# EDGAR Filing Document

**Accession Number:** 0000857114
**File Stem:** 0001775697-23-000225
**Filing Date:** 2023-3
**Character Count:** 273641
**Document Hash:** f094efa33ce9cd18ee7ccc880916a024
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000225.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001775697-23-000225

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON INDEX FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000857114
- **IRS NUMBER:** 133554128
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05883
- **FILM NUMBER:** 23758659

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 2129226400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS INDEX FUNDS, INC.
- **DATE OF NAME CHANGE:** 20181030

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS INDEX FUNDS INC
- **DATE OF NAME CHANGE:** 20010613

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS S&P 500 INDEX FUND
- **DATE OF NAME CHANGE:** 19951228

## Series and Classes Contracts Data

### BNY Mellon Smallcap Stock Index Fund (Series ID: S000000132)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000000296 | Investor Shares | DISSX           |
| C000172468 | Class I         | DISIX           |

## Nport-Ex

STATEMENT OF INVESTMENTS<br>BNY Mellon Smallcap Stock Index Fund

January 31, 2023 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 99.4%**  |  |  |  |
| **Automobiles & Components - 1.6%** |  |  |  |
| American Axle & Manufacturing Holdings, Inc. | 164982 | <sup>a</sup>  | 1463390 |
| Dorman Products, Inc. | 41246 | <sup>a</sup>  | 4003337 |
| Gentherm, Inc. | 48381 | <sup>a</sup>  | 3600998 |
| LCI Industries | 37096 |  | 4162913 |
| Motorcar Parts of America, Inc. | 27104 | <sup>a</sup>  | 394634 |
| Patrick Industries, Inc. | 31128 |  | 2209154 |
| Standard Motor Products, Inc. | 27335 |  | 1105974 |
| Winnebago Industries, Inc. | 44290 |  | 2820387 |
| XPEL, Inc. | 28610 | <sup>a,b</sup>  | 2176363 |
|  |  |  | **21937150** |
| **Banks - 11.5%** |  |  |  |
| Ameris Bancorp | 94498 |  | 4456526 |
| Axos Financial, Inc. | 77666 | <sup>a</sup>  | 3737288 |
| Banc of California, Inc. | 81120 |  | 1413110 |
| BancFirst Corp. | 25237 | <sup>b</sup>  | 2173663 |
| BankUnited, Inc. | 111667 |  | 4203146 |
| Banner Corp. | 49185 |  | 3188664 |
| Berkshire Hills Bancorp, Inc. | 64995 |  | 2018095 |
| Brookline Bancorp, Inc. | 129050 |  | 1687974 |
| Capitol Federal Financial, Inc. | 186840 |  | 1563851 |
| Central Pacific Financial Corp. | 39476 |  | 892158 |
| City Holding Co. | 21447 |  | 2032961 |
| Columbia Banking System, Inc. | 113353 |  | 3503741 |
| Community Bank System, Inc. | 77976 |  | 4499995 |
| Customers Bancorp, Inc. | 44868 | <sup>a</sup>  | 1362641 |
| CVB Financial Corp. | 190695 |  | 4618633 |
| Dime Community Bancshares, Inc. | 46559 |  | 1388389 |
| Eagle Bancorp, Inc. | 46215 |  | 2194750 |
| FB Financial Corp. | 50550 |  | 1898658 |
| First Bancorp/NC | 51731 |  | 2061480 |
| First Bancorp/Puerto Rico | 266230 |  | 3580793 |
| First Commonwealth Financial Corp. | 136557 |  | 2008753 |
| First Financial Bancorp | 136618 |  | 3460534 |
| First Hawaiian, Inc. | 185267 |  | 5083726 |
| Hanmi Financial Corp. | 44299 |  | 1031724 |
| Heritage Financial Corp. | 50824 |  | 1450009 |
| Hilltop Holdings, Inc. | 67268 |  | 2199664 |
| HomeStreet, Inc. | 26031 |  | 717675 |
| Hope Bancorp, Inc. | 172824 |  | 2227701 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 99.4% (continued)** |  |  |  |
| **Banks - 11.5% (continued)** |  |  |  |
| Independent Bank Corp. | 66388 |  | 5290460 |
| Independent Bank Group, Inc. | 51621 |  | 3164367 |
| Lakeland Financial Corp. | 36853 |  | 2605876 |
| Mr. Cooper Group, Inc. | 102219 | <sup>a</sup>  | 4701052 |
| National Bank Holdings Corp., Cl. A | 54926 |  | 2319525 |
| NBT Bancorp, Inc. | 61989 |  | 2436788 |
| NMI Holdings, Inc., Cl. A | 121451 | <sup>a</sup>  | 2821307 |
| Northfield Bancorp, Inc. | 60898 |  | 910425 |
| Northwest Bancshares, Inc. | 183377 |  | 2592951 |
| OFG Bancorp | 69640 |  | 1971508 |
| Pacific Premier Bancorp, Inc. | 137594 |  | 4449790 |
| Park National Corp. | 21079 |  | 2640145 |
| Pathward Financial, Inc. | 41517 |  | 2060074 |
| Preferred Bank | 18887 |  | 1343432 |
| Provident Financial Services, Inc. | 109236 |  | 2562677 |
| Renasant Corp. | 81472 |  | 2898774 |
| S&T Bancorp, Inc. | 57193 |  | 2080681 |
| Seacoast Banking Corp. of Florida | 119837 |  | 3847966 |
| ServisFirst Bancshares, Inc. | 70936 |  | 4836416 |
| Simmons First National Corp., Cl. A | 183572 |  | 4095491 |
| Southside Bancshares, Inc. | 44126 |  | 1671493 |
| Stellar Bancorp, Inc. | 64222 | <sup>b</sup>  | 1805280 |
| The Bancorp, Inc. | 81047 | <sup>a</sup>  | 2749925 |
| Tompkins Financial Corp. | 18079 |  | 1361891 |
| Triumph Financial, Inc. | 32803 | <sup>a</sup>  | 1828111 |
| TrustCo Bank Corp. | 27298 |  | 980271 |
| Trustmark Corp. | 88365 |  | 2573189 |
| United Community Banks, Inc. | 154092 |  | 5014154 |
| Veritex Holdings, Inc. | 78256 |  | 2202906 |
| Walker & Dunlop, Inc. | 44816 |  | 4274550 |
| Westamerica Bancorporation | 39024 |  | 2168173 |
| WSFS Financial Corp. | 89143 |  | 4306498 |
|  |  |  | **161222448** |
| **Capital Goods - 11.6%** |  |  |  |
| 3D Systems Corp. | 188895 | <sup>a,b</sup>  | 2051400 |
| AAON, Inc. | 60941 |  | 4651017 |
| AAR Corp. | 48320 | <sup>a</sup>  | 2485581 |
| Aerojet Rocketdyne Holdings, Inc. | 110276 | <sup>a</sup>  | 6166634 |
| AeroVironment, Inc. | 36268 | <sup>a,b</sup>  | 3226764 |
| Alamo Group, Inc. | 14908 |  | 2332655 |
| Albany International Corp., Cl. A | 45113 |  | 5059423 |
| American Woodmark Corp. | 24368 | <sup>a</sup>  | 1396043 |
| Apogee Enterprises, Inc. | 32759 |  | 1534432 |
| Applied Industrial Technologies, Inc. | 55934 |  | 8010308 |

