# EDGAR Filing Document

**Accession Number:** 0000790166
**File Stem:** 0001752724-23-044648
**Filing Date:** 2023-2
**Character Count:** 210145
**Document Hash:** f88020b8c19f9652f2daf88eccb5501b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-044648.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-044648

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THRIVENT SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000790166
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04603
- **FILM NUMBER:** 23679699

**BUSINESS ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211
- **BUSINESS PHONE:** 612-844-7190

**MAIL ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LB SERIES FUND INC
- **DATE OF NAME CHANGE:** 19950428

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LBVIP SERIES FUND INC/
- **DATE OF NAME CHANGE:** 19940824

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LBVIP SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Thrivent Small Cap Index Portfolio (Series ID: S000001446)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003853 | Class A      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Thrivent Series Fund, Inc.

- **b. Investment Company Act file number:** 811-04603

- **c. CIK number of Registrant:** 0000790166

- **d. LEI of Registrant:** 549300VNHRP1O3O9AF57

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

  - **Street Address 1:** 901 Marquette Avenue

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55402-3211

  - **Telephone number:** 612-844-5168

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

- **a. Name of Series:** THRIVENT SMALL CAP INDEX PORTFOLIO

- **b. EDGAR series identifier (if any):** S000001446

- **c. LEI of Series:** 5493009NHKTGPJ7NMP46

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $912618535.30

**Total Liabilities:** $3545278.49

**Net Assets:** $909073256.81

**Cash Not Reported:** $10679.46

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003853 | 12.34%               | 4.14%                | -6.73%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2366479.70              | $99966760.27                               |
| Month 2  | $-640213.09              | $37911992.08                               |
| Month 3  | $-1225348.94             | $-66320660.67                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sanfilippo John B & Son Inc                 | John B. Sanfilippo & Son, Inc.                  | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      9159 | NS      | $744809.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                            | Pitney Bowes, Inc.                              | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    165990 | NS      | $630762.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                           | Inter Parfums, Inc.                             | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18310 | NS      | $1767281.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc            | Helix Energy Solutions Group, Inc.              | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    146386 | NS      | $1080328.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Netgear Inc                                 | NETGEAR, Inc.                                   | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     29643 | NS      | $536834.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack In The Box Inc                         | Jack in the Box, Inc.                           | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     21599 | NS      | $1473699.77   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                     | Tompkins Financial Corporation                  | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     12926 | NS      | $1002799.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                  | El Pollo Loco Holdings, Inc.                    | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     20142 | NS      | $200614.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rpt Rlty                                    | RPT Realty                                      | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |     87444 | NS      | $877937.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Trans Ltd                            | Marten Transport, Ltd.                          | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59061 | NS      | $1168226.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| La Z Boy Inc                                | La-Z-Boy, Inc.                                  | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     44144 | NS      | $1007366.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                           | Agree Realty Corporation                        | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90854 | NS      | $6444274.22   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                | Balchem Corporation                             | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     32962 | NS      | $4024989.82   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                 | Hibbet, Inc.                                    | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     13137 | NS      | $896206.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                          | Park National Corporation                       | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |     14848 | NS      | $2089856.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc New                       | Owens & Minor, Inc.                             | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     78197 | NS      | $1527187.41   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Svcs Inc                              | Kelly Services, Inc.                            | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35482 | NS      | $599645.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                       | Thrivent Core Short-Term Reserve Fund           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    293221 | PA      | $2932209.67   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Skywest Inc                                 | SkyWest, Inc.                                   | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     51901 | NS      | $856885.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextgen Healthcare Inc                      | NextGen Healthcare, Inc.                        | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56170 | NS      | $1054872.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| B & G Foods Inc New                         | B&G Foods, Inc.                                 | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     73513 | NS      | $819669.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc                               | Andersons, Inc.                                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     31930 | NS      | $1117230.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Mortgage Investment Tr             | PennyMac Mortgage Investment Trust              | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     91218 | NS      | $1130191.02   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc                   | Eagle Pharmaceuticals, Inc.                     | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     10681 | NS      | $312205.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                        | Wabash National Corporation                     | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     49178 | NS      | $1111422.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Ctrs Inc                               | Saul Centers, Inc.                              | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13236 | NS      | $538440.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Abm Inds Inc                                | ABM Industries, Inc.                            | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     67855 | NS      | $3014119.10   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                           | Sleep Number Corporation                        | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     22567 | NS      | $586290.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electrs Inc                       | Benchmark Electronics, Inc.                     | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     36082 | NS      | $963028.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Invs Inc New                 | Sunstone Hotel Investors, Inc.                  | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    215817 | NS      | $2084792.22   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerovironment Inc                           | AeroVironment, Inc.                             | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     25632 | NS      | $2195637.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                                  | Kaman Corporation                               | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |     28740 | NS      | $640902.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian Lpg Ltd                              | Dorian LPG, Ltd.                                | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |     32698 | NS      | $619627.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                | Medifast, Inc.                                  | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     11208 | NS      | $1292842.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                     | Coherus Biosciences, Inc.                       | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     66218 | NS      | $524446.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                            | A10 Networks, Inc.                              | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     65545 | NS      | $1090013.35   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Americas Car-Mart Inc                       | America's Car-Mart, Inc.                        | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5944 | NS      | $429513.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                        | Urban Outfitters, Inc.                          | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     61456 | NS      | $1465725.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifirst Corporation Mass                   | UniFirst Corporation                            | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     15466 | NS      | $2984783.34   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                | Select Medical Holdings Corporation             | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106808 | NS      | $2652042.64   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc             | Aerojet Rocketdyne Holdings, Inc.               | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     77650 | NS      | $4342964.50   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                | Lindsay Corporation                             | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |     11263 | NS      | $1834179.55   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Metropolitan Coal Inc               | Warrior Met Coal, Inc.                          | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     52984 | NS      | $1835365.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| M District Of Columbia Holdings Inc         | M.D.C. Holdings, Inc.                           | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     58479 | NS      | $1847936.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Amn Healthcare Svcs Inc                     | AMN Healthcare Services, Inc.                   | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     44452 | NS      | $4570554.64   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Caretrust Reit Inc                          | CareTrust REIT, Inc.                            | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     99527 | NS      | $1849211.66   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN INC                          | First Hawaiian, Inc.                            | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    130968 | NS      | $3410406.72   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                               | Interface, Inc.                                 | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     59668 | NS      | $588923.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                         | Digital Turbine, Inc.                           | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     92425 | NS      | $1408557.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                  | Standex International Corporation               | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     12295 | NS      | $1259130.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation New       | Horace Mann Educators Corporation               | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     41951 | NS      | $1567708.87   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                     | Central Garden & Pet Company, Class A           | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     42516 | NS      | $1522072.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings               | Sun Country Airlines Holdings, Inc.             | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     33412 | NS      | $529914.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridge Bancorp Inc                          | Dime Community Bancshares, Inc.                 | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33236 | NS      | $1057901.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Prods Inc                            | Dorman Products, Inc.                           | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29005 | NS      | $2345634.35   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                       | Helmerich & Payne, Inc.                         | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    108001 | NS      | $5353609.57   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                  | Stride, Inc.                                    | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     41933 | NS      | $1311664.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Inds Inc                              | Astec Industries, Inc.                          | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     23297 | NS      | $947256.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sji Inc                                     | South Jersey Industries, Inc.                   | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |    125618 | NS      | $4463207.54   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                 | Banner Corporation                              | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35070 | NS      | $2216424.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                          | Varex Imaging Corporation                       | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     40927 | NS      | $830818.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                       | Clearwater Paper Corporation                    | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     17172 | NS      | $649273.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                   | Dynavax Technologies Corporation                | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |    121709 | NS      | $1294983.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                | Innospec, Inc.                                  | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     25403 | NS      | $2612952.58   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc            | Atlas Air Worldwide Holdings, Inc.              | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     26437 | NS      | $2664849.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaon Inc                                    | AAON, Inc.                                      | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43110 | NS      | $3247045.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Data System Corp                   | Bread Financial Holdings, Inc.                  | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     51137 | NS      | $1925819.