# EDGAR Filing Document

**Accession Number:** 0001038469
**File Stem:** 0001038469-23-000039
**Filing Date:** 2023-2
**Character Count:** 112093
**Document Hash:** 7514f1e78488e2749b3b1ffbcdefd1e1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001038469-23-000039.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001038469-23-000039

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Quantitative Management Funds, Inc.
- **CENTRAL INDEX KEY:** 0001038469
- **IRS NUMBER:** 522044216
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08203
- **FILM NUMBER:** 23667720

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** T. Rowe Price Diversified Small-Cap Growth Fund, Inc.
- **DATE OF NAME CHANGE:** 20051018

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE DIVERSIFIED SMALL CAP GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19970430

## Series and Classes Contracts Data

### T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (Series ID: S000052904)

| Class ID   | Class Name                                                           | Ticker Symbol   |
|:---|:---|:---|
| C000166439 | T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund               | TQSMX           |
| C000166440 | T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund-Advisor Class | TQSAX           |
| C000166441 | T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund-I Class       | TQSIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE QUANTITATIVE MANAGEMENT FUNDS, INC.

- **b. Investment Company Act file number:** 811-08203

- **c. CIK number of Registrant:** 0001038469

- **d. LEI of Registrant:** NK54V6P11ERQV3U37N10

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

  - **Street Address 1:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund

- **b. EDGAR series identifier (if any):** S000052904

- **c. LEI of Series:** 549300W1UD5BSCDBEY41

**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:** $314500034.46

**Total Liabilities:** $2828806.31

**Net Assets:** $311671228.15

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000166441 | 10.28%               | 5.22%                | -5.46%               |
| Class ID C000166440 | 10.24%               | 5.15%                | -5.49%               |
| Class ID C000166439 | 10.27%               | 5.25%                | -5.45%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1086517.79              | $27968229.22                               |
| Month 2  | $-113118.42              | $16286152.40                               |
| Month 3  | $-279156.69              | $-18158728.69                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Scholar Rock Holding Corp                       | SCHOLAR ROCK WTS 12.25 PP                                    | CUSIP: TC2K72CM5<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      2403 | NS      | $12188.36     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SMART Global Holdings Inc                       | SMART GLOBAL HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | KY        |     42214 | NS      | $628144.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                           | NABORS INDUSTRIES LTD                                        | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |      2440 | NS      | $377882.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                  | PERRIGO CO PLC                                               | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     16394 | NS      | $558871.46    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                   | SAPIENS INTERNATIONAL CORP NV                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     26403 | NS      | $487927.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                      | STERIS PLC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5021 | NS      | $927328.49    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                | ESSENT GROUP LTD                                             | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     38379 | NS      | $1492175.52   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                  | TECHNIPFMC PLC                                               | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |    146369 | NS      | $1784238.11   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                               | PROTHENA CORP PLC                                            | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |     13981 | NS      | $842355.25    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                        | JAZZ PHARMACEUTICALS PLC                                     | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      3793 | NS      | $604262.83    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                    | ALKERMES PLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     11852 | NS      | $309692.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                     | GENPACT LTD                                                  | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     42732 | NS      | $1979346.24   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                                      | LAZARD LTD                                                   | CUSIP: 000000000<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | BM        |     24464 | NS      | $848166.88    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                      | ZUMIEZ INC                                                   | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     15575 | NS      | $338600.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                | ZIONS BANCORP NA                                             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     28138 | NS      | $1383264.08   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                    | ZENTALIS PHARMACEUTICALS INC                                 | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13550 | NS      | $272897.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                      | XENCOR INC                                                   | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     20196 | NS      | $525903.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp              | WILLSCOT MOBILE MINI HOLDINGS CORP                           | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     21906 | NS      | $989494.02    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                             | WILLIAMS-SONOMA INC                                          | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      7285 | NS      | $837192.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                     | WESTROCK CO                                                  | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     38840 | NS      | $1365614.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                   | WESTLAKE CORP                                                | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     12371 | NS      | $1268522.34   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                            | WESTERN DIGITAL CORP                                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     16602 | NS      | $523793.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                        | WESTERN ALLIANCE BANCORP                                     | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     20042 | NS      | $1193701.52   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                       | WEST FRASER TIMBER CO LTD                                    | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     12404 | NS      | $896685.16    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Wendy s Co/The                                  | WENDY'S CO/THE                                               | CUSIP: 95058W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64045 | NS      | $1449338.35   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                              | VOYA FINANCIAL INC                                           | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     36031 | NS      | $2215546.19   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                  | VIRTUS INVESTMENT PARTNERS INC                               | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      2963 | NS      | $567236.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria s Secret & Co                          | VICTORIA'S SECRET & CO                                       | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      7782 | NS      | $278439.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                     | VIATRIS INC                                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    124927 | NS      | $1390437.51   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                              | VERINT SYSTEMS INC                                           | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     11432 | NS      | $414752.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                         | V2X INC                                                      | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9614 | NS      | $396962.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                   | UNIVERSAL HEALTH SERVICES INC                                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      9176 | NS      | $1292806.64   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                           | US FOODS HOLDING CORP                                        | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     30658 | NS      | $1042985.