---

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 99.4% (continued)** |  |  |
| **Capital Goods - 11.6% (continued)** |  |  |
| Arcosa, Inc. | 69867 | 4141017 |
| Astec Industries, Inc. | 32642 | 1440818 |
| AZZ, Inc. | 35677 | 1515559 |
| Barnes Group, Inc. | 73653 | 3259882 |
| Boise Cascade Co. | 57615 | 4319397 |
| CIRCOR International, Inc. | 29086<br> <sup>a</sup>  | 804228 |
| Comfort Systems USA, Inc. | 52071 | 6302674 |
| DXP Enterprises, Inc. | 22721<br> <sup>a</sup>  | 688446 |
| Encore Wire Corp. | 26778 | 4322773 |
| Enerpac Tool Group Corp. | 82380<br> <sup>a</sup>  | 2186365 |
| EnPro Industries, Inc. | 30334 | 3672537 |
| ESCO Technologies, Inc. | 37695 | 3710696 |
| Federal Signal Corp. | 87840 | 4677480 |
| Franklin Electric Co. | 56444 | 5096893 |
| Gibraltar Industries, Inc. | 44855<br> <sup>a</sup>  | 2402882 |
| GMS, Inc. | 61792<br> <sup>a</sup>  | 3665501 |
| Granite Construction, Inc. | 63468 | 2702467 |
| Griffon Corp. | 68741 | 2810132 |
| Hillenbrand, Inc. | 100554 | 4711960 |
| Insteel Industries, Inc. | 28108 | 842959 |
| John Bean Technologies Corp. | 46137 | 5154887 |
| Kaman Corp. | 41566 | 1048295 |
| Lindsay Corp. | 15882 | 2487439 |
| Masterbrand, Inc. | 188299<br> <sup>a</sup>  | 1732351 |
| Moog, Inc., Cl. A | 41841 | 3988284 |
| Mueller Industries, Inc. | 82532 | 5409973 |
| MYR Group, Inc. | 24014<br> <sup>a</sup>  | 2378827 |
| National Presto Industries, Inc. | 7493<br> <sup>a</sup>  | 574039 |
| NOW, Inc. | 159700<br> <sup>a</sup>  | 2242188 |
| Park Aerospace Corp. | 28358 | 394460 |
| PGT Innovations, Inc. | 86839<br> <sup>a</sup>  | 1884406 |
| Powell Industries, Inc. | 13018 | 516815 |
| Proto Labs, Inc. | 39721<br> <sup>a</sup>  | 1215463 |
| Quanex Building Products Corp. | 48635 | 1259160 |
| Resideo Technologies, Inc. | 212798<br> <sup>a</sup>  | 4092106 |
| SPX Technologies, Inc. | 65508<br> <sup>a</sup>  | 4913755 |
| Standex International Corp. | 17422 | 2013461 |
| Tennant Co. | 27014 | 1894492 |
| The Greenbrier Companies, Inc. | 46897<br> <sup>b</sup>  | 1450055 |
| Titan International, Inc. | 75020<br> <sup>a</sup>  | 1252084 |
| Trinity Industries, Inc. | 117308 | 3374951 |
| Triumph Group, Inc. | 93774<br> <sup>a</sup>  | 1068086 |
| UFP Industries, Inc. | 89460 | 8368983 |
| Veritiv Corp. | 19539 | 2443157 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 99.4% (continued)** |  |  |  |
| **Capital Goods - 11.6% (continued)** |  |  |  |
| Wabash National Corp. | 68827 |  | 1772984 |
|  |  |  | **163119624** |
| **Commercial & Professional Services - 3.5%** |  |  |  |
| ABM Industries, Inc. | 96627 |  | 4532773 |
| Brady Corp., Cl. A | 67599 |  | 3614519 |
| CoreCivic, Inc. | 166189 | <sup>a</sup>  | 1768251 |
| Deluxe Corp. | 62659 |  | 1252553 |
| Exponent, Inc. | 73495 |  | 7536177 |
| Forrester Research, Inc. | 16292 | <sup>a</sup>  | 603782 |
| Harsco Corp. | 113577 | <sup>a</sup>  | 901801 |
| Healthcare Services Group, Inc. | 106034 |  | 1428278 |
| Heidrick & Struggles International, Inc. | 29355 |  | 902960 |
| HNI Corp. | 60160 |  | 1911283 |
| Interface, Inc. | 85633 |  | 974504 |
| KAR Auction Services, Inc. | 157705 | <sup>a</sup>  | 2296185 |
| Kelly Services, Inc., Cl. A | 49168 |  | 889941 |
| Korn Ferry | 77226 |  | 4169432 |
| Matthews International Corp., Cl. A | 43981 |  | 1629056 |
| MillerKnoll, Inc. | 110250 |  | 2632770 |
| NV5 Global, Inc. | 18216 | <sup>a</sup>  | 2428011 |
| Pitney Bowes, Inc. | 232052 | <sup>b</sup>  | 1000144 |
| Resources Connection, Inc. | 46725 | <sup>b</sup>  | 806941 |
| The GEO Group, Inc. | 181283 | <sup>a,b</sup>  | 2084754 |
| TrueBlue, Inc. | 48325 | <sup>a</sup>  | 948620 |
| UniFirst Corp. | 21816 |  | 4329167 |
| Viad Corp. | 30693 | <sup>a</sup>  | 906978 |
|  |  |  | **49548880** |
| **Consumer Durables & Apparel - 3.9%** |  |  |  |
| Cavco Industries, Inc. | 11998 | <sup>a</sup>  | 3192668 |
| Century Communities, Inc. | 40995 |  | 2508894 |
| Ethan Allen Interiors, Inc. | 33644 |  | 966929 |
| G-III Apparel Group Ltd. | 61775 | <sup>a</sup>  | 1045233 |
| Green Brick Partners, Inc. | 39178 | <sup>a,b</sup>  | 1222354 |
| Installed Building Products, Inc. | 34149 |  | 3759463 |
| iRobot Corp. | 39962 | <sup>a</sup>  | 1798290 |
| Kontoor Brands, Inc. | 71857 |  | 3431890 |
| La-Z-Boy, Inc. | 62553 |  | 1778382 |
| LGI Homes, Inc. | 29844 | <sup>a,b</sup>  | 3397739 |
| M.D.C. Holdings, Inc. | 82957 |  | 3132456 |
| M/I Homes, Inc. | 39590 | <sup>a</sup>  | 2367482 |
| Meritage Homes Corp. | 53078 | <sup>a</sup>  | 5715970 |
| Movado Group, Inc. | 23684 |  | 837466 |
| Oxford Industries, Inc. | 21670 |  | 2540157 |
| Sonos, Inc. | 185470 | <sup>a,b</sup>  | 3420067 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 99.4% (continued)** |  |  |  |
| **Consumer Durables & Apparel - 3.9% (continued)** |  |  |  |
| Steven Madden Ltd. | 106255 |  | 3809242 |
| Sturm Ruger & Co. | 25250 | <sup>b</sup>  | 1436725 |
| Tri Pointe Homes, Inc. | 146791 | <sup>a</sup>  | 3242613 |
| Universal Electronics, Inc. | 18204 | <sup>a</sup>  | 426520 |
| Vista Outdoor, Inc. | 81895 | <sup>a,b</sup>  | 2403618 |
| Wolverine World Wide, Inc. | 113405 |  | 1829223 |
|  |  |  | **54263381** |
| **Consumer Services - 2.9%** |  |  |  |
| Adtalem Global Education, Inc. | 65925 | <sup>a</sup>  | 2517016 |
| BJ's Restaurants, Inc. | 33744 | <sup>a</sup>  | 1065298 |
| Bloomin' Brands, Inc. | 127692 |  | 3096531 |
| Brinker International, Inc. | 63685 | <sup>a</sup>  | 2513010 |
| Chuy's Holdings, Inc. | 25892 | <sup>a</sup>  | 886283 |
| Dave & Buster's Entertainment, Inc. | 60794 | <sup>a</sup>  | 2635420 |
| Dine Brands Global, Inc. | 22678 | <sup>b</sup>  | 1753236 |
| El Pollo Loco Holdings, Inc. | 26961 | <sup>a</sup>  | 330811 |
| Frontdoor, Inc. | 118412 | <sup>a</sup>  | 3218438 |
| Golden Entertainment, Inc. | 32043 | <sup>a</sup>  | 1265698 |
| Jack in the Box, Inc. | 30497 |  | 2317162 |
| Mister Car Wash, Inc. | 114545 | <sup>a</sup>  | 1176377 |
| Monarch Casino & Resort, Inc. | 19080 | <sup>a</sup>  | 1461910 |
| Perdoceo Education Corp. | 98518 | <sup>a</sup>  | 1474814 |
| Ruth's Hospitality Group, Inc. | 44346 |  | 767629 |
| Shake Shack, Inc., Cl. A | 54098 | <sup>a</sup>  | 3077094 |
| Six Flags Entertainment Corp. | 106496 | <sup>a,b</sup>  | 2859418 |
| Strategic Education, Inc. | 32335 |  | 3018472 |
| Stride, Inc. | 59656 | <sup>a</sup>  | 2561032 |
| The Cheesecake Factory, Inc. | 69430 | <sup>b</sup>  | 2725127 |
| WW International, Inc. | 80583 | <sup>a</sup>  | 400497 |
|  |  |  | **41121273** |
| **Diversified Financials - 3.3%** |  |  |  |
| Apollo Commercial Real Estate Finance, Inc. | 187293 | <sup>c</sup>  | 2279356 |
| ARMOUR Residential REIT, Inc. | 194180 | <sup>c</sup>  | 1219450 |
| Avantax, Inc. | 69142 | <sup>a</sup>  | 2014798 |
| B. Riley Financial, Inc. | 23321 | <sup>b</sup>  | 996506 |
| Bread Financial Holdings, Inc. | 72517 |  | 2975372 |
| Brightsphere Investment Group, Inc. | 46201 |  | 1083413 |
| Donnelley Financial Solutions, Inc. | 36582 | <sup>a</sup>  | 1668505 |
| Ellington Financial, Inc. | 82669 | <sup>c</sup>  | 1135045 |
| Encore Capital Group, Inc. | 33665 | <sup>a</sup>  | 1875814 |
| Enova International, Inc. | 45418 | <sup>a</sup>  | 2073332 |
| EZCORP, Inc., Cl. A | 78766 | <sup>a</sup>  | 717558 |
| Franklin BSP Realty Trust, Inc. | 118705 | <sup>c</sup>  | 1721222 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 99.4% (continued)** |  |  |  |
| **Diversified Financials - 3.3% (continued)** |  |  |  |
| Granite Point Mortgage Trust, Inc. | 76722 | <sup>c</sup>  | 512503 |
| Green Dot Corp., Cl. A | 67706 | <sup>a</sup>  | 1224124 |
| Invesco Mortgage Capital, Inc. | 50224 | <sup>b,c</sup>  | 737791 |
| KKR Real Estate Finance Trust, Inc. | 82668 | <sup>c</sup>  | 1316901 |
| LendingTree, Inc. | 15845 | <sup>a</sup>  | 628413 |
| New York Mortgage Trust, Inc. | 545828 | <sup>c</sup>  | 1702983 |
| PennyMac Mortgage Investment Trust | 129051 | <sup>b,c</sup>  | 1968028 |
| Piper Sandler Cos. | 20559 |  | 2921434 |
| PRA Group, Inc. | 57146 | <sup>a</sup>  | 2299555 |
| PROG Holdings, Inc. | 71984 | <sup>a</sup>  | 1604523 |
| Ready Capital Corp. | 144141 | <sup>b,c</sup>  | 1906985 |
| Redwood Trust, Inc. | 165476 | <sup>c</sup>  | 1383379 |
| StoneX Group, Inc. | 24994 | <sup>a</sup>  | 2196473 |
| Two Harbors Investment Corp. | 126398 | <sup>c</sup>  | 2267580 |
| Virtus Investment Partners, Inc. | 9833 |  | 2112915 |
| WisdomTree, Inc. | 162178 | <sup>b</sup>  | 934145 |
| World Acceptance Corp. | 4649 | <sup>a,b</sup>  | 445002 |
|  |  |  | **45923105** |
| **Energy - 4.4%** |  |  |  |
| Archrock, Inc. | 194439 |  | 1926890 |
| Bristow Group, Inc. | 34704 | <sup>a</sup>  | 1059860 |
| Callon Petroleum Co. | 74326 | <sup>a,b</sup>  | 3162571 |
| Civitas Resources, Inc. | 75300 | <sup>b</sup>  | 5011215 |
| CONSOL Energy, Inc. | 47760 |  | 2761961 |
| Core Laboratories NV | 68045 | <sup>b</sup>  | 1741952 |
| DMC Global, Inc. | 28017 | <sup>a</sup>  | 637107 |
| Dorian LPG Ltd. | 45432 |  | 901825 |
| Dril-Quip, Inc. | 48360 | <sup>a</sup>  | 1485136 |
| Green Plains, Inc. | 86206 | <sup>a,b</sup>  | 2997383 |
| Helix Energy Solutions Group, Inc. | 208113 | <sup>a</sup>  | 1650336 |
| Helmerich & Payne, Inc. | 152790 |  | 7401148 |
| Nabors Industries Ltd. | 12888 | <sup>a</sup>  | 2288136 |
| Oceaneering International, Inc. | 145696 | <sup>a</sup>  | 3110610 |
| Oil States International, Inc. | 90918 | <sup>a</sup>  | 778258 |
| Par Pacific Holdings, Inc. | 80788 | <sup>a</sup>  | 2159463 |
| Patterson-UTI Energy, Inc. | 314212 |  | 5278762 |
| ProPetro Holding Corp. | 137806 | <sup>a</sup>  | 1371170 |
| Ranger Oil Corp., Cl. A | 27720 |  | 1164240 |
| REX American Resources Corp. | 22494 | <sup>a</sup>  | 736004 |
| RPC, Inc. | 119612 |  | 1186551 |
| SM Energy Co. | 178711 |  | 5874231 |
| Talos Energy, Inc. | 95278 | <sup>a</sup>  | 1887457 |
| U.S. Silica Holdings, Inc. | 108243 | <sup>a</sup>  | 1324894 |
| Vital Energy, Inc. | 24501 | <sup>a,b</sup>  | 1378916 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 99.4% (continued)** |  |  |  |
| **Energy - 4.4% (continued)** |  |  |  |
| World Fuel Services Corp. | 89867 |  | 2543236 |
|  |  |  | **61819312** |
| **Food & Staples Retailing - .8%** |  |  |  |
| PriceSmart, Inc. | 36542 | <sup>a</sup>  | 2715436 |
| SpartanNash Co. | 51852 |  | 1642671 |
| The Andersons, Inc. | 44688 |  | 1643625 |
| The Chefs' Warehouse, Inc. | 49639 | <sup>a</sup>  | 1897699 |
| United Natural Foods, Inc. | 84983 | <sup>a</sup>  | 3536992 |
|  |  |  | **11436423** |
| **Food, Beverage & Tobacco - 2.6%** |  |  |  |
| B&G Foods, Inc. | 104966 | <sup>b</sup>  | 1471623 |
| Calavo Growers, Inc. | 25194 |  | 807468 |
| Cal-Maine Foods, Inc. | 55284 |  | 3163350 |
| Fresh Del Monte Produce, Inc. | 44698 |  | 1278363 |
| Hostess Brands, Inc. | 193734 | <sup>a</sup>  | 4481067 |
| J&J Snack Foods Corp. | 21554 |  | 3088688 |
| John B. Sanfilippo & Son, Inc. | 12939 |  | 1093475 |
| MGP Ingredients, Inc. | 22155 |  | 2160999 |
| National Beverage Corp. | 33854 | <sup>a</sup>  | 1496347 |
| Seneca Foods Corp., Cl. A | 7579 | <sup>a</sup>  | 473687 |
| The Hain Celestial Group, Inc. | 130508 | <sup>a</sup>  | 2678024 |
| The Simply Good Foods Company | 121772 | <sup>a</sup>  | 4420324 |
| Tootsie Roll Industries, Inc. | 25886 | <sup>b</sup>  | 1157881 |
| TreeHouse Foods, Inc. | 72824 | <sup>a</sup>  | 3526866 |
| Universal Corp. | 36029 |  | 1958897 |