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                  | Heska Corporation                               | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |     10438 | NS      | $648826.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc                            | Ensign Group, Inc.                              | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     56913 | NS      | $5384538.93   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                | Glaukos Corporation                             | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     48931 | NS      | $2137306.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TELETECH HLDGS INC                          | TTEC Holdings, Inc.                             | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     19374 | NS      | $854974.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                | Northwest Natural Holding Company               | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     36003 | NS      | $1713382.77   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                       | Arcus Biosciences, Inc.                         | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53476 | NS      | $1105883.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                         | Allegiant Travel Company                        | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     16042 | NS      | $1090695.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ufp Inds Inc                                | UFP Industries, Inc.                            | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     63225 | NS      | $5010581.25   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Prog Holdings Inc                           | PROG Holdings, Inc.                             | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     51321 | NS      | $866811.69    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                        | Assured Guaranty, Ltd.                          | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     61502 | NS      | $3829114.52   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                         | Myriad Genetics, Inc.                           | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     83120 | NS      | $1206071.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                      | National Beverage Corporation                   | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     23935 | NS      | $1113695.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                               | Trupanion, Inc.                                 | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     36066 | NS      | $1714216.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Redwood Trust Inc                           | Redwood Trust, Inc.                             | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |    116268 | NS      | $785971.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Pptys                            | Urban Edge Properties                           | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120462 | NS      | $1697309.58   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerisafe Inc                               | AMERISAFE, Inc.                                 | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     19649 | NS      | $1021158.53   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Biolife Solutions Inc                       | BioLife Solutions, Inc.                         | CUSIP: 09062W204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35094 | NS      | $638710.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Matls Inc                 | Rayonier Advanced Materials, Inc.               | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     65618 | NS      | $629932.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                                 | Blucora, Inc.                                   | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     49117 | NS      | $1253957.01   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                | Knowles Corporation                             | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     93288 | NS      | $1531788.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                       | Vir Biotechnology, Inc.                         | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77830 | NS      | $1969877.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC DEL                           | MYR Group, Inc.                                 | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     17028 | NS      | $1567767.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                          | Axos Financial, Inc.                            | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     54774 | NS      | $2093462.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Quinstreet Inc                              | QuinStreet, Inc.                                | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     51720 | NS      | $742182.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Spx Corp                                    | SPX Technologies, Inc.                          | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     46350 | NS      | $3042877.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield Plc                     | Cushman and Wakefield plc                       | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    166730 | NS      | $2077455.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc         | Veradigm, Inc.                                  | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    112073 | NS      | $1976967.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                        | Simulations Plus, Inc.                          | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16448 | NS      | $601503.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Svcs Inc                | Provident Financial Services, Inc.              | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     77213 | NS      | $1649269.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Inds Inc                    | Advanced Energy Industries, Inc.                | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     38346 | NS      | $3289319.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC NEW           | American Eagle Outfitters, Inc.                 | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    178706 | NS      | $2494735.76   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UnIVersal Health Realty Income Tr           | Universal Health Realty Income Trust            | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |     13025 | NS      | $621683.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Inds Inc Del                          | Cavco Industries, Inc.                          | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8499 | NS      | $1922898.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hci Group Inc                               | HCI Group, Inc.                                 | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      7096 | NS      | $280930.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Photronics Inc                              | Photronics, Inc.                                | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     63277 | NS      | $1064951.91   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CheSAPeake Utils Corp                       | Chesapeake Utilities Corporation                | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     18198 | NS      | $2150639.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Mfg Holdings Inc            | American Axle & Manufacturing Holdings, Inc.    | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117503 | NS      | $918873.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ltc Pptys Inc                               | LTC Properties, Inc.                            | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     41548 | NS      | $1476200.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wsfs Financial Corp                         | WSFS Financial Corporation                      | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     63173 | NS      | $2864263.82   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corporation Mass           | Independent Bank Corporation                    | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     46817 | NS      | $3952759.31   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                            | Barnes Group, Inc.                              | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     51871 | NS      | $2118930.35   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                                  | Cutera, Inc.                                    | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |     18309 | NS      | $809623.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury AutomotIVe Group Inc                 | Asbury Automotive Group, Inc.                   | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     22703 | NS      | $4069512.75   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                | Safehold, Inc.                                  | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |     24877 | NS      | $711979.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                            | Encore Wire Corporation                         | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18815 | NS      | $2588191.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                     | G-III Apparel Group, Ltd.                       | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     43839 | NS      | $601032.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED FIRE GROUP INC                       | United Fire Group, Inc.                         | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22227 | NS      | $608130.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                       | Cara Therapeutics, Inc.                         | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |     46299 | NS      | $497251.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                | National Vision Holdings, Inc.                  | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     80944 | NS      | $3137389.44   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                  | Xencor, Inc.                                    | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     61467 | NS      | $1600600.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                | Adtalem Global Education, Inc.                  | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     46574 | NS      | $1653377.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORP                                | Sanmina Corporation                             | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     58909 | NS      | $3374896.61   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                     | Insight Enterprises, Inc.                       | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     31083 | NS      | $3116692.41   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                 | Avista Corporation                              | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     75676 | NS      | $3355473.84   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corporation Del                      | Marcus Corporation                              | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     25025 | NS      | $360109.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                     | Enova International, Inc.                       | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     32270 | NS      | $1238199.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                      | Forrester Research, Inc.                        | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     11530 | NS      | $412312.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                | Collegium Pharmaceutical, Inc.                  | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     34436 | NS      | $798915.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fb Financial Corp                           | FB Financial Corporation                        | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     36104 | NS      | $1304798.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisdomtree Invts Inc                        | WisdomTree, Inc.                                | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |    114222 | NS      | $622509.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gatehouse Media Inc                         | Gannett Company, Inc.                           | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |    149853 | NS      | $304201.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                        | Fulgent Genetics, Inc.                          | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     20231 | NS      | $602479.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pgt Innovations Inc                         | PGT Innovations, Inc.                           | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     61543 | NS      | $1105312.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CorecIVic Inc                               | CoreCivic, Inc.                                 | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    117941 | NS      | $1363397.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Prods Inc                    | Standard Motor Products, Inc.                   | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     19249 | NS      | $669865.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lci Inds                                    | LCI Industries                                  | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     26085 | NS      | $2411558.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Brands Holdings Inc                | Prestige Consumer Healthcare, Inc.              | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50801 | NS      | $3180142.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc               | Academy Sports and Outdoors, Inc.               | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81790 | NS      | $4297246.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Eplus Inc                                   | ePlus, Inc.                                     | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     27600 | NS      | $1222128.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| James RIVer Group Holdings Ltd              | James River Group Holdings, Ltd.                | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     38424 | NS      | $803445.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co  | American Equity Investment Life Holding Company | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     71206 | NS      | $3248417.72   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Strayer Education Inc                       | Strategic Education, Inc.                       | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     22826 | NS      | $1787732.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group              | California Water Service Group                  | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     56236 | NS      | $3410151.04   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                             | Masterbrand, Inc.                               | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |    132647 | NS      | $1001484.85   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Uniqure N V                                 | uniQure NV                                      | CUSIP: N90064101<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | US        |     42258 | NS      | $957988.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Propetro Holding Corp                       | ProPetro Holding Corporation                    | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98703 | NS      | $1023550.11   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                      | Boot Barn Holdings, Inc.                        | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     30579 | NS      | $1911799.