS OIL IN-A          | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       621 | NS      | $6166.53      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                           | EDGEWELL PERSONA          | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |       721 | NS      | $27787.34     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Good Times Restrnt                                  | GOOD TIMES RESTAURANTS IN | CUSIP: 382140879<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       834 | NS      | $1859.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp.                         | FARMERS NATL BANC CORP    | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       419 | NS      | $5916.28      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp                                  | HOWARD HUGHE              | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |       122 | NS      | $9323.24      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                      | TRUSTMARK CORP            | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |       546 | NS      | $19060.86     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc.                               | VERITEX HOLDINGS          | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |       623 | NS      | $17493.84     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc.                                 | AVIAT NETWORKS I          | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |       315 | NS      | $9824.85      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                                    | AUTONATION INC            | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $107.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western New England Bancorp Inc                     | WESTERN NEW ENGLAND BANCO | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |       924 | NS      | $8741.04      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc.                           | AXCELIS TECH INC          | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       215 | NS      | $17062.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wideopenwest Incorporation                          | WIDEOPENWEST INC          | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |      1247 | NS      | $11360.17     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc.                          | ETHAN ALLEN               | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       751 | NS      | $19841.42     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc.                             | EMPLOYERS HOLDIN          | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1030 | NS      | $44423.90     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries                                    | ASTEC INDUSTRIES          | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       176 | NS      | $7156.16      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Document Solutions Inc                          | ARC DOCUMENT SOL          | CUSIP: 00191G103<br>LEI: 529900E4UQREZKXE7O60 | Long             | EC               | CORP              | US        |      1386 | NS      | $4060.98      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc.                     | SCHNITZER STEEL           | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |       518 | NS      | $15876.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceva Inc                                            | CEVA INC                  | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       234 | NS      | $5985.72      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                          | BRIGHTHOUSE FINA          | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       636 | NS      | $32607.72     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Resource Corp                                  | GOLD RESOURCE CORP        | CUSIP: 38068T105<br>LEI: 5299006MQBYLDAOI2D32 | Long             | EC               | CORP              | US        |      1720 | NS      | $2631.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                     | IHEARTMEDIA-CL A          | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1004 | NS      | $6154.52      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp.                             | FIRST INTERNET BANCORP    | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |       235 | NS      | $5705.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                              | INGREDION INC             | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       607 | NS      | $59443.51     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| First Guaranty Bancshares, Inc.                     | FIRST GUARANTY BANCSHARES | CUSIP: 32043P106<br>LEI: 549300600XNPWN48W622 | Long             | EC               | CORP              | US        |       286 | NS      | $6706.70      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                   | ALCOA CORP                | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |         1 | NS      | $45.47        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corporation                          | REPAY HOLDINGS C          | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1234 | NS      | $9933.70      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                                  | BYLINE BANCORP INC        | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |       770 | NS      | $17686.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                | WARRIOR MET COAL          | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      1729 | NS      | $59892.56     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Incorporation                   | MERIDIAN BIOSCI           | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |       588 | NS      | $19527.48     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| National Healthcare Corporation                     | NATL HEALTHCARE           | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       467 | NS      | $27786.50     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Houghton                                     | QUAKER HOUGHTON           | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |        87 | NS      | $14520.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods                                        | SENECA FOODS-A            | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       191 | NS      | $11641.45     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp.                            | CECO ENVIRONMNTL          | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |       292 | NS      | $3410.56      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                           | COMMERCIAL METAL          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      2920 | NS      | $141036.00    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc.                        | CAPITAL CITY BANK GROUP I | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |       337 | NS      | $10952.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                        | INNOVIVA INC              | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |       765 | NS      | $10136.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Starrett(Ls)Co                                      | STARRETT (LS)-A           | CUSIP: 855668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $3643.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                                  | TIMKEN CO                 | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       971 | NS      | $68620.57     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                          | OCEANFIRST FINANCIAL CORP | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1378 | NS      | $29282.50     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PINEAPPLE ENERGY, INC.                              | COMMUNICATIO-CVR          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         2 | NS      | $6.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GATX Corporation                                    | GATX CORP                 | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       212 | NS      | $22544.08     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services Inc.                    | ORRSTOWN FINL SERVICES IN | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |       470 | NS      | $10885.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Companies Inc.                            | PATTERSON COS             | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      1476 | NS      | $41372.28     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc.                         | HURON CONSULTING          | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |       106 | NS      | $7695.60      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fonar Corporation                                   | FONAR CORP                | CUSIP: 344437405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       207 | NS      | $3467.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                                   | DANA INC                  | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      1790 | NS      | $27082.70     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corp.                                 | MACATAWA BANK CORP        | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       672 | NS      | $7412.16      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc.                                         | NELNET INC-CL A           | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |       548 | NS      | $49731.00     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc.                                    | BCB BANCORP INC           | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |       841 | NS      | $15129.59     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                               | URBAN OUTFITTER           | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      1008 | NS      | $24040.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc.                                  | OLYMPIC STEEL             | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |       715 | NS      | $24009.70     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                          | PEABODY ENERGY CORP       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      2961 | NS      | $78229.62     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ohio Valley Bancor                                  | OHIO VALLEY BANC          | CUSIP: 677719106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $1188.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Foster(Lb)& Co                                      | FOSTER (LB) CO-A          | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |       345 | NS      | $3339.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BEL Fuse Inc                                        | BEL FUSE INC-B            | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       838 | NS      | $27586.96     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy Inc                                     | RING ENERGY INC           | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |      5604 | NS      | $13785.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc.                     | MIDWESTONE FINAN          | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       508 | NS      | $16129.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Comm Tr Bancorp                                     | COMMUNITY TRUST BANCORP I | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       213 | NS      | $9783.09      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bancshares Inc                               | UNITED BANCSHARE          | CUSIP: 909458101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       172 | NS      | $3219.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp.                      | QUANEX BUILDING           | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       757 | NS      | $17925.76     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                          | ENANTA PHARMACEU          | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |        27 | NS      | $1256.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                       | MATERION CORP             | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |        42 | NS      | $3675.42      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc.                                            | NOW INC                   | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      1739 | NS      | $22085.30     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc.                       | CROSS COUNTRY HE          | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |       875 | NS      | $23248.75     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc.                                          | GOPRO INC-CLASS A         | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |      1556 | NS      | $7748.88      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Grp Inc                                         | MYR GROUP INC/DE          | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |         2 | NS      | $184.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                            | ULTRA CLEAN HOLD          | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |       702 | NS      | $23271.30     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Incorporation                       | ONTO INNOVATION           | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |        66 | NS      | $4493.94      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                          | MINERALS TECH             | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       377 | NS      | $22891.44     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.                 | ENTERPRISE FINANCIAL SERV | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |        24 | NS      | $1175.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Ohio Holdings Corp.                            | PARK OHIO HLDGS           | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $244.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Geospace Technologies Corp                          | GEOSPACE TECHNOL          | CUSIP: 37364X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       225 | NS      | $949.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp.                   | PEAPACK GLADSTON          | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |       506 | NS      | $18833.32     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Intevac Inc                                         | INTEVAC INC               | CUSIP: 461148108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $763.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                                     | CTS CORP                  | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       517 | NS      | $20380.14     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The ODP Corporation                                 | ODP CORP/THE              | CUSIP: 88337F105<br>LEI: 549300OI428NU7XTM839 | Long             | EC               | CORP              | US        |       761 | NS      | $34655.94     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RF Industries Ltd                                   | RF INDUSTRIES LTD         | CUSIP: 749552105<br>LEI: 529900MVE73NJ5FHP926 | Long             | EC               | CORP              | US        |        16 | NS      | $81.