| Vector Group Ltd. | 190848 |  | 2471482 |
|  |  |  | **35728541** |
| **Health Care Equipment & Services - 6.5%** |  |  |  |
| AdaptHealth Corp. | 111283 | <sup>a,b</sup>  | 2384795 |
| Addus HomeCare Corp. | 23376 | <sup>a</sup>  | 2513388 |
| Agiliti, Inc. | 48276 | <sup>a</sup>  | 890692 |
| AMN Healthcare Services, Inc. | 62773 | <sup>a</sup>  | 6016164 |
| AngioDynamics, Inc. | 57555 | <sup>a</sup>  | 749366 |
| Apollo Medical Holdings, Inc. | 57208 | <sup>a,b</sup>  | 2038893 |
| Artivion, Inc. | 59039 | <sup>a</sup>  | 769869 |
| Avanos Medical, Inc. | 67771 | <sup>a</sup>  | 2076503 |
| Cardiovascular Systems, Inc. | 60649 | <sup>a</sup>  | 845447 |
| Community Health Systems, Inc. | 180674 | <sup>a</sup>  | 943118 |
| Computer Programs & Systems, Inc. | 21089 | <sup>a</sup>  | 619595 |
| CONMED Corp. | 44114 | <sup>b</sup>  | 4224357 |
| CorVel Corp. | 13225 | <sup>a</sup>  | 2356166 |
| Cross Country Healthcare, Inc. | 52025 | <sup>a</sup>  | 1443694 |
| Cutera, Inc. | 25899 | <sup>a,b</sup>  | 902062 |
| Embecta Corp. | 84559 | <sup>b</sup>  | 2231512 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 99.4% (continued)** |  |  |  |
| **Health Care Equipment & Services - 6.5% (continued)** |  |  |  |
| Enhabit, Inc. | 71241 | <sup>a</sup>  | 1094262 |
| Fulgent Genetics, Inc. | 28370 | <sup>a,b</sup>  | 958339 |
| Glaukos Corp. | 68655 | <sup>a</sup>  | 3367528 |
| HealthStream, Inc. | 34948 | <sup>a</sup>  | 845043 |
| Heska Corp. | 14604 | <sup>a,b</sup>  | 1306182 |
| Inogen, Inc. | 32672 | <sup>a</sup>  | 762238 |
| Integer Holdings Corp. | 48301 | <sup>a</sup>  | 3178689 |
| LeMaitre Vascular, Inc. | 28419 |  | 1340808 |
| Meridian Bioscience, Inc. | 63258 | <sup>a,d</sup>  | 2150772 |
| Merit Medical Systems, Inc. | 82611 | <sup>a</sup>  | 5894295 |
| Mesa Laboratories, Inc. | 7309 | <sup>b</sup>  | 1421893 |
| ModivCare, Inc. | 18399 | <sup>a</sup>  | 1973477 |
| NeoGenomics, Inc. | 183985 | <sup>a</sup>  | 2185742 |
| NextGen Healthcare, Inc. | 79603 | <sup>a</sup>  | 1514049 |
| NuVasive, Inc. | 75666 | <sup>a</sup>  | 3450370 |
| OptimizeRx Corp. | 24562 | <sup>a</sup>  | 440888 |
| OraSure Technologies, Inc. | 105894 | <sup>a</sup>  | 590889 |
| Orthofix Medical, Inc. | 49361 | <sup>a</sup>  | 1067678 |
| Owens & Minor, Inc. | 110370 | <sup>a</sup>  | 2178704 |
| Pediatrix Medical Group, Inc. | 117663 | <sup>a</sup>  | 1806127 |
| RadNet, Inc. | 69864 | <sup>a</sup>  | 1470637 |
| Select Medical Holdings Corp. | 152049 |  | 4420064 |
| Simulations Plus, Inc. | 22850 |  | 940049 |
| SurModics, Inc. | 20071 | <sup>a</sup>  | 564196 |
| The Ensign Group, Inc. | 80528 |  | 7509236 |
| The Pennant Group, Inc. | 40621 | <sup>a</sup>  | 525636 |
| U.S. Physical Therapy, Inc. | 18850 |  | 1868977 |
| Varex Imaging Corp. | 58194 | <sup>a</sup>  | 1250589 |
| Veradigm, Inc. | 158937 | <sup>a</sup>  | 2846562 |
| Zimvie, Inc. | 29469 | <sup>a</sup>  | 289091 |
| Zynex, Inc. | 32324 | <sup>a</sup>  | 456738 |
|  |  |  | **90675369** |
| **Household & Personal Products - 1.6%** |  |  |  |
| Central Garden & Pet Co. | 14471 | <sup>a</sup>  | 606914 |
| Central Garden & Pet Co., Cl. A | 59930 | <sup>a</sup>  | 2375026 |
| e.l.f. Beauty, Inc. | 72723 | <sup>a</sup>  | 4185209 |
| Edgewell Personal Care Co. | 75219 |  | 3223886 |
| Inter Parfums, Inc. | 25932 |  | 3065681 |
| Medifast, Inc. | 15776 |  | 1758235 |
| Nu Skin Enterprises, Inc., Cl. A | 71987 |  | 3086803 |
| USANA Health Sciences, Inc. | 16534 | <sup>a</sup>  | 966247 |
| WD-40 Co. | 19710 | <sup>b</sup>  | 3440183 |
|  |  |  | **22708184** |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 99.4% (continued)** |  |  |  |
| **Insurance - 2.6%** |  |  |  |
| Ambac Financial Group, Inc. | 65913 | <sup>a</sup>  | 1098111 |
| American Equity Investment Life Holding Co. | 100674 |  | 4797116 |
| AMERISAFE, Inc. | 27727 |  | 1527203 |
| Assured Guaranty Ltd. | 87021 |  | 5447515 |
| Employers Holdings, Inc. | 39633 |  | 1738700 |
| Genworth Financial, Inc., Cl. A | 724677 | <sup>a</sup>  | 4000217 |
| HCI Group, Inc. | 10374 | <sup>b</sup>  | 520879 |
| Horace Mann Educators Corp. | 59994 |  | 2136386 |
| James River Group Holdings Ltd. | 54807 |  | 1241927 |
| Mercury General Corp. | 39103 | <sup>b</sup>  | 1397150 |
| Palomar Holdings, Inc. | 36408 | <sup>a</sup>  | 1860813 |
| ProAssurance Corp. | 77679 |  | 1506196 |
| Safety Insurance Group, Inc. | 21481 |  | 1812782 |
| SiriusPoint Ltd. | 123968 | <sup>a</sup>  | 940917 |
| Stewart Information Services Corp. | 39435 |  | 1883810 |
| Trupanion, Inc. | 51056 | <sup>a,b</sup>  | 3013325 |
| United Fire Group, Inc. | 31934 |  | 1005602 |
| Universal Insurance Holdings, Inc. | 40748 |  | 519130 |
|  |  |  | **36447779** |
| **Materials - 5.7%** |  |  |  |
| AdvanSix, Inc. | 40344 |  | 1744475 |
| American Vanguard Corp. | 40253 |  | 909315 |
| Arconic Corp. | 147292 | <sup>a</sup>  | 3462835 |
| ATI, Inc. | 187834 | <sup>a</sup>  | 6835279 |
| Balchem Corp. | 46640 |  | 6092583 |
| Carpenter Technology Corp. | 70184 |  | 3389185 |
| Century Aluminum Co. | 72547 | <sup>a</sup>  | 815428 |
| Clearwater Paper Corp. | 24907 | <sup>a</sup>  | 961659 |
| Compass Minerals International, Inc. | 49349 |  | 2302624 |
| FutureFuel Corp. | 36303 |  | 336529 |
| H.B. Fuller Co. | 77377 |  | 5346751 |
| Hawkins, Inc. | 27259 |  | 1063101 |
| Haynes International, Inc. | 17804 |  | 991505 |
| Innospec, Inc. | 35788 |  | 4044760 |
| Kaiser Aluminum Corp. | 23369 |  | 2045255 |
| Koppers Holdings, Inc. | 30794 |  | 1065780 |
| Livent Corp. | 260338 | <sup>a,b</sup>  | 6747961 |
| Materion Corp. | 29647 |  | 2675642 |
| Mativ Holdings, Inc. | 79349 | <sup>b</sup>  | 2186858 |
| Mercer International, Inc. | 58681 |  | 747009 |
| Minerals Technologies, Inc. | 47234 |  | 3280401 |
| Myers Industries, Inc. | 53381 |  | 1285414 |
| O-I Glass, Inc. | 224363 | <sup>a</sup>  | 4318988 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 99.4% (continued)** |  |  |  |
| **Materials - 5.7% (continued)** |  |  |  |
| Olympic Steel, Inc. | 14202 |  | 628296 |
| Quaker Chemical Corp. | 19872 | <sup>b</sup>  | 3912201 |
| Rayonier Advanced Materials, Inc. | 93088 | <sup>a</sup>  | 645100 |
| Stepan Co. | 30784 |  | 3381315 |
| SunCoke Energy, Inc. | 120631 |  | 1098948 |
| Sylvamo Corp. | 48364 |  | 2298741 |
| TimkenSteel Corp. | 57433 | <sup>a</sup>  | 1129707 |
| Tredegar Corp. | 35046 |  | 425108 |
| Trinseo PLC | 50764 | <sup>b</sup>  | 1408701 |
| Warrior Met Coal, Inc. | 74826 |  | 2834409 |
|  |  |  | **80411863** |
| **Media & Entertainment - 1.3%** |  |  |  |
| AMC Networks, Inc., Cl. A | 40749 | <sup>a</sup>  | 754264 |
| Cars.com, Inc. | 89601 | <sup>a</sup>  | 1532177 |
| Cinemark Holdings, Inc. | 156452 | <sup>a</sup>  | 1868037 |
| Gannett Co., Inc. | 205650 | <sup>a</sup>  | 464769 |
| QuinStreet, Inc. | 71908 | <sup>a</sup>  | 1102350 |
| Scholastic Corp. | 42875 |  | 1896790 |
| Shutterstock, Inc. | 35142 |  | 2645138 |
| TechTarget, Inc. | 39533 | <sup>a</sup>  | 1958069 |
| The E.W. Scripps Company, Cl. A | 84504 | <sup>a</sup>  | 1263335 |
| The Marcus Corp. | 34859 | <sup>b</sup>  | 527765 |
| Thryv Holdings, Inc. | 43622 | <sup>a</sup>  | 975824 |
| Yelp, Inc. | 101442 | <sup>a</sup>  | 3196437 |
|  |  |  | **18184955** |
| **Pharmaceuticals Biotechnology & Life Sciences - 4.3%** |  |  |  |
| Amphastar Pharmaceuticals, Inc. | 55192 | <sup>a</sup>  | 1670110 |
| ANI Pharmaceuticals, Inc. | 17622 | <sup>a,b</sup>  | 788232 |
| Anika Therapeutics, Inc. | 21812 | <sup>a</sup>  | 676390 |
| Arcus Biosciences, Inc. | 76312 | <sup>a</sup>  | 1650629 |
| Avid Bioservices, Inc. | 90949 | <sup>a,b</sup>  | 1439723 |
| BioLife Solutions, Inc. | 49194 | <sup>a,b</sup>  | 1153107 |
| Cara Therapeutics, Inc. | 64940 | <sup>a</sup>  | 758499 |
| Catalyst Pharmaceuticals, Inc. | 138267 | <sup>a</sup>  | 2141756 |
| Coherus Biosciences, Inc. | 95025 | <sup>a</sup>  | 805812 |
| Collegium Pharmaceutical, Inc. | 48653 | <sup>a</sup>  | 1366176 |
| Corcept Therapeutics, Inc. | 139054 | <sup>a</sup>  | 3178774 |
| Cytokinetics, Inc. | 136900 | <sup>a</sup>  | 5815512 |
| Dynavax Technologies Corp. | 172581 | <sup>a</sup>  | 1963972 |
| Eagle Pharmaceuticals, Inc. | 15806 | <sup>a</sup>  | 536456 |
| Emergent BioSolutions, Inc. | 65756 | <sup>a</sup>  | 867322 |
| Enanta Pharmaceuticals, Inc. | 28511 | <sup>a</sup>  | 1521917 |
| Harmony Biosciences Holdings, Inc. | 43017 | <sup>a</sup>  | 2072129 |
| Innoviva, Inc. | 90629 | <sup>a</sup>  | 1146457 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 99.4% (continued)** |  |  |  |
| **Pharmaceuticals Biotechnology & Life Sciences - 4.3% (continued)** |  |  |  |
| Ironwood Pharmaceuticals, Inc. | 193135 | <sup>a,b</sup>  | 2224915 |
| iTeos Therapeutics, Inc. | 35162 | <sup>a</sup>  | 734886 |
| Ligand Pharmaceuticals, Inc. | 23186 | <sup>a</sup>  | 1616064 |
| Myriad Genetics, Inc. | 118101 | <sup>a</sup>  | 2328952 |
| Nektar Therapeutics | 269895 | <sup>a</sup>  | 734114 |
| OmniAb, Inc. | 9476 | <sup>a,e</sup>  | 0 |
| OmniAb, Inc. | 9476 | <sup>a,e</sup>  | 0 |
| Organogenesis Holdings, Inc. | 97546 | <sup>a</sup>  | 249718 |
| Pacira Biosciences, Inc. | 66682 | <sup>a</sup>  | 2618602 |
| Phibro Animal Health Corp., Cl. A | 28463 |  | 438330 |
| Prestige Consumer Healthcare, Inc. | 71829 | <sup>a</sup>  | 4723475 |
| REGENXBIO, Inc. | 55293 | <sup>a</sup>  | 1283351 |
| Supernus Pharmaceuticals, Inc. | 78743 | <sup>a</sup>  | 3229250 |
| uniQure NV | 60495 | <sup>a,b</sup>  | 1285519 |
| Vanda Pharmaceuticals, Inc. | 82744 | <sup>a</sup>  | 635474 |
| Vericel Corp. | 68243 | <sup>a</sup>  | 1874635 |
| Vir Biotechnology, Inc. | 109997 | <sup>a</sup>  | 3250411 |
| Xencor, Inc. | 86939 | <sup>a,b</sup>  | 2862032 |
|  |  |  | **59642701** |
| **Real Estate - 7.9%** |  |  |  |
| Acadia Realty Trust | 139053 | <sup>c</sup>  | 2159493 |
| Agree Realty Corp. | 128552 | <sup>c</sup>  | 9593836 |
| Alexander & Baldwin, Inc. | 104566 | <sup>c</sup>  | 2093411 |
| American Assets Trust, Inc. | 74909 | <sup>c</sup>  | 2131910 |
| Anywhere Real Estate, Inc. | 158573 | <sup>a</sup>  | 1344699 |
| Armada Hoffler Properties, Inc. | 98760 | <sup>c</sup>  | 1252277 |
| Brandywine Realty Trust | 248028 | <sup>c</sup>  | 1627064 |
| CareTrust REIT, Inc. | 140724 | <sup>c</sup>  | 2915801 |
| Centerspace | 21968 | <sup>c</sup>  | 1485476 |
| Chatham Lodging Trust | 71254 | <sup>c</sup>  | 1012519 |
| Community Healthcare Trust, Inc. | 34037 | <sup>c</sup>  | 1459507 |
| Cushman & Wakefield PLC | 235605 | <sup>a,b</sup>  | 3399780 |
| DiamondRock Hospitality Co. | 304157 | <sup>c</sup>  | 2929032 |
| Douglas Elliman, Inc. | 96397 |  | 449210 |
| Easterly Government Properties, Inc. | 130962 | <sup>b,c</sup>  | 2126823 |
| Elme Communities | 126937 | <sup>c</sup>  | 2437190 |
| Essential Properties Realty Trust, Inc. | 206642 | <sup>c</sup>  | 5265238 |
| Four Corners Property Trust, Inc. | 122259 | <sup>b,c</sup>  | 3516169 |
| Franklin Street Properties Corp. | 133108 | <sup>c</sup>  | 409973 |
| Getty Realty Corp. | 61515 | <sup>c</sup>  | 2240991 |
| Global Net Lease, Inc. | 152344 | <sup>b,c</sup>  | 2277543 |
| Hersha Hospitality Trust, Cl. A | 50362 | <sup>c</sup>  | 463330 |
| Hudson Pacific Properties, Inc. | 185074 | <sup>c</sup>  | 2107993 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 99.4% (continued)** |  |  |  |
| **Real Estate - 7.9% (continued)** |  |  |  |
| Industrial Logistics Properties Trust | 97495 | <sup>c</sup>  | 429953 |