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 AutomotIVe Inc                      | Group 1 Automotive, Inc.                        | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     14956 | NS      | $2697613.72   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendingtree Inc New                         | LendingTree, Inc.                               | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |     11148 | NS      | $237786.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegheny Technologies Inc                  | Allegheny Technologies, Inc.                    | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |    132750 | NS      | $3963915.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                      | Progress Software Corporation                   | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     44105 | NS      | $2225097.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                        | Palomar Holdings, Inc.                          | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     25883 | NS      | $1168876.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cts Corp                                    | CTS Corporation                                 | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     32701 | NS      | $1289073.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogenomics Inc                             | NeoGenomics, Inc.                               | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129555 | NS      | $1197088.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcbest Corp                                | ArcBest Corporation                             | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     25047 | NS      | $1754291.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                          | Outfront Media, Inc.                            | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    149859 | NS      | $2484662.22   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                 | Matthews International Corporation              | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     31394 | NS      | $955633.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                      | iTeos Therapeutics, Inc.                        | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25179 | NS      | $491745.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc Md                        | Eagle Bancorp, Inc.                             | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     32741 | NS      | $1442895.87   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                    | United Natural Foods, Inc.                      | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     59813 | NS      | $2315361.23   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                              | Perficient, Inc.                                | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     35520 | NS      | $2480361.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                   | Minerals Technologies, Inc.                     | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     33286 | NS      | $2021125.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace Residential Homes               | Centerspace                                     | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     15457 | NS      | $906862.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Omniab Inc/old                              | OmniAb, Inc., Earnout Share                     | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6287 | NS      | $0.63         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ultra Clean Holdings Inc                    | Ultra Clean Holdings, Inc.                      | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     46668 | NS      | $1547044.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Proassurance Corp                           | ProAssurance Corporation                        | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     55353 | NS      | $967016.91    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Bancorp Inc                         | Triumph Financial, Inc.                         | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     23208 | NS      | $1134174.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Omniab Inc/old                              | OmniAb, Inc., Earnout Share                     | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6287 | NS      | $0.63         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GETTY RLTY CORP NEW                         | Getty Realty Corporation                        | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     43623 | NS      | $1476638.55   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                     | Perdoceo Education Corporation                  | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     68899 | NS      | $957696.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| E L F Beauty Inc                            | e.l.f. Beauty, Inc.                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     51586 | NS      | $2852705.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NuvasIVe Inc                                | NuVasive, Inc.                                  | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     53476 | NS      | $2205350.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                    | Cohu, Inc.                                      | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     48856 | NS      | $1565834.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruths Hospitality Group Inc                 | Ruth's Hospitality Group, Inc.                  | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     31091 | NS      | $481288.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                | Gentherm, Inc.                                  | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     34053 | NS      | $2223320.37   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc           | Donnelley Financial Solutions, Inc.             | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     25674 | NS      | $992300.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal Maine Foods Inc                         | Cal-Maine Foods, Inc.                           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     38934 | NS      | $2119956.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Servisfirst Bancshares Inc                  | ServisFirst Bancshares, Inc.                    | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50150 | NS      | $3455836.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                  | Zumiez, Inc.                                    | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     15977 | NS      | $347339.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                | Griffon Corporation                             | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     48583 | NS      | $1738785.57   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc                                 | Agiliti, Inc.                                   | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34193 | NS      | $557687.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kar Auction Svcs Inc                        | KAR Auction Services, Inc.                      | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    111712 | NS      | $1457841.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                              | Clearfield, Inc.                                | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |     11730 | NS      | $1104262.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                            | Hope Bancorp, Inc.                              | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    122558 | NS      | $1569967.98   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                 | Monarch Casino & Resort, Inc.                   | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     13615 | NS      | $1046857.35   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                               | Dril-Quip, Inc.                                 | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     34793 | NS      | $945325.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                | Semtech Corporation                             | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     65151 | NS      | $1869182.19   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                    | Encore Capital Group, Inc.                      | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     23988 | NS      | $1149984.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                   | Ambac Financial Group, Inc.                     | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     46129 | NS      | $804489.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                | Six Flags Entertainment Corporation             | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     75915 | NS      | $1765023.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Company Del                | Callon Petroleum Company                        | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     52452 | NS      | $1945444.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtarget Inc                              | TechTarget, Inc.                                | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |     27673 | NS      | $1219272.38   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc   | Apollo Commercial Real Estate Finance, Inc.     | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |    132679 | NS      | $1427626.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                   | Brinker International, Inc.                     | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     45166 | NS      | $1441247.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rex American Resources Corp                 | REX American Resources Corporation              | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15923 | NS      | $507306.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                         | Payoneer Global, Inc.                           | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    204750 | NS      | $1119982.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Formfactor Inc                              | FormFactor, Inc.                                | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     79008 | NS      | $1756347.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicos Fas Inc                              | Chico's FAS, Inc.                               | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |    128314 | NS      | $631304.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp Ohio                | First Financial Bancorp                         | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     97282 | NS      | $2357142.86   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc New                                 | 8x8, Inc.                                       | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    114564 | NS      | $494916.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                | Sylvamo Corporation                             | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     33927 | NS      | $1648512.93   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc Del                             | Bancorp, Inc.                                   | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57423 | NS      | $1629664.74   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Consol Energy Inc New                       | CONSOL Energy, Inc.                             | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     33623 | NS      | $2185495.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Wd 40 Co                                    | WD-40 Company                                   | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |     13930 | NS      | $2245655.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                     | Enerpac Tool Group Corporation                  | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     58335 | NS      | $1484625.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MATSON INC                                  | Matson, Inc.                                    | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     38754 | NS      | $2422512.54   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                     | Nu Skin Enterprises, Inc.                       | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     50692 | NS      | $2137174.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lgi Homes Inc                               | LGI Homes, Inc.                                 | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     21023 | NS      | $1946729.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                               | Tredegar Corporation                            | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     25809 | NS      | $263767.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I              | Harmony Biosciences Holdings, Inc.              | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30423 | NS      | $1676307.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                              | Green Dot Corporation                           | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47991 | NS      | $759217.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                    | Wolverine World Wide, Inc.                      | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     80783 | NS      | $882958.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc    | Consolidated Communications Holdings, Inc.      | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |     75755 | NS      | $271202.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc         | Applied Industrial Technologies, Inc.           | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     39565 | NS      | $4986376.95   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Now Inc                                     | NOW, Inc.                                       | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    113284 | NS      | $1438706.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Sts Water Co                       | American States Water Company                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     37913 | NS      | $3508848.15   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                      | Apogee Enterprises, Inc.                        | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     22780 | NS      | $1012798.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc                          | Greenbrier Companies, Inc.                      | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     33627 | NS      | $1127513.31   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Armour Residential Reit Inc                 | ARMOUR Residential REIT, Inc.                   | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |    135542 | NS      | $763101.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH GROUP INC NEW                       | Triumph Group, Inc.                             | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     66675 | NS      | $701421.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                   | Community Bank System, Inc.                     | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     55118 | NS      | $3469678.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Peak Capital Corp                     | Mercury General Corporation                     | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     27262 | NS      | $932360.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Llc                                 | Cerence, Inc.                                   | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     40397 | NS      | $748556.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                            | Movado Group, Inc.                              | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     16298 | NS      | $525610.