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lcnb Corp                                           | LCNB CORPORATION          | CUSIP: 50181P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       381 | NS      | $6858.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc.                     | NY COMM BANCORP           | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      5966 | NS      | $51307.60     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corporation                             | ACCO BRANDS CORP          | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      4199 | NS      | $23472.41     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Climb Global Solutions Inc                          | CLIMB GLOBAL SOL          | CUSIP: 946760105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $220.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                         | PREMIER INC-CL A          | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       793 | NS      | $27739.14     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons Inc                                   | ANDERSONS INC             | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       405 | NS      | $14170.95     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Psychemedics Corp                                   | PSYCHEMEDICS CRP          | CUSIP: 744375205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $19.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Security Bs                                  | UNITED SECURI/CA          | CUSIP: 911460103<br>LEI: 549300J2H2JYVXXP3J32 | Long             | EC               | CORP              | US        |       420 | NS      | $3070.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rev Group Inc                                       | REV GROUP INC             | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |       834 | NS      | $10525.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc.                        | TOOTSIE ROLL IND          | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |         1 | NS      | $42.57        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                             | BROOKLINE BANCRP          | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1553 | NS      | $21974.95     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| H B Fuller Company                                  | HB FULLER CO              | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       427 | NS      | $30581.74     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                    | ADV ENERGY INDS           | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       277 | NS      | $23761.06     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc.                                 | SMARTFINANCIAL I          | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       303 | NS      | $8332.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Smart Sand Inc                                      | SMART SAND INC            | CUSIP: 83191H107<br>LEI: 549300JISW1T66DVOK23 | Long             | EC               | CORP              | US        |        24 | NS      | $42.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                       | PENSKE AUTOMOTIV          | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |         1 | NS      | $114.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelcenters Of America Inc                        | TRAVELCENTERS OF          | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |       991 | NS      | $44376.98     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Investar Holding Corp                               | INVESTAR HOLDING CORP     | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |       591 | NS      | $12724.23     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                                  | KEMPER CORP               | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      1331 | NS      | $65485.20     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                       | ASBURY AUTO GRP           | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       454 | NS      | $81379.50     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc.                           | SANDY SPRING BAN          | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       756 | NS      | $26633.88     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                          | EL POLLO LOCO HO          | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |       640 | NS      | $6374.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                        | ANTERO RESOURCES CORP     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       116 | NS      | $3594.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Partners LP / GLP Finance Corp               | GLOBAL PARTNERS           | CUSIP: 37946R109<br>LEI: 549300PCHWTW9P4DU444 | Long             | EC               | CORP              | US        |       832 | NS      | $28928.64     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Fed Fin In                                  | CAPITOL FEDERAL FINANCIAL | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1541 | NS      | $13329.65     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mainstreet Bancshares Inc                           | MAINSTREET BANCS          | CUSIP: 56064Y100<br>LEI: 549300FHZZP7SP56TS88 | Long             | EC               | CORP              | US        |        56 | NS      | $1539.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevate Credit Inc.                                 | ELEVATE CREDIT INC        | CUSIP: 28621V101<br>LEI: 5493005YGC28MJELZ875 | Long             | EC               | CORP              | US        |         9 | NS      | $15.75        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Hldgs Inc                                 | TILE SHOP HLDGS           | CUSIP: 88677Q109<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |       814 | NS      | $3565.32      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                             | STRATEGIC EDUCAT          | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |       539 | NS      | $42214.48     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands, Inc.                               | LIFETIME BRANDS INC       | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |       488 | NS      | $3703.92      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc.                               | MID PENN BANCORP          | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35 | NS      | $1048.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unico Amer Cp                                       | UNICO AMER CORP           | CUSIP: 904607108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       246 | NS      | $396.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netgear Inc                                         | NETGEAR INC               | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       651 | NS      | $11789.61     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp. (Indiana)                     | FIRST FIN COR/IN          | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       435 | NS      | $20044.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp. (Indiana)                        | MERCHANTS BANCORP/IN      | CUSIP: 58844R108<br>LEI: 5493003V2R4M1JXKDE59 | Long             | EC               | CORP              | US        |      1573 | NS      | $38255.36     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc.                           | RESOURCES CONNEC          | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       679 | NS      | $12480.02     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                                 | STELLAR BANCORP           | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |       254 | NS      | $7482.84      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc.                           | ANYWHERE REAL ES          | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      3154 | NS      | $20154.06     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                         | GREIF INC-CL A            | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       372 | NS      | $24946.32     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc.                                 | FORESTAR GROUP            | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      1471 | NS      | $22668.11     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirkland's Inc.                                     | KIRKLAND'S INC            | CUSIP: 497498105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       829 | NS      | $2735.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuys Holdings Inc                                  | CHUY'S HOLDINGS           | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       353 | NS      | $9989.90      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc                              | MAXAR TECHNOLOGIES INC    | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |       177 | NS      | $9157.98      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GSI Technology Inc                                  | GSI TECHNOLOGY INC        | CUSIP: 36241U106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       337 | NS      | $583.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                           | JABIL INC                 | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         2 | NS      | $136.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                     | PACWEST BANCORP           | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |      1434 | NS      | $32910.30     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                         | BANNER CORPORATI          | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35 | NS      | $2212.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                         | HANCOCK WHITNEY           | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |        97 | NS      | $4693.83      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                        | ARTIVION INC              | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |       271 | NS      | $3284.52      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Netsol Technologies Incorporation                   | NETSOL TECH INC           | CUSIP: 64115A402<br>LEI: 529900EXOTPTUR7O6B54 | Long             | EC               | CORP              | US        |       108 | NS      | $307.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA, Inc.                              | BEAZER HOMES USA          | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      1853 | NS      | $23644.28     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc.                              | POWELL INDS INC           | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       208 | NS      | $7317.44      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                     | OSI SYSTEMS INC           | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       248 | NS      | $19720.96     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                              | SONIC AUTOMOTI-A          | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       963 | NS      | $47447.01     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluent Inc                                          | FLUENT INC                | CUSIP: 34380C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       268 | NS      | $292.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc. (Maryland)                | WATERSTONE FINANCIAL INC  | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |       602 | NS      | $10378.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Overseas Shipholding Group, Inc.                    | OVERSEAS SHIPHOLDING GROU | CUSIP: 69036R863<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3894 | NS      | $11253.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Virco Mfg Corp                                      | VIRCO MFG                 | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       789 | NS      | $3566.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American National BankShares Inc.                   | AMER NATL BNKSHS/DANVILLE | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |       234 | NS      | $8641.62      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                               | ELEMENT SOLUTIONS INC     | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |       358 | NS      | $6512.02      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc.                              | CARTER BANKSHARE          | CUSIP: 146103106<br>LEI: 549300SO0M022D8D8358 | Long             | EC               | CORP              | US        |      1014 | NS      | $16822.26     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Coffee Hldg Co Inc                                  | COFFEE HOLDING C          | CUSIP: 192176105<br>LEI: 549300FD5P29KIHQU051 | Long             | EC               | CORP              | US        |        51 | NS      | $104.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                    | TALOS ENERGY INC          | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      1534 | NS      | $28961.92     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Riverview Bancorp                                   | RIVERVIEW BANCORP INC     | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       782 | NS      | $6005.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                        | ASHLAND INC               | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |       181 | NS      | $19462.93     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                        | INTEGER HOLDINGS          | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       266 | NS      | $18210.36     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Companies Inc.                    | SUPERIOR GROUP O          | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |       209 | NS      | $2102.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc                                       | DHI GROUP INC             | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |       246 | NS      | $1301.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Inc                                        | CITIZENS INC              | CUSIP: 174740100<br>LEI: 549300Z39SMLUE3VF522 | Long             | EC               | CORP              | US        |      3105 | NS      | $6613.65      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                                | CAL-MAINE FOODS           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       895 | NS      | $48732.75     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                                      | GANNETT CO INC            | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |      4808 | NS      | $9760.24      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corporation                     | US STEEL CORP             | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      7535 | NS      | $188751.75    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc                           | EAGLE PHARMACEUT          | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |       233 | NS      | $6810.59      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc.                         | GREAT SOUTHERN BANCORP IN | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |       223 | NS      | $13266.27     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                           | HAVERTY FURNITUR          | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |       508 | NS      | $15189.