| Innovative Industrial Properties, Inc. | 40410 | <sup>c</sup>  | 3628010 |
| iStar, Inc. | 127351 | <sup>a,c</sup>  | 1181817 |
| LTC Properties, Inc. | 58644 | <sup>c</sup>  | 2237269 |
| LXP Industrial Trust | 399322 | <sup>c</sup>  | 4612169 |
| Marcus & Millichap, Inc. | 35868 | <sup>a,b</sup>  | 1299856 |
| NexPoint Residential Trust, Inc. | 32906 | <sup>c</sup>  | 1661753 |
| Office Properties Income Trust | 71775 | <sup>c</sup>  | 1231659 |
| Orion Office REIT, Inc. | 81397 | <sup>b,c</sup>  | 785481 |
| Outfront Media, Inc. | 211121 | <sup>b,c</sup>  | 4201308 |
| RE/MAX Holdings, Inc., Cl. A | 25955 |  | 592034 |
| Retail Opportunity Investments Corp. | 180876 | <sup>c</sup>  | 2863267 |
| RPT Realty | 125039 | <sup>c</sup>  | 1310409 |
| Safehold, Inc. | 34954 | <sup>c</sup>  | 1221992 |
| Saul Centers, Inc. | 19115 | <sup>c</sup>  | 818313 |
| Service Properties Trust | 241104 | <sup>c</sup>  | 2148237 |
| SITE Centers Corp. | 266857 | <sup>c</sup>  | 3642598 |
| Summit Hotel Properties, Inc. | 155819 | <sup>c</sup>  | 1327578 |
| Sunstone Hotel Investors, Inc. | 305368 | <sup>c</sup>  | 3355994 |
| Tanger Factory Outlet Centers, Inc. | 151742 | <sup>c</sup>  | 2899790 |
| The St. Joe Company | 48948 | <sup>b</sup>  | 2305451 |
| Uniti Group, Inc. | 343320 | <sup>c</sup>  | 2262479 |
| Universal Health Realty Income Trust | 18184 | <sup>c</sup>  | 996665 |
| Urban Edge Properties | 169319 | <sup>c</sup>  | 2666774 |
| Urstadt Biddle Properties, Inc., Cl. A | 42685 | <sup>c</sup>  | 801624 |
| Veris Residential, Inc. | 115955 | <sup>a,c</sup>  | 2006021 |
| Whitestone REIT | 69498 | <sup>c</sup>  | 723474 |
| Xenia Hotels & Resorts, Inc. | 166874 | <sup>c</sup>  | 2486423 |
|  |  |  | **110397663** |
| **Retailing - 5.1%** |  |  |  |
| Abercrombie & Fitch Co., Cl. A | 71161 | <sup>a</sup>  | 2060823 |
| Academy Sports & Outdoors, Inc. | 115394 |  | 6741317 |
| American Eagle Outfitters, Inc. | 251783 | <sup>a,b</sup>  | 4063778 |
| America's Car-Mart, Inc. | 8566 | <sup>a,b</sup>  | 737875 |
| Asbury Automotive Group, Inc. | 32123 | <sup>a</sup>  | 7067060 |
| Bed Bath & Beyond, Inc. | 113505 | <sup>a,b</sup>  | 320084 |
| Big Lots, Inc. | 41457 | <sup>b</sup>  | 678237 |
| Boot Barn Holdings, Inc. | 43231 | <sup>a</sup>  | 3609356 |
| Caleres, Inc. | 53550 |  | 1393371 |
| Chico's FAS, Inc. | 179814 | <sup>a</sup>  | 947620 |
| Designer Brands, Inc., Cl. A | 71943 |  | 741732 |
| Genesco, Inc. | 17777 | <sup>a</sup>  | 858451 |
| Group 1 Automotive, Inc. | 21085 |  | 4509027 |
| Guess?, Inc. | 43944 |  | 1018182 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 99.4% (continued)** |  |  |  |
| **Retailing - 5.1% (continued)** |  |  |  |
| Haverty Furniture Cos. | 18740 |  | 654401 |
| Hibbett, Inc. | 18871 |  | 1252280 |
| Leslie's, Inc. | 215170 | <sup>a</sup>  | 3332983 |
| Liquidity Services, Inc. | 39649 | <sup>a</sup>  | 594338 |
| MarineMax, Inc. | 31052 | <sup>a</sup>  | 970375 |
| Monro, Inc. | 45562 |  | 2319106 |
| National Vision Holdings, Inc. | 114390 | <sup>a</sup>  | 4701429 |
| PetMed Express, Inc. | 31649 | <sup>b</sup>  | 679821 |
| Rent-A-Center, Inc. | 72148 | <sup>b</sup>  | 1940060 |
| Sally Beauty Holdings, Inc. | 156605 | <sup>a</sup>  | 2439906 |
| Shoe Carnival, Inc. | 24747 |  | 675841 |
| Signet Jewelers Ltd. | 67117 | <sup>b</sup>  | 5155257 |
| Sleep Number Corp. | 31477 | <sup>a</sup>  | 1082179 |
| Sonic Automotive, Inc., Cl. A | 24400 |  | 1310524 |
| The Aaron's Company, Inc. | 44747 |  | 655544 |
| The Buckle, Inc. | 43330 |  | 1906520 |
| The Children's Place, Inc. | 18784 | <sup>a</sup>  | 852230 |
| The ODP Corp. | 58623 | <sup>a</sup>  | 3024947 |
| Urban Outfitters, Inc. | 86875 | <sup>a</sup>  | 2379506 |
| Zumiez, Inc. | 23136 | <sup>a</sup>  | 597603 |
|  |  |  | **71271763** |
| **Semiconductors & Semiconductor Equipment - 3.7%** |  |  |  |
| Alpha & Omega Semiconductor Ltd. | 32764 | <sup>a</sup>  | 1079901 |
| Axcelis Technologies, Inc. | 47594 | <sup>a</sup>  | 5232960 |
| CEVA, Inc. | 33276 | <sup>a</sup>  | 1102101 |
| Cohu, Inc. | 69098 | <sup>a</sup>  | 2493056 |
| Diodes, Inc. | 65994 | <sup>a</sup>  | 5886005 |
| FormFactor, Inc. | 111989 | <sup>a</sup>  | 3151370 |
| Ichor Holdings Ltd. | 42010 | <sup>a</sup>  | 1419938 |
| Kulicke & Soffa Industries, Inc. | 83996 | <sup>b</sup>  | 4292196 |
| MaxLinear, Inc. | 105464 | <sup>a</sup>  | 4345117 |
| Onto Innovation, Inc. | 71868 | <sup>a</sup>  | 5652418 |
| PDF Solutions, Inc. | 42629 | <sup>a</sup>  | 1354750 |
| Photronics, Inc. | 89155 | <sup>a</sup>  | 1615489 |
| Rambus, Inc. | 155996 | <sup>a</sup>  | 6313158 |
| Semtech Corp. | 91793 | <sup>a</sup>  | 3031923 |
| SMART Global Holdings, Inc. | 70651 | <sup>a,b</sup>  | 1214491 |
| Ultra Clean Holdings, Inc. | 66012 | <sup>a</sup>  | 2221304 |
| Veeco Instruments, Inc. | 75766 | <sup>a</sup>  | 1504713 |
|  |  |  | **51910890** |
| **Software & Services - 3.9%** |  |  |  |
| 8x8, Inc. | 159355 | <sup>a</sup>  | 750562 |
| A10 Networks, Inc. | 91683 |  | 1419253 |
| Adeia, Inc. | 151039 |  | 1653877 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 99.4% (continued)** |  |  |  |
| **Software & Services - 3.9% (continued)** |  |  |  |
| Agilysys, Inc. | 28565 | <sup>a</sup>  | 2386891 |
| Alarm.com Holdings, Inc. | 72843 | <sup>a</sup>  | 3904385 |
| Cerence, Inc. | 57063 | <sup>a</sup>  | 1399185 |
| Consensus Cloud Solutions, Inc. | 25860 | <sup>a</sup>  | 1519792 |
| CSG Systems International, Inc. | 43802 |  | 2613665 |
| Digital Turbine, Inc. | 132054 | <sup>a,b</sup>  | 2292457 |
| DoubleVerify Holdings, Inc. | 107450 | <sup>a</sup>  | 2921565 |
| Ebix, Inc. | 34073 |  | 649431 |
| EVERTEC, Inc. | 95013 |  | 3509780 |
| InterDigital, Inc. | 43063 |  | 3012257 |
| LivePerson, Inc. | 100798 | <sup>a</sup>  | 1298278 |
| Liveramp Holdings, Inc. | 96419 | <sup>a</sup>  | 2580172 |
| OneSpan, Inc. | 50229 | <sup>a</sup>  | 693662 |
| Payoneer Global, Inc. | 287512 | <sup>a</sup>  | 1713572 |
| Perficient, Inc. | 50513 | <sup>a</sup>  | 3745034 |
| Progress Software Corp. | 62671 |  | 3324070 |
| Sabre Corp. | 478518 | <sup>a,b</sup>  | 3258708 |
| SPS Commerce, Inc. | 52310 | <sup>a</sup>  | 7118345 |
| TTEC Holdings, Inc. | 27547 | <sup>a</sup>  | 1400489 |
| Unisys Corp. | 97564 | <sup>a</sup>  | 527821 |
| Xperi, Inc. | 59830 | <sup>a</sup>  | 619240 |
|  |  |  | **54312491** |
| **Technology Hardware & Equipment - 5.5%** |  |  |  |
| ADTRAN Holdings, Inc. | 101685 |  | 1918796 |
| Advanced Energy Industries, Inc. | 54179 |  | 5024560 |
| Arlo Technologies, Inc. | 131618 | <sup>a</sup>  | 493567 |
| Avid Technology, Inc. | 48395 | <sup>a,b</sup>  | 1466852 |
| Badger Meter, Inc. | 42397 |  | 4913812 |
| Benchmark Electronics, Inc. | 50481 |  | 1412963 |
| Clearfield, Inc. | 16671 | <sup>a</sup>  | 1191310 |
| Comtech Telecommunications Corp. | 40851 |  | 647897 |
| Corsair Gaming, Inc. | 54913 | <sup>a</sup>  | 863781 |
| CTS Corp. | 46615 |  | 2074834 |
| Digi International, Inc. | 51489 | <sup>a</sup>  | 1750111 |
| ePlus, Inc. | 39094 | <sup>a</sup>  | 1946099 |
| Extreme Networks, Inc. | 189547 | <sup>a</sup>  | 3417532 |
| Fabrinet | 53069 | <sup>a</sup>  | 6987065 |
| FARO Technologies, Inc. | 26876 | <sup>a</sup>  | 738552 |
| Harmonic, Inc. | 151834 | <sup>a</sup>  | 1999654 |
| Insight Enterprises, Inc. | 43951 | <sup>a</sup>  | 4954157 |
| Itron, Inc. | 65904 | <sup>a,b</sup>  | 3787503 |
| Knowles Corp. | 133029 | <sup>a,b</sup>  | 2558148 |
| Methode Electronics, Inc. | 52912 |  | 2526019 |
| NETGEAR, Inc. | 42466 | <sup>a</sup>  | 848046 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 99.4% (continued)** |  |  |  |
| **Technology Hardware & Equipment - 5.5% (continued)** |  |  |  |
| NETSCOUT Systems, Inc. | 100018 | <sup>a</sup>  | 3210578 |
| OSI Systems, Inc. | 22667 | <sup>a</sup>  | 2146792 |
| PC Connection, Inc. | 16406 |  | 804386 |
| Plexus Corp. | 40101 | <sup>a</sup>  | 3849295 |
| Rogers Corp. | 27428 | <sup>a</sup>  | 3828675 |
| Sanmina Corp. | 83352 | <sup>a</sup>  | 5078637 |
| ScanSource, Inc. | 36634 | <sup>a</sup>  | 1206358 |
| TTM Technologies, Inc. | 148849 | <sup>a</sup>  | 2339906 |
| Viavi Solutions, Inc. | 326587 | <sup>a</sup>  | 3690433 |
|  |  |  | **77676318** |
| **Telecommunication Services - .8%** |  |  |  |
| ATN International, Inc. | 15553 |  | 760231 |
| Cogent Communications Holdings, Inc. | 61774 |  | 4235843 |
| Consolidated Communications Holdings, Inc. | 110563 | <sup>a</sup>  | 480949 |
| Gogo, Inc. | 94346 | <sup>a</sup>  | 1582182 |
| Shenandoah Telecommunications Co. | 73576 |  | 1438411 |
| Telephone and Data Systems, Inc. | 145861 |  | 1950162 |
|  |  |  | **10447778** |
| **Transportation - 2.1%** |  |  |  |
| Allegiant Travel Co. | 22880 | <sup>a</sup>  | 1968366 |
| ArcBest Corp. | 35501 |  | 2962558 |
| Atlas Air Worldwide Holdings, Inc. | 37238 | <sup>a</sup>  | 3806096 |
| Forward Air Corp. | 38469 |  | 4148882 |
| Hawaiian Holdings, Inc. | 73703 | <sup>a</sup>  | 908021 |
| Heartland Express, Inc. | 66601 |  | 1120229 |
| Hub Group, Inc., Cl. A | 47202 | <sup>a</sup>  | 4024915 |
| Marten Transport Ltd. | 83481 |  | 1844095 |
| Matson, Inc. | 55027 |  | 3638385 |
| RXO, Inc. | 166191 | <sup>a,b</sup>  | 3044619 |
| SkyWest, Inc. | 74014 | <sup>a</sup>  | 1536531 |
| Sun Country Airlines Holdings, Inc. | 47730 | <sup>a,b</sup>  | 891119 |
|  |  |  | **29893816** |
| **Utilities - 2.3%** |  |  |  |
| American States Water Co. | 53566 |  | 5044310 |
| Avista Corp. | 107763 |  | 4299744 |
| California Water Service Group | 79602 |  | 4869254 |
| Chesapeake Utilities Corp. | 25844 |  | 3258412 |
| Middlesex Water Co. | 25529 |  | 2140862 |
| Northwest Natural Holding Co. | 50882 |  | 2551223 |
| SJW Group | 38699 |  | 2995690 |
| South Jersey Industries, Inc. | 177336 |  | 6400056 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description |  | Shares | Value ($) |
| **Common Stocks - 99.4% (continued)** | **Common Stocks - 99.4% (continued)** |  |  |
| **Utilities - 2.3% (continued)** | **Utilities - 2.3% (continued)** |  |  |
| Unitil Corp. |  | 23215 | 1211127 |
|  |  |  | **32770678** |
| **Total Common Stocks** (cost $914,824,814) | **Total Common Stocks** (cost $914,824,814) |  | **1392872385** |
| **Exchange-Traded Funds - .3%**  | **Exchange-Traded Funds - .3%**  |  |  |
| **Registered Investment Companies - .3%** | **Registered Investment Companies - .3%** |  |  |
| iShares Core S&P Small-Cap ETF<br>(cost $3,282,358) |  | 35103 | **3638075** |
|  | 1-Day<br>Yield (%) |  |  |
| **Investment Companies - .3%**  | **Investment Companies - .3%**  |  |  |
| **Registered Investment Companies - .3%** | **Registered Investment Companies - .3%** |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<br>(cost $4,412,390) | 4.41 | 4412390<br> <sup>f</sup>  | **4412390** |
| **Investment of Cash Collateral for Securities Loaned - .5%**  | **Investment of Cash Collateral for Securities Loaned - .5%**  |  |  |
| **Registered Investment Companies - .5%** | **Registered Investment Companies - .5%** |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares<br>(cost $7,133,883) | 4.41 | 7133883<br> <sup>f</sup>  | **7133883** |
| **Total Investments** (cost $929,653,445) | **Total Investments** (cost $929,653,445) | **100.5%** | **1408056733** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(.5%)** | **(6625987)** |
| **Net Assets** | **Net Assets** | **100.0%** | **1401430746** |