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                              | UNITED RENTALS INC                                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      2614 | NS      | $929067.88    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                    | UNITED AIRLINES HOLDINGS INC                                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     21204 | NS      | $799390.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                   | ULTRAGENYX PHARMACEUTICAL INC                                | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      9722 | NS      | $450420.26    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                              | UFP INDUSTRIES INC                                           | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     14974 | NS      | $1186689.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                        | UGI CORP                                                     | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     18912 | NS      | $701067.84    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                               | TTEC HOLDINGS INC                                            | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     10180 | NS      | $449243.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                | TRINET GROUP INC                                             | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      4701 | NS      | $318727.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                             | TRAVEL + LEISURE CO                                          | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     28286 | NS      | $1029610.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                     | TORO CO/THE                                                  | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     11020 | NS      | $1247464.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                   | TOPBUILD CORP                                                | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      2610 | NS      | $408438.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                   | TIMKEN CO/THE                                                | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     24078 | NS      | $1701592.26   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                     | TEXTRON INC                                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     37901 | NS      | $2683390.80   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                      | TEREX CORP                                                   | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     27791 | NS      | $1187231.52   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                    | TERADYNE INC                                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      9702 | NS      | $847469.70    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                   | TERADATA CORP                                                | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     27861 | NS      | $937801.26    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaya Therapeutics Inc                         | TENAYA THERAPEUTICS INC                                      | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40367 | NS      | $81137.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                            | TARGA RESOURCES CORP                                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     11150 | NS      | $819525.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                           | TFI INTERNATIONAL INC                                        | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |      6054 | NS      | $606852.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                          | SYNOVUS FINANCIAL CORP                                       | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     45807 | NS      | $1720052.85   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                    | SUPERNUS PHARMACEUTICALS INC                                 | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      5787 | NS      | $206422.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                      | STRIDE INC                                                   | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     13167 | NS      | $411863.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                         | STRATEGIC EDUCATION INC                                      | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      9906 | NS      | $775837.92    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                              | STEEL DYNAMICS INC                                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     20593 | NS      | $2011936.10   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                      | SPROUTS FARMERS MARKET INC                                   | CUSIP: 85208M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17180 | NS      | $556116.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                        | SILICON LABORATORIES INC                                     | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      2568 | NS      | $348400.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                      | SIGNATURE BANK/NEW YORK NY                                   | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      9540 | NS      | $1099198.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                   | SERVICE CORP INTERNATIONAL/US                                | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     17417 | NS      | $1204211.38   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                    | SEMTECH CORP                                                 | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     30159 | NS      | $865261.71    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                    | SELECT MEDICAL HOLDINGS CORP                                 | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86630 | NS      | $2151022.90   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp                       | SCHOLAR ROCK HOLDING CORP                                    | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |     16826 | NS      | $152275.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                 | SCHOLASTIC CORP                                              | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50527 | NS      | $1993795.42   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                                | SAUL CENTERS INC                                             | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13501 | NS      | $549220.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                        | SAIA INC                                                     | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      5413 | NS      | $1134997.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                      | SABRA HEALTH CARE REIT INC                                   | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     51041 | NS      | $634439.63    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corp                                    | SP PLUS CORP                                                 | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |     13237 | NS      | $459588.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                  | SS&C TECHNOLOGIES HOLDINGS INC                               | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     18430 | NS      | $959465.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                | SPS COMMERCE INC                                             | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     10177 | NS      | $1307032.11   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                    | SM ENERGY CO                                                 | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     36908 | NS      | $1285505.64   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                        | SLM CORP                                                     | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22895 | NS      | $380057.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines Inc                        | REVOLUTION MEDICINES INC                                     | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     18131 | NS      | $431880.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral | CUSIP: 76105YYY8<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |   2566653 | NS      | $2566653.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND              | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |   2138866 | NS      | $2138865.97   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                             | REPLIMUNE GROUP INC                                          | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |     12108 | NS      | $329337.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                            | RENT-A-CENTER INC/TX                                         | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     14823 | NS      | $334258.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                    | RELIANCE STEEL & ALUMINUM CO                                 | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     11638 | NS      | $2355996.72   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                          | RELAY THERAPEUTICS INC                                       | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8513 | NS      | $127184.