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                              | SCHOLASTIC CORP           | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       369 | NS      | $14560.74     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                         | HIBBETT INC               | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |       104 | NS      | $7094.88      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KVH Industries                                      | KVH INDUSTRIES            | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       278 | NS      | $2841.16      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                | HILLTOP HOLDINGS          | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      1866 | NS      | $55998.66     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc.                            | METHODE ELEC              | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |       452 | NS      | $20055.24     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                                 | DIODES INC                | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       586 | NS      | $44618.04     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc.                             | CIVISTA BANCSHAR          | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |       518 | NS      | $11401.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp                                         | MARCUS CORP               | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |       595 | NS      | $8562.05      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Consol Energy Inc New                               | CONSOL ENERGY IN          | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |        19 | NS      | $1235.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.           | KRATOS DEFENSE &          | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |       741 | NS      | $7647.12      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 1ST Bancorp NC                                      | FIRST BANCORP/NC          | CUSIP: 318910106<br>LEI: 549300QGC3EY3EV0NS72 | Long             | EC               | CORP              | US        |       756 | NS      | $32387.04     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                         | SIMMONS FIRST -A          | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |       920 | NS      | $19853.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources, Inc.                             | NEWPARK RESOURCE          | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      3091 | NS      | $12827.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Financial Group Inc.                         | SUMMIT FINANCIAL GROUP IN | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       411 | NS      | $10229.79     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic First Bancorp Inc.                         | REPUBLIC FIRST BANCORP IN | CUSIP: 760416107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3100 | NS      | $6665.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group Inc.                    | NATIONAL WESTE-A          | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |       134 | NS      | $37654.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp.                             | HERITAGE COMMERC          | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |        62 | NS      | $806.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc.                                   | QCR HOLDINGS INC          | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |       261 | NS      | $12956.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                  | KELLY SERVICES-A          | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       932 | NS      | $15750.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc.                         | FINANCIAL INST            | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       504 | NS      | $12277.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute, Inc.                 | UNIVERSAL TECHNICAL INSTI | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |       545 | NS      | $3662.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                | TTM TECHNOLOGIES          | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      2180 | NS      | $32874.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampco Pittsburgh                                    | AMPCO-PITTSBURGH          | CUSIP: 032037103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       585 | NS      | $1468.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corporation                 | ALTRA INDUSTRIAL          | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |       646 | NS      | $38598.50     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                         | ECOVYST INC               | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $398.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAR Harbour Banksh                                  | BAR HARBOR BNKSH          | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       398 | NS      | $12751.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                             | CUSTOMERS BANCOR          | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      1062 | NS      | $30097.08     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group Inc                                   | MISTRAS GROUP IN          | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1648 | NS      | $8124.64      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                                 | KNOWLES CORP              | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      1290 | NS      | $21181.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc                               | UNITED BANKSHS            | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      2080 | NS      | $84219.20     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Conns Inc                                           | CONN'S INC                | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |      1621 | NS      | $11152.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                  | MATIV INC                 | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |         3 | NS      | $62.70        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                   | OWENS & MINOR             | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |       137 | NS      | $2675.61      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                      | METROPOLITAN BANK HOLDING | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       338 | NS      | $19830.46     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc.                                    | CITI TRENDS INC           | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |       110 | NS      | $2912.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                      | ZIFF DAVIS INC            | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       147 | NS      | $11627.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                              | AMKOR TECH INC            | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      2055 | NS      | $49278.90     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corporation                         | RYERSON HOLDING           | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      1277 | NS      | $38642.02     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Richardson Electronics, Ltd.                        | RICHARDSON ELEC LTD       | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       260 | NS      | $5545.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MidCap Financial Investment Corp                    | APOLLO INV CORP           | CUSIP: 03761U502<br>LEI: 5493005P14I7WFB3FW47 | Long             | EC               | RF                | US        |      1182 | NS      | $13474.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hennessy Advisors                                   | HENNESSY ADVISORS INC     | CUSIP: 425885100<br>LEI: 549300OM5HCSFZO7FR31 | Long             | EC               | CORP              | US        |        39 | NS      | $327.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                           | VAREX IMAGIN              | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       721 | NS      | $14636.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Beasley Broadcast Group Inc                         | BEASLEY BROAD -A          | CUSIP: 074014101<br>LEI: 549300R5FEOSY86VTY76 | Long             | EC               | CORP              | US        |      1992 | NS      | $1833.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc.                             | OLD SECOND BNCRP          | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |         4 | NS      | $64.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc                                           | COWEN INC                 | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |       594 | NS      | $22940.28     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OP Bancorp                                          | OP BANCORP                | CUSIP: 67109R109<br>LEI: 549300LTYZMS0Q13U522 | Long             | EC               | CORP              | US        |       700 | NS      | $7812.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corporation                            | TUTOR PERINI CORP         | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |       342 | NS      | $2582.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP Midstream LP                                    | DCP MIDSTREAM LP          | CUSIP: 23311P100<br>LEI: 52990024YYS3MLGW0E91 | Long             | EC               | CORP              | US        |      1654 | NS      | $64158.66     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                | TRI POINTE HOMES          | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3696 | NS      | $68708.64     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Asure Software Inc                                  | ASURE SOFTWARE INC        | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       287 | NS      | $2680.58      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc.                           | HAYNES INTL INC           | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |       192 | NS      | $8772.48      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Container Store Group Inc                           | CONTAINER STORE           | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |      2546 | NS      | $10973.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                         | AMN HEALTHCARE            | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |        25 | NS      | $2570.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc.                                   | HEALTHSTREAM INC          | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       717 | NS      | $17810.28     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                              | ABERCROMBIE & FI          | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       357 | NS      | $8178.87      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kewaunee Scientifc                                  | KEWAUNEE SCI              | CUSIP: 492854104<br>LEI: 549300Z8MHH8NUYXQ229 | Long             | EC               | CORP              | US        |         4 | NS      | $62.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hurco Cos Inc                                       | HURCO COMPANIES           | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |       216 | NS      | $5644.08      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                           | SMITH & WESSON B          | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |       900 | NS      | $7812.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc.                              | RADIANT LOGISTICS INC     | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |       845 | NS      | $4301.05      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                         | JETBLUE AIRWAYS           | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      7023 | NS      | $45509.04     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                  | AVANOS MEDICAL I          | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       678 | NS      | $18346.68     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SB Financial Group Inc                              | SB FINANCIAL GRO          | CUSIP: 78408D105<br>LEI: 54930028E6P8OT8CTV58 | Long             | EC               | CORP              | US        |       165 | NS      | $2765.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc.                          | UNIVERSAL ELEC            | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |       227 | NS      | $4723.87      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                                   | RADIAN GROUP INC          | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      4502 | NS      | $85853.14     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Harborone Bancorp Inc New                           | HARBORONE BANCORP INC     | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      1017 | NS      | $14136.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings Inc                            | ORION GROUP HOLDINGS INC  | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |        21 | NS      | $49.98        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronova Inc                                       | ASTRONOVA INC             | CUSIP: 04638F108<br>LEI: 549300D8PFP62QX00223 | Long             | EC               | CORP              | US        |       204 | NS      | $2615.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services Incorporation           | CONSUMER PORTFOL          | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       577 | NS      | $5106.45      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc Of California Inc                              | BANC OF CALIFORN          | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      1179 | NS      | $18781.47     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc.                                  | DONEGAL GROUP INC-CL A    | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1996 | NS      | $28343.20     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                           | MOOG INC-CLASS A          | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       514 | NS      | $45108.64     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire & Rubber Company                  | GOODYEAR TIRE             | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      2553 | NS      | $25912.95     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health, Inc.                                   | OPKO HEALTH INC           | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |       118 | NS      | $147.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Fin Hldg                                  | PROVIDENT FINANCIAL HLDGS | CUSIP: 743868101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       212 | NS      | $2919.24      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc.                           | GREEN BRICK PART          | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      1493 | NS      | $36175.39     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                                  | HOSTESS BRANDS            | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1872 | NS      | $42007.68     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots, Inc.                                      | BIG LOTS INC              | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       987 | NS      | $14508.90     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                              | PERMIAN RESOURCE          | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     10319 | NS      | $96998.60     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                   | ACI WORLDWIDE IN          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      1325 | NS      | $30475.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Spartannash Co.                                     | SPARTANNASH CO            | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |       737 | NS      | $22286.88     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                               | HANMI FINL CORP           | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       306 | NS      | $7573.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc.                             | NORTHFIELD BANCO          | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1129 | NS      | $17759.17     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                   | EAGLE BANCRP INC          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       414 | NS      | $18244.98     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc.                                   | BARNES GROUP INC          | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |       581 | NS      | $23733.85     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                                 | ADTRAN HOLDINGS           | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |       618 | NS      | $11612.22     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                            | NORTHWEST BANCSH          | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2418 | NS      | $33803.64     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                     | UNITED THERAPEUT          | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         1 | NS      | $278.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc.                            | BRIGHTVIEW HOLDI          | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      2484 | NS      | $17114.76     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                      | ATLANTIC UNION BANKSHARES | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1158 | NS      | $40692.12     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                                | UNIVAR SOLUTIONS          | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      2591 | NS      | $82393.80     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos Inc.                                | CENTURY CASINOS           | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |       775 | NS      | $5448.25      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                    | NMI HOLDINGS I-A          | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      2654 | NS      | $55468.60     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Saga Commns Inc                                     | SAGA COMM-CL A            | CUSIP: 786598300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        70 | NS      | $1652.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                            | RESIDEO TECHN             | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      2618 | NS      | $43066.10     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                         | PLEXUS CORP               | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       316 | NS      | $32525.88     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCORE Corp.                                        | EMCORE CORP               | CUSIP: 290846203<br>LEI: 529900B9OHDEWU534K08 | Long             | EC               | CORP              | US        |       753 | NS      | $724.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corporation                     | EQUITRANS MIDSTR          | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |        23 | NS      | $154.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                  | IPG PHOTONICS             | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       328 | NS      | $31051.76     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                      | IRONWOOD PHARMAC          | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |       255 | NS      | $3159.45      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT Systems Inc.                               | NETSCOUT SYSTEMS          | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      1086 | NS      | $35305.86     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.                     | ACADIA HEALTHCAR          | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |       988 | NS      | $81332.16     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                              | WASH FED                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1322 | NS      | $44353.10     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                     | CENTRAL PACIFIC           | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       591 | NS      | $11985.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc.                               | ALTO INGREDIENTS          | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |      1669 | NS      | $4806.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc.                                | SPIRIT AIRLINES INC       | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |      2547 | NS      | $49615.56     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp.                                          | ACNB CORP                 | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $1592.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp.                             | COLUMBUS MCKI/NY          | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |        61 | NS      | $1980.67      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp.                               | CAMDEN NATIONAL CORP      | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |        38 | NS      | $1584.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcbest Corporation                                 | ARCBEST CORP              | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       690 | NS      | $48327.60     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Acme United Corp                                    | ACME UNITED CORP          | CUSIP: 004816104<br>LEI: 549300NVT8NN13WP8M83 | Long             | EC               | CORP              | US        |        48 | NS      | $1051.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                          | GRAND CANYON EDU          | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       199 | NS      | $21026.34     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Valley Cmn                                  | CENTRAL VALLEY COMM BANCO | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       383 | NS      | $8111.94      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                           | CNO FINANCIAL GR          | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      5595 | NS      | $127845.75    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                      | AMERIS BANCORP            | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1269 | NS      | $59820.66     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                         | DICK'S SPORTING           | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |         1 | NS      | $120.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.                     | OCEANEERING INTL          | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |       645 | NS      | $11281.05     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                            | GRANITE CONSTR            | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       615 | NS      | $21568.05     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                                  | VERINT SYSTEMS            | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |       365 | NS      | $13242.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp.                          | BIG 5 SPORTING            | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |       682 | NS      | $6022.06      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc.         | AMER AXLE & MFG           | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2574 | NS      | $20128.68     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CB Financial Servs                                  | CB FINANCIAL SER          | CUSIP: 12479G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        49 | NS      | $1050.07      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Build A Bear Workshop Inc                           | BUILD-A-BEAR WORKSHOP INC | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |        79 | NS      | $1883.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                         | BENCHMARK ELECTR          | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |       661 | NS      | $17642.09     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiesta Restaurant Group Inc.                        | FIESTA RESTAURAN          | CUSIP: 31660B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       555 | NS      | $4079.25      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eplus Inc                                           | EPLUS INC                 | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       322 | NS      | $14258.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corporation                         | WABASH NATIONAL           | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |        59 | NS      | $1333.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                             | SYNOVUS FINL              | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |         1 | NS      | $37.55        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings Inc.                 | SPORTSMAN'S WARE          | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      1146 | NS      | $10783.86     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp Del                                   | SEABOARD CORP             | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        14 | NS      | $52852.94     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                             | KB HOME                   | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      2774 | NS      | $88351.90     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Of Princeton New Jersey                        | BANK OF PRINCETO          | CUSIP: 064520109<br>LEI: 549300EMC7T53UNNNA58 | Long             | EC               | CORP              | US        |       281 | NS      | $8913.32      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK Little Rock Arkansas                       | BANK OZK                  | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      1741 | NS      | $69744.46     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                                  | POST HOLDINGS IN          | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       622 | NS      | $56141.72     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                               | FLOWSERVE CORP            | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |        29 | NS      | $889.72       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greystone Housing Impact Investors LP               | GREYSTONE HOUSIN          | CUSIP: 02364V206<br>LEI: 54930029TGND09JQHI13 | Long             | EC               | CORP              | US        |        23 | NS      | $400.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                             | ENERSYS                   | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       550 | NS      | $40612.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Security Nat Finl                                   | SECURITY NATL-A           | CUSIP: 814785309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1110 | NS      | $8103.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                      | CSG SYSTEMS INTL          | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |        25 | NS      | $1430.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                                  | DELUXE CORP               | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       809 | NS      | $13736.82     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                           | AAR CORP                  | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       495 | NS      | $22225.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                     | BANKUNITED INC            | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |       802 | NS      | $27243.94     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pctel Inc                                           | PCTEL INC                 | CUSIP: 69325Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       731 | NS      | $3143.30      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD Point Finl Cp                                   | OLD POINT FINL            | CUSIP: 680194107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $161.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Northwest Bank                      | FIRST FINANCIAL           | CUSIP: 32022K102<br>LEI: 549300F9IPXLCC3K7B36 | Long             | EC               | CORP              | US        |       301 | NS      | $4508.98      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co.                                 | INVESTORS TITLE           | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $147.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesbanco Inc                                        | WESBANCO INC              | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1144 | NS      | $42305.12     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                             | KBR INC                   | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |         9 | NS      | $475.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc.                          | RIBBON COMMUNICATIONS INC | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |      6433 | NS      | $17948.07     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corporation                                 | VERITIV CORP              | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |        19 | NS      | $2312.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                      | PBF ENERGY INC-A          | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      3161 | NS      | $128905.58    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Inds                                       | LAKELAND INDS             | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |       264 | NS      | $3511.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc.                   | UNIVERSAL LOGISTICS HOLDI | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       376 | NS      | $12573.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc.                                  | PARKE BANCORP INC         | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |        62 | NS      | $1285.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc                                           | ALICO INC                 | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68 | NS      | $1623.