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                               | Materion Corporation                            | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     21057 | NS      | $1842698.07   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                       | Arlo Technologies, Inc.                         | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     90750 | NS      | $318532.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc Del                  | Northfield Bancorp, Inc.                        | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43121 | NS      | $678293.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bjs Restaurants Inc                         | BJ's Restaurants, Inc.                          | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     23994 | NS      | $632961.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                  | Ligand Pharmaceuticals, Inc.                    | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     16463 | NS      | $1099728.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Faro Technologies Inc                       | FARO Technologies, Inc.                         | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     19264 | NS      | $566554.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inds Inc                              | EnPro Industries, Inc.                          | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     21339 | NS      | $2319335.91   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Inds Inc                          | Winnebago Industries, Inc.                      | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     31277 | NS      | $1648297.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                          | Middlesex Water Company                         | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18093 | NS      | $1423376.31   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvb Financial Corp                          | CVB Financial Corporation                       | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134803 | NS      | $3471177.25   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Orasure Technologies Inc                    | OraSure Technologies, Inc.                      | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     74492 | NS      | $359051.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess Inc                                   | Guess ?, Inc.                                   | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     31270 | NS      | $646976.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| The Odp Corp                                | ODP Corporation                                 | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41352 | NS      | $1883170.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Inds Inc                            | Patrick Industries, Inc.                        | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     22085 | NS      | $1338351.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                                | Vericel Corporation                             | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     48439 | NS      | $1275883.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Futurefuel Corp                             | FutureFuel Corporation                          | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     26485 | NS      | $215323.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial Inc                       | B. Riley Financial, Inc.                        | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16418 | NS      | $561495.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                   | Ethan Allen Interiors, Inc.                     | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23400 | NS      | $618228.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular System Inc Del               | Cardiovascular Systems, Inc.                    | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     42960 | NS      | $585115.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                   | Viad Corporation                                | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     21202 | NS      | $517116.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sps Commerce Inc                            | SPS Commerce, Inc.                              | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     36970 | NS      | $4748057.10   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ISTAR INC                                   | iStar, Inc.                                     | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     88929 | NS      | $678528.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                        | Hanmi Financial Corporation                     | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     31271 | NS      | $773957.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                           | Olympic Steel, Inc.                             | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      9818 | NS      | $329688.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                       | Civitas Resources, Inc.                         | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     53254 | NS      | $3085004.22   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                  | Sabre Corporation                               | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    336815 | NS      | $2081516.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                      | Employers Holdings, Inc.                        | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27897 | NS      | $1203197.61   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                | Embecta Corporation                             | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     59325 | NS      | $1500329.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Labs Inc                               | Mesa Laboratories, Inc.                         | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      5146 | NS      | $855316.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cryolife Inc                                | Artivion, Inc.                                  | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     41367 | NS      | $501368.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rpc Inc                                     | RPC, Inc.                                       | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85352 | NS      | $758779.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Adapthealth Corp                            | AdaptHealth Corporation                         | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78775 | NS      | $1514055.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Prods Inc                | Installed Building Products, Inc.               | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     24058 | NS      | $2059364.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kkr Real Estate Finance Trust Inc           | KKR Real Estate Finance Trust, Inc.             | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     58852 | NS      | $821573.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                        | Extreme Networks, Inc.                          | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    134727 | NS      | $2466851.37   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Mi Homes Inc                                | M/I Homes, Inc.                                 | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     28135 | NS      | $1299274.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                         | CME E-mini Russell 2000 Index                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        10 | NC      | $-20447.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                       | Bed Bath & Beyond, Inc.                         | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |     78662 | NS      | $197441.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Abercrombie & Fitch Co                      | Abercrombie & Fitch Company                     | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     50727 | NS      | $1162155.57   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Pptys Inc                    | Hudson Pacific Properties, Inc.                 | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    131542 | NS      | $1279903.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                                | Big Lots, Inc.                                  | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29687 | NS      | $436398.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                               | O-I Glass, Inc.                                 | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159132 | NS      | $2636817.24   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc               | Consensus Cloud Solutions, Inc.                 | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18101 | NS      | $973109.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                         | Walker & Dunlop, Inc.                           | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31492 | NS      | $2471492.16   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Pricesmart Inc                              | PriceSmart, Inc.                                | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     25678 | NS      | $1560708.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc              | Community Healthcare Trust, Inc.                | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |     24134 | NS      | $863997.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Trueblue Inc                                | TrueBlue, Inc.                                  | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33561 | NS      | $657124.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                | Agilysys, Inc.                                  | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     20310 | NS      | $1607333.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                   | Haverty Furniture Companies, Inc.               | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     13570 | NS      | $405743.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                         | Mr. Cooper Group, Inc.                          | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     72382 | NS      | $2904689.66   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                              | Trustmark Corporation                           | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     62523 | NS      | $2182677.93   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Svcs Corp               | Stewart Information Services Corporation        | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     27825 | NS      | $1188962.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                                   | Zynex, Inc.                                     | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22282 | NS      | $309942.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Axcelis Technologies Inc                    | Axcelis Technologies, Inc.                      | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     33695 | NS      | $2674035.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Ctrs Inc              | Tanger Factory Outlet Centers, Inc.             | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |    107034 | NS      | $1920189.96   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| InnovIVa Inc                                | Innoviva, Inc.                                  | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     64422 | NS      | $853591.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-Uti Energy Inc                    | Patterson-UTI Energy, Inc.                      | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    222405 | NS      | $3745300.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                        | Avid Bioservices, Inc.                          | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |     63768 | NS      | $878085.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corporation New                | Seneca Foods Corporation                        | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5427 | NS      | $330775.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                  | Inogen, Inc.                                    | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     23511 | NS      | $463401.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                 | Pacific Premier Bancorp, Inc.                   | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     97458 | NS      | $3075774.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                        | Koppers Holdings, Inc.                          | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21436 | NS      | $604495.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                   | Edgewell Personal Care Company                  | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     53160 | NS      | $2048786.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                         | Mister Car Wash, Inc.                           | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81241 | NS      | $749854.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm Common Holdings Inc                   | Alarm.com Holdings, Inc.                        | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     51196 | NS      | $2533178.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical System Inc                    | Merit Medical Systems, Inc.                     | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     58385 | NS      | $4123148.70   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                | Archrock, Inc.                                  | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    137272 | NS      | $1232702.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                     | Ellington Financial, Inc.                       | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     58895 | NS      | $728531.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dxp Enterprises Inc                         | DXP Enterprises, Inc.                           | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16168 | NS      | $445428.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Busters Entertainment Inc            | Dave & Buster's Entertainment, Inc.             | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     43046 | NS      | $1525550.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                         | Avid Technology, Inc.                           | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     34060 | NS      | $905655.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc              | Virtus Investment Partners, Inc.                | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      6973 | NS      | $1334911.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc New                 | Alexander & Baldwin, Inc.                       | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74412 | NS      | $1393736.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                 | National Bank Holdings Corporation              | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38662 | NS      | $1626510.34   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc                    | Hain Celestial Group, Inc.                      | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     91614 | NS      | $1482314.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| H B Fuller Co                               | H.B. Fuller Company                             | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     54686 | NS      | $3916611.32   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent A Center Inc New                       | Rent-A-Center, Inc.                             | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     51393 | NS      | $1158912.15   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                 | Deluxe Corporation                              | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     44247 | NS      | $751314.