---

*ETF—Exchange-Traded Fund*

*REIT—Real Estate Investment Trust*

*<sup>a</sup> Non-income producing security.*

*<sup>b</sup> Security, or portion thereof, on loan. At January 31, 2023, the value of the fund's securities on loan was $114,687,400 and the value of the collateral was $114,428,625, consisting of cash collateral of $7,133,883 and U.S. Government & Agency securities valued at $107,294,742. In addition, the value of collateral may include pending sales that are also on loan.*

*<sup>c</sup> Investment in real estate investment trust within the United States.*

*<sup>d</sup> The valuation of this security has been determined in good faith by management under the direction of the Board of Directors. At January 31, 2023, the value of these securities amounted to $2,150,772 or .15% of net assets.*

*<sup>e</sup> The fund held Level 3 securities at January 31, 2023. These securities were valued at $0 or .0% of net assets.*

*<sup>f</sup> Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company's prospectus.*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures** | **Futures** | **Futures** | **Futures** |  |  |
| Description | Number of<br>Contracts | Expiration  | Notional<br>Value ($) | Market<br>Value ($) | Unrealized Appreciation ($) |
| **Futures Long** | **Futures Long** | **Futures Long** | **Futures Long** | **Futures Long** |  |
| E-mini Russell 2000 | 72 | 3/17/2023 | 6593061 | 6981840 | 388779 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  | **388779** | **388779** |

---

------

*See notes to financial statements.*

------

STATEMENT OF INVESTMENTS<br>BNY Mellon Smallcap Stock Index Fund

January 31, 2023 (Unaudited)

The following is a summary of the inputs used as of January 31, 2023 in valuing the fund's investments:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| | Level 1-Unadjusted Quoted Prices | Level 2- Other Significant Observable Inputs | | Level 3-Significant Unobservable Inputs | **Total** |
| **Assets ($)** | **Assets ($)** | **Assets ($)** | **Assets ($)** | **Assets ($)** |  |
| Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> |  |
| Equity Securities - Common Stocks | 1390721613 | 2150772 | <sup>††</sup>  | - | **1392872385** |
| Exchange-Traded Funds | 3638075 | - |  | - | **3638075** |
| Investment Companies | 11546273 | - |  | - | **11546273** |
| Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: |  |
| Futures<sup>†††</sup> | 388779 | - |  | - | **388779** |

---

*<sup>†</sup> See Statement of Investments for additional detailed categorizations, if any.*

*<sup>††</sup> Securities classified within Level 2 at period end as the values were determined pursuant to the fund's fair valuation procedures.*

*<sup>†††</sup> Amount shown represents unrealized appreciation (depreciation) at period end.*

------

The Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") is the exclusive reference of authoritative U.S. generally accepted accounting principles ("GAAP") recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the SEC under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

Various inputs are used in determining the value of the fund's investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:

**Level 1**—unadjusted quoted prices in active markets for identical investments.

**Level 2**—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

**Level 3**—significant unobservable inputs (including the fund's own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund's investments are as follows:

The Company's Board of Directors (the "Board") has designated the Adviser as the fund's valuation designee, effective September 8, 2022, to make all fair value determinations with respect to the fund's portfolio investments, subject to the Board's oversight and pursuant to Rule 2a-5 under the Act.

------

Investments in equity securities are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. For open short positions, asked prices are used for valuation purposes. Bid price is used when no asked price is available. Registered investment companies that are not traded on an exchange are valued at their net asset value. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.

Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are valued at the average of the most recent bid and asked prices. U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by an independent pricing service (the "Service") approved by the Board Members ("Board").These securities are generally categorized within Level 2 of the fair value hierarchy.The Service's procedures are reviewed by BNY Mellon under the general supervision of the Board.

Fair valuing of securities may be determined with the assistance of a pricing service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant American Depository Receipts and futures. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

When market quotations or official closing prices are not readily available, or are determined not to accurately reflect fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

For securities where observable inputs are limited, assumptions about market activity and risk are used and such securities are generally categorized within Level 3 of the fair value hierarchy.

Financial futures, which are traded on an exchange, are valued at the last sales price on the securities exchange on which such securities are primarily traded or at the last sales price on the national securities market on each business day and are generally categorized within Level 1 of the fair value hierarchy.

------

Pursuant to a securities lending agreement with The Bank of New York Mellon, a subsidiary of BNY Mellon and an affiliate of BNY Mellon Investment Adviser, Inc., the fund may lend securities to qualified institutions. It is the fund's policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by BNY Mellon Investment Adviser Inc., or U.S. Government and Agency securities. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, The Bank of New York Mellon is required to replace the securities for the benefit of the fund or credit the fund with the market value of the unreturned securities and is subrogated to the fund's rights against the borrower and the collateral. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

**Derivatives:** A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at January 31, 2023 is discussed below.

**Futures:** In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate risk as a result of changes in value of underlying financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default.