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Codorus Valley Bancorp Inc                          | CODORUS VLY BANC          | CUSIP: 192025104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $499.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Limback Holdings Inc                                | LIMBACH HOLDINGS          | CUSIP: 53263P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $458.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp.                             | AMER VANGUARD             | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |       734 | NS      | $15935.14     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                                | THOR INDUSTRIES           | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |       979 | NS      | $73904.71     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hain Celestial Group Inc                        | HAIN CELESTIAL            | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |       809 | NS      | $13089.62     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley Inc.                                   | VERA BRADLEY INC          | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |       819 | NS      | $3710.07      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                        | HARMONIC INC              | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |       839 | NS      | $10990.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Penns Woods Bancor                                  | PENNS WOODS BANCORP INC   | CUSIP: 708430103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $1703.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi, Inc.                                         | UNIFI INC                 | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |       387 | NS      | $3332.07      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aware Inc Massachusetts                             | AWARE INC                 | CUSIP: 05453N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       469 | NS      | $801.99       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                          | UNUM GROUP                | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       107 | NS      | $4390.21      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp.                                           | VSE CORP                  | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |       278 | NS      | $13032.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp.                                    | FUTUREFUEL CORP           | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      1185 | NS      | $9634.05      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                           | FIRST HORIZON NA          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |        15 | NS      | $367.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc.                                        | TIPTREE INC               | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       337 | NS      | $4664.08      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesco International, Inc.                           | WESCO INTL                | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |         1 | NS      | $125.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services, Inc                           | KAR AUCTION SERV          | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      1435 | NS      | $18726.75     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                                  | CHORD ENERGY COR          | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       201 | NS      | $27498.81     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corporation                                     | PVH CORP                  | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      1098 | NS      | $77507.82     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazydays Holdings Inc.                              | LAZYDAYS HOLDING          | CUSIP: 52110H100<br>LEI: 5493006PPWVM3TDVJH23 | Long             | EC               | CORP              | US        |       779 | NS      | $9301.26      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                        | BREAD FINANCIAL           | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      1331 | NS      | $50125.46     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Emcor Group Inc                                     | EMCOR GROUP INC           | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         1 | NS      | $148.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Aaron's Company Inc                             | AARON'S CO INC            | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $35.85        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hooker Furnishings Corp.                            | HOOKER FURNISHIN          | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       321 | NS      | $6002.70      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies, Inc.                      | GREENBRIER COS            | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       724 | NS      | $24275.72     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                               | MGIC INVT CORP            | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      8872 | NS      | $115336.00    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Cmnty Ban                                  | CITIZENS COMMUNI          | CUSIP: 174903104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       514 | NS      | $6183.42      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Co                                          | EASTERN CO                | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |       121 | NS      | $2332.88      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                                     | PHOTRONICS INC            | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      1552 | NS      | $26120.16     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Onespan Inc                                         | ONESPAN INC               | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |       322 | NS      | $3603.18      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimas Corporation                                  | TRIMAS CORP               | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |       458 | NS      | $12704.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. Holdings Inc.                                | MDC HOLDINGS INC          | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      2039 | NS      | $64432.40     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                            | PERDOCEO EDUCATI          | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      2263 | NS      | $31455.70     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc                | VERADIGM INC              | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |       590 | NS      | $10407.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                              | PRIMIS FINANCIAL          | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |       537 | NS      | $6363.45      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products Inc.                       | RESOLUTE FOREST PRODUCTS  | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3718 | NS      | $80271.62     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation                 | SELECT MEDICAL            | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2065 | NS      | $51273.95     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc.                            | KIMBALL ELECTRON          | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |       747 | NS      | $16874.73     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc.                                      | PRA GROUP INC             | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |       942 | NS      | $31820.76     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                        | TOPGOLF CALLAWAY          | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      1656 | NS      | $32706.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                                | HUNTSMAN CORP             | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      2966 | NS      | $81505.68     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                         | ITRON INC                 | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       399 | NS      | $20209.35     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FDS INC                                 | FIRST AM-TR OB-X          | CUSIP: 31846V328<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |    216710 | PA      | $216709.85    | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Incorporated                               | DUCOMMUN INC              | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |       162 | NS      | $8093.52      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril Quip Inc                                       | DRIL-QUIP INC             | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |       616 | NS      | $16736.72     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc.                             | NICOLET BANKSHAR          | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       177 | NS      | $14122.83     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Inc                               | EARTHSTONE ENE-A          | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |      2091 | NS      | $29754.93     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                            | FIRST FIN BANCRP          | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      1612 | NS      | $39058.76     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| F N B Corp (Pennsylvania)                           | FNB CORP                  | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      7218 | NS      | $94194.90     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| S&W Seed Company                                    | S&W SEED CO               | CUSIP: 785135104<br>LEI: 5493000VGNLHM547AC08 | Long             | EC               | CORP              | US        |        18 | NS      | $26.82        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc.                               | LAKELAND BANCORP          | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |      1466 | NS      | $25816.26     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathfinder Bancorp                                  | PATHFINDER BANCP          | CUSIP: 70319R109<br>LEI: 549300OE0R516BNKW235 | Long             | EC               | CORP              | US        |        12 | NS      | $229.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Co                                  | UMPQUA HOLDINGS           | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |         1 | NS      | $17.85        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jerash Holdings (US)  Inc.                          | JERASH HOLDINGS           | CUSIP: 47632P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       313 | NS      | $1214.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc.                        | BROOKDALE SR              | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |      1727 | NS      | $4714.71      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                               | UNIVERSAL CORP            | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       433 | NS      | $22866.73     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                    | COEUR MINING INC          | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |       884 | NS      | $2970.24      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Insurance Holdings Corp.                     | UNITED INSURANCE          | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |       338 | NS      | $358.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                         | GENESCO INC               | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       402 | NS      | $18500.04     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronic Inc.                                      | DAKTRONICS INC            | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |      1398 | NS      | $3942.36      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnachip Semiconductor Corp.                       | MAGNACHIP SEMICO          | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |       368 | NS      | $3455.52      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Techn                                  | CORE MOLDING TECHNOLOGIES | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |       195 | NS      | $2533.05      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                         | MATTHEWS INTL-A           | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       363 | NS      | $11049.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Company                            | CALLON PETROLEUM          | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      2159 | NS      | $80077.31     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc            | CONSOLIDATED COM          | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |      3312 | NS      | $11856.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Dixie Group, Inc.                               | DIXIE GROUP INC           | CUSIP: 255519100<br>LEI: 549300MLTT5S33W3Q656 | Long             | EC               | CORP              | US        |         5 | NS      | $4.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc.                            | ANI PHARMACEUTIC          | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |        56 | NS      | $2252.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BGSF Inc                                            | BGSF INC                  | CUSIP: 05601C105<br>LEI: 549300AUC6I9ZG3KKQ91 | Long             | EC               | CORP              | US        |       252 | NS      | $3860.64      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Company     | AMER EQUITY INVT          | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      3221 | NS      | $146942.02    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co.                            | MODINE MANUFACTURING CO   | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      1311 | NS      | $26036.46     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                               | ICF INTERNATIONAL INC     | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |        11 | NS      | $1089.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crossfirst Bankshares Inc.                          | CROSSFIRST BANKSHARES INC | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1210 | NS      | $15016.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc.                         | MIDLAND STATES BANCORP IN | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      1153 | NS      | $30692.86     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp.                             | UNIVEST FINANCIA          | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       732 | NS      | $19127.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc.                     | TELEPHONE & DATA          | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3303 | NS      | $34648.47     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial                                  | HERITAGE FINL             | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       587 | NS      | $17985.68     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Incorporation               | COLUMBIA BANKING          | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       847 | NS      | $25520.11     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Inds Inc                                        | ABM INDUSTRIES            | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |       986 | NS      | $43798.12     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corporation                         | FIRST MERCHANTS           | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |        49 | NS      | $2014.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Formfactor Inc                                      | FORMFACTOR INC            | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |       227 | NS      | $5046.21      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services Inc                          | SELECT ENERGY SERVICES IN | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |       270 | NS      | $2494.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                           | TAYLOR MORRISON           | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      3337 | NS      | $101277.95    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                    | BOISE CASCADE CO          | CUSIP: 09739D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       885 | NS      | $60772.95     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                                  | MANPOWERGROUP IN          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       684 | NS      | $56915.64     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc                       | SUPERNUS PHARMAC          | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |       897 | NS      | $31995.99     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc                                   | QURATE RETAIL INC         | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |      2213 | NS      | $3607.19      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gencor Industries Inc.                              | GENCOR INDS INC           | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       270 | NS      | $2727.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAGG                                                | ZAGG_CVR                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       443 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                           | ARGAN INC                 | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |       247 | NS      | $9109.36      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trueblue Inc                                        | TRUEBLUE INC              | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       983 | NS      | $19247.14     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                               | RUSH ENTER-CL A           | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      1193 | NS      | $62370.04     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corporation                             | ADAPTHEALTH CORP          | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1085 | NS      | $20853.70     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RCM Technologies                                    | RCM TECH INC              | CUSIP: 749360400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $61.70        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                              | SCHNEIDER NATL-B          | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      2446 | NS      | $57236.40     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Co.                                  | NORTHWEST PIPE            | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |        72 | NS      | $2426.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Territorial Bancorp Inc                             | TERRITORIAL BANCORP INC   | CUSIP: 88145X108<br>LEI: 5493003VDUGN5KBPTN24 | Long             | EC               | CORP              | US        |       266 | NS      | $6386.66      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group, Inc.                      | BANKWELL FINANCI          | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |       141 | NS      | $4149.63      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                            | NOV INC                   | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |       824 | NS      | $17213.36     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc.                               | FIRST BANCSHARES          | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |       491 | NS      | $15716.91     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                                     | INTERFACE INC             | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      1182 | NS      | $11666.34     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp.                             | PREMIER FINANCIA          | CUSIP: 74052F108<br>LEI: 549300JGKN0NL8JSA469 | Long             | EC               | CORP              | US        |       800 | NS      | $21576.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc.                               | BIGLARI HOLDIN-B          | CUSIP: 08986R309<br>LEI: 549300J4OQ973AEQEG06 | Long             | EC               | CORP              | US        |        17 | NS      | $2359.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                              | ESCO TECH INC             | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       175 | NS      | $15319.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                              | SYNAPTICS INC             | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       353 | NS      | $33591.48     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                        | ARCHROCK INC              | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      1930 | NS      | $17331.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                          | INDEPENDENT BANK          | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       169 | NS      | $10153.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                          | MERIT MEDICAL             | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |        18 | NS      | $1271.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                        | VIASAT INC                | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |       965 | NS      | $30542.25     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co.                         | PREFORMED LINE            | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       111 | NS      | $9245.19      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp.                                         | BERRY CORP                | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4661 | NS      | $37288.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                  | CIRRUS LOGIC INC          | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       680 | NS      | $50646.40     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                                   | HF SINCLAIR CORP          | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       782 | NS      | $40577.98     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc.                           | ENCORE CAPITAL G          | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       844 | NS      | $40461.36     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                    | PRESTIGE CONSUME          | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       648 | NS      | $40564.80     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial Corporation MD                  | COMMUNITY FINANC          | CUSIP: 20368X101<br>LEI: 549300IM1P8BVV642449 | Long             | EC               | CORP              | US        |       187 | NS      | $7461.30      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                          | ARCOSA INC                | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |       581 | NS      | $31571.54     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                                | HECLA MINING CO           | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      4866 | NS      | $27054.96     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                                   | PDF SOLUTIONS             | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |        23 | NS      | $655.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank (Nj)                                     | FIRST BANK/HAMIL          | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |       644 | NS      | $8861.44      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc.                              | EQUITY BANCSHARES INC - C | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |       460 | NS      | $15028.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                      | ECHOSTAR CORP-A           | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      1562 | NS      | $26054.16     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ll Flooring Holdings Inc.                           | LL FLOORING HOLD          | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       510 | NS      | $2866.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                      | TEXAS CAPITAL BA          | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       679 | NS      | $40950.49     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc.                                | PEOPLES BANC INC          | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       711 | NS      | $20085.75     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TowneBank (Portsmouth Virginia)                     | TOWNE BANK                | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      1066 | NS      | $32875.44     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Gas Serv                                    | NATURAL GAS SERV          | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       126 | NS      | $1443.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                        | WORTHINGTON INDS          | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       530 | NS      | $26346.30     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc.                                     | HOMESTREET INC            | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       446 | NS      | $12300.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc.                               | NORTHRIM BANCORP INC      | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |       224 | NS      | $12223.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc.                                | INTREPID POTASH           | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |       438 | NS      | $12645.06     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                          | ADEIA INC                 | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3600 | NS      | $34128.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc.                         | SOUTH PLAINS FINANCIAL IN | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |        85 | NS      | $2340.05      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                             | GENWORTH FINANCI          | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     28712 | NS      | $151886.48    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Trio Tech Intrnatl                                  | TRIO-TECH INTL            | CUSIP: 896712205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        48 | NS      | $216.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Ootdoor Inc                                   | VISTA OUTDOOR             | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      1700 | NS      | $41429.00     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc.                       | COVENANT LOGISTI          | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       717 | NS      | $24786.69     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Bancorp Inc.                               | STERLING BANCORP INC/MI   | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1375 | NS      | $8373.75      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Montana Inc                           | EAGLE BANCORP MO          | CUSIP: 26942G100<br>LEI: 549300P2SVRIY3YU1412 | Long             | EC               | CORP              | US        |       166 | NS      | $2682.56      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc.                                       | NUVASIVE INC              | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |       645 | NS      | $26599.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                             | WERNER ENT                | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |       525 | NS      | $21136.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Capital Group Inc.                       | ASSOCIATED CAP-A          | CUSIP: 045528106<br>LEI: 549300FBGXGSSUE01W24 | Long             | EC               | CORP              | US        |        15 | NS      | $629.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Escalade Inc.                                       | ESCALADE INC              | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       481 | NS      | $4896.58      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankfinancial Corp                                  | BANKFINANCIAL             | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       845 | NS      | $8897.85      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Construction Co Inc.                       | STERLING INFRAST          | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       653 | NS      | $21418.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                                | LAREDO PETROLEUM          | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |       678 | NS      | $34862.76     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                                      | API GROUP CORP            | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |        21 | NS      | $395.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc.                           | FIRST MID BANCSH          | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       372 | NS      | $11933.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc                                           | VALHI INC                 | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       760 | NS      | $16720.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Point Holdings Llc                             | FIVE POINT HOLDINGS LLC-C | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1742 | NS      | $4058.86      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc.                                     | FS BANCORP INC            | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       196 | NS      | $6554.24      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                            | SANGAMO THERAPEUTICS INC  | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |      1800 | NS      | $5652.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                     | S & T BANCORP             | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       896 | NS      | $30625.28     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                        | ENCOMPASS HEALTH          | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      1124 | NS      | $67226.44     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc.                        | FIRST WESTERN FI          | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |        14 | NS      | $394.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                    | QUIDELORTHO CORP          | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |        96 | NS      | $8224.32      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                              | MURPHY OIL CORP           | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      2649 | NS      | $113933.49    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                          | AMNEAL PHARMACEU          | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |      4063 | NS      | $8085.37      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                                       | LHC GROUP INC             | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |        79 | NS      | $12773.51     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                                   | SYNEOS HEALTH IN          | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      2308 | NS      | $84657.44     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Comscore Inc.                                       | COMSCORE INC              | CUSIP: 20564W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       385 | NS      | $446.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc.                     | NATURE'S SUNSHNE          | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       322 | NS      | $2679.04      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustco Bank Corp NY                                | TRUSTCO BANK NY           | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       625 | NS      | $23493.75     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                        | FULTON FINANCIAL          | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      2086 | NS      | $35107.38     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PCSB Financial Corp.                                | PCSB FINANCIAL CORP       | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       351 | NS      | $6683.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc.                                  | PC CONNECTION             | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       452 | NS      | $21198.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp.                    | COMTECH TELECOMM          | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |       773 | NS      | $9384.22      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                          | THERMON GROUP HOLDINGS IN | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |       618 | NS      | $12409.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextgen Healthcare Inc                              | NEXTGEN HEALTHCA          | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       666 | NS      | $12507.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                             | ELLINGTON FINANC          | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |         9 | NS      | $111.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumulus Media Inc.                                  | CUMULUS MEDIA-A           | CUSIP: 231082801<br>LEI: 549300OW8SUYVNKSAC51 | Long             | EC               | CORP              | US        |      1747 | NS      | $10848.87     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| China Automotive S                                  | CHINA AUTOMOTIVE          | CUSIP: 16936R105<br>LEI: 52990059UORTCZ66JW45 | Long             | EC               | CORP              | US        |      1444 | NS      | $8375.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                        | CLEARWATER                | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       546 | NS      | $20644.26     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc.                          | UTAH MEDICAL PRO          | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |         8 | NS      | $804.24       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                 | MERITAGE HOMES C          | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       962 | NS      | $88696.40     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group                                         | WEYCO GROUP               | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |        22 | NS      | $465.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp.                                      | TREDEGAR CORP             | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |       603 | NS      | $6162.66      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                             | AZZ INC                   | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       290 | NS      | $11658.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Connectone Bancorp Inc.                             | CONNECTONE BANCORP INC    | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |       851 | NS      | $20602.71     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                          | WSFS FINANCIAL            | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       694 | NS      | $31465.96     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wiley John & Sons Inc.                              | WILEY JOHN&SON-A          | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |        39 | NS      | $1562.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bassett Furniture Industries Inc.                   | BASSETT FURN              | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       346 | NS      | $6013.48      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tillys Inc                                          | TILLY'S INC-CL A          | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       626 | NS      | $5665.30      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                         | AVNET INC                 | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      2750 | NS      | $114345.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                            | COMSTOCK RESOURCES INC    | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |       550 | NS      | $7540.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                        | INGLES MARKETS-A          | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |       353 | NS      | $34050.38     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                     | B&G FOODS INC             | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |       750 | NS      | $8362.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                               | CIVITAS RESOURCE          | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |         1 | NS      | $57.93        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc.                     | NATL PRESTO INDS          | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $4860.66      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                                   | FLUOR CORP                | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |        18 | NS      | $623.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Data I/O Corp                                       | DATA I/O CORP             | CUSIP: 237690102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       459 | NS      | $1822.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                                | SUMMIT MATERIA-A          | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |      1533 | NS      | $43511.05     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Inc.                                             | NN INC                    | CUSIP: 629337106<br>LEI: 549300SU3TUM6VH84645 | Long             | EC               | CORP              | US        |       396 | NS      | $594.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains GP Holdings LP                               | PLAINS GP HOLD-A          | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |      3276 | NS      | $40753.44     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp.                          | FIRST OF LONG IS          | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       632 | NS      | $11376.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                            | EBIX INC                  | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |       666 | NS      | $13293.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc.                                      | M/I HOMES INC             | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      1193 | NS      | $55092.74     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                        | LA-Z-BOY INC              | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      1056 | NS      | $24097.92     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                          | XEROX HOLDINGS C          | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      2932 | NS      | $42807.20     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                               | UNITED FIRE GROU          | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       849 | NS      | $23228.64     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                         | MAXIMUS INC               | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       685 | NS      | $50231.05     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Lease Finance Corp.                          | WILLIS LEASE              | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |        31 | NS      | $1829.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc                             | LIFECORE BIOMEDI          | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |       281 | NS      | $1820.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc                                       | GEO GROUP INC/TH          | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      3749 | NS      | $41051.55     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation                | FIRST AMERICAN F          | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      2758 | NS      | $144353.72    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp.                           | REGIONAL MANAGEM          | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |         2 | NS      | $56.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                       | BERKSHIRE HILLS           | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       189 | NS      | $5651.10      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc.                   | PROVIDENT FINANC          | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      1557 | NS      | $33257.52     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                               | HARLEY-DAVIDSON           | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      2968 | NS      | $123468.80    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc.                      | AMERICAN PUBLIC           | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |       568 | NS      | $6980.72      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Patriot Transportatation Holding Inc                | PATRIOT TRANSPOR          | CUSIP: 70338W105<br>LEI: 549300CONREOD6V7PO98 | Long             | EC               | CORP              | US        |        96 | NS      | $682.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                        | CARS.COM INC              | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |       448 | NS      | $6168.96      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc.                            | INSIGHT ENTERPRI          | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       444 | NS      | $44519.88     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrols Restaurant Group Inc.                       | CARROLS RESTAURANT GROUP  | CUSIP: 14574X104<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | EC               | CORP              | US        |      1295 | NS      | $1761.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens & Northern Corp.                           | CITIZENS & NORTHERN CORP  | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        81 | NS      | $1851.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifirst Corp                                       | UNIFIRST CORP/MA          | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       137 | NS      | $26439.63     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                         | CALERES INC               | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |       750 | NS      | $16710.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Culp Inc                                            | CULP INC                  | CUSIP: 230215105<br>LEI: 549300BIJZDD8EVS1U89 | Long             | EC               | CORP              | US        |       443 | NS      | $2033.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silverbow Resources Inc                             | SILVERBOW RESOURCES INC   | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |       590 | NS      | $16685.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ehealth Inc.                                        | EHEALTH INC               | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |       850 | NS      | $4114.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corporation                              | SOUTHSTATE CORP           | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       149 | NS      | $11377.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                        | VISHAY INTERTECH          | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      3098 | NS      | $66823.86     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                     | EQT CORP                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |         1 | NS      | $33.83        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                         | AMALGAMATED FINA          | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1001 | NS      | $23063.04     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Friedman Inds Inc                                   | FRIEDMAN INDTRY           | CUSIP: 358435105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        76 | NS      | $744.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                         | ZUMIEZ INC                | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       382 | NS      | $8304.68      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kandi Technologies Group Inc                        | KANDI TECHNOLOGI          | CUSIP: 483709101<br>LEI: 529900TXUELWMVI79005 | Long             | EC               | CORP              | US        |      1725 | NS      | $3967.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                              | PROPETRO HOLDING          | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2421 | NS      | $25105.77     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tegna Inc                                           | TEGNA INC                 | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      4044 | NS      | $85692.36     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                  | UFP INDUSTRIES I          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       786 | NS      | $62290.50     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                      | SIERRA BANCORP            | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       396 | NS      | $8411.04      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carecloud Inc                                       | CARECLOUD INC             | CUSIP: 14167R100<br>LEI: 549300GEO5Y45G5I3070 | Long             | EC               | CORP              | US        |       549 | NS      | $1542.69      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumberland Pharmac                                  | CUMBERLAND PHARM          | CUSIP: 230770109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $105.