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Virginia Corporation New               | Ranger Oil Corporation, Class A                 | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     19613 | NS      | $792953.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Pptys Inc               | Easterly Government Properties, Inc.            | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     93110 | NS      | $1328679.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UnIVersal Electrs Inc                       | Universal Electronics, Inc.                     | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |     12358 | NS      | $257169.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                               | Hub Group, Inc.                                 | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33495 | NS      | $2662517.55   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                   | Sally Beauty Holdings, Inc.                     | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    109772 | NS      | $1374345.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Advansix Inc                                | AdvanSix, Inc.                                  | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     28277 | NS      | $1075091.54   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Inds Inc                            | Insteel Industries, Inc.                        | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     19980 | NS      | $549849.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                  | Enanta Pharmaceuticals, Inc.                    | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     19983 | NS      | $929609.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Herman Inc                           | MillerKnoll, Inc.                               | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     77502 | NS      | $1628317.02   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Tr                            | Acadia Realty Trust                             | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97402 | NS      | $1397718.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                       | Customers Bancorp, Inc.                         | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     31351 | NS      | $888487.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                   | Xperi, Inc.                                     | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42781 | NS      | $368344.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Onespan Inc                                 | OneSpan, Inc.                                   | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     36208 | NS      | $405167.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                  | Independent Bank Group, Inc.                    | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36341 | NS      | $2183367.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxlinear Inc                               | MaxLinear, Inc.                                 | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     74142 | NS      | $2517120.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Inc                       | Franklin Electric Company, Inc.                 | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     39910 | NS      | $3182822.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Banks Office of Finance   | Federal Home Loan Bank Discount Notes           | CUSIP: 313384BQ1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99558.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcosa Inc                                  | Arcosa, Inc.                                    | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     49599 | NS      | $2695209.66   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA INC                                    | CEVA, Inc.                                      | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     23785 | NS      | $608420.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDS INC                             | Oxford Industries, Inc.                         | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     15346 | NS      | $1429940.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp              | Central Pacific Financial Corporation           | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     27929 | NS      | $566400.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthstream Inc                            | HealthStream, Inc.                              | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     24775 | NS      | $615411.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                 | Trinseo plc                                     | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |     35874 | NS      | $814698.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                  | ZimVie, Inc.                                    | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     21408 | NS      | $199950.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                      | Genworth Financial, Inc.                        | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    509146 | NS      | $2693382.34   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Remax Holdings Inc                          | RE/MAX Holdings, Inc.                           | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     18715 | NS      | $348847.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                 | Pediatrix Medical Group, Inc.                   | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84035 | NS      | $1248760.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hospitality Pptys Tr                        | Service Properties Trust                        | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    169713 | NS      | $1237207.77   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                   | Vanda Pharmaceuticals, Inc.                     | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     58047 | NS      | $428967.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone & Data System Inc                 | Telephone & Data Systems, Inc.                  | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102381 | NS      | $1073976.69   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sm Energy Co                                | SM Energy Company                               | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    125958 | NS      | $4387117.14   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                  | Tennant Company                                 | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     19075 | NS      | $1174447.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                        | Global Net Lease, Inc.                          | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |    106467 | NS      | $1338290.19   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                            | Badger Meter, Inc.                              | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     30023 | NS      | $3273407.69   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc Del                   | Brookline Bancorp, Inc.                         | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78823 | NS      | $1115345.45   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corporation Pa | First Commonwealth Financial Corporation        | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     95780 | NS      | $1338046.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                               | Frontdoor, Inc.                                 | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     83591 | NS      | $1738692.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                  | Organogenesis Holdings, Inc.                    | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     72514 | NS      | $195062.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                             | City Holding Company                            | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15239 | NS      | $1418598.51   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                         | Viavi Solutions, Inc.                           | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    232186 | NS      | $2440274.86   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ezcorp Inc                                  | EZCORP, Inc.                                    | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     55067 | NS      | $448796.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                         | Designer Brands, Inc.                           | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     52160 | NS      | $510124.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Era Group Inc                               | Bristow Group, Inc.                             | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     24139 | NS      | $654891.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemaitre Vascular Inc                       | LeMaitre Vascular, Inc.                         | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     19859 | NS      | $913911.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Pharmaceuticals Inc                  | Pacira Pharmaceuticals, Inc.                    | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47063 | NS      | $1817102.43   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                 | Columbia Banking System, Inc.                   | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80671 | NS      | $2430617.23   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ww International Inc                        | WW International, Inc.                          | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     54981 | NS      | $212226.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                  | Diodes, Inc.                                    | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     46641 | NS      | $3551245.74   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sjw Group                                   | SJW Group                                       | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27368 | NS      | $2222007.92   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Intl Fcstone Inc                            | StoneX Group, Inc.                              | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     17666 | NS      | $1683569.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                 | Plexus Corporation                              | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     28392 | NS      | $2922388.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                    | Southside Bancshares, Inc.                      | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     31285 | NS      | $1125947.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                          | Corsair Gaming, Inc.                            | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     39384 | NS      | $534440.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| MUELLER INDS INC                            | Mueller Industries, Inc.                        | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     58329 | NS      | $3441411.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                     | Signet Jewelers, Ltd.                           | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |     47436 | NS      | $3225648.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc               | Capitol Federal Financial, Inc.                 | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132464 | NS      | $1145813.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Petmed Express Inc                          | PetMed Express, Inc.                            | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |     21619 | NS      | $382656.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Moog Inc                                    | Moog, Inc.                                      | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     29707 | NS      | $2607086.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                          | Aaron's Company, Inc.                           | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31573 | NS      | $377297.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                     | Central Garden & Pet Company                    | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      9981 | NS      | $373788.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schweitzer-Mauduit International Inc        | Mativ, Inc.                                     | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     56358 | NS      | $1177882.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutherland Asset Management Corporation Md  | Ready Capital Corporation                       | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |    100889 | NS      | $1123903.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                       | Cinemark Holdings, Inc.                         | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |    109938 | NS      | $952063.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Financial Group Inc                    | Pathward Financial, Inc.                        | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     29529 | NS      | $1271223.45   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Inds Inc                             | Powell Industries, Inc.                         | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      9306 | NS      | $327385.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                      | American Vanguard Corporation                   | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     28523 | NS      | $619234.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                 | Unitil Corporation                              | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16453 | NS      | $845026.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                  | Brady Corporation                               | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     47574 | NS      | $2240735.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Pptys Inc                    | Armada Hoffler Properties, Inc.                 | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     69474 | NS      | $798951.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                | Exponent, Inc.                                  | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     51942 | NS      | $5146932.78   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Regenxbio Inc                               | REGENXBIO, Inc.                                 | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     38636 | NS      | $876264.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                          | Hostess Brands, Inc.                            | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137334 | NS      | $3081774.96   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Esco Technologies Inc                       | ESCO Technologies, Inc.                         | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     26519 | NS      | $2321473.26   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Pt Mortgage Trust Inc               | Granite Point Mortgage Trust, Inc.              | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |     53699 | NS      | $287826.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Scansource Inc                              | ScanSource, Inc.                                | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     25895 | NS      | $756651.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                              | Proto Labs, Inc.                                | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     27815 | NS      | $710116.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort System Usa Inc                      | Comfort Systems USA, Inc.                       | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     36682 | NS      | $4221364.56   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Inds Inc                          | Gibraltar Industries, Inc.                      | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31768 | NS      | $1457515.