At January 31, 2023, accumulated net unrealized appreciation on investments was $478,403,288, consisting of $590,591,896 gross unrealized appreciation and $112,188,608 gross unrealized depreciation.

At January 31, 2023, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon Index Funds, Inc.

- **b. Investment Company Act file number:** 811-05883

- **c. CIK number of Registrant:** 0000857114

- **d. LEI of Registrant:** 549300LISYW2VOFXX073

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

  - **Street Address 1:** 240 Greenwich Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212 495 1784

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

- **a. Name of Series:** BNY Mellon Smallcap Stock Index Fund

- **b. EDGAR series identifier (if any):** S000000132

- **c. LEI of Series:** 549300BB2W80CTPQ1O14

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $1404995517.46

**Total Liabilities:** $3564771.15

**Net Assets:** $1401430746.31

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000296 | 4.13%                | -6.76%               | 9.45%                |
| Class ID C000172468 | 4.13%                | -6.72%               | 9.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3012533.80              | $51813971.25                               |
| Month 2  | $16280792.38             | $-115618467.53                             |
| Month 3  | $3558250.11              | $116895071.63                              |

**Designated Index Information**

- **Index Name:** 0

- **Index Identifier:** 0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ARLO TECHNOLOGIES INC                      | ARLO TECHNOLOGIES INC                                             | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |    131618 | NS      | $493567.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC GLOBAL INC                             | DMC GLOBAL INC                                                    | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     28017 | NS      | $637106.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES INC                    | CENTURY COMMUNITIES INC                                           | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     40995 | NS      | $2508894.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES INC       | INNOVATIVE INDUSTRIAL PROPERTIES INC                              | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     40410 | NS      | $3628009.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGENOMICS INC                            | NEOGENOMICS INC                                                   | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    183985 | NS      | $2185741.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC                           | PITNEY BOWES INC                                                  | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    232052 | NS      | $1000144.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| MERCER INTERNATIONAL INC                   | MERCER INTERNATIONAL INC                                          | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |     58681 | NS      | $747009.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIG LOTS INC                               | BIG LOTS INC                                                      | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41457 | NS      | $678236.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| KONTOOR BRANDS INC                         | KONTOOR BRANDS INC                                                | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     71857 | NS      | $3431890.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS INC                 | XENIA HOTELS & RESORTS INC                                        | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    166874 | NS      | $2486422.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS INC                        | BLOOMIN' BRANDS INC                                               | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    127692 | NS      | $3096531.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS INC                     | BOOT BARN HOLDINGS INC                                            | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     43231 | NS      | $3609356.19   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| XENCOR INC                                 | XENCOR INC                                                        | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     86939 | NS      | $2862031.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| USANA HEALTH SCIENCES INC                  | USANA HEALTH SCIENCES INC                                         | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     16534 | NS      | $966246.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVENT CORP                                | LIVENT CORP                                                       | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |    260338 | NS      | $6747960.96   | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| DRIL-QUIP INC                              | DRIL-QUIP INC                                                     | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     48360 | NS      | $1485135.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDIOVASCULAR SYSTEMS INC                 | CARDIOVASCULAR SYSTEMS INC                                        | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     60649 | NS      | $845447.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD                           | VECTOR GROUP LTD                                                  | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    190848 | NS      | $2471481.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL INC                       | WARRIOR MET COAL INC                                              | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     74826 | NS      | $2834408.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LTD                        | SIGNET JEWELERS LTD                                               | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |     67117 | NS      | $5155256.77   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| RPC INC                                    | RPC INC                                                           | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119612 | NS      | $1186551.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                               | SM ENERGY CO                                                      | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    178711 | NS      | $5874230.57   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC                   | ANYWHERE REAL ESTATE INC                                          | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    158573 | NS      | $1344699.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA PHARMACEUTICALS INC/DE              | PACIRA BIOSCIENCES INC                                            | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66682 | NS      | $2618602.14   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS INC                                    | GMS INC                                                           | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     61792 | NS      | $3665501.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC              | OCEANEERING INTERNATIONAL INC                                     | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    145696 | NS      | $3110609.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC      | ESSENTIAL PROPERTIES REALTY TRUST INC                             | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    206642 | NS      | $5265238.16   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFEHOLD INC                               | SAFEHOLD INC                                                      | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |     34954 | NS      | $1221991.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC                           | TALOS ENERGY INC                                                  | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     95278 | NS      | $1887457.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORP                    | PERDOCEO EDUCATION CORP                                           | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     98518 | NS      | $1474814.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME COMMUNITIES                           | ELME COMMUNITIES                                                  | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |    126937 | NS      | $2437190.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC                            | UNITI GROUP INC COM                                               | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    343320 | NS      | $2262478.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP                     | NATIONAL BEVERAGE CORP                                            | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     33854 | NS      | $1496346.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DORIAN LPG LTD                             | DORIAN LPG LTD                                                    | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |     45432 | NS      | $901825.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST INC             | NEXPOINT RESIDENTIAL TRUST INC                                    | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     32906 | NS      | $1661753.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                    | ENERPAC TOOL GROUP CORP                                           | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     82380 | NS      | $2186365.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART INC                             | PRICESMART INC                                                    | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     36542 | NS      | $2715436.02   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL LOGISTICS PROPERTIES TRUST      | INDUSTRIAL LOGISTICS PROPERTIES TRUST                             | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |     97495 | NS      | $429952.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ST JOE CO/THE                              | ST JOE CO/THE                                                     | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     48948 | NS      | $2305450.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| KKR REAL ESTATE FINANCE TRUST INC          | KKR REAL ESTATE FINANCE TRUST INC                                 | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     82668 | NS      | $1316901.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MESA LABORATORIES INC                      | MESA LABORATORIES INC                                             | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      7309 | NS      | $1421892.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| TANGER FACTORY OUTLET CENTERS INC          | TANGER FACTORY OUTLET CENTERS INC                                 | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |    151742 | NS      | $2899789.62   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD                      | NABORS INDUSTRIES LTD                                             | CUSIP: N/A<br>LEI: 5493008TXYN3II3PU369       | Long             | EC               | CORP              | BM        |     12888 | NS      | $2288135.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION INC                          | PC CONNECTION INC                                                 | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     16406 | NS      | $804386.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA'S CAR-MART INC/TX                  | AMERICA'S CAR-MART INC/TX                                         | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8566 | NS      | $737875.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| GRANITE CONSTRUCTION INC                   | GRANITE CONSTRUCTION INC                                          | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     63468 | NS      | $2702467.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ZYNEX INC                                  | ZYNEX INC                                                         | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32324 | NS      | $456738.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET INC                                 | RADNET INC                                                        | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     69864 | NS      | $1470637.20   | 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        |     51621 | NS      | $3164367.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPHERE INVESTMENT GROUP INC          | BRIGHTSPHERE INVESTMENT GROUP INC                                 | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     46201 | NS      | $1083413.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES INC                   | RESIDEO TECHNOLOGIES INC                                          | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    212798 | NS      | $4092105.54   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                           | STONEX GROUP INC                                                  | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     24994 | NS      | $2196472.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC                | FRESH DEL MONTE PRODUCE INC                                       | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |     44698 | NS      | $1278362.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER & BALDWIN INC                    | ALEXANDER & BALDWIN INC                                           | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104566 | NS      | $2093411.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SHENANDOAH TELECOMMUNICATIONS CO           | SHENANDOAH TELECOMMUNICATIONS CO                                  | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     73576 | NS      | $1438410.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HOLDINGS INC                       | PALOMAR HOLDINGS INC                                              | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     36408 | NS      | $1860812.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNANT GROUP INC/THE                      | PENNANT GROUP INC/THE                                             | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     40621 | NS      | $525635.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORP                               | ARCONIC CORP                                                      | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |    147292 | NS      | $3462834.92   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEESECAKE FACTORY INC/THE                 | CHEESECAKE FACTORY INC/THE                                        | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     69430 | NS      | $2725127.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| NOW INC                                    | NOW INC                                                           | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    159700 | NS      | $2242188.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE REALTY TRUST                    | BRANDYWINE REALTY TRUST                                           | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    248028 | NS      | $1627063.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORP                               | GLAUKOS CORP                                                      | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     68655 | NS      | $3367527.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE LABORATORIES NV                       | CORE LABORATORIES NV                                              | CUSIP: N/A<br>LEI: 724500MDYY5VBSAF5W50       | Long             | EC               | CORP              | NL        |     68045 | NS      | $1741952.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| COHERUS BIOSCIENCES INC                    | COHERUS BIOSCIENCES INC                                           | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     95025 | NS      | $805812.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMULATIONS PLUS INC                       | SIMULATIONS PLUS INC                                              | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22850 | NS      | $940049.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VITAL ENERGY INC                           | VITAL ENERGY INC                                                  | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     24501 | NS      | $1378916.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| UFP INDUSTRIES INC                         | UFP INDUSTRIES INC                                                | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     89460 | NS      | $8368983.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| VERADIGM INC                               | VERADIGM INC                                                      | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    158937 | NS      | $2846561.67   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN INC                         | FIRST HAWAIIAN INC                                                | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    185267 | NS      | $5083726.48   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                  | CARPENTER TECHNOLOGY CORP                                         | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     70184 | NS      | $3389185.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC                          | BRISTOW GROUP INC                                                 | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     34704 | NS      | $1059860.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE INC                      | HELMERICH & PAYNE INC                                             | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    152790 | NS      | $7401147.60   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| FULGENT GENETICS INC                       | FULGENT GENETICS INC                                              | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     28370 | NS      | $958338.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| BRINKER INTERNATIONAL INC                  | BRINKER INTERNATIONAL INC                                         | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     63685 | NS      | $2513010.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP                          | SITE CENTERS CORP                                                 | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |    266857 | NS      | $3642598.05   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC INC                              | CORECIVIC INC                                                     | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    166189 | NS      | $1768250.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD                       | ASSURED GUARANTY LTD                                              | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     87021 | NS      | $5447514.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| RENASANT CORP                              | RENASANT CORP                                                     | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     81472 | NS      | $2898773.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FB FINANCIAL CORP                          | FB FINANCIAL CORP                                                 | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     50550 | NS      | $1898658.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP CORP/THE                               | ODP CORP/THE                                                      | CUSIP: 88337F105<br>LEI: 549300OI428NU7XTM839 | Long             | EC               | CORP              | US        |     58623 | NS      | $3024946.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK NATIONAL CORP                         | PARK NATIONAL CORP                                                | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |     21079 | NS      | $2640144.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL INC              | CAPITOL FEDERAL FINANCIAL INC                                     | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    186840 | NS      | $1563850.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORP                  | CHESAPEAKE UTILITIES CORP                                         | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     25844 | NS      | $3258411.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL INC                      | VERIS RESIDENTIAL INC                                             | CUSIP: 554489104<br>LEI: 549300MJC9VNA6VSEE11 | Long             | EC               | CORP              | US        |    115955 | NS      | $2006021.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                   | PATTERSON-UTI ENERGY INC                                          | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    314212 | NS      | $5278761.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                    | ATI INC                                                           | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |    187834 | NS      | $6835279.26   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PHIBRO ANIMAL HEALTH CORP                  | PHIBRO ANIMAL HEALTH CORP                                         | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     28463 | NS      | $438330.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SURMODICS INC                              | SURMODICS INC                                                     | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     20071 | NS      | $564195.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCFIRST CORP                             | BANCFIRST CORP                                                    | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     25237 | NS      | $2173662.81   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| WHITESTONE REIT                            | WHITESTONE REIT                                                   | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69498 | NS      | $723474.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BED BATH & BEYOND INC                      | BED BATH & BEYOND INC                                             | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |    113505 | NS      | $320084.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CALLON PETROLEUM CO                        | CALLON PETROLEUM CO                                               | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     74326 | NS      | $3162571.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| TRUPANION INC                              | TRUPANION INC                                                     | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     51056 | NS      | $3013325.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| MR COOPER GROUP INC                        | MR COOPER GROUP INC                                               | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |    102219 | NS      | $4701051.81   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN STREET PROPERTIES CORP            | FRANKLIN STREET PROPERTIES CORP                                   | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |    133108 | NS      | $409972.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HOLDINGS INC                  | SALLY BEAUTY HOLDINGS INC                                         | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    156605 | NS      | $2439905.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER ADVANCED MATERIALS INC            | RAYONIER ADVANCED MATERIALS INC                                   | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     93088 | NS      | $645099.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS INC/GA              | UNITED COMMUNITY BANKS INC/GA                                     | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    154092 | NS      | $5014153.68   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPRO INDUSTRIES INC                       | ENPRO INDUSTRIES INC                                              | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     30334 | NS      | $3672537.38   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MARCUS CORP/THE                            | MARCUS CORP/THE                                                   | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     34859 | NS      | $527765.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERICAN AXLE & MANUFACTURING HOLDINGS INC | AMERICAN AXLE & MANUFACTURING HOLDINGS INC                        | CUSIP: 024061103<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | EC               | CORP              | US        |    164982 | NS      | $1463390.34   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORP                                | DELUXE CORP                                                       | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     62659 | NS      | $1252553.41   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                   | ENCORE CAPITAL GROUP INC                                          | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     33665 | NS      | $1875813.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S RESTAURANTS INC                       | BJ'S RESTAURANTS INC                                              | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     33744 | NS      | $1065298.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS & MINOR INC                          | OWENS & MINOR INC                                                 | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |    110370 | NS      | $2178703.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORP                          | AGREE REALTY CORP                                                 | CUSIP: 008492100<br>LEI: 549300DXY3G299V1BO77 | Long             | EC               | CORP              | US        |    128552 | NS      | $9593835.76   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTAX INC                                | AVANTAX INC                                                       | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     69142 | NS      | $2014797.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH REALTY INCOME TRUST       | UNIVERSAL HEALTH REALTY INCOME TRUST                              | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |     18184 | NS      | $996665.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IROBOT CORP                                | IROBOT CORP                                                       | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     39962 | NS      | $1798290.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY INC                         | SUNCOKE ENERGY INC                                                | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    120631 | NS      | $1098948.41   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC                    | COMFORT SYSTEMS USA INC                                           | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     52071 | NS      | $6302673.84   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CHATHAM LODGING TRUST                      | CHATHAM LODGING TRUST                                             | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71254 | NS      | $1012519.34   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY CO                 | DIAMONDROCK HOSPITALITY CO                                        | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    304157 | NS      | $2929031.91   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER PARFUMS INC                          | INTER PARFUMS INC                                                 | CUSIP: 458334109<br>LEI: 969500SARWF33OPQED48 | Long             | EC               | CORP              | US        |     25932 | NS      | $3065681.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INC                                 | DIODES INC                                                        | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     65994 | NS      | $5886004.86   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP                                | CONMED CORP                                                       | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     44114 | NS      | $4224356.64   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| HELIX ENERGY SOLUTIONS GROUP INC           | HELIX ENERGY SOLUTIONS GROUP INC                                  | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    208113 | NS      | $1650336.09   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HESKA CORP                                 | HESKA CORP                                                        | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |     14604 | NS      | $1306181.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| EXPONENT INC                               | EXPONENT INC                                                      | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     73495 | NS      | $7536177.30   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| PETMED EXPRESS INC                         | PETMED EXPRESS INC                                                | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |     31649 | NS      | $679820.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| EW SCRIPPS CO/THE                          | EW SCRIPPS CO/THE                                                 | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     84504 | NS      | $1263334.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH GROUP INC                          | TRIUMPH GROUP INC                                                 | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     93774 | NS      | $1068085.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTER PROGRAMS AND SYSTEMS INC          | COMPUTER PROGRAMS AND SYSTEMS INC                                 | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     21089 | NS      | $619594.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STURM RUGER & CO INC                       | STURM RUGER & CO INC                                              | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     25250 | NS      | $1436725.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| PLEXUS CORP                                | PLEXUS CORP                                                       | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     40101 | NS      | $3849294.99   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                  | ITRON INC                                                         | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     65904 | NS      | $3787502.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| PROASSURANCE CORP                          | PROASSURANCE CORP                                                 | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     77679 | NS      | $1506195.81   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER CO                   | AMERICAN STATES WATER CO                                          | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     53566 | NS      | $5044310.22   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA REALTY TRUST                        | ACADIA REALTY TRUST                                               | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139053 | NS      | $2159493.09   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                    | INSIGHT ENTERPRISES INC                                           | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     43951 | NS      | $4954156.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE INC                              | INTERFACE INC                                                     | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     85633 | NS      | $974503.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS INC             | VIRTUS INVESTMENT PARTNERS INC                                    | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      9833 | NS      | $2112915.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA HOFFLER PROPERTIES INC              | ARMADA HOFFLER PROPERTIES INC                                     | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     98760 | NS      | $1252276.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN CO                                  | STEPAN CO                                                         | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     30784 | NS      | $3381314.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC             | ADVANCED ENERGY INDUSTRIES INC                                    | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     54179 | NS      | $5024560.46   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORP/MA                           | UNIFIRST CORP/MA                                                  | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     21816 | NS      | $4329167.04   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS INC          | DONNELLEY FINANCIAL SOLUTIONS INC                                 | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     36582 | NS      | $1668505.02   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                 | KORN FERRY                                                        | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     77226 | NS      | $4169431.74   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FIRST NATIONAL CORP                | SIMMONS FIRST NATIONAL CORP                                       | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    183572 | NS      | $4095491.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFICIENT INC                             | PERFICIENT INC                                                    | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     50513 | NS      | $3745033.82   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTHEWS INTERNATIONAL CORP                | MATTHEWS INTERNATIONAL CORP                                       | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     43981 | NS      | $1629056.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMESTREET INC                             | HOMESTREET INC                                                    | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26031 | NS      | $717674.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES INC                     | APOGEE ENTERPRISES INC                                            | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     32759 | NS      | $1534431.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT INC                          | AEROVIRONMENT INC                                                 | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     36268 | NS      | $3226763.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| SHUTTERSTOCK INC                           | SHUTTERSTOCK INC                                                  | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     35142 | NS      | $2645138.34   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES CORP                | JOHN BEAN TECHNOLOGIES CORP                                       | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     46137 | NS      | $5154887.01   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HOLDINGS INC                   | ULTRA CLEAN HOLDINGS INC                                          | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     66012 | NS      | $2221303.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                   | WOLVERINE WORLD WIDE INC                                          | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    113405 | NS      | $1829222.65   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC                               | INNOSPEC INC                                                      | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     35788 | NS      | $4044759.76   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                             | LCI INDS COM                                                      | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     37096 | NS      | $4162913.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORP          | STEWART INFORMATION SERVICES CORP                                 | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     39435 | NS      | $1883809.95   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE & FITCH CO                     | ABERCROMBIE & FITCH CO                                            | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     71161 | NS      | $2060822.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGIANT TRAVEL CO                        | ALLEGIANT TRAVEL CO                                               | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     22880 | NS      | $1968366.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTO LABS INC                             | PROTO LABS INC                                                    | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     39721 | NS      | $1215462.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS INC                      | HEARTLAND EXPRESS INC                                             | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     66601 | NS      | $1120228.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS INC                    | METHODE ELECTRONICS INC                                           | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     52912 | NS      | $2526018.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION INC                    | STRATEGIC EDUCATION INC                                           | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     32335 | NS      | $3018472.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES INC                       | CAVCO INDUSTRIES INC                                              | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11998 | NS      | $3192667.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RETAIL OPPORTUNITY INVESTMENTS CORP        | RETAIL OPPORTUNITY INVESTMENTS CORP                               | CUSIP: 76131N101<br>LEI: 549300KH0PNTJK9NTE57 | Long             | EC               | CORP              | US        |    180876 | NS      | $2863267.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                       | LXP INDUSTRIAL TRUST                                              | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    399322 | NS      | $4612169.10   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY BANK SYSTEM INC                  | COMMUNITY BANK SYSTEM INC                                         | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     77976 | NS      | $4499994.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC                            | NBT BANCORP INC                                                   | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61989 | NS      | $2436787.59   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORP                                | BANNER CORP                                                       | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49185 | NS      | $3188663.55   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR INC                                | NETGEAR INC                                                       | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     42466 | NS      | $848046.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                   | FABRINET                                                          | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     53069 | NS      | $6987064.54   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ANIKA THERAPEUTICS INC                     | ANIKA THERAPEUTICS INC                                            | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |     21812 | NS      | $676390.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS INC         | COGENT COMMUNICATIONS HOLDINGS INC                                | CUSIP: 19239V302<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | EC               | CORP              | US        |     61774 | NS      | $4235843.18   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU INC                                   | COHU INC                                                          | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     69098 | NS      | $2493055.