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment Inc                              | PENN ENTERTAINME          | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2486 | NS      | $73834.20     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent Biosolutions Inc                           | EMERGENT BIOSOLU          | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |       698 | NS      | $8243.38      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation           | INTEGRA LIFESCIE          | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |       703 | NS      | $39417.21     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc.                                | RE/MAX HOLDINGS           | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      1085 | NS      | $20224.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                                | KOPPERS HOLDINGS          | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       590 | NS      | $16638.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc. (Kentucky)                    | REPUBLIC BANCORP INC-CLAS | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       432 | NS      | $17677.44     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                                  | ENOVIS CORP               | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |       765 | NS      | $40942.80     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc.                                   | HOME BANCORP INC          | CUSIP: 43689E107<br>LEI: 5493008ATL42O3U2YM84 | Long             | EC               | CORP              | US        |       185 | NS      | $7405.55      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                         | RAMBUS INC                | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      1695 | NS      | $60714.90     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc                                         | GAP INC/THE               | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      7563 | NS      | $85310.64     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries, Inc.                  | KULICKE & SOFFA           | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |       793 | NS      | $35098.18     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Resource Partners, L.P.                    | ALLIANCE RESOURC          | CUSIP: 01877R108<br>LEI: 529900T4Q5UPWOUFG783 | Long             | EC               | CORP              | US        |       300 | NS      | $6096.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                          | STRIDE INC                | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |       614 | NS      | $19205.92     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties Inc.                             | STRATUS PROP              | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |         1 | NS      | $19.29        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                    | MOVADO GROUP              | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       368 | NS      | $11868.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                    | CARPENTER TECH            | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       707 | NS      | $26116.58     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                 | VIAVI SOLUTIONS           | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |       310 | NS      | $3258.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess Inc                                           | GUESS? INC                | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |       244 | NS      | $5048.36      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp  PA               | FIRST COMMON FIN          | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |         1 | NS      | $13.97        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods, Inc.                               | TREEHOUSE FOODS           | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |       562 | NS      | $27751.56     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                               | MARTEN TRANSPORT          | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       595 | NS      | $11769.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                        | CENTRAL GARDEN-A          | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       520 | NS      | $18616.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Financial Services Inc                     | PENNYMAC FINANCI          | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      1215 | NS      | $68841.90     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                                | SUNCOKE ENERGY I          | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      3483 | NS      | $30058.29     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                           | MONRO INC                 | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       257 | NS      | $11616.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc. (Tennessee)                  | MILLER INDS/TENN          | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |       181 | NS      | $4825.46      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc.                     | INFORMATION SERVICES GROU | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      1030 | NS      | $4738.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc                    | UNIVERSAL INSURA          | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      1690 | NS      | $17897.10     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                       | STEELCASE INC-A           | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      6024 | NS      | $42589.68     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc.                           | MERCER INTERNATI          | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |      2662 | NS      | $30985.68     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Founation Inc.                                | FIRST FOUNDATION          | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |       594 | NS      | $8512.02      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                                 | MERCURY SYSTEMS           | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |       900 | NS      | $40266.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                         | PEDIATRIX MEDICA          | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1062 | NS      | $15781.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                                   | FOOT LOCKER INC           | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      2492 | NS      | $94172.68     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc.                                | TITAN MACHINERY           | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |       606 | NS      | $24076.38     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                             | DIGI INTL INC             | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |       180 | NS      | $6579.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Widepoint Corp                                      | WIDEPOINT CORP            | CUSIP: 967590209<br>LEI: 529900TW34CMYP8ZUJ88 | Long             | EC               | CORP              | US        |       129 | NS      | $234.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                | ASSOC BANC-CORP           | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      3012 | NS      | $69547.08     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc.                      | AMER EAGLE OUTF           | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      2616 | NS      | $36519.36     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corporation              | ENTRAVISION CO-A          | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      1954 | NS      | $9379.20      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB Group Inc                                       | HUB GROUP-A               | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $48409.41     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Startek Inc                                         | STARTEK INC               | CUSIP: 85569C107<br>LEI: 549300ONES3WQ9KY7P17 | Long             | EC               | CORP              | US        |       891 | NS      | $3341.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                                | OLD NATL BANCORP          | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |        18 | NS      | $323.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Crafts Inc                                    | CROWN CRAFTS INC          | CUSIP: 228309100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       313 | NS      | $1671.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VOXX International Corp.                            | VOXX INTERNATIONAL CORP   | CUSIP: 91829F104<br>LEI: EC1QKSEOVR96PYJPNS25 | Long             | EC               | CORP              | US        |       581 | NS      | $4868.78      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products, Inc.                       | STANDARD MOTOR            | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       423 | NS      | $14720.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Educationa                                  | LINCOLN EDUCATIO          | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |      1017 | NS      | $5888.43      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                 | MR COOPER GROUP           | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      1763 | NS      | $70749.19     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                     | ALAMO GROUP               | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       126 | NS      | $17841.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc.                                | COLONY BANKCORP           | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $304.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CapStar Financial Holdings Inc.                     | CAPSTAR FINANCIA          | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        73 | NS      | $1289.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries                                      | LSI INDUSTRIES            | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |        14 | NS      | $171.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc.                     | FIRST COMMUNITY BANKSHARE | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $13560.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                          | UNITED NATURAL            | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      1079 | NS      | $41768.09     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                           | STEPAN CO                 | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       112 | NS      | $11923.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KEY Tronic Corp                                     | KEY TRONIC CORP           | CUSIP: 493144109<br>LEI: 40TF3VPKEM3IMMIU0O47 | Long             | EC               | CORP              | US        |       392 | NS      | $1697.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essa Bancorp Inc                                    | ESSA BANCORP INC          | CUSIP: 29667D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85 | NS      | $1773.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                          | INOGEN INC                | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       178 | NS      | $3508.38      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Angiodynamics Inc                                   | ANGIODYNAMICS IN          | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |       452 | NS      | $6224.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp.                              | KEARNY FINANCIAL CORP/MD  | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1965 | NS      | $19944.75     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                                 | NAVIENT CORP              | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      2029 | NS      | $33377.05     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ARK Restaurants Cp                                  | ARK RESTAURANTS           | CUSIP: 040712101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $165.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp.                                        | RBB BANCORP               | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |       705 | NS      | $14699.25     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                      | MRC GLOBAL INC            | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      1320 | NS      | $15285.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp.                            | FLUSHING FINANCIAL CORP   | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       916 | NS      | $17752.08     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc.                      | MOTORCAR PARTS            | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |       401 | NS      | $4755.86      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                  | HELIX ENERGY SOL          | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      3992 | NS      | $29460.96     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp.                                 | CNB FINL CORP/PA          | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |       649 | NS      | $15439.71     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc.                      | DIME COMMUNITY B          | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       623 | NS      | $19830.09     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Marinemax Inc                                       | MARINEMAX INC             | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       796 | NS      | $24851.12     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply, Inc.                         | BEACON ROOFING S          | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |        24 | NS      | $1266.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                        | GRIFFON CORP              | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      1327 | NS      | $47493.33     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc.                           | VILLAGE SUPER -A          | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |       680 | NS      | $15837.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc.                         | VISHAY PRECI              | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       245 | NS      | $9469.25      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandy Leather Factory Inc                           | TANDY LEATHER FA          | CUSIP: 87538X105<br>LEI: 549300XB36MQTBM8UQ34 | Long             | EC               | CORP              | US        |       149 | NS      | $636.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** NORTHERN LIGHTS FUND TRUST II

**Signature:** Erik Naviloff

**Name of Signer:** Erik Naviloff

**Title:** Treasurer