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp                                  | Joint Corporation                               | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14904 | NS      | $208357.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Inds Inc                    | Kulicke and Soffa Industries, Inc.              | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     59563 | NS      | $2636258.38   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                            | Vector Group, Ltd.                              | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    134964 | NS      | $1600673.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Netscout System Inc                         | NetScout Systems, Inc.                          | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     70401 | NS      | $2288736.51   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co                                   | St. Joe Company                                 | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     34706 | NS      | $1341386.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                            | Shutterstock, Inc.                              | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     24614 | NS      | $1297650.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                            | Cytokinetics, Inc.                              | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     97068 | NS      | $4447655.76   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                          | Calavo Growers, Inc.                            | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18189 | NS      | $534756.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Scripps E W                                 | E.W. Scripps Company                            | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     59455 | NS      | $784211.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc                     | Meridian Bioscience, Inc.                       | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     44874 | NS      | $1490265.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc                           | Pennant Group, Inc.                             | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     28919 | NS      | $317530.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc Md                 | Northwest Bancshares, Inc.                      | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130258 | NS      | $1821006.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                       | Heartland Express, Inc.                         | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     47773 | NS      | $732837.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncoke Energy Inc                          | SunCoke Energy, Inc.                            | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     85549 | NS      | $738287.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ani Pharmaceuticals Inc                     | ANI Pharmaceuticals, Inc.                       | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     12532 | NS      | $504162.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                 | Enhabit, Inc.                                   | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     50896 | NS      | $669791.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Site Ctrs Corp                              | SITE Centers Corporation                        | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |    189646 | NS      | $2590564.36   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                              | Ameris Bancorp                                  | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     66869 | NS      | $3152204.66   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                                 | Harsco Corporation                              | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     81521 | NS      | $512767.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                           | Vista Outdoor, Inc.                             | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     58030 | NS      | $1414191.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Cmntys Inc                          | Century Communities, Inc.                       | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     29005 | NS      | $1450540.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Aar Corp                                    | AAR Corporation                                 | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     34187 | NS      | $1534996.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Svcs Inc                          | Liquidity Services, Inc.                        | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     27740 | NS      | $390024.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Geo Group Inc New                           | GEO Group, Inc.                                 | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |    127347 | NS      | $1394449.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVeramp Holdings Inc                       | LiveRamp Holding, Inc.                          | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     68188 | NS      | $1598326.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                          | Avanos Medical, Inc.                            | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     47695 | NS      | $1290626.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN INTL INC DEL                          | Titan International, Inc.                       | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     52214 | NS      | $799918.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| InnovatIVe Industrial Pptys Inc             | Innovative Industrial Properties, Inc.          | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     28693 | NS      | $2908035.55   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexington Realty Tr                         | LXP Industrial Trust                            | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    282822 | NS      | $2833876.44   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                            | Green Plains, Inc.                              | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     60822 | NS      | $1855071.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Bank Blairsville Ga        | United Community Banks, Inc.                    | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    108904 | NS      | $3680955.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp                         | Park Aerospace Corporation                      | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |     19948 | NS      | $267502.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVeperson Inc                              | LivePerson, Inc.                                | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     71859 | NS      | $728650.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancfirst Corp                              | BancFirst Corporation                           | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     17870 | NS      | $1575776.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                   | Carpenter Technology Corporation                | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     49692 | NS      | $1835622.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                  | Xenia Hotels & Resorts, Inc.                    | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    116779 | NS      | $1539147.22   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe CarnIVal Inc                           | Shoe Carnival, Inc.                             | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17561 | NS      | $419883.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                | Ironwood Pharmaceuticals, Inc.                  | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    136890 | NS      | $1696067.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank Los Angeles Calif            | Preferred Bank                                  | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     13549 | NS      | $1011026.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Tr                                  | iShares Core S&P Small-Cap ETF                  | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             |  | RF                | US        |    138100 | NS      | $13069784.00  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                         | Federal Signal Corporation                      | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     62198 | NS      | $2890341.06   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Pc Connection Inc                           | PC Connection, Inc.                             | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     11595 | NS      | $543805.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                 | New York Mortgage Trust, Inc.                   | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    380617 | NS      | $974379.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc New                    | Laredo Petroleum Holdings, Inc.                 | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     17247 | NS      | $886840.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                  | Safety Insurance Group, Inc.                    | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     15117 | NS      | $1273758.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Osi System Inc                              | OSI Systems, Inc.                               | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     16079 | NS      | $1278602.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Tr                       | Hersha Hospitality Trust                        | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     33755 | NS      | $287592.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Tr                          | Chatham Lodging Trust                           | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50065 | NS      | $614297.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Azz Inc                                     | AZZ, Inc.                                       | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     25502 | NS      | $1025180.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVent Corp                                 | Livent Corporation                              | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |    183992 | NS      | $3655921.04   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                  | Korn Ferry                                      | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     54754 | NS      | $2771647.48   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                    | Granite Construction, Inc.                      | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     44856 | NS      | $1573099.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                    | Golden Entertainment, Inc.                      | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     22514 | NS      | $842023.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| U S Physical Therapy                        | U.S. Physical Therapy, Inc.                     | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     13337 | NS      | $1080697.11   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hni Corp                                    | HNI Corporation                                 | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     42429 | NS      | $1206256.47   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pra Group Inc                               | PRA Group, Inc.                                 | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     39981 | NS      | $1350558.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                | Harmonic, Inc.                                  | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    108151 | NS      | $1416778.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Pts America Inc                    | Motorcar Parts of America, Inc.                 | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |     19922 | NS      | $236274.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Inds Inc                    | National Presto Industries, Inc.                | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5212 | NS      | $356813.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Nv                        | Core Laboratories NV                            | CUSIP: N22717107<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |     47565 | NS      | $964142.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                    | Green Brick Partners, Inc.                      | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     27862 | NS      | $675096.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Delaware Monte Produce Inc            | Fresh Del Monte Produce, Inc.                   | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |     31411 | NS      | $822654.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc Del           | Amphastar Pharmaceuticals, Inc.                 | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     38669 | NS      | $1083505.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                       | Thrivent Cash Management Trust                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |   4563156 | PA      | $4563156.00   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Marcus & Millichap Inc                      | Marcus and Millichap, Inc.                      | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     25439 | NS      | $876373.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc               | Franklin BSP Realty Trust, Inc.                 | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |     84604 | NS      | $1091391.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Csg System International Inc                | CSG Systems International, Inc.                 | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     31095 | NS      | $1778634.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                            | Boise Cascade Company                           | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     40464 | NS      | $2778662.88   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Childrens Place Inc New                     | Children's Place, Inc.                          | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |     13363 | NS      | $486680.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                | Invesco Mortgage Capital, Inc.                  | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |     36262 | NS      | $461615.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Labs Inc                            | Comtech Telecommunications Corporation          | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |     28390 | NS      | $344654.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                    | Ebix, Inc.                                      | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     24092 | NS      | $480876.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Phibro Animal Health Corp                   | Phibro Animal Health Corporation                | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     20862 | NS      | $279759.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pdf Solutions Inc                           | PDF Solutions, Inc.                             | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     30293 | NS      | $863956.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                          | Ichor Holdings, Ltd.                            | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |     29545 | NS      | $792396.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec Inc                                 | EVERTEC, Inc.                                   | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     66881 | NS      | $2165606.78   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp N C                           | First Bancorp/Southern Pines NC                 | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36631 | NS      | $1569272.