# EDGAR Filing Document

**Accession Number:** 0000916490
**File Stem:** 0001752724-23-041240
**Filing Date:** 2023-2
**Character Count:** 152647
**Document Hash:** ac1aea865555845c864df2cadc4e5c1c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041240.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041240

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIMOTHY PLAN
- **CENTRAL INDEX KEY:** 0000916490
- **IRS NUMBER:** 597016828
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08228
- **FILM NUMBER:** 23671033

**BUSINESS ADDRESS:**
- **STREET 1:** 1055 MAITLAND CENTER COMMONS
- **CITY:** MAITLAND
- **STATE:** FL
- **ZIP:** 32759
- **BUSINESS PHONE:** 4076441986

**MAIL ADDRESS:**
- **STREET 1:** 1055 MAITLAND CENTER COMMONS
- **CITY:** MAITLAND
- **STATE:** FL
- **ZIP:** 32759

## Series and Classes Contracts Data

### Timothy Plan US Small Cap Core ETF (Series ID: S000063764)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000206642 | Timothy Plan US Small Cap Core ETF | TPSC            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Timothy Plan

- **b. Investment Company Act file number:** 811-08228

- **c. CIK number of Registrant:** 0000916490

- **d. LEI of Registrant:** 549300TW26XMX8DL8P98

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

  - **Street Address 1:** 1055 MAITLAND CENTER COMMONS

  - **City:** MAITLAND

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 32751

  - **Telephone number:** 407-644-1986

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

- **a. Name of Series:** Timothy Plan US Small Cap Core ETF

- **b. EDGAR series identifier (if any):** S000063764

- **c. LEI of Series:** 549300C6ZSD0DJ1FGO83

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $71453224.55

**Total Liabilities:** $31502.62

**Net Assets:** $71421721.93

**Cash Not Reported:** $165206.63

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000206642 | 13.37%               | 3.39%                | -5.94%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2435676.37             | $9786086.88                                |
| Month 2  | $0.00                    | $2036344.45                                |
| Month 3  | $0.00                    | $-4272965.91                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ATRION CORPORATION                        | ATRION CORPORATION                   | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       318 | NS      | $177905.10    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERVICES CORPORATION           | WORLD FUEL SERVICES CORPORATIONS     | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      5110 | NS      | $139656.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERBOW RESOURCES, INC.                 | SILVERBOW RESOURCES INC              | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |      2539 | NS      | $71802.92     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                               | ENHABIT HOME HEALTH HOSPICE          | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      6294 | NS      | $82829.04     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN CORPORATION                        | NEOGEN CORP                          | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     13854 | NS      | $210996.42    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EBIX, INC.                                | EBIX INC                             | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      3324 | NS      | $66347.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN B. SANFILIPPO & SON, INC.            | JOHN B SANFILIPPO SON INC            | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      2766 | NS      | $224931.12    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRICURE, INC.                            | ATRICURE INC                         | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3540 | NS      | $157105.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INCORPORATED                     | GENTHERM INC                         | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      2169 | NS      | $141614.01    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY, INC.              | VISHAY INTERTECHNOLOGY INC           | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      9732 | NS      | $209919.24    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL, INC.                    | WARRIOR MET COAL INC                 | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      3301 | NS      | $114346.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                | XENCOR INC                           | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      4437 | NS      | $115539.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CORCEPT THERAPEUTICS INCORPORATED         | CORCEPT THERAPEUTICS INC             | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      4750 | NS      | $96472.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE AZEK COMPANY INC.                     | AZEK CO INC THE                      | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |      5402 | NS      | $109768.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE, INC.                    | SONIC AUTOMOTIVE INC CLASS A         | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      2517 | NS      | $124012.59    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                             | HAWKINS INC                          | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      4154 | NS      | $160344.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS, INC.                       | TTEC HOLDINGS INC                    | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      3073 | NS      | $135611.49    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                               | OFG BANCORP                          | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      7209 | NS      | $198680.04    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS, INC.                                | FIGS INC                             | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9414 | NS      | $63356.22     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE WIRE CORPORATION                   | ENCORE WIRE CORP                     | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       896 | NS      | $123253.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA OUTDOOR INC.                        | VISTA OUTDOOR INC                    | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      5341 | NS      | $130160.17    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC.                               | BELDEN INC                           | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      2495 | NS      | $179390.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELECTRONICS, INC.               | BENCHMARK ELECTRONICS INC            | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      7615 | NS      | $203244.35    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS, INC.                    | EXTREME NETWORKS INC                 | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      8113 | NS      | $148549.03    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GERMAN AMERICAN BANCORP, INC.             | GERMAN AMERICAN BANCORP              | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6318 | NS      | $235661.40    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INCORPORATED                     | LA Z BOY INC                         | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      5921 | NS      | $135117.22    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PAPA JOHN'S INTERNATIONAL, INC.           | PAPA JOHN S INTL INC                 | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      2293 | NS      | $188736.83    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 COMPANY                             | WD 40 CO                             | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       901 | NS      | $145250.21    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSCRIPTS HEALTHCARE SOLUTIONS, INC.     | ALLSCRIPTS HEALTHCARE SOLUTIONS INC  | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     10243 | NS      | $180686.52    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sciplay Corp                              | SCIPLAY CORP                         | CUSIP: 809087109<br>LEI: 549300B8E2F1A3EW6869 | Long             | EC               | CORP              | US        |     11652 | NS      | $187364.16    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC.                     | HILLTOP HOLDINGS INC                 | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      6011 | NS      | $180390.11    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCHANTS BANCORP                         | MERCHANTS BANCORP IN                 | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      8179 | NS      | $198913.28    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC.                          | N B T BANCORP INC                    | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6643 | NS      | $288439.06    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORPORATION              | FULTON FINANCIAL CORP                | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     13037 | NS      | $219412.71    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HOLDINGS, INC.               | SALLY BEAUTY HOLDINGS INC            | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      9599 | NS      | $120179.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFICIENT, INC.                          | PERFICIENT INC                       | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      1784 | NS      | $124576.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                | MATSON INC                           | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1698 | NS      | $106141.98    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBANY INTERNATIONAL CORP.                | ALBANY INTERNATIONAL CORP            | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      2386 | NS      | $235235.74    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA METALLURGICAL RESOURCES, INC.       | ALPHA METALLURGICAL RESOURCES        | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       482 | NS      | $70559.98     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK GROUP, INC.              | INDEPENDENT BANK GROUP INC           | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3326 | NS      | $199826.08    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T OFFSHORE, INC.                        | W T OFFSHORE INC                     | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |      9373 | NS      | $52301.34     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITIL CORPORATION                        | UNITIL CORP                          | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3767 | NS      | $193473.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILITI, INC.                             | AGILITI INC                          | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7331 | NS      | $119568.61    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA HEALTH SCIENCES, INC.               | USANA HEALTH SCIENCES INC            | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      3169 | NS      | $168590.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES, INC.           | DIME COMMUNITY BANCSHARES            | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6550 | NS      | $208486.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc                                 | DOCGO INC                            | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8157 | NS      | $57669.99     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                          | CLEARFIELD INC                       | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |       851 | NS      | $80113.14     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE CORPORATION PLC                     | NOBLE CORP PLC                       | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3485 | NS      | $131419.35    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDY SPRING BANCORP, INC.                | SANDY SPRING BANCORP                 | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5980 | NS      | $210675.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS, INC.                         | OSI SYSTEMS INC                      | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      3120 | NS      | $248102.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO MEDICAL HOLDINGS, INC.             | APOLLO MEDICAL HOLDINGS INC          | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      2707 | NS      | $80100.13     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC.                | MINERALS TECHNOLOGIES INC            | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      3372 | NS      | $204747.84    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                        | INTERDIGITAL INC                     | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |      3938 | NS      | $194852.24    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT INNOVATIONS, INC.                     | PGT INNOVATIONS INC                  | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      6728 | NS      | $120834.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX, INC.                           | MARINEMAX INC                        | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      4025 | NS      | $125660.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                | SYNDAX PHARMACEUTICALS INC           | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |      4495 | NS      | $114397.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC.                    | VEECO INSTRUMENTS INC                | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      7386 | NS      | $137231.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MANUFACTURING COMPANY              | MODINE MANUFACTURING CO              | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      7233 | NS      | $143647.38    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION          | CHESAPEAKE UTILITIES CORP            | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      2031 | NS      | $240023.58    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH RESOURCES, INC.                      | ARCH RESOURCES INC                   | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |       653 | NS      | $93241.87     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PIPER SANDLER COMPANIES                   | PIPER SANDLER COS                    | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      1414 | NS      | $184088.66    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS, INC.                      | THRYV HOLDINGS INC                   | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7424 | NS      | $141056.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITEX HOLDINGS, INC.                    | VERITEX HOLDINGS INC                 | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      6210 | NS      | $174376.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CRICUT, INC.                              | CRICUT INC                           | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |      8726 | NS      | $80890.02     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc                           | SOLID POWER INC                      | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16699 | NS      | $42415.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP                             | FIRST BANCORP PUERTO RICO            | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      9739 | NS      | $123880.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST, INC.                             | SKYWEST INC                          | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      5905 | NS      | $97491.55     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART, INC.                          | PRICESMART INC                       | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      3250 | NS      | $197535.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS, INC.           | AMERICAN EAGLE OUTFITTERS            | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     10238 | NS      | $142922.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc          | FIRST WATCH RESTAURANT GROUP INC     | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7095 | NS      | $95995.35     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS COMPANY                   | GRAHAM HOLDINGS CO                   | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       431 | NS      | $260414.51    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS, INC.            | NATIONAL VISION HOLDINGS INC         | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      3225 | NS      | $125001.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS, INC.            | SPECTRUM BRANDS HOLDINGS INC         | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      3606 | NS      | $219677.52    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS, INC.                     | DORMAN PRODUCTS INC                  | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1985 | NS      | $160526.95    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCHISE GROUP, INC.                     | FRANCHISE GROUP INC                  | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |      4398 | NS      | $104760.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORPORATION                       | ARCBEST CORP                         | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      1463 | NS      | $102468.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF INTERNATIONAL, INC.                   | ICF INTERNATIONAL INC                | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      2011 | NS      | $199189.55    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MARKETS, INC.                        | WEIS MARKETS INC                     | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2398 | NS      | $197331.42    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                          | PROTO LABS INC                       | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      3695 | NS      | $94333.35     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KAMAN CORPORATION                         | KAMAN CORP                           | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      5293 | NS      | $118033.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORPORATION                          | ESAB CORP                            | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      4043 | NS      | $189697.56    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RYERSON HOLDING CORPORATION               | RYERSON HOLDING CORP                 | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      2879 | NS      | $87118.54     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP, INC.                       | NEWMARK GROUP INC                    | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14668 | NS      | $116903.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEFS' WAREHOUSE, INC.                | CHEFS WAREHOUSE INC THE              | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      4152 | NS      | $138178.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS, INC.       | DONNELLEY FINANCIAL SOLUTIONS INC    | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      3097 | NS      | $119699.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT, LTD.                    | MARTEN TRANS LTD                     | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7739 | NS      | $153077.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES, INC.                    | TRI POINTE HOMES INC                 | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8641 | NS      | $160636.19    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Ltd         | ALPHA OMEGA SEMICONDUCTOR LTD        | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |      2498 | NS      | $71367.86     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                     | OXFORD INDUSTRIES INC                | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      1530 | NS      | $142565.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANTAGE SOLUTIONS INC.                  | ADVANTAGE SOLUTIONS INC              | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40797 | NS      | $84857.76     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS, INC.            | BREAD FINANCIAL HOLDINGS             | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      3545 | NS      | $133504.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET, INC.                              | RADNET INC                           | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      6306 | NS      | $118741.98    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                              | AERSALE CORP                         | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6998 | NS      | $113507.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SHYFT GROUP, INC.                     | SHYFT GROUP INC                      | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |      5604 | NS      | $139315.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BANCSHARES CORPORATION      | INTERNATIONAL BANCSHARES CORPORATION | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      4359 | NS      | $199467.84    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MOELIS & COMPANY                          | MOELIS CO CLASS A                    | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      4176 | NS      | $160233.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYA HOLDINGS INC.                        | PAYA HOLDINGS INC                    | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15802 | NS      | $124361.74    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UTZ BRANDS, INC.                          | UTZ BRANDS INC                       | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9745 | NS      | $154555.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSIDE BANCSHARES, INC.                | SOUTHSIDE BANCSHARES INC             | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      7054 | NS      | $253873.46    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                    | ENPRO INDUSTRIES INC                 | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      1944 | NS      | $211293.36    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON COMPANIES, INC.                 | PATTERSON COS INC                    | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      7111 | NS      | $199321.33    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS, INC.                    | NETSCOUT SYSTEMS INC                 | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      5766 | NS      | $187452.66    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.    | CRACKER BARREL OLD COUNTRY STORE INC | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      1460 | NS      | $138320.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORPORATION                         | BRADY CORP                           | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      5107 | NS      | $240539.70    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER WATER PRODUCTS, INC.              | MUELLER WATER PRODUCTS INC           | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     18556 | NS      | $199662.56    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS, INC.                            | AGILYSYS INC                         | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      2334 | NS      | $184712.