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                | REINSURANCE GROUP OF AMERICA INC                             | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      9036 | NS      | $1283925.24   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                              | REGAL REXNORD CORP                                           | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      9304 | NS      | $1116293.92   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                            | RED ROCK RESORTS INC                                         | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32796 | NS      | $1312167.96   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                | RADIAN GROUP INC                                             | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     18066 | NS      | $344518.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                           | RPM INTERNATIONAL INC                                        | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     15989 | NS      | $1558128.05   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                      | QUALYS INC                                                   | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     13150 | NS      | $1475824.50   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                                | QCR HOLDINGS INC                                             | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     14376 | NS      | $713624.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                  | PULTEGROUP INC                                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38156 | NS      | $1737242.68   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                      | PROMETHEUS BIOSCIENCES INC                                   | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2854 | NS      | $313940.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                               | PROG HOLDINGS INC                                            | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     26587 | NS      | $449054.43    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                   | PRIMERICA INC                                                | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      6216 | NS      | $881553.12    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                          | PRIMORIS SERVICES CORP                                       | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     31450 | NS      | $690013.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                | PRESTIGE CONSUMER HEALTHCARE INC                             | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15931 | NS      | $997280.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                   | PREFERRED BANK/LOS ANGELES CA                                | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      8799 | NS      | $656581.38    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                             | POTLATCHDELTIC CORP                                          | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     48597 | NS      | $2137782.03   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                               | POST HOLDINGS INC                                            | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      6096 | NS      | $550224.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                     | POPULAR INC                                                  | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     30282 | NS      | $2008302.24   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                      | PINNACLE WEST CAPITAL CORP                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     23750 | NS      | $1805950.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                  | PHOTRONICS INC                                               | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     74547 | NS      | $1254626.01   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                                 | PERKINELMER INC                                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      8736 | NS      | $1224961.92   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                          | PAYLOCITY HOLDING CORP                                       | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      6417 | NS      | $1246566.42   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                          | PATRICK INDUSTRIES INC                                       | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     20210 | NS      | $1224726.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                    | PARSONS CORP                                                 | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     39054 | NS      | $1806247.50   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                 | PACWEST BANCORP                                              | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     29069 | NS      | $667133.55    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                       | PACKAGING CORP OF AMERICA                                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     11226 | NS      | $1435917.66   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                         | PTC INC                                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     17763 | NS      | $2132270.52   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                            | PTC THERAPEUTICS INC                                         | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     10603 | NS      | $404716.51    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                        | PVH CORP                                                     | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     13014 | NS      | $918658.26    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                                  | PDC ENERGY INC                                               | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     31891 | NS      | $2024440.68   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                   | OWENS CORNING                                                | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     13247 | NS      | $1129969.10   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                     | OVINTIV INC                                                  | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |     39980 | NS      | $2027385.80   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                                  | OPEN TEXT CORP                                               | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |     27962 | NS      | $828793.68    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                             | ONTO INNOVATION INC                                          | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     11217 | NS      | $763765.53    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                            | ONEMAIN HOLDINGS INC                                         | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     21282 | NS      | $708903.42    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                       | ONEOK INC                                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     15267 | NS      | $1003041.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                           | ON SEMICONDUCTOR CORP                                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     18104 | NS      | $1129146.48   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                  | OMEGA HEALTHCARE INVESTORS INC                               | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     23229 | NS      | $649250.55    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                       | OLIN CORP                                                    | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     11229 | NS      | $594463.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp                 | OLD REPUBLIC INTERNATIONAL CORP                              | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     62019 | NS      | $1497758.85   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                       | OCEANFIRST FINANCIAL CORP                                    | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37273 | NS      | $792051.25    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                   | OCEANEERING INTERNATIONAL INC                                | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     73777 | NS      | $1290359.73   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                 | OSI SYSTEMS INC                                              | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      7401 | NS      | $588527.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                          | NURIX THERAPEUTICS INC                                       | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9599 | NS      | $105397.