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Inds Inc                       | Tootsie Roll Industries, Inc.                   | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     18186 | NS      | $774178.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Interdigital Inc                            | InterDigital, Inc.                              | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30427 | NS      | $1505527.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorporation                  | Westamerica Bancorporation                      | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27605 | NS      | $1628971.05   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc           | BrightSphere Investment Group                   | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | GB        |     33151 | NS      | $682247.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Pptys Inc                    | Urstadt Biddle Properties, Inc.                 | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |     30623 | NS      | $580305.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                 | Simmons First National Corporation              | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    130239 | NS      | $2810557.62   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                | Supernus Pharmaceuticals, Inc.                  | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     55450 | NS      | $1977901.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin Brands Inc                          | Bloomin' Brands, Inc.                           | CUSIP: 094235108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90054 | NS      | $1811886.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                 | Rogers Corporation                              | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     19296 | NS      | $2302784.64   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                        | Hilltop Holdings, Inc.                          | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     47040 | NS      | $1411670.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                      | American Woodmark Corporation                   | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     17050 | NS      | $833063.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Realogy Holdings Corp                       | Anywhere Real Estate, Inc.                      | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    112299 | NS      | $717590.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Prods Corp                  | Quanex Building Products Corporation            | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     33982 | NS      | $804693.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD                       | Nabors Industries, Ltd.                         | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |      9176 | NS      | $1421087.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc      | Heidrick & Struggles International, Inc.        | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     20372 | NS      | $569804.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc          | Cogent Communications Holdings                  | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43829 | NS      | $2501759.32   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Corvel Corp                                 | CorVel Corporation                              | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9386 | NS      | $1364067.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT Inc                       | Orion Office REIT, Inc.                         | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58093 | NS      | $496114.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instrs Inc Del                        | Veeco Instruments, Inc.                         | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     52749 | NS      | $980076.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                         | Meritage Homes Corporation                      | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     37513 | NS      | $3458698.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| S & T BANCORP INC                           | S&T Bancorp, Inc.                               | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40008 | NS      | $1367473.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corporation Wash         | Heritage Financial Corporation                  | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36008 | NS      | $1103285.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                    | Mercer International, Inc.                      | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |     41401 | NS      | $481907.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                | Catalyst Pharmaceuticals, Inc.                  | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     98211 | NS      | $1826724.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus Homecare Corp                         | Addus HomeCare Corporation                      | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     16525 | NS      | $1644072.25   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                    | Resideo Technologies, Inc.                      | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    149599 | NS      | $2460903.55   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Usana Health Sciences Inc                   | USANA Health Sciences, Inc.                     | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     11426 | NS      | $607863.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankunited Inc                              | BankUnited, Inc.                                | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     79260 | NS      | $2692462.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                        | Kaiser Aluminum Corporation                     | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16351 | NS      | $1242021.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                   | Stepan Company                                  | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     21660 | NS      | $2305923.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                    | Gogo, Inc.                                      | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     66579 | NS      | $982706.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                        | Veritex Holdings, Inc.                          | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     55395 | NS      | $1555491.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Timkensteel Corp                            | TimkenSteel Corporation                         | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     40596 | NS      | $737629.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Pptys Inc                      | Summit Hotel Properties, Inc.                   | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    109648 | NS      | $791658.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                 | Hawkins, Inc.                                   | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     19404 | NS      | $748994.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                      | Dine Brands Global, Inc.                        | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     16082 | NS      | $1038897.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mgp Ingredients Inc New                     | MGP Ingredients, Inc.                           | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     15792 | NS      | $1679952.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                   | American Assets Trust, Inc.                     | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53394 | NS      | $1414941.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                 | Caleres, Inc.                                   | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     37403 | NS      | $833338.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Optimizerx Corp                             | OptimizeRx Corporation                          | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17595 | NS      | $295596.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Inds Inc                              | Myers Industries, Inc.                          | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     37437 | NS      | $832224.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                             | Scholastic Corporation                          | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30490 | NS      | $1203135.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars Common Inc                             | Cars.com, Inc.                                  | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     63542 | NS      | $874973.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent Biosolutions Inc                   | Emergent Biosolutions, Inc.                     | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     45544 | NS      | $537874.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs Warehouse Inc                         | Chefs' Warehouse, Inc.                          | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     34937 | NS      | $1162703.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Real Estate Investment Tr        | Elme Communities                                | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     89770 | NS      | $1597906.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                         | Douglas Elliman, Inc.                           | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     69172 | NS      | $281530.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xpel Inc                                    | XPEL, Inc.                                      | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     20112 | NS      | $1207926.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                         | Adtran Holdings, Inc.                           | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     72486 | NS      | $1362011.94   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuys Holdings Inc                          | Chuy's Holdings, Inc.                           | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18459 | NS      | $522389.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                    | Resources Connection, Inc.                      | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32889 | NS      | $604499.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Madden Steven Ltd                           | Steven Madden, Ltd.                             | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     75095 | NS      | $2400036.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health System Inc New             | Community Health Systems, Inc.                  | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128509 | NS      | $555158.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Angiodynamics Inc                           | AngioDynamics, Inc.                             | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     40115 | NS      | $552383.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                          | Kontoor Brands, Inc.                            | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     50636 | NS      | $2024933.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                     | Lakeland Financial Corporation                  | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26003 | NS      | $1897438.91   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc Del                              | Rambus, Inc.                                    | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |    110249 | NS      | $3949119.18   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc             | Four Corners Property Trust, Inc.               | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     86047 | NS      | $2231198.71   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                    | Corcept Therapeutics, Inc.                      | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     98275 | NS      | $1995965.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Providence Service Corp                     | ModivCare, Inc.                                 | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     13052 | NS      | $1171155.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Government Pptys Income Tr                  | Office Properties Income Trust                  | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49816 | NS      | $665043.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                      | J & J Snack Foods Corporation                   | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15355 | NS      | $2298797.05   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc                      | Cheesecake Factory, Inc.                        | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     49052 | NS      | $1555438.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                    | Par Pacific Holdings, Inc.                      | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     56921 | NS      | $1323413.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Irobot Corp                                 | iRobot Corporation                              | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     27931 | NS      | $1344319.03   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Street Pptys Corp                  | Franklin Street Properties Corporation          | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |     94246 | NS      | $257291.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Pt Reinsurance Ltd                    | SiriusPoint, Ltd.                               | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     87135 | NS      | $514096.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Invts Corp               | Retail Opportunity Investments Corporation      | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127749 | NS      | $1920067.47   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                   | Sonos, Inc.                                     | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |    130528 | NS      | $2205923.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                       | Integer Holdings Corporation                    | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     33984 | NS      | $2326544.64   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                             | Alamo Group, Inc.                               | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     10556 | NS      | $1494729.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Smart Global Holdings Inc                   | SMART Global Holdings, Inc.                     | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | KY        |     49873 | NS      | $742110.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Spartannash Co                              | SpartanNash Company                             | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     36183 | NS      | $1094173.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc          | Compass Minerals International, Inc.            | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     34907 | NS      | $1431187.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                         | Stellar Bancorp, Inc.                           | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     45598 | NS      | $1343317.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UnIVersal Corporation Va                    | Universal Corporation                           | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     25187 | NS      | $1330125.47   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                               | Surmodics, Inc.                                 | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     14366 | NS      | $490167.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                | Cross Country Healthcare, Inc.                  | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     36342 | NS      | $965606.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp P R                           | First Bancorp                                   | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    189365 | NS      | $2408722.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Atn International Inc                       | ATN International, Inc.                         | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     10995 | NS      | $498183.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                         | Century Aluminum Company                        | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     52471 | NS      | $429212.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nmi Holdings Inc                            | NMI Holdings, Inc.                              | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     85733 | NS      | $1791819.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                        | TrustCo Bank Corporation NY                     | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19543 | NS      | $734621.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Radnet Inc                                  | RadNet, Inc.                                    | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     50012 | NS      | $941725.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                    | Haynes International, Inc.                      | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     12783 | NS      | $584055.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VeritIV Corp                                | Veritiv Corporation                             | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     13830 | NS      | $1683249.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                 | John Bean Technologies Corporation              | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     32678 | NS      | $2984481.74   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation FL             | Seacoast Banking Corporation of Florida         | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     72962 | NS      | $2275684.78   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone Reit                             | Whitestone REIT                                 | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47618 | NS      | $459037.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Limited         | Alpha and Omega Semiconductor, Ltd.             | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |     22772 | NS      | $650596.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Treehouse Foods Inc                         | TreeHouse Foods, Inc.                           | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     51773 | NS      | $2556550.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                         | Onto Innovation, Inc.                           | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     50792 | NS      | $3458427.28   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ofg Bancorp                                 | OFG Bancorp                                     | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     48788 | NS      | $1344597.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Pptys Realty Trust Inc            | Essential Properties Realty Trust, Inc.         | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    146043 | NS      | $3427629.21   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc                                  | Buckle, Inc.                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     30317 | NS      | $1374875.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                       | World Acceptance Corporation                    | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3392 | NS      | $223668.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Homestreet Inc                              | HomeStreet, Inc.                                | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18245 | NS      | $503197.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                   | Monro, Inc.                                     | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32265 | NS      | $1458378.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Company Inc                   | Sturm, Ruger & Company, Inc.                    | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     18122 | NS      | $917335.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                          | Thryv Holdings, Inc.                            | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31473 | NS      | $597987.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Circor International Inc                    | CIRCOR International, Inc.                      | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |     20887 | NS      | $500452.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RENASANT CORP                               | Renasant Corporation                            | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     57394 | NS      | $2157440.46   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                             | Shake Shack, Inc.                               | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     38277 | NS      | $1589643.81   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UnIVersal Insurance Holdings Inc            | Universal Insurance Holdings, Inc.              | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     28169 | NS      | $298309.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U S Silica Holdings Inc                     | U.S. Silica Holdings, Inc.                      | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     77658 | NS      | $970725.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                      | Anika Therapeutics, Inc.                        | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |     14986 | NS      | $443585.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Residential Trust Inc              | NexPoint Residential Trust, Inc.                | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     23324 | NS      | $1015060.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                | Arconic Corporation                             | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |    104098 | NS      | $2202713.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                        | Tri Pointe Homes, Inc.                          | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103512 | NS      | $1924288.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electrs Inc                         | Methode Electronics, Inc.                       | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     37516 | NS      | $1664584.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                         | Nektar Therapeutics                             | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    192793 | NS      | $435712.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                    | Yelp, Inc.                                      | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     71497 | NS      | $1954727.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic AutomotIVe Inc                        | Sonic Automotive, Inc.                          | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     17122 | NS      | $843600.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondrock Hospitality Co                  | DiamondRock Hospitality Company                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    214766 | NS      | $1758933.54   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amc Networks Inc                            | AMC Networks, Inc.                              | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     28753 | NS      | $450559.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                   | Itron, Inc.                                     | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     46341 | NS      | $2347171.65   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc                 | Apollo Medical Holdings, Inc.                   | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     40728 | NS      | $1205141.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co                        | Simply Good Foods Company                       | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86311 | NS      | $3282407.33   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                   | Adeia, Inc.                                     | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107764 | NS      | $1021602.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HawaIIan Holdings Inc                       | Hawaiian Holdings, Inc.                         | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     52735 | NS      | $541061.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gms Inc                                     | GMS, Inc.                                       | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     43499 | NS      | $2166250.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                             | Hillenbrand, Inc.                               | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     71245 | NS      | $3040024.15   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Tr                        | Brandywine Realty Trust                         | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    175987 | NS      | $1082320.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                        | Quaker Chemical Corporation                     | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     13979 | NS      | $2333095.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corporation New        | Albany International Corporation                | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     31901 | NS      | $3145119.59   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dmc Global Inc                              | DMC Global, Inc.                                | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     19031 | NS      | $369962.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3d System Corporation Del                   | 3D Systems Corporation                          | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |    134539 | NS      | $995588.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co            | Shenandoah Telecommunications Company           | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     51388 | NS      | $816041.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslies Inc                                 | Leslie's, Inc.                                  | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152070 | NS      | $1856774.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc               | Oceaneering International, Inc.                 | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    102841 | NS      | $1798689.09   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                      | Digi International, Inc.                        | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     36201 | NS      | $1323146.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                             | Uniti Group, Inc.                               | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    243307 | NS      | $1345487.71   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil Sts International Inc                   | Oil States International, Inc.                  | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     65547 | NS      | $488980.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ttm Technologies Inc                        | TTM Technologies, Inc.                          | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    104838 | NS      | $1580957.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs & System Inc              | Computer Programs and Systems, Inc.             | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     14594 | NS      | $397248.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marinemax Inc                               | MarineMax, Inc.                                 | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     22088 | NS      | $689587.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                 | Genesco, Inc.                                   | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     12735 | NS      | $586064.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                        | Orthofix Medical, Inc.                          | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20523 | NS      | $421337.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc California Inc                         | Banc of California, Inc.                        | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     57388 | NS      | $914190.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nv5 Global Inc                              | NV5 Global, Inc.                                | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12769 | NS      | $1689594.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Inds Inc                            | Trinity Industries, Inc.                        | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     83499 | NS      | $2469065.43   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Conmed Corp                                 | CONMED Corporation                              | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     31267 | NS      | $2771506.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Hbrs Investment Corp                    | Two Harbors Investment Corporation              | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     88599 | NS      | $1397206.23   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                    | Fabrinet                                        | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |     37529 | NS      | $4811968.38   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Mack Cali Realty Corp                       | Veris Residential, Inc.                         | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81283 | NS      | $1294838.19   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Svcs Corp                        | World Fuel Services Corporation                 | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     63513 | NS      | $1735810.29   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Svcs Group Inc                   | Healthcare Services Group, Inc.                 | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     75996 | NS      | $911952.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nbt Bancorp Inc                             | NBT Bancorp, Inc.                               | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43943 | NS      | $1908005.06   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                           | Piper Sandler Companies                         | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     14496 | NS      | $1887234.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                 | Unisys Corporation                              | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     69531 | NS      | $355303.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                            | Forward Air Corporation                         | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27275 | NS      | $2860874.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                            | Talos Energy, Inc.                              | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     66910 | NS      | $1263260.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                 | Berkshire Hills Bancorp, Inc.                   | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     46184 | NS      | $1380901.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Pptys Tr               | Industrial Logistics Properties Trust           | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |     67257 | NS      | $219930.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-26

**Name of Applicant:** Thrivent Series Fund, Inc.

**Signature:** Sarah L. Bergstrom

**Name of Signer:** Sarah L. Bergstrom

**Title:** Treasurer and Principal Accounting Officer