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VERRA MOBILITY CORPORATION                | VERRA MOBILITY CORP                  | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     10068 | NS      | $139240.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC.    | ARTISAN PARTNERS ASSET MA A          | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      5895 | NS      | $175081.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL, INC.                  | WASHINGTON FEDERAL INC               | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6751 | NS      | $226496.05    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS, INC.      | COGENT COMMUNICATIONS HOLDINGS INC   | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3621 | NS      | $206686.68    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.         | PRESTIGE CONSUMER HEALTHCARE INC     | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4153 | NS      | $259977.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                     | CAL MAINE FOODS INC                  | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      2854 | NS      | $155400.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| STAGWELL INC.                             | STAGWELL INC                         | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |     16932 | NS      | $105147.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company            | EDGEWELL PERSONAL CARE CO            | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      4202 | NS      | $161945.08    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER PARFUMS, INC.                       | INTER PARFUMS INC                    | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2155 | NS      | $208000.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN INTERNATIONAL, INC.                 | TITAN INTERNATIONAL INC              | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |      6488 | NS      | $99396.16     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTIER OILFIELD SOLUTIONS INC.           | NEXTIER OILFIELD SOLUTIONS INC       | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |      8815 | NS      | $81450.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSSELL 2000 MINI INDEX FUTURE MAR23      | RUSSELL 2000 MINI INDEX FUTURE MAR23 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $-1779.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Altus Power Inc                           | ALTUS POWER INC                      | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |      6809 | NS      | $44394.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                              | CALERES INC                          | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      3581 | NS      | $79784.68     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORPORATION                        | BANNER CORP                          | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3299 | NS      | $208496.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICO BANCSHARES                          | TRICO BANCSHARES                     | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4529 | NS      | $230933.71    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RESEARCH CORPORATION             | NATIONAL RESEARCH CORP               | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      4129 | NS      | $154011.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC.                                  | AZZ INC                              | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      5878 | NS      | $236295.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION, INC.                 | STRATEGIC EDUCATION INC              | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      2216 | NS      | $173557.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR, INC.                           | FRONTDOOR INC                        | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      7291 | NS      | $151652.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARD AIR CORPORATION                   | FORWARD AIR CORP                     | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1570 | NS      | $164677.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS, INC.                        | A10 NETWORKS INC                     | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      8423 | NS      | $140074.49    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BRINK'S COMPANY                       | BRINK S CO THE                       | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      3712 | NS      | $199371.52    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CONDUENT INCORPORATED                     | CONDUENT INC                         | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     33968 | NS      | $137570.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES, INC.                 | NU SKIN ENTERPRISES INC CLASS A      | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      4138 | NS      | $174458.08    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLON PETROLEUM COMPANY                  | CALLON PETROLEUM CO                  | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      2018 | NS      | $74847.62     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORPORATION          | TAYLOR MORRISON HOME CORP            | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      4792 | NS      | $145437.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP                             | FIRST BANCORP                        | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5014 | NS      | $214799.76    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC.                         | TALOS ENERGY INC                     | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      4051 | NS      | $76482.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N-ABLE, INC.                              | N ABLE INC                           | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12064 | NS      | $124017.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                           | O I GLASS INC                        | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8099 | NS      | $134200.43    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSETMARK FINANCIAL HOLDINGS, INC.        | ASSETMARK FINANCIAL HOLDINGS INC     | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |     10883 | NS      | $250309.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORPORATION                         | TEREX CORPORATION                    | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      4168 | NS      | $178056.96    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION, INC.              | GRAND CANYON EDUCATION INC           | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      2343 | NS      | $247561.38    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FORRESTER RESEARCH, INC.                  | FORRESTER RESEARCH INC               | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |      4941 | NS      | $176690.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HURON CONSULTING GROUP INC.               | HURON CONSULTING GROUP INC           | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      2864 | NS      | $207926.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                              | LESLIE S INC                         | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8150 | NS      | $99511.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES, INC.                    | ASTEC INDUSTRIES INC                 | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      4105 | NS      | $166909.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS, INC.                  | BOOT BARN HOLDINGS INC               | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      1751 | NS      | $109472.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY TELEVISION, INC.                     | GRAY TELEVISION INC                  | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     10334 | NS      | $115637.46    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN COMPANY                            | STEPAN CO                            | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      2312 | NS      | $246135.52    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES, INC.                  | PATRICK INDUSTRIES INC               | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      2714 | NS      | $164468.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS, INC.            | IRONWOOD PHARMACEUTICALS INC         | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     18786 | NS      | $232758.54    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC.                                 | GOGO INC                             | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      9489 | NS      | $140057.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PACTIV EVERGREEN INC.                     | PACTIV EVERGREEN INC                 | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |     14103 | NS      | $160210.08    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP, INC.                           | PRA GROUP INC                        | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      8924 | NS      | $301452.72    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART GLOBAL HOLDINGS, INC.               | SMART GLOBAL HOLDINGS INC            | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | KY        |      8956 | NS      | $133265.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION | FEDERAL AGRICULTURAL MORTGAGE CORP   | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |      1879 | NS      | $211782.09    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 GLOBAL, INC.                          | NV5 GLOBAL INC                       | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1313 | NS      | $173736.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER COMPANY                   | MIDDLESEX WATER CO                   | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2508 | NS      | $197304.36    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| QURATE RETAIL, INC.                       | QURATE RETAIL INC                    | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |     37004 | NS      | $60316.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS, INC.                               | SONOS INC                            | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      6595 | NS      | $111455.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ARHAUS, INC                               | ARHAUS INC                           | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10614 | NS      | $103486.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORPORATION                        | CORVEL CORP                          | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1172 | NS      | $170326.76    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORPORATION                       | GRIFFON CORP                         | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      3630 | NS      | $129917.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                      | RENASANT CORP                        | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      6359 | NS      | $239034.81    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Paymentus Holdings Inc                    | PAYMENTUS HOLDINGS INC               | CUSIP: 70439P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7092 | NS      | $56806.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNE BANK                                | TOWNE BANK                           | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      8431 | NS      | $260012.04    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated              | INGLES MARKETS INC CLASS A           | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      2243 | NS      | $216359.78    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES, INC.                | GIBRALTAR INDUSTRIES INC             | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2949 | NS      | $135300.12    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRATH RENTCORP                          | MCGRATH RENTCORP                     | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      2693 | NS      | $265906.82    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORPORATION            | TOMPKINS FINANCIAL CORP              | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      3210 | NS      | $249031.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN LENDING CORPORATION                  | OPEN LENDING CORP                    | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12569 | NS      | $84840.75     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP, INC.             | PEDIATRIX MEDICAL GROUP INC          | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8207 | NS      | $121956.02    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP, LTD.                 | G III APPAREL GROUP LTD              | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      6709 | NS      | $91980.39     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE-CRYSTAL CLEAN, INC.              | HERITAGE CRYSTAL CLEAN INC           | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6295 | NS      | $204461.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GREENBRIER COMPANIES, INC.            | GREENBRIER COS INC THE               | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      5872 | NS      | $196888.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. HOLDINGS, INC.                     | MDC HOLDINGS INC                     | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      4732 | NS      | $149531.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP        | ENTERPRISE FINANCIAL SERVICES CORP   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      5062 | NS      | $247835.52    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS, INC.                   | DELEK US HOLDINGS INC                | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      3323 | NS      | $89721.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                    | MARCUS MILLICHAP INC                 | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      4610 | NS      | $158814.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D SYSTEMS CORPORATION                    | 3D SYSTEMS CORP                      | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     11736 | NS      | $86846.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION  | STEWART INFORMATION SERVICES         | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      3947 | NS      | $168655.31    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORPORATION                        | DELUXE CORP                          | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      9590 | NS      | $162838.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                    | MONTAUK RENEWABLES INC               | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6141 | NS      | $67735.23     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                | MERITAGE CORPORATION                 | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      1936 | NS      | $178499.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                     | NEWMARKET CORP                       | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       689 | NS      | $214354.79    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| 1ST SOURCE CORPORATION                    | FIRST SOURCE                         | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5001 | NS      | $265503.09    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK NATIONAL CORPORATION                 | PARK NATIONAL CORP                   | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      1779 | NS      | $250394.25    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP.                             | EMBECTA CORP                         | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      3352 | NS      | $84772.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats Inc                           | VIVID SEATS INC                      | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12395 | NS      | $90483.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION, INC.                       | PC CONNECTION INC                    | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      4073 | NS      | $191023.70    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DINE BRANDS GLOBAL, INC.                  | DINE BRANDS GLOBAL INC               | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      1681 | NS      | $108592.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials Inc                      | ORIGIN MATERIALS INC                 | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |     19702 | NS      | $90826.22     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE NUTRITION LTD.                  | HERBALIFE NUTRITION LTD              | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |      5422 | NS      | $80679.36     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLVE GROUP, INC.                       | REVOLVE GROUP INC                    | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3807 | NS      | $84743.82     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC.                      | JACK IN THE BOX INC                  | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      1744 | NS      | $118993.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP, INC.           | HEALTHCARE SERVICES GROUP            | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     10158 | NS      | $121896.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES, INC.                    | CAVCO INDUSTRIES INC                 | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       608 | NS      | $137560.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYWARD HOLDINGS, INC.                    | HAYWARD HOLDINGS INC                 | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12804 | NS      | $120357.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS, INC.                | GREEN BRICK PARTNERS INC             | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      5234 | NS      | $126819.82    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BUCKLE, INC.                          | BUCKLE INC THE                       | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      3628 | NS      | $164529.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Playa Hotels & Resorts N.V.               | PLAYA HOTELS RESORTS NV              | CUSIP: N70544106<br>LEI: 529900BUP3KWPCJNLS49 | Long             | EC               | CORP              | NL        |     21450 | NS      | $140068.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                  | GMS INC                              | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      3229 | NS      | $160804.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS, INC.          | VIRTUS INVESTMENT PARTNERS INC       | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       922 | NS      | $176507.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS, INC.                | PAR PACIFIC HOLDINGS INC             | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      5460 | NS      | $126945.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD.               | GRAFTECH INTERNATIONAL LTD           | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     26998 | NS      | $128510.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.            | SUPERNUS PHARMACEUTICALS INC         | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      5182 | NS      | $184841.94    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTVIEW HOLDINGS, INC.                 | BRIGHTVIEW HOLDINGS INC              | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     18169 | NS      | $125184.41    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON INDUSTRIES, INC.              | WORTHINGTON INDUSTRIES INC           | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      2971 | NS      | $147688.41    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGIANT TRAVEL COMPANY                  | ALLEGIANT TRAVEL CO                  | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      1831 | NS      | $124489.69    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPING WORLD HOLDINGS, INC.              | CAMPING WORLD HOLDINGS INC           | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      3846 | NS      | $85842.72     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC.                            | MYR GROUP INC                        | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      2177 | NS      | $200436.39    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES CELLULAR CORPORATION        | US CELLULAR CORP                     | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      7077 | NS      | $147555.45    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Iteos Therapeutics Inc                    | ITEOS THERAPEUTICS INC               | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4600 | NS      | $89838.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHASE CORPORATION                         | CHASE CORP                           | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2463 | NS      | $212458.38    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HAIN CELESTIAL GROUP, INC.            | HAIN CELESTIAL GROUP INC THE         | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      8079 | NS      | $130718.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corporation                    | RANGER OIL CORP                      | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |      2251 | NS      | $91007.93     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES, INC.             | TOOTSIE ROLL INDUSTRIES INC          | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      6537 | NS      | $278280.09    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM, INC.             | COLUMBIA BANKING SYSTEM INC          | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5981 | NS      | $180207.53    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES, INC.        | PROVIDENT FINANCIAL SVCS             | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     11619 | NS      | $248181.84    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS, INC.                           | B G FOODS INC                        | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     10152 | NS      | $113194.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                               | SITIME CORP                          | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       857 | NS      | $87088.34     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES, INC.         | NAPCO SEC SYS INC                    | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      5184 | NS      | $142456.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED, INC.                          | BANKUNITED INC                       | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      4955 | NS      | $168321.35    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER'S, INC.                            | CARTER S INC                         | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      2134 | NS      | $159217.74    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP.                         | ADAPTHEALTH CORP                     | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4355 | NS      | $83703.10     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOVYST INC.                              | ECOVYST INC                          | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14777 | NS      | $130924.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI WORLDWIDE, INC.                       | ACI WORLDWIDE INC                    | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      7943 | NS      | $182689.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS, INC.                   | HEARTLAND EXPRESS INC                | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     15116 | NS      | $231879.44    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES, INC.                    | SPX TECHNOLOGIES INC                 | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3282 | NS      | $215463.30    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSTOCK.COM, INC.                       | OVERSTOCK COM INC                    | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      2787 | NS      | $53956.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                       | OWENS MINOR INC HOLDING CO           | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      8101 | NS      | $158212.53    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                      | UPSTART HOLDINGS INC                 | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |      1791 | NS      | $23677.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND FINANCIAL USA, INC.             | HEARTLAND FINANCIAL USA INC          | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      5124 | NS      | $238880.88    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP, INC.                | ENCORE CAPITAL GROUP INC             | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      3518 | NS      | $168652.92    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, INC.                                 | RPC INC                              | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |     10328 | NS      | $91815.92     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU, INC.                                | COHU INC                             | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      4238 | NS      | $135827.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc             | JANUS INTERNATIONAL GROUP INC        | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13314 | NS      | $126749.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC.                             | ADVANSIX INC                         | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      3530 | NS      | $134210.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNITZER STEEL INDUSTRIES, INC.          | SCHNITZER STEEL INDUSTRIES INC       | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      3991 | NS      | $122324.15    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES, INC.                    | TTM TECHNOLOGIES                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      9503 | NS      | $143305.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                | NORTHERN OIL AND GAS INC             | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      2821 | NS      | $86943.22     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                              | PUBMATIC INC                         | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4376 | NS      | $56056.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIOS TECHNOLOGIES, INC.                 | HELIOS TECHNOLOGIES INC              | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      2672 | NS      | $145463.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Onespaworld Holdings Ltd                  | ONESPAWORLD HOLDINGS LTD             | CUSIP: P73684113<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |     15228 | NS      | $142077.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY, INC.                     | AVID TECHNOLOGY INC                  | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      3914 | NS      | $104073.26    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KADANT INC.                               | KADANT INC                           | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      1091 | NS      | $193794.33    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND FINANCIAL CORPORATION            | LAKELAND FINANCIAL CORP              | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3166 | NS      | $231023.02    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC.                               | KFORCE INC                           | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      2644 | NS      | $144970.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY RECOVERY, INC.                     | ENERGY RECOVERY INC                  | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      8005 | NS      | $164022.45    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                       | NAVIENT CORP                         | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      8708 | NS      | $143246.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET, INC.                          | TECHTARGET INC                       | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      2017 | NS      | $88869.02     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW INC.                                  | NOW INC                              | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     11970 | NS      | $152019.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA FINANCIAL, INC.                  | COLUMBIA FINANCIAL INC               | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |     11313 | NS      | $244587.06    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.           | CSG SYSTEMS INTL INC                 | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      3491 | NS      | $199685.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                     | BLOOMIN BRANDS INC                   | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      5329 | NS      | $107219.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STURM, RUGER & COMPANY, INC.              | STURM RUGER COMPANY                  | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      4179 | NS      | $211540.98    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING COMPANY                      | HECLA MINING COMPANY                 | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     22011 | NS      | $122381.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BANCORP, INC.                         | BANCORP INC THE                      | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5222 | NS      | $148200.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL, INC.               | BRINKER INTERNATIONAL INC            | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      3418 | NS      | $109068.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP.                  | ENERPAC TOOL GROUP CORP              | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      8040 | NS      | $204618.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INCORPORATED                         | DANA INC                             | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      8273 | NS      | $125170.49    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE, INC.                              | STRIDE INC                           | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      2564 | NS      | $80201.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ANDERSONS, INC.                       | THE ANDERSONS INC                    | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      3194 | NS      | $111758.06    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDSAY CORPORATION                       | LINDSAY CORP                         | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      1167 | NS      | $190045.95    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITIV CORPORATION                       | VERITIV CORP                         | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      1127 | NS      | $137167.17    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORPORATION                  | PROASSURANCE CORP                    | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      9274 | NS      | $162016.78    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC.                    | JACKSON FINANCIAL INC                | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      3577 | NS      | $124443.83    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                              | PLEXUS CORP                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      2127 | NS      | $218932.11    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEESECAKE FACTORY INCORPORATED       | CHEESECAKE FACTORY INCORPORATED      | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      3383 | NS      | $107274.93    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E EQUIPMENT SERVICES, INC.              | H E EQUIPMENT SERVICES INC           | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |      4116 | NS      | $186866.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID BIOSERVICES, INC.                    | AVID BIOSERVICES INC                 | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |      5166 | NS      | $71135.82     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORPORATION            | PERDOCEO EDUCATION CORP              | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     18797 | NS      | $261278.30    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC.                | EMERGENT BIOSOLUTIONS INC            | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      4955 | NS      | $58518.55     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIPRECRUITER, INC.                        | ZIPRECRUITER INC                     | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |      5962 | NS      | $97896.04     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT ENERGY SERVICES, INC.              | SELECT ENERGY SERVICES INC           | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     11860 | NS      | $109586.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                | WINNEBAGO INDUSTRIES INC             | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      1981 | NS      | $104398.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc          | HARMONY BIOSCIENCES HOLDINGS INC     | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2160 | NS      | $119016.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE RMR GROUP INC.                        | RMR GROUP INC THE                    | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      8694 | NS      | $245605.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MULTIPLAN CORPORATION                     | MULTIPLAN CORP                       | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31933 | NS      | $36722.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORPORATION                | WESTAMERICA BANCORPORATION           | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5442 | NS      | $321132.42    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY         | NORTHWEST NATURAL HOLDING CO         | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4926 | NS      | $234428.34    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC.                        | BRISTOW GROUP INC                    | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      5027 | NS      | $136382.51    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORPORATION                  | NORTHWESTERN CORP                    | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      5084 | NS      | $301684.56    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FOUNDATION INC.                     | FIRST FOUNDATION INC                 | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     10870 | NS      | $155767.10    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE & BUSTER'S ENTERTAINMENT, INC.       | DAVE N BUSTERS                       | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      2715 | NS      | $96219.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                       | PAYONEER GLOBAL INC                  | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9790 | NS      | $53551.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INSURANCE GROUP, INC.              | SAFETY INSURANCE GROUP INC           | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      3512 | NS      | $295921.12    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Taskus Inc                                | TASKUS INC                           | CUSIP: 87652V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3763 | NS      | $63594.70     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| E.L.F. BEAUTY, INC.                       | ELF BEAUTY INC                       | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      3353 | NS      | $185420.90    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                   | EUROPEAN WAX CENTER INC              | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5922 | NS      | $73728.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER, INC.                        | BADGER METER INC                     | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      1994 | NS      | $217405.82    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MERCHANTS CORPORATION               | FIRST MERCHANTS CORP                 | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      5366 | NS      | $220596.26    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company     | SHENANDOAH TELECOMMUNICATION         | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      7569 | NS      | $120195.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORPORATION                           | HNI CORP                             | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      6174 | NS      | $175526.82    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                 | AAR CORP                             | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      4271 | NS      | $191767.90    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES, INC.                           | M I HOMES INC                        | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      3307 | NS      | $152717.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORPORATION                      | INGEVITY CORP                        | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      2535 | NS      | $178565.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS, INC.               | CONSTRUCTION PARTNERS INC            | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |      4209 | NS      | $112338.21    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE VITA COCO COMPANY, INC.               | VITA COCO CO INC THE                 | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |      7257 | NS      | $100291.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORPORATION                     | TRUSTMARK CORP                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      7808 | NS      | $272577.28    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN, LTD.                       | STEVEN MADDEN LTD                    | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      4897 | NS      | $156508.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMAS CORPORATION                        | TRIMAS CORP                          | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      7743 | NS      | $214790.82    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRA INDUSTRIAL MOTION CORP.             | ALTRA INDUSTRIAL MOTION CORP         | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      3767 | NS      | $225078.25    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS, INC.           | CONSENSUS CLOUD SOLUTIONS INC        | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2399 | NS      | $128970.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS, INC.                          | PHOTRONICS INC                       | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      6069 | NS      | $102141.27    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DREAM FINDERS HOMES, INC.                 | DREAM FINDERS HOMES INC              | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10290 | NS      | $89111.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                       | STEPSTONE GROUP INC                  | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5218 | NS      | $131389.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORPORATION        | NATIONAL BANK HOLDINGS CORP          | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5384 | NS      | $226504.88    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| U. S. PHYSICAL THERAPY, INC.              | US PHYSICAL THERAPY INC              | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      1725 | NS      | $139776.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                    | EXP WORLD HOLDINGS INC               | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      6685 | NS      | $74069.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMULATIONS PLUS, INC.                    | SIMULATIONS PLUS INC                 | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2772 | NS      | $101372.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORPORATION             | PROGRESS SOFTWARE CORPORATION        | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      4036 | NS      | $203616.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc         | SUN COUNTRY AIRLINES HOLDINGS INC    | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      7164 | NS      | $113621.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS, INC.                   | COMMVAULT SYSTEMS INC                | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      3058 | NS      | $192164.72    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORPORATION                      | MATERION CORP                        | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      1931 | NS      | $168981.81    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA TECHNOLOGIES, INC.                   | SIGA TECHNOLOGIES INC                | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5223 | NS      | $38441.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                  | FB FINANCIAL CORP                    | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      5058 | NS      | $182796.12    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC.                             | INNOSPEC INC                         | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      2382 | NS      | $245012.52    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORPORATION                     | GREEN DOT CORP                       | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5920 | NS      | $93654.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY              | CENTRAL GARDEN AND PET COMPANY       | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      5792 | NS      | $207353.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA, INC.                              | ARCOSA INC                           | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      2776 | NS      | $150847.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HILLS BANCORP, INC.             | BERKSHIRE HILLS BANCORP INC          | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      7628 | NS      | $228077.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HOLDINGS, INC.                    | PALOMAR HOLDINGS INC                 | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      1307 | NS      | $59024.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIFAST, INC.                            | MEDIFAST INC                         | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      1090 | NS      | $125731.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES, INC.                  | WERNER ENTERPRISES INC               | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      5133 | NS      | $206654.58    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN HOLDING, INC.                    | JELD WEN HOLDING INC                 | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     12043 | NS      | $116214.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR, INC.                           | MAXLINEAR INC CLASS A                | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      2962 | NS      | $100559.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SERVICES CORPORATION             | PRIMORIS SERVICES CORP               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      9157 | NS      | $200904.58    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J SNACK FOODS CORP.                   | J J SNACK FOODS CORP                 | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1553 | NS      | $232499.63    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL, INC.           | CAPITOL FEDERAL FINANCIAL INC        | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34687 | NS      | $300042.55    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS, INC.            | CATALYST PHARMACEUTICALS INC         | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      7663 | NS      | $142531.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORPORATION             | PERMIAN RESOURCES CORP COM           | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     10261 | NS      | $96453.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC.                             | HARMONIC INC                         | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      9762 | NS      | $127882.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corporation PLC                  | PROTHENA CORP PLC                    | CUSIP: G72800108<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |       878 | NS      | $52899.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ST. JOE COMPANY                       | ST JOE CO                            | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      4541 | NS      | $175509.65    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                | UNITED NATURAL FOODS INC             | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      3681 | NS      | $142491.51    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW INDUSTRIALS, INC.                     | CSW INDUSTRIALS INC                  | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      1867 | NS      | $216441.31    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC, INC.                           | CORECIVIC INC                        | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     13197 | NS      | $152557.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL TURBINE, INC.                     | DIGITAL TURBINE INC                  | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      4934 | NS      | $75194.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORPORATION     | ATLANTIC UNION BANKSHARES            | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6451 | NS      | $226688.14    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT COMPANY                           | TENNANT CO                           | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      3431 | NS      | $211246.67    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ, INC.                                | CBIZ INC                             | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      4985 | NS      | $233547.25    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MISSION PRODUCE, INC.                     | MISSION PRODUCE INC                  | CUSIP: 60510V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11925 | NS      | $138568.