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                                    | NUVASIVE INC                                                 | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     19367 | NS      | $798695.08    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                 | GEN DIGITAL INC                                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     80137 | NS      | $1717335.91   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                               | NORTHWESTERN CORP                                            | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     22459 | NS      | $1332717.06   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                         | NEXSTAR MEDIA GROUP INC                                      | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     10945 | NS      | $1915703.35   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                       | NEWS CORP                                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     83383 | NS      | $1517570.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                      | NEUROCRINE BIOSCIENCES INC                                   | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     11500 | NS      | $1373560.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc                  | NATIONAL RETAIL PROPERTIES INC                               | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     28226 | NS      | $1291621.76   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                      | NATERA INC                                                   | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11328 | NS      | $455045.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                         | NVR INC                                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       255 | NS      | $1176207.90   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                  | NRG ENERGY INC                                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     42189 | NS      | $1342453.98   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                        | NCR CORP                                                     | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     20533 | NS      | $480677.53    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                      | MUELLER WATER PRODUCTS INC                                   | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |    131529 | NS      | $1415252.04   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                          | MUELLER INDUSTRIES INC                                       | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     22152 | NS      | $1306968.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                        | MOOG INC                                                     | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     16220 | NS      | $1423467.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                     | MONTE ROSA THERAPEUTICS INC                                  | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10044 | NS      | $76434.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                           | MOLINA HEALTHCARE INC                                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      5778 | NS      | $1908011.16   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                               | MIDDLEBY CORP/THE                                            | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     12642 | NS      | $1692763.80   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                       | MERIT MEDICAL SYSTEMS INC                                    | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     17486 | NS      | $1234861.32   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                            | MEDPACE HOLDINGS INC                                         | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      6986 | NS      | $1483896.26   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                    | MEDICAL PROPERTIES TRUST INC                                 | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     45017 | NS      | $501489.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Maximus Inc                                     | MAXIMUS INC                                                  | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     11294 | NS      | $828189.02    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                      | MATSON INC                                                   | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     13076 | NS      | $817380.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                      | MASCO CORP                                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     18301 | NS      | $854107.67    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp               | MARRIOTT VACATIONS WORLDWIDE CORP                            | CUSIP: 57164Y107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6391 | NS      | $860164.69    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                               | MANPOWERGROUP INC                                            | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     10953 | NS      | $911399.13    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                        | MANHATTAN ASSOCIATES INC                                     | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     11901 | NS      | $1444781.40   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                | MALIBU BOATS INC                                             | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6564 | NS      | $349861.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                               | STEVEN MADDEN LTD                                            | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     19019 | NS      | $607847.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy s Inc                                      | MACY'S INC                                                   | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     33510 | NS      | $691981.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                       | MGM RESORTS INTERNATIONAL                                    | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     22765 | NS      | $763310.45    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                          | LOUISIANA-PACIFIC CORP                                       | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     18478 | NS      | $1093897.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                  | LITTELFUSE INC                                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      2448 | NS      | $539049.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                   | LINCOLN ELECTRIC HOLDINGS INC                                | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      6665 | NS      | $963025.85    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                              | LIBERTY ENERGY INC                                           | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126257 | NS      | $2021374.57   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                             | LEIDOS HOLDINGS INC                                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     19622 | NS      | $2064038.18   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                             | LANDSTAR SYSTEM INC                                          | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      7131 | NS      | $1161639.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                            | LAMAR ADVERTISING CO                                         | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     16926 | NS      | $1597814.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                    | LA-Z-BOY INC                                                 | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     17730 | NS      | $404598.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                        | LKQ CORP                                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     18125 | NS      | $968056.25    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                         | KYMERA THERAPEUTICS INC                                      | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17705 | NS      | $441916.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Korn Ferry                                      | KORN FERRY                                                   | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     19036 | NS      | $963602.32    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                              | KONTOOR BRANDS INC                                           | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     25329 | NS      | $1012906.71   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Knight-Swift Transportation Holdings Inc        | KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC                     | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28434 | NS      | $1490225.94   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                      | KFORCE INC                                                   | CUSIP: 493732101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8464 | NS      | $464081.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                       | KEYSIGHT TECHNOLOGIES INC                                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      5500 | NS      | $940885.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                         | KB HOME                                                      | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     13302 | NS      | $423668.