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILDREN'S PLACE INC/THE                   | CHILDREN'S PLACE INC/THE                                          | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |     18784 | NS      | $852230.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP INC                     | NORTHFIELD BANCORP INC                                            | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60898 | NS      | $910425.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                | ASBURY AUTOMOTIVE GROUP INC                                       | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     32123 | NS      | $7067060.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO TECHNOLOGIES INC                      | FARO TECHNOLOGIES INC                                             | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     26876 | NS      | $738552.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST INC                                | SKYWEST INC                                                       | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     74014 | NS      | $1536530.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARD AIR CORP                           | FORWARD AIR CORP                                                  | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38469 | NS      | $4148881.65   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC                               | ADVANSIX INC                                                      | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     40344 | NS      | $1744474.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORP                 | STANDEX INTERNATIONAL CORP                                        | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     17422 | NS      | $2013460.54   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INC                         | ABM INDUSTRIES INC                                                | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     96627 | NS      | $4532772.57   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D SYSTEMS CORP                            | 3D SYSTEMS CORP                                                   | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |    188895 | NS      | $2051399.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| DIGI INTERNATIONAL INC                     | DIGI INTERNATIONAL INC                                            | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     51489 | NS      | $1750111.11   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTEEL INDUSTRIES INC                     | INSTEEL INDUSTRIES INC                                            | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     28108 | NS      | $842958.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                             | AMERIS BANCORP                                                    | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     94498 | NS      | $4456525.68   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CUTERA INC                                 | CUTERA INC                                                        | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |     25899 | NS      | $902062.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SUMMIT HOTEL PROPERTIES INC                | SUMMIT HOTEL PROPERTIES INC                                       | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    155819 | NS      | $1327577.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE & SOFFA INDUSTRIES INC             | KULICKE & SOFFA INDUSTRIES INC                                    | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     83996 | NS      | $4292195.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST COMMONWEALTH FINANCIAL CORP          | FIRST COMMONWEALTH FINANCIAL CORP                                 | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    136557 | NS      | $2008753.47   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC PREMIER BANCORP INC                | PACIFIC PREMIER BANCORP INC                                       | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |    137594 | NS      | $4449789.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                   | MOOG INC                                                          | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     41841 | NS      | $3988284.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR INC                              | MAXLINEAR INC                                                     | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    105464 | NS      | $4345116.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ZUMIEZ INC                                 | ZUMIEZ INC                                                        | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     23136 | NS      | $597602.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORP                               | SANMINA CORP                                                      | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     83352 | NS      | $5078637.36   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MORTGAGE TRUST INC                | NEW YORK MORTGAGE TRUST INC                                       | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    545828 | NS      | $1702983.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORP                | REX AMERICAN RESOURCES CORP                                       | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22494 | NS      | $736003.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORP                              | MATERION CORP                                                     | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     29647 | NS      | $2675641.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES INC                | AMN HEALTHCARE SERVICES INC                                       | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     62773 | NS      | $6016164.32   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANSOURCE INC                             | SCANSOURCE INC                                                    | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     36634 | NS      | $1206357.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT CO                                 | TENNANT CO                                                        | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     27014 | NS      | $1894491.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LIQUIDITY SERVICES INC                     | LIQUIDITY SERVICES INC                                            | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     39649 | NS      | $594338.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA INC                     | BANC OF CALIFORNIA INC                                            | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     81120 | NS      | $1413110.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS INC                            | OSI SYSTEMS INC                                                   | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     22667 | NS      | $2146791.57   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ORASURE TECHNOLOGIES INC                   | ORASURE TECHNOLOGIES INC                                          | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |    105894 | NS      | $590888.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                        | MERITAGE HOMES CORP                                               | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     53078 | NS      | $5715969.82   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN INTERNATIONAL INC                      | ATN INTERNATIONAL INC                                             | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     15553 | NS      | $760230.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WOODMARK CORP                     | AMERICAN WOODMARK CORP                                            | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     24368 | NS      | $1396042.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORP                       | WABASH NATIONAL CORP                                              | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     68827 | NS      | $1772983.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC                        | VIAVI SOLUTIONS INC                                               | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    326587 | NS      | $3690433.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORP                               | KNOWLES CORP                                                      | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    133029 | NS      | $2558147.67   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| GREEN DOT CORP                             | GREEN DOT CORP                                                    | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67706 | NS      | $1224124.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES INC                   | NORTHWEST BANCSHARES INC                                          | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    183377 | NS      | $2592950.78   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN ELECTRIC CO INC                   | FRANKLIN ELECTRIC CO INC                                          | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     56444 | NS      | $5096893.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKENSTEEL CORP                           | TIMKENSTEEL CORP                                                  | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     57433 | NS      | $1129707.11   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP INC                              | PRA GROUP INC                                                     | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     57146 | NS      | $2299555.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                              | LGI HOMES INC                                                     | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     29844 | NS      | $3397739.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| EPLUS INC                                  | EPLUS INC                                                         | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     39094 | NS      | $1946099.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST INC            | FOUR CORNERS PROPERTY TRUST INC                                   | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |    122259 | NS      | $3516168.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| MERIT MEDICAL SYSTEMS INC                  | MERIT MEDICAL SYSTEMS INC                                         | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     82611 | NS      | $5894294.85   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HAVERTY FURNITURE COS INC                  | HAVERTY FURNITURE COS INC                                         | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     18740 | NS      | $654400.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC            | INSTALLED BUILDING PRODUCTS INC                                   | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     34149 | NS      | $3759463.41   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIDIAN BIOSCIENCE INC                    | MERIDIAN BIOSCIENCE INC                                           | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     63258 | NS      | $2150772.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKLINE BANCORP INC                      | BROOKLINE BANCORP INC                                             | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129050 | NS      | $1687974.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS INC                        | MGP INGREDIENTS INC                                               | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     22155 | NS      | $2160998.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP LTD                    | G-III APPAREL GROUP LTD                                           | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     61775 | NS      | $1045233.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RUTH'S HOSPITALITY GROUP INC               | RUTH'S HOSPITALITY GROUP INC                                      | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     44346 | NS      | $767629.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HIBBETT INC                                | HIBBETT INC                                                       | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     18871 | NS      | $1252279.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SENECA FOODS CORP                          | SENECA FOODS CORP                                                 | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7579 | NS      | $473687.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER & DUNLOP INC                        | WALKER & DUNLOP INC                                               | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44816 | NS      | $4274550.08   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI GROUP INC                              | HCI GROUP INC                                                     | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |     10374 | NS      | $520878.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTH JERSEY INDUSTRIES                    | SOUTH JERSEY INDUSTRIES INC                                       | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |    177336 | NS      | $6400056.24   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTORCAR PARTS OF AMERICA INC              | MOTORCAR PARTS OF AMERICA INC                                     | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |     27104 | NS      | $394634.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EBIX INC                                   | EBIX INC                                                          | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     34073 | NS      | $649431.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORP                      | CLEARWATER PAPER CORP                                             | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     24907 | NS      | $961659.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN VANGUARD CORP                     | AMERICAN VANGUARD CORP                                            | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     40253 | NS      | $909315.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC HOLDINGS INC                           | MDC HOLDINGS INC                                                  | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     82957 | NS      | $3132456.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMMERCE INC                           | SPS COMMERCE INC                                                  | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     52310 | NS      | $7118344.80   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP             | CENTRAL PACIFIC FINANCIAL CORP                                    | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     39476 | NS      | $892157.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES INC           | PROVIDENT FINANCIAL SERVICES INC                                  | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    109236 | NS      | $2562676.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBANY INTERNATIONAL CORP                  | ALBANY INTERNATIONAL CORP                                         | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     45113 | NS      | $5059422.95   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ENANTA PHARMACEUTICALS INC                 | ENANTA PHARMACEUTICALS INC                                        | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     28511 | NS      | $1521917.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC                                    | AZZ INC                                                           | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     35677 | NS      | $1515558.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS INC                    | ANI PHARMACEUTICALS INC                                           | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     17622 | NS      | $788232.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| COMMUNITY HEALTH SYSTEMS INC               | COMMUNITY HEALTH SYSTEMS INC                                      | CUSIP: 203668108<br>LEI: 5493007X5NC5XI1BB106 | Long             | EC               | CORP              | US        |    180674 | NS      | $943118.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND INC                            | HILLENBRAND INC                                                   | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |    100554 | NS      | $4711960.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORP                            | SCHOLASTIC CORP                                                   | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42875 | NS      | $1896790.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST INC                          | REDWOOD TRUST INC                                                 | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |    165476 | NS      | $1383379.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC  | APOLLO COMMERCIAL REAL ESTATE FINANCE INC                         | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |    187293 | NS      | $2279355.81   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PIPER SANDLER COS                          | PIPER SANDLER COS                                                 | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     20559 | NS      | $2921433.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESCO INC                                | GENESCO INC                                                       | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     17777 | NS      | $858451.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK AEROSPACE CORP                        | PARK AEROSPACE CORP                                               | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |     28358 | NS      | $394459.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP                    | FIRST FINANCIAL BANCORP                                           | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    136618 | NS      | $3460533.94   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORP                | NATIONAL BANK HOLDINGS CORP                                       | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54926 | NS      | $2319524.98   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INSURANCE GROUP INC                 | SAFETY INSURANCE GROUP INC                                        | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     21481 | NS      | $1812781.59   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS INC                        | CAL-MAINE FOODS INC                                               | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     55284 | NS      | $3163350.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORP                        | WESTAMERICA BANCORP                                               | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39024 | NS      | $2168173.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH CO                             | SPARTANNASH CO                                                    | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     51852 | NS      | $1642671.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITIV CORP                               | VERITIV CORP                                                      | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     19539 | NS      | $2443156.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANEX BUILDING PRODUCTS CORP              | QUANEX BUILDING PRODUCTS CORP                                     | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     48635 | NS      | $1259160.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QUINSTREET INC                             | QUINSTREET INC                                                    | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     71908 | NS      | $1102349.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                     | GROUP 1 AUTOMOTIVE INC                                            | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     21085 | NS      | $4509027.25   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL INC                    | ENOVA INTERNATIONAL INC                                           | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     45418 | NS      | $2073331.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGNER BRANDS INC                        | DESIGNER BRANDS INC                                               | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     71943 | NS      | $741732.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE CO                           | BOISE CASCADE CO                                                  | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     57615 | NS      | $4319396.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS CORP                                | ROGERS CORP                                                       | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     27428 | NS      | $3828674.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD ACCEPTANCE CORP                      | WORLD ACCEPTANCE CORP                                             | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4649 | NS      | $445002.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| EVERTEC INC                                | EVERTEC INC                                                       | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     95013 | NS      | $3509780.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL INC              | CSG SYSTEMS INTERNATIONAL INC                                     | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     43802 | NS      | $2613665.34   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUEBLUE INC                               | TRUEBLUE INC                                                      | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48325 | NS      | $948619.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS INC                   | PAR PACIFIC HOLDINGS INC                                          | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     80788 | NS      | $2159463.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS INC               | SUPERNUS PHARMACEUTICALS INC                                      | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     78743 | NS      | $3229250.43   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE INC                       | SONIC AUTOMOTIVE INC                                              | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     24400 | NS      | $1310524.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                        | ONTO INNOVATION INC                                               | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     71868 | NS      | $5652418.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN INTERNATIONAL INC                    | TITAN INTERNATIONAL INC                                           | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     75020 | NS      | $1252083.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPIC STEEL INC                          | OLYMPIC STEEL INC                                                 | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     14202 | NS      | $628296.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GETTY REALTY CORP                          | GETTY REALTY CORP                                                 | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     61515 | NS      | $2240991.45   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWKINS INC                                | HAWKINS INC                                                       | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     27259 | NS      | $1063101.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC                  | ETHAN ALLEN INTERIORS INC                                         | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33644 | NS      | $966928.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INC                               | GENTHERM INC                                                      | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     48381 | NS      | $3600997.83   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS INC                             | PHOTRONICS INC                                                    | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     89155 | NS      | $1615488.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGIODYNAMICS INC                          | ANGIODYNAMICS INC                                                 | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     57555 | NS      | $749366.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DINE BRANDS GLOBAL INC                     | DINE BRANDS GLOBAL INC                                            | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     22678 | NS      | $1753236.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| EMERGENT BIOSOLUTIONS INC                  | EMERGENT BIOSOLUTIONS INC                                         | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     65756 | NS      | $867321.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORP                                | CORVEL CORP                                                       | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13225 | NS      | $2356166.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORP                               | GRIFFON CORP                                                      | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     68741 | NS      | $2810132.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| POWELL INDUSTRIES INC                      | POWELL INDUSTRIES INC                                             | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |     13018 | NS      | $516814.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOVADO GROUP INC                           | MOVADO GROUP INC                                                  | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     23684 | NS      | $837466.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORP                               | BALCHEM CORP                                                      | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     46640 | NS      | $6092583.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS INC                | STANDARD MOTOR PRODUCTS INC                                       | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     27335 | NS      | $1105974.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS INC                       | EXTREME NETWORKS INC                                              | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    189547 | NS      | $3417532.41   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICO'S FAS INC                            | CHICO'S FAS INC                                                   | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |    179814 | NS      | $947619.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY ALUMINUM CO                        | CENTURY ALUMINUM CO                                               | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     72547 | NS      | $815428.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIFAST INC                               | MEDIFAST INC                                                      | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     15776 | NS      | $1758235.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTIVION INC                               | ARTIVION INC                                                      | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     59039 | NS      | $769868.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE INC                             | WISDOMTREE INC                                                    | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |    162178 | NS      | $934145.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| GUESS? INC                                 | GUESS? INC                                                        | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     43944 | NS      | $1018182.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELECTRONICS INC                  | BENCHMARK ELECTRONICS INC                                         | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     50481 | NS      | $1412963.19   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                        | FEDERAL SIGNAL CORP                                               | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     87840 | NS      | $4677480.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL STATES INTERNATIONAL INC               | OIL STATES INTERNATIONAL INC                                      | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     90918 | NS      | $778258.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BARNES GROUP INC                           | BARNES GROUP INC                                                  | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     73653 | NS      | $3259881.78   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER INC/TX                       | RENT-A-CENTER INC/TX                                              | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     72148 | NS      | $1940059.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| OFFICE PROPERTIES INCOME TRUST             | OFFICE PROPERTIES INCOME TRUST                                    | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71775 | NS      | $1231659.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO MUFFLER BRAKE INC                    | MONRO INC                                                         | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45562 | NS      | $2319105.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| US SILICA HOLDINGS INC                     | US SILICA HOLDINGS INC                                            | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |    108243 | NS      | $1324894.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSIDE BANCSHARES INC                   | SOUTHSIDE BANCSHARES INC                                          | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     44126 | NS      | $1671492.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MONARCH CASINO & RESORT INC                | MONARCH CASINO & RESORT INC                                       | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     19080 | NS      | $1461909.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAD CORP                                  | VIAD CORP                                                         | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     30693 | NS      | $906978.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC                               | HARMONIC INC                                                      | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    151834 | NS      | $1999653.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                       | TTM TECHNOLOGIES INC                                              | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    148849 | NS      | $2339906.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERVICES INC                         | KELLY SERVICES INC                                                | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49168 | NS      | $889940.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MYERS INDUSTRIES INC                       | MYERS INDUSTRIES INC                                              | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     53381 | NS      | $1285414.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST INC                  | AMERICAN ASSETS TRUST INC                                         | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74909 | NS      | $2131910.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT INC                         | CARETRUST REIT INC                                                | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    140724 | NS      | $2915801.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDSAY CORP                               | LINDSAY CORP                                                      | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |     15882 | NS      | $2487438.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                     | PROGRESS SOFTWARE CORP                                            | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     62671 | NS      | $3324069.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TREDEGAR CORP                              | TREDEGAR CORP                                                     | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     35046 | NS      | $425107.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO INC                              | REGENXBIO INC                                                     | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     55293 | NS      | $1283350.53   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED FIRE GROUP INC                      | UNITED FIRE GROUP INC                                             | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31934 | NS      | $1005601.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORP                                | AVISTA CORP                                                       | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |    107763 | NS      | $4299743.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTUREFUEL CORP                            | FUTUREFUEL CORP                                                   | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     36303 | NS      | $336528.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MATSON INC                                 | MATSON INC                                                        | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     55027 | NS      | $3638385.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FORRESTER RESEARCH INC                     | FORRESTER RESEARCH INC                                            | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     16292 | NS      | $603781.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC                      | ESCO TECHNOLOGIES INC                                             | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     37695 | NS      | $3710695.80   | 0.26%             |  |  |  | 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        |     21554 | NS      | $3088688.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                      | INTEGER HOLDINGS CORP                                             | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     48301 | NS      | $3178688.81   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MATIV HOLDINGS INC                         | MATIV HOLDINGS INC                                                | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     79349 | NS      | $2186858.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ATLAS AIR WORLDWIDE HOLDINGS INC           | ATLAS AIR WORLDWIDE HOLDINGS INC                                  | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     37238 | NS      | $3806095.98   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                     | PATRICK INDUSTRIES INC                                            | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     31128 | NS      | $2209154.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDRICK & STRUGGLES INTERNATIONAL INC     | HEIDRICK & STRUGGLES INTERNATIONAL INC                            | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     29355 | NS      | $902959.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL PRESTO INDUSTRIES INC             | NATIONAL PRESTO INDUSTRIES INC                                    | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7493 | NS      | $574038.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB FINANCIAL CORP                         | CVB FINANCIAL CORP                                                | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    190695 | NS      | $4618632.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORP                               | ARCBEST CORP                                                      | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     35501 | NS      | $2962558.45   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| URSTADT BIDDLE PROPERTIES INC              | URSTADT BIDDLE PROPERTIES INC                                     | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |     42685 | NS      | $801624.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                           | CYTOKINETICS INC                                                  | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |    136900 | NS      | $5815512.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS HOLDINGS INC   | CONSOLIDATED COMMUNICATIONS HOLDINGS INC                          | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |    110563 | NS      | $480949.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CORCEPT THERAPEUTICS INC                   | CORCEPT THERAPEUTICS INC                                          | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |    139054 | NS      | $3178774.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PATHWARD FINANCIAL INC                     | PATHWARD FINANCIAL INC                                            | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     41517 | NS      | $2060073.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN B SANFILIPPO & SON INC                | JOHN B SANFILIPPO & SON INC                                       | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     12939 | NS      | $1093474.89   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKLE INC/THE                             | BUCKLE INC/THE                                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     43330 | NS      | $1906520.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                              | B&G FOODS INC                                                     | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |    104966 | NS      | $1471623.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| SHOE CARNIVAL INC                          | SHOE CARNIVAL INC                                                 | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24747 | NS      | $675840.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KOPPERS HOLDINGS INC                       | KOPPERS HOLDINGS INC                                              | CUSIP: 50060P106<br>LEI: LTO4ZL5EBDR1NE6FGJ36 | Long             | EC               | CORP              | US        |     30794 | NS      | $1065780.34   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP                                   | AAR CORP                                                          | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     48320 | NS      | $2485580.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP INC                           | HOPE BANCORP INC                                                  | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    172824 | NS      | $2227701.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC        | APPLIED INDUSTRIAL TECHNOLOGIES INC                               | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     55934 | NS      | $8010308.14   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP/PUERTO RICO                  | FIRST BANCORP/PUERTO RICO                                         | CUSIP: 318672706<br>LEI: 5493000C44WC17AV1S09 | Long             | EC               | CORP              | PR        |    266230 | NS      | $3580793.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                | OFG BANCORP                                                       | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     69640 | NS      | $1971508.