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                       | SPARTANNASH CO                       | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      5237 | NS      | $158366.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.                  | APOGEE ENTERPRISES INC               | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      3991 | NS      | $177439.86    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES, INC.                  | PACIRA BIOSCIENCES INC               | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      3061 | NS      | $118185.21    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST COMMONWEALTH FINANCIAL CORPORATION  | FIRST COMMONWEALTH FINANCIAL C       | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     17373 | NS      | $242700.81    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.         | PENNYMAC FINANCIAL SERVICES          | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      3542 | NS      | $200689.72    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES, INC.                | NORTHWEST BANCSHARES INC             | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19780 | NS      | $276524.40    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES, INC.                           | LGI HOMES INC                        | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      1425 | NS      | $131955.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE ENERGY, INC.                          | MGE ENERGY INC                       | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4193 | NS      | $295187.20    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LAREDO PETROLEUM, INC                     | LAREDO PETROLEUM INC                 | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      1116 | NS      | $57384.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec, Inc.                             | EVERTEC INC                          | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      6003 | NS      | $194377.14    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| STR SUB INC.                              | SITIO ROYALTIES CORP A               | CUSIP: 82983N108<br>LEI: 549300OILIONON7XK623 | Long             | EC               | CORP              | US        |      9926 | NS      | $286353.24    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORPORATION         | STANDEX INTERNATIONAL CORP           | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      2565 | NS      | $262681.65    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                     | ARCUS BIOSCIENCES INC                | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2865 | NS      | $59248.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORPORATION                      | ECHOSTAR CORP                        | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      8574 | NS      | $143014.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                       | SYLVAMO CORP                         | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      2590 | NS      | $125848.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                      | KONTOOR BRANDS INC                   | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      3483 | NS      | $139285.17    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS, INC.                     | MERCURY SYSTEMS INC                  | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      3234 | NS      | $144689.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR, INC.                   | LEMAITRE VASCULAR INC                | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      3514 | NS      | $161714.28    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                            | INNOVIVA INC                         | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     11904 | NS      | $157728.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HIRERIGHT HOLDINGS CORPORATION            | HIRERIGHT HOLDINGS CORP              | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6357 | NS      | $75394.02     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INDUSTRIAL COMPANY                 | GLOBAL INDUSTRIAL CO                 | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4786 | NS      | $112614.58    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                          | ACM RESEARCH INC                     | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |      8886 | NS      | $68511.06     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons S.A.             | ORION ENGINEERED CARBONS SA          | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      9527 | NS      | $169675.87    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC.                           | KENNAMETAL INC                       | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      6890 | NS      | $165773.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC PARTNERS, INC.                        | BGC PARTNERS INC CL A                | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     42027 | NS      | $158441.79    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES, INC.                 | CENTURY COMMUNITIES INC              | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      2706 | NS      | $135327.06    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EARTHSTONE ENERGY, INC.                   | EARTHSTONE ENERGY INC                | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |      5795 | NS      | $82462.85     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FUNKO, INC.                               | FUNKO INC                            | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |      4327 | NS      | $47207.57     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES, INC.                  | TRINITY INDUSTRIES INC               | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      7469 | NS      | $220858.33    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES, INC.                    | RUSH ENTERPRISES INC CLASS A         | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      4084 | NS      | $213511.52    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                  | FIRST FINANCIAL BANCORP              | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      9510 | NS      | $230427.30    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP, INC.        | AIR TRANSPORT SERVICES GROUP         | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      5862 | NS      | $152294.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| STOCK YARDS BANCORP, INC.                 | STOCK YARDS BANCORP INC              | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      3225 | NS      | $209560.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND, INC.                         | HILLENBRAND INC                      | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      4549 | NS      | $194105.83    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS DIVERSIFIED HOLDINGS              | COMPASS DIVERSIFIED HOLDINGS         | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |      8057 | NS      | $146879.11    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC.                             | ARCHROCK INC                         | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     21562 | NS      | $193626.76    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS, INC.                 | METHODE ELECTRONICS INC              | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      5129 | NS      | $227573.73    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMO GROUP INC.                          | ALAMO GROUP INC                      | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      1604 | NS      | $227126.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGCLUB CORPORATION                   | LENDINGCLUB CORP                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      7015 | NS      | $61732.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| S & T BANCORP, INC.                       | S T BANCORP INC                      | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8253 | NS      | $282087.54    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINSEO PUBLIC LIMITED COMPANY            | TRINSEO PLC                          | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |      5443 | NS      | $123610.53    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET HOSPITALITY CORP.                  | TARGET HOSPITALITY CORP              | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5225 | NS      | $79106.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON HOLDINGS, INC.             | KENNEDY WILSON HOLDINGS INC          | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     13246 | NS      | $208359.58    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC.                                 | MOOG INC CLASS A                     | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      2768 | NS      | $242919.68    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS, INC.             | STANDARD MOTOR PRODS                 | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      4756 | NS      | $165508.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS, INC.         | INSTALLED BUILDING PRODUCTS          | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      1462 | NS      | $125147.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares, Inc.                 | LIVE OAK BANCSHARES INC              | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3450 | NS      | $104190.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INCORPORATED         | GRANITE CONSTRUCTION INC             | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      7139 | NS      | $250364.73    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORPORATION                       | SEMTECH CORP                         | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      4232 | NS      | $121416.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS, INC.                        | NMI HOLDINGS INC                     | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      7352 | NS      | $153656.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, INC.                                 | V2X INC                              | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2714 | NS      | $112061.06    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MALIBU BOATS, INC.                        | MALIBU BOATS INC                     | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2682 | NS      | $142950.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EPLUS INC.                                | EPLUS INC                            | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      3791 | NS      | $167865.48    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                   | TRIUMPH FINANCIAL INC                | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      2195 | NS      | $107269.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION         | HORACE MANN EDUCATORS                | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      5417 | NS      | $202433.29    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                               | ALECTOR INC                          | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      9675 | NS      | $89300.25     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                 | CNO FINANCIAL GROUP INC              | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      9147 | NS      | $209008.95    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC.                         | STONEX GROUP INC                     | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      2143 | NS      | $204227.90    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                  | ENERGIZER HOLDINGS INC               | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      6127 | NS      | $205560.85    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                      | FULGENT GENETICS INC                 | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      3051 | NS      | $90858.78     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORPORATION                        | ENOVIS CORP                          | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      3514 | NS      | $188069.28    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                   | KB HOME                              | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      4268 | NS      | $135935.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS COUNTRY HEALTHCARE, INC.            | CROSS COUNTRY HEALTHCARE INC         | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      2780 | NS      | $73864.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GUESS ?, INC.                             | GUESS INC                            | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      6434 | NS      | $133119.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGNER BRANDS INC.                      | DESIGNER BRANDS INC                  | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      7140 | NS      | $69829.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXAR TECHNOLOGIES INC.                   | MAXAR TECHNOLOGIES INC               | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      5203 | NS      | $269203.22    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                  | GROUP 1 AUTOMOTIVE INC               | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       771 | NS      | $139065.27    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTHCARE CORPORATION           | NATIONAL HEALTHCARE CORP             | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4173 | NS      | $248293.50    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC.                             | CARS COM INC                         | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     10003 | NS      | $137741.31    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL, INC.                  | GENWORTH FINANCIAL INC               | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     39041 | NS      | $206526.89    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL, INC.                      | AXOS FINANCIAL INC                   | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      3977 | NS      | $152000.94    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANFIRST FINANCIAL CORP.                | OCEANFIRST FINANCIAL CORP            | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12358 | NS      | $262607.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                            | LCI INDUSTRIES                       | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      1204 | NS      | $111309.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER, INC.                       | RENT A CENTER INC TX                 | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      4501 | NS      | $101497.55    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSEONICS HOLDINGS, INC.                 | SENSEONICS HOLDINGS INC              | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |     50693 | NS      | $52213.79     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WESBANCO, INC.                            | WESBANCO INC                         | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6403 | NS      | $236782.94    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION             | COLUMBUS MCKINNON CORPORATION        | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      5808 | NS      | $188585.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION       | SIX FLAGS ENTERTAINMENT CORP         | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      4748 | NS      | $110391.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOAST BANKING CORPORATION OF FLORIDA   | SEACOAST BANKING CORP OF FLORI       | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      6217 | NS      | $193908.23    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORPORATION                | FEDERAL SIGNAL CORP                  | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      4857 | NS      | $225704.79    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.              | FRESH DEL MONTE PRODUCE INC          | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |      7182 | NS      | $188096.58    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORPORATION                 | VAREX IMAGING CORP                   | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      8853 | NS      | $179715.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC.                         | PJT PARTNERS INC                     | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      2695 | NS      | $198594.55    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGI INTERNATIONAL INC.                   | DIGI INTERNATIONAL INCORPORATED      | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      4131 | NS      | $150988.05    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES, INC.                | AXCELIS TECHNOLOGIES INC             | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      1592 | NS      | $126341.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HOLDINGS, INC.                | ULTRA CLEAN HOLDINGS INC             | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      3986 | NS      | $132135.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO CORP.                                | ARKO CORP                            | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15222 | NS      | $131822.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL MONEY EXPRESS, INC.         | INTERNATIONAL MONEY EXPRESS INC      | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6597 | NS      | $160768.89    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL LOGISTICS HOLDINGS, INC.        | UNIVERSAL LOGISTICS HOLDINGS INC     | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3813 | NS      | $127506.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR, INC.                          | FORMFACTOR INC                       | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      4464 | NS      | $99234.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW GROUP                                 | SJW GROUP                            | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4013 | NS      | $325815.47    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.            | TEXAS CAPITAL BANCSHARES INC         | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      2741 | NS      | $165309.71    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL ENERGY INC.                        | CONSOL ENERGY INC                    | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      1184 | NS      | $76960.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                   | ENERSYS                              | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      2779 | NS      | $205201.36    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORPORATION               | WABASH NATIONAL CORP                 | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      8052 | NS      | $181975.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BARNES GROUP INC.                         | BARNES GROUP INC                     | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      5887 | NS      | $240483.95    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORPORATION              | INTEGER HOLDINGS CORP                | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      3299 | NS      | $225849.54    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND BANCORP, INC.                    | LAKELAND BANCORP INC                 | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     14355 | NS      | $252791.55    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORPORATION          | DYNAVAX TECHNOLOGIES CORP            | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      7999 | NS      | $85109.36     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY HOLDING COMPANY                      | CITY HOLDING CO                      | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3116 | NS      | $290068.44    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LIMITED                     | HELEN OF TROY LTD                    | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1606 | NS      | $178121.46    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORPORATION                   | FIRST BUSEY CORP                     | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      9853 | NS      | $243566.16    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ICHOR HOLDINGS, LTD.                      | ICHOR HOLDINGS LTD                   | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |      4008 | NS      | $107494.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERGATE CAPITAL CORPORATION            | SILVERGATE CAPITAL CORP              | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |       835 | NS      | $14529.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP, INC.                        | HOPE BANCORP INC                     | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     14590 | NS      | $186897.90    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORPORATION                        | AVISTA CORP                          | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      6858 | NS      | $304083.72    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO, INC.                               | MONRO INC                            | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3147 | NS      | $142244.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GOPRO, INC                                | GOPRO INC                            | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     23233 | NS      | $115700.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORPORATION                       | ARCONIC CORP                         | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      5611 | NS      | $118728.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE, INC.                | WOLVERINE WORLD WIDE INC             | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      8097 | NS      | $88500.21     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST ADVANTAGE CORPORATION               | FIRST ADVANTAGE CORP                 | CUSIP: 31846B108<br>LEI: 5493009E31FM2H8Q7497 | Long             | EC               | CORP              | US        |     11520 | NS      | $149760.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE COMPANY                     | BOISE CASCADE CO                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      1661 | NS      | $114060.87    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Regenxbio Inc                             | REGENXBIO INC                        | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      4174 | NS      | $94666.32     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC.                    | ESCO TECHNOLOGIES INC                | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      2415 | NS      | $211409.10    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Xpel Inc                                  | XPEL INC                             | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      1608 | NS      | $96576.48     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORPORATION                | ADDUS HOMECARE CORP                  | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      1466 | NS      | $145852.34    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Timothy Plan

**Signature:** Arthur D. Ally

**Name of Signer:** Arthur D. Ally

**Title:** President and Treasurer