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                         | KARUNA THERAPEUTICS INC                                      | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4744 | NS      | $932196.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                      | KADANT INC                                                   | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      5458 | NS      | $969504.54    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                  | ZIFF DAVIS INC                                               | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      6360 | NS      | $503076.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                   | JEFFERIES FINANCIAL GROUP INC                                | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     30814 | NS      | $1056303.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                       | JABIL INC                                                    | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     26567 | NS      | $1811869.40   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                               | IRON MOUNTAIN INC                                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     34834 | NS      | $1736474.90   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                       | IONIS PHARMACEUTICALS INC                                    | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     23069 | NS      | $871316.13    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                | INTERPUBLIC GROUP OF COS INC/THE                             | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     25353 | NS      | $844508.43    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                   | INTERNATIONAL BANCSHARES CORP                                | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     19760 | NS      | $904217.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                       | INTELLIA THERAPEUTICS INC                                    | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     13402 | NS      | $467595.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                   | INSPERITY INC                                                | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      8955 | NS      | $1017288.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                      | INSMED INC                                                   | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     28317 | NS      | $565773.66    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                        | INDEPENDENT BANK CORP/MI                                     | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46327 | NS      | $1108141.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                               | INARI MEDICAL INC                                            | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3723 | NS      | $236633.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Immuneering Corp                                | IMMUNEERING CORP                                             | CUSIP: 45254E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37545 | NS      | $182093.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| IGM Biosciences Inc                             | IGM BIOSCIENCES INC                                          | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |      8197 | NS      | $139430.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                 | ICU MEDICAL INC                                              | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      4237 | NS      | $667242.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc               | HUNTINGTON INGALLS INDUSTRIES INC                            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      2647 | NS      | $610609.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                         | HUDSON TECHNOLOGIES INC                                      | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98142 | NS      | $993197.04    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                     | HUBBELL INC                                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      6311 | NS      | $1481065.48   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                       | HOST HOTELS & RESORTS INC                                    | CUSIP: 44107P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86804 | NS      | $1393204.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                          | HORIZON BANCORP INC/IN                                       | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     39002 | NS      | $588150.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                | HOPE BANCORP INC                                             | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     79114 | NS      | $1013450.34   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                     | HOLOGIC INC                                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     17200 | NS      | $1286732.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                 | HILLENBRAND INC                                              | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     28497 | NS      | $1215966.99   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                     | HEARTLAND FINANCIAL USA INC                                  | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     28801 | NS      | $1342702.62   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The                 | HANOVER INSURANCE GROUP INC/THE                              | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      7895 | NS      | $1066851.35   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                            | HANMI FINANCIAL CORP                                         | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     28052 | NS      | $694287.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                            | HANCOCK WHITNEY CORP                                         | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     38630 | NS      | $1869305.70   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                | HAEMONETICS CORP                                             | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      9864 | NS      | $775803.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                     | GODADDY INC                                                  | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     12898 | NS      | $965028.36    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc               | GAMING AND LEISURE PROPERTIES INC                            | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     37655 | NS      | $1961448.95   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| G1 Therapeutics Inc                             | G1 THERAPEUTICS INC                                          | CUSIP: 3621LQ109<br>LEI: 529900TC35UPZQYRKW13 | Long             | EC               | CORP              | US        |     29639 | NS      | $160939.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                       | FLEETCOR TECHNOLOGIES INC                                    | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      6825 | NS      | $1253616.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc               | FIRST INDUSTRIAL REALTY TRUST INC                            | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35696 | NS      | $1722688.96   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                       | FIRST BANCORP/PUERTO RICO                                    | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     88127 | NS      | $1120975.44   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                   | FIRST AMERICAN FINANCIAL CORP                                | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     11998 | NS      | $627975.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp              | FEDERAL AGRICULTURAL MORTGAGE CORP                           | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |      5818 | NS      | $655746.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                 | FAIR ISAAC CORP                                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      5367 | NS      | $3212578.86   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                    | EXELIXIS INC                                                 | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     78430 | NS      | $1258017.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                              | EVERI HOLDINGS INC                                           | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     47563 | NS      | $682529.05    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                           | EURONET WORLDWIDE INC                                        | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     13397 | NS      | $1264408.86   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                          | EQUITABLE HOLDINGS INC                                       | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     67861 | NS      | $1947610.70   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                           | ENVISTA HOLDINGS CORP                                        | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     23110 | NS      | $778113.70    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                            | ENPRO INDUSTRIES INC                                         | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      6063 | NS      | $658987.47    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                         | ENERPAC TOOL GROUP CORP                                      | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     12760 | NS      | $324742.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                | ENCORE WIRE CORP                                             | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7072 | NS      | $972824.32    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                        | ENCORE CAPITAL GROUP INC                                     | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     13945 | NS      | $668523.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                 | EMCOR GROUP INC                                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      9575 | NS      | $1418153.25   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                           | ELEMENT SOLUTIONS INC                                        | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     43738 | NS      | $795594.22    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                        | ELANCO ANIMAL HEALTH INC                                     | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    107391 | NS      | $1312318.02   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                   | ECHOSTAR CORP                                                | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     21323 | NS      | $355667.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                        | EBIX INC                                                     | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     27456 | NS      | $548021.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| East West Bancorp Inc                           | EAST WEST BANCORP INC                                        | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23950 | NS      | $1578305.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                  | EPR PROPERTIES                                               | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     31241 | NS      | $1178410.52   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                       | AXIS CAPITAL HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     29678 | NS      | $1607657.26   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                     | DROPBOX INC                                                  | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     40403 | NS      | $904219.14    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino s Pizza Inc                              | DOMINO'S PIZZA INC                                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      2598 | NS      | $899947.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                          | DOLBY LABORATORIES INC                                       | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     14719 | NS      | $1038278.26   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                            | EVEREST RE GROUP LTD                                         | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      6032 | NS      | $1998220.64   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                      | DIODES INC                                                   | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     17277 | NS      | $1315470.78   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                          | DINE BRANDS GLOBAL INC                                       | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     13782 | NS      | $890317.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                   | DIME COMMUNITY BANCSHARES INC                                | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24320 | NS      | $774105.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                          | DIAMONDBACK ENERGY INC                                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     10133 | NS      | $1385991.74   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/The                 | DESCARTES SYSTEMS GROUP INC/THE                              | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |     22698 | NS      | $1580915.70   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                             | DENTSPLY SIRONA INC                                          | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     29304 | NS      | $933039.36    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                            | DECKERS OUTDOOR CORP                                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      5365 | NS      | $2141493.40   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc                  | DAY ONE BIOPHARMACEUTICALS INC                               | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14232 | NS      | $306272.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                      | DAVITA INC                                                   | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      9161 | NS      | $684051.87    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                         | DARLING INGREDIENTS INC                                      | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     32984 | NS      | $2064468.56   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc                                   | DHI GROUP INC                                                | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |     49155 | NS      | $260029.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                             | CURTISS-WRIGHT CORP                                          | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      7980 | NS      | $1332580.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                      | AMDOCS LTD                                                   | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |     17925 | NS      | $1629382.50   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                               | CRANE HOLDINGS CO                                            | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     10814 | NS      | $1086266.30   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                | QUIDELORTHO CORP                                             | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     12720 | NS      | $1089722.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                              | COOPER COS INC/THE                                           | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      2640 | NS      | $872968.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc                                   | CONFLUENT INC                                                | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     19071 | NS      | $424139.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                         | COMFORT SYSTEMS USA INC                                      | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     15620 | NS      | $1797549.60   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                      | COCA-COLA CONSOLIDATED INC                                   | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      3464 | NS      | $1774815.04   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                            | CLEVELAND CLIFFS INC COM                                     | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     70379 | NS      | $1133805.69   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                             | CLEARWAY ENERGY INC                                          | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     20306 | NS      | $647152.22    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                           | CLEARWATER PAPER CORP                                        | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     27426 | NS      | $1036977.06   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                               | CLEAN HARBORS INC                                            | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      9420 | NS      | $1075010.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                | CIRRUS LOGIC INC                                             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      9042 | NS      | $673448.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                     | CHEMED CORP                                                  | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      1739 | NS      | $887637.77    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc    | CHARLES RIVER LABORATORIES INTERNATIONAL INC                 | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      6230 | NS      | $1357517.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerevel Therapeutics Holdings Inc               | CEREVEL THERAPEUTICS HOLDINGS INC                            | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |      9412 | NS      | $296854.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                    | CATALENT INC                                                 | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16137 | NS      | $726326.37    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                | CARLISLE COS INC                                             | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      6707 | NS      | $1580504.55   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                          | CACI INTERNATIONAL INC                                       | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      6081 | NS      | $1827887.79   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                        | CTS CORP                                                     | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     36522 | NS      | $1439697.24   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                             | C4 THERAPEUTICS INC                                          | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20513 | NS      | $121026.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                      | CF INDUSTRIES HOLDINGS INC                                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     15595 | NS      | $1328694.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                        | BUILDERS FIRSTSOURCE INC                                     | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     25805 | NS      | $1674228.40   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                     | BRUKER CORP                                                  | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     28977 | NS      | $1980577.95   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                      | BRIXMOR PROPERTY GROUP INC                                   | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     70046 | NS      | $1587942.82   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc            | BRIGHT HORIZONS FAMILY SOLUTIONS INC                         | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12049 | NS      | $760291.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc                    | BRAEMAR HOTELS & RESORTS INC                                 | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |    125767 | NS      | $516902.37    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                                | BOYD GAMING CORP                                             | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     25258 | NS      | $1377318.74   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                  | BORGWARNER INC                                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     21460 | NS      | $863765.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                | BOOZ ALLEN HAMILTON HOLDING CORP                             | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     19842 | NS      | $2073885.84   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                        | BLUEPRINT MEDICINES CORP                                     | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     10958 | NS      | $480069.98    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin  Brands Inc                             | BLOOMIN' BRANDS INC                                          | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     51337 | NS      | $1032900.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                   | BLACKBAUD INC                                                | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      6935 | NS      | $408194.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                          | BERRY GLOBAL GROUP INC                                       | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     15657 | NS      | $946152.51    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                      | BELDEN INC                                                   | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     34291 | NS      | $2465522.90   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                           | BATH & BODY WORKS INC                                        | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     24688 | NS      | $1040352.32   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                  | BANKUNITED INC                                               | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     28119 | NS      | $955202.43    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                | BADGER METER INC                                             | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     12661 | NS      | $1380428.83   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ s Wholesale Club Holdings Inc                | BJ'S WHOLESALE CLUB HOLDINGS INC                             | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     34821 | NS      | $2303757.36   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                        | AXCELIS TECHNOLOGIES INC                                     | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     12069 | NS      | $957795.84    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                             | AVERY DENNISON CORP                                          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      6162 | NS      | $1115322.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                     | AVANTOR INC                                                  | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33530 | NS      | $707147.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                  | AUTONATION INC                                               | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12408 | NS      | $1331378.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                      | ATKORE INC                                                   | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     19294 | NS      | $2188325.48   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                     | ASBURY AUTOMOTIVE GROUP INC                                  | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      6647 | NS      | $1191474.75   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                    | ARCBEST CORP                                                 | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     14804 | NS      | $1036872.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                      | APPLE HOSPITALITY REIT INC                                   | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     66415 | NS      | $1048028.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                     | APELLIS PHARMACEUTICALS INC                                  | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     12042 | NS      | $622691.82    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                        | APA CORP                                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     35723 | NS      | $1667549.64   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                         | AMICUS THERAPEUTICS INC                                      | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     23397 | NS      | $285677.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                  | AMERIS BANCORP                                               | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     17785 | NS      | $838384.90    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH                 | AMERICAN FINANCIAL GROUP INC/OH                              | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     10703 | NS      | $1469307.84   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc               | ALLISON TRANSMISSION HOLDINGS INC                            | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     17187 | NS      | $714979.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                     | ALECTOR INC                                                  | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     41718 | NS      | $385057.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                  | ADVANCED ENERGY INDUSTRIES INC                               | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     10241 | NS      | $878472.98    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                           | AECOM                                                        | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     12612 | NS      | $1071137.16   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                   | ADAPTIVE BIOTECHNOLOGIES CORP                                | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     30656 | NS      | $234211.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                               | ACI WORLDWIDE INC                                            | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     18486 | NS      | $425178.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                      | ACADIA PHARMACEUTICALS INC                                   | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     30633 | NS      | $487677.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                   | ACADEMY SPORTS & OUTDOORS INC                                | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25757 | NS      | $1353272.78   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                        | ASGN INC                                                     | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     11746 | NS      | $957064.08    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                     | AMN HEALTHCARE SERVICES INC                                  | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     11407 | NS      | $1172867.74   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** T. ROWE PRICE QUANTITATIVE MANAGEMENT FUNDS, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President