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER INC                           | BADGER METER INC                                                  | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     42397 | NS      | $4913812.30   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC MORTGAGE INVESTMENT TRUST         | PENNYMAC MORTGAGE INVESTMENT TRUST                                | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |    129051 | NS      | $1968027.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| CONSOL ENERGY INC                          | CONSOL ENERGY INC                                                 | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     47760 | NS      | $2761960.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP             | CALIFORNIA WATER SERVICE GROUP                                    | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     79602 | NS      | $4869254.34   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES INC                       | ASTEC INDUSTRIES INC                                              | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     32642 | NS      | $1440817.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EQUITY INVESTMENT LIFE HOLDING CO | AMERICAN EQUITY INVESTMENT LIFE HOLDING CO                        | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |    100674 | NS      | $4797116.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR RESIDENTIAL REIT INC                | ARMOUR RESIDENTIAL REIT INC                                       | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |    194180 | NS      | $1219450.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC                           | GREEN PLAINS INC                                                  | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     86206 | NS      | $2997382.62   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| KAMAN CORP                                 | KAMAN CORP                                                        | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |     41566 | NS      | $1048294.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                   | WINNEBAGO INDUSTRIES INC                                          | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     44290 | NS      | $2820387.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHA HOSPITALITY TRUST                   | HERSHA HOSPITALITY TRUST                                          | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     50362 | NS      | $463330.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH FINANCIAL INC                      | TRIUMPH FINANCIAL INC                                             | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     32803 | NS      | $1828111.19   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                     | MUELLER INDUSTRIES INC                                            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     82532 | NS      | $5409972.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGER OIL CORP                            | RANGER OIL CORP                                                   | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     27720 | NS      | $1164240.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COMTECH TELECOMMUNICATIONS CORP            | COMTECH TELECOMMUNICATIONS CORP                                   | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |     40851 | NS      | $647896.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                      | OXFORD INDUSTRIES INC                                             | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     21670 | NS      | $2540157.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBAC FINANCIAL GROUP INC                  | AMBAC FINANCIAL GROUP INC                                         | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     65913 | NS      | $1098110.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE FINANCIAL CORP/WA                 | HERITAGE FINANCIAL CORP/WA                                        | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50824 | NS      | $1450008.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTHCARE TRUST INC             | COMMUNITY HEALTHCARE TRUST INC                                    | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |     34037 | NS      | $1459506.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS INC                 | LIGAND PHARMACEUTICALS INC                                        | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     23186 | NS      | $1616064.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS INC                           | NMI HOLDINGS INC                                                  | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    121451 | NS      | $2821306.73   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK/LOS ANGELES CA              | PREFERRED BANK/LOS ANGELES CA                                     | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     18887 | NS      | $1343432.31   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOAST BANKING CORP OF FLORIDA           | SEACOAST BANKING CORP OF FLORIDA                                  | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |    103446 | NS      | $3321651.06   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA OUTDOOR INC                          | VISTA OUTDOOR INC                                                 | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     81895 | NS      | $2403618.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| INDEPENDENT BANK CORP                      | INDEPENDENT BANK CORP                                             | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     66388 | NS      | $5290459.72   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ONESPAN INC                                | ONESPAN INC                                                       | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     50229 | NS      | $693662.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES INC                   | GIBRALTAR INDUSTRIES INC                                          | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44855 | NS      | $2402882.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS INC                               | AGILYSYS INC                                                      | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     28565 | NS      | $2386891.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORP                 | HORACE MANN EDUCATORS CORP                                        | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     59994 | NS      | $2136386.34   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR INC                      | LEMAITRE VASCULAR INC                                             | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     28419 | NS      | $1340808.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT INNOVATIONS INC                        | PGT INNOVATIONS INC                                               | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     86839 | NS      | $1884406.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORP/VA                          | UNIVERSAL CORP/VA                                                 | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     36029 | NS      | $1958896.73   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC              | AMPHASTAR PHARMACEUTICALS INC                                     | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     55192 | NS      | $1670109.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPETRO HOLDING CORP                      | PROPETRO HOLDING CORP                                             | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137806 | NS      | $1371169.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON INC                                   | AAON INC                                                          | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60941 | NS      | $4651017.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES INC                   | AXCELIS TECHNOLOGIES INC                                          | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     47594 | NS      | $5232960.30   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTGEN HEALTHCARE INC                     | NEXTGEN HEALTHCARE INC                                            | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79603 | NS      | $1514049.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORP                       | KAISER ALUMINUM CORP                                              | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23369 | NS      | $2045254.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORP                    | TOMPKINS FINANCIAL CORP                                           | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     18079 | NS      | $1361891.07   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| US PHYSICAL THERAPY INC                    | US PHYSICAL THERAPY INC                                           | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     18850 | NS      | $1868977.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS INC                        | MYRIAD GENETICS INC                                               | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |    118101 | NS      | $2328951.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HB FULLER CO                               | HB FULLER CO                                                      | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     77377 | NS      | $5346750.70   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS INC                        | DORMAN PRODUCTS INC                                               | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41246 | NS      | $4003336.76   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HOLDINGS INC                     | ALARM.COM HOLDINGS INC                                            | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     72843 | NS      | $3904384.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVEPERSON INC                             | LIVEPERSON INC                                                    | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |    100798 | NS      | $1298278.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORP               | SELECT MEDICAL HOLDINGS CORP                                      | CUSIP: 81619Q105<br>LEI: 549300X05KS0JKR8CB50 | Long             | EC               | CORP              | US        |    152049 | NS      | $4420064.43   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HOLDINGS INC           | UNIVERSAL INSURANCE HOLDINGS INC                                  | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     40748 | NS      | $519129.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                               | SEMTECH CORP                                                      | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     91793 | NS      | $3031922.79   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF SOLUTIONS INC                          | PDF SOLUTIONS INC                                                 | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     42629 | NS      | $1354749.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN LTD                          | STEVEN MADDEN LTD                                                 | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    106255 | NS      | $3809241.75   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX HOLDINGS INC                        | RE/MAX HOLDINGS INC                                               | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     25955 | NS      | $592033.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INC                               | LA-Z-BOY INC                                                      | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     62553 | NS      | $1778381.79   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES INC         | EASTERLY GOVERNMENT PROPERTIES INC                                | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |    130962 | NS      | $2126822.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| ORTHOFIX INTERNATIONAL NV                  | ORTHOFIX MEDICAL INC                                              | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | CW        |     49361 | NS      | $1067678.43   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS INC                          | TTEC HOLDINGS INC                                                 | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     27547 | NS      | $1400489.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVISFIRST BANCSHARES INC                 | SERVISFIRST BANCSHARES INC                                        | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70936 | NS      | $4836416.48   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSTOMERS BANCORP INC                      | CUSTOMERS BANCORP INC                                             | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     44868 | NS      | $1362641.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HILLS BANCORP INC                | BERKSHIRE HILLS BANCORP INC                                       | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     64995 | NS      | $2018094.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDERSONS INC/THE                          | ANDERSONS INC/THE                                                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     44688 | NS      | $1643624.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET CO                    | CENTRAL GARDEN & PET CO                                           | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     59930 | NS      | $2375025.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUY'S HOLDINGS INC                        | CHUY'S HOLDINGS INC                                               | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25892 | NS      | $886283.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC                              | MYR GROUP INC                                                     | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     24014 | NS      | $2378826.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP INC                                 | EZCORP INC                                                        | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     78766 | NS      | $717558.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC                                 | RAMBUS INC                                                        | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |    155996 | NS      | $6313158.12   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T BANCORP INC                            | S&T BANCORP INC                                                   | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57193 | NS      | $2080681.34   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROJET ROCKETDYNE HOLDINGS INC            | AEROJET ROCKETDYNE HOLDINGS INC                                   | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |    110276 | NS      | $6166633.92   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOURCES CONNECTION INC                   | RESOURCES CONNECTION INC                                          | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46725 | NS      | $806940.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CEVA INC                                   | CEVA INC                                                          | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     33276 | NS      | $1102101.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CALAVO GROWERS INC                         | CALAVO GROWERS INC                                                | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25194 | NS      | $807467.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORP                       | HANMI FINANCIAL CORP                                              | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     44299 | NS      | $1031723.71   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAKE SHACK INC                            | SHAKE SHACK INC                                                   | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     54098 | NS      | $3077094.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM INC                | COLUMBIA BANKING SYSTEM INC                                       | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113353 | NS      | $3503741.23   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET CO                    | CENTRAL GARDEN & PET CO                                           | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     14471 | NS      | $606913.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHSTREAM INC                           | HEALTHSTREAM INC                                                  | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     34948 | NS      | $845042.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INOGEN INC                                 | INOGEN INC                                                        | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     32672 | NS      | $762237.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENBRIER COS INC/THE                     | GREENBRIER COS INC/THE                                            | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     46897 | NS      | $1450055.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| EAGLE PHARMACEUTICALS INC/DE               | EAGLE PHARMACEUTICALS INC/DE                                      | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     15806 | NS      | $536455.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS INC                     | EMPLOYERS HOLDINGS INC                                            | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39633 | NS      | $1738699.71   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN HOLDINGS INC                      | HAWAIIAN HOLDINGS INC                                             | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     73703 | NS      | $908020.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYNES INTERNATIONAL INC                   | HAYNES INTERNATIONAL INC                                          | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     17804 | NS      | $991504.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP INC                              | HUB GROUP INC                                                     | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47202 | NS      | $4024914.54   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT REALTY                                 | RPT REALTY                                                        | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |    125039 | NS      | $1310408.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC                       | GLOBAL NET LEASE INC                                              | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |    152344 | NS      | $2277542.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| CROSS COUNTRY HEALTHCARE INC               | CROSS COUNTRY HEALTHCARE INC                                      | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     52025 | NS      | $1443693.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMO GROUP INC                            | ALAMO GROUP INC                                                   | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     14908 | NS      | $2332654.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX INC                              | MARINEMAX INC                                                     | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     31052 | NS      | $970375.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SLEEP NUMBER CORP                          | SLEEP NUMBER CORP                                                 | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     31477 | NS      | $1082179.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT LTD                       | MARTEN TRANSPORT LTD                                              | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83481 | NS      | $1844095.29   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE INC                              | AMERISAFE INC                                                     | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     27727 | NS      | $1527203.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL ELECTRONICS INC                  | UNIVERSAL ELECTRONICS INC                                         | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |     18204 | NS      | $426519.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EL POLLO LOCO HOLDINGS INC                 | EL POLLO LOCO HOLDINGS INC                                        | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     26961 | NS      | $330811.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CALERES INC                                | CALERES INC                                                       | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     53550 | NS      | $1393371.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE WIRE CORP                           | ENCORE WIRE CORP                                                  | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26778 | NS      | $4322772.54   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC                               | ARCHROCK INC                                                      | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    194439 | NS      | $1926890.49   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS CORP                                   | CTS CORP                                                          | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     46615 | NS      | $2074833.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GANNETT CO INC                             | GANNETT CO INC                                                    | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |    205650 | NS      | $464769.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORP                         | VAREX IMAGING CORP                                                | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     58194 | NS      | $1250589.06   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE POINT MORTGAGE TRUST INC           | GRANITE POINT MORTGAGE TRUST INC                                  | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |     76722 | NS      | $512502.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR INTERNATIONAL INC                   | CIRCOR INTERNATIONAL INC                                          | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |     29086 | NS      | $804227.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA INC                               | INNOVIVA INC                                                      | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     90629 | NS      | $1146456.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES INC                              | M/I HOMES INC                                                     | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     39590 | NS      | $2367482.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE & BUSTER'S ENTERTAINMENT INC          | DAVE & BUSTER'S ENTERTAINMENT INC                                 | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     60794 | NS      | $2635419.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC                      | VEECO INSTRUMENTS INC                                             | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     75766 | NS      | $1504712.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEFS' WAREHOUSE INC/THE                   | CHEFS' WAREHOUSE INC/THE                                          | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     49639 | NS      | $1897698.97   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL INC                         | AXOS FINANCIAL INC                                                | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     77666 | NS      | $3737287.92   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UNISYS CORP                                | UNISYS CORP                                                       | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     97564 | NS      | $527821.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR INC                             | FORMFACTOR INC                                                    | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |    111989 | NS      | $3151370.46   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MARCUS & MILLICHAP INC                     | MARCUS & MILLICHAP INC                                            | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     35868 | NS      | $1299856.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| VANDA PHARMACEUTICALS INC                  | VANDA PHARMACEUTICALS INC                                         | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     82744 | NS      | $635473.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITEX HOLDINGS INC                       | VERITEX HOLDINGS INC                                              | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     78256 | NS      | $2202906.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ISTAR INC                                  | ISTAR INC                                                         | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |    127351 | NS      | $1181817.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AARON'S CO INC/THE                         | AARON'S CO INC/THE                                                | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44747 | NS      | $655543.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET INC                             | TECHTARGET INC                                                    | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |     39533 | NS      | $1958069.49   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ICHOR HOLDINGS LTD                         | ICHOR HOLDINGS LTD                                                | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |     42010 | NS      | $1419938.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ELF BEAUTY INC                             | ELF BEAUTY INC                                                    | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     72723 | NS      | $4185208.65   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES RIVER GROUP HOLDINGS LTD             | JAMES RIVER GROUP HOLDINGS LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     54807 | NS      | $1241926.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8 INC                                    | 8X8 INC                                                           | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    159355 | NS      | $750562.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                   | UNITED NATURAL FOODS INC                                          | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     84983 | NS      | $3536992.46   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                           | AMC NETWORKS INC                                                  | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     40749 | NS      | $754263.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERSPACE                                | CENTERSPACE                                                       | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     21968 | NS      | $1485476.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HARSCO CORP                                | HARSCO CORP                                                       | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |    113577 | NS      | $901801.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                | PEDIATRIX MEDICAL GROUP INC                                       | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117663 | NS      | $1806127.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUSPOINT LTD                            | SIRIUSPOINT LTD                                                   | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |    123968 | NS      | $940917.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO GROUP INC/THE                          | GEO GROUP INC/THE                                                 | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |    181283 | NS      | $2084754.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| DXP ENTERPRISES INC/TX                     | DXP ENTERPRISES INC/TX                                            | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22721 | NS      | $688446.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC                       | HILLTOP HOLDINGS INC                                              | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     67268 | NS      | $2199663.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| B RILEY FINANCIAL INC                      | B RILEY FINANCIAL INC                                             | CUSIP: 05580M108<br>LEI: 549300WPS4ZNLL19Q678 | Long             | EC               | CORP              | US        |     23321 | NS      | $996506.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| NORTHWEST NATURAL HOLDING CO               | NORTHWEST NATURAL HOLDING CO                                      | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     50882 | NS      | $2551223.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP/TROY NC                      | FIRST BANCORP/SOUTHERN PINES NC                                   | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51731 | NS      | $2061480.35   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                              | O-I GLASS INC                                                     | CUSIP: 67098H104<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | EC               | CORP              | US        |    224363 | NS      | $4318987.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| COLLEGIUM PHARMACEUTICAL INC               | COLLEGIUM PHARMACEUTICAL INC                                      | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     48653 | NS      | $1366176.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                           | INTERDIGITAL INC                                                  | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43063 | NS      | $3012256.85   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORP                               | VERICEL CORP                                                      | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     68243 | NS      | $1874635.21   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORP                        | ADDUS HOMECARE CORP                                               | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     23376 | NS      | $2513387.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MODIVCARE INC                              | MODIVCARE INC                                                     | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     18399 | NS      | $1973476.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ELLINGTON FINANCIAL INC                    | ELLINGTON FINANCIAL INC                                           | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     82669 | NS      | $1135045.37   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                   | SERVICE PROPERTIES TRUST                                          | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    241104 | NS      | $2148236.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITIL CORP                                | UNITIL CORP                                                       | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23215 | NS      | $1211126.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPLY GOOD FOODS CO/THE                   | SIMPLY GOOD FOODS CO/THE                                          | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121772 | NS      | $4420323.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES INC              | DIME COMMUNITY BANCSHARES INC                                     | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46559 | NS      | $1388389.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC           | PRESTIGE CONSUMER HEALTHCARE INC                                  | CUSIP: 74112D101<br>LEI: 549300JBVP4J6D42I235 | Long             | EC               | CORP              | US        |     71829 | NS      | $4723475.04   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO MEDICAL HOLDINGS INC                | APOLLO MEDICAL HOLDINGS INC                                       | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     57208 | NS      | $2038893.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| AVANOS MEDICAL INC                         | AVANOS MEDICAL INC                                                | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     67771 | NS      | $2076503.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCORP INC/DE                             | BANCORP INC/THE                                                   | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81047 | NS      | $2749924.71   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC               | ADTALEM GLOBAL EDUCATION INC                                      | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     65925 | NS      | $2517016.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERVICES CORP                   | WORLD FUEL SERVICES CORP                                          | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     89867 | NS      | $2543236.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGTREE INC                            | LENDINGTREE INC                                                   | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |     15845 | NS      | $628412.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART GLOBAL HOLDINGS INC                  | SMART GLOBAL HOLDINGS INC                                         | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |     70651 | NS      | $1214490.69   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| TRUSTCO BANK CORP NY                       | TRUSTCO BANK CORP NY                                              | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27298 | NS      | $980271.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORP                                   | HNI CORP                                                          | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     60160 | NS      | $1911283.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CARA THERAPEUTICS INC                      | CARA THERAPEUTICS INC                                             | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |     64940 | NS      | $758499.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                  | EDGEWELL PERSONAL CARE CO                                         | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     75219 | NS      | $3223886.34   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER CO                         | MIDDLESEX WATER CO                                                | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25529 | NS      | $2140861.94   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID BIOSERVICES INC                       | AVID BIOSERVICES INC                                              | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |     90949 | NS      | $1439722.67   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| OPTIMIZERX CORP                            | OPTIMIZERX CORP                                                   | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24562 | NS      | $440887.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL INC                     | GENWORTH FINANCIAL INC                                            | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    724677 | NS      | $4000217.04   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIQURE NV                                 | UNIQURE NV                                                        | CUSIP: N/A<br>LEI: 724500RPCTZLFYJZ3S98       | Long             | EC               | CORP              | NL        |     60495 | NS      | $1285518.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| BIOLIFE SOLUTIONS INC                      | BIOLIFE SOLUTIONS INC                                             | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     49194 | NS      | $1153107.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| CINEMARK HOLDINGS INC                      | CINEMARK HOLDINGS INC                                             | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |    156452 | NS      | $1868036.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN BSP REALTY TRUST INC              | FRANKLIN BSP REALTY TRUST INC                                     | CUSIP: 35243J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118705 | NS      | $1721222.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WW INTERNATIONAL INC                       | WW INTERNATIONAL INC                                              | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     80583 | NS      | $400497.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORP                             | TRUSTMARK CORP                                                    | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     88365 | NS      | $2573188.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORP                               | SYLVAMO CORP                                                      | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     48364 | NS      | $2298740.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS FINANCIAL CORP                        | WSFS FINANCIAL CORP                                               | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     89143 | NS      | $4306498.33   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                        | TREEHOUSE FOODS INC                                               | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     72824 | NS      | $3526866.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS INC                         | THRYV HOLDINGS INC                                                | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43622 | NS      | $975824.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND FINANCIAL CORP                    | LAKELAND FINANCIAL CORP                                           | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36853 | NS      | $2605875.63   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OFFICE REIT INC                      | ORION OFFICE REIT INC                                             | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81397 | NS      | $785481.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| COMPASS MINERALS INTERNATIONAL INC         | COMPASS MINERALS INTERNATIONAL INC                                | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     49349 | NS      | $2302624.34   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR AUCTION SERVICES INC                   | KAR AUCTION SERVICES INC                                          | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    157705 | NS      | $2296184.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC                               | CARS.COM INC                                                      | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     89601 | NS      | $1532177.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC              | CONSENSUS CLOUD SOLUTIONS INC                                     | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25860 | NS      | $1519792.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEKTAR THERAPEUTICS                        | NEKTAR THERAPEUTICS                                               | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    269895 | NS      | $734114.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANOGENESIS HOLDINGS INC                 | ORGANOGENESIS HOLDINGS INC                                        | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     97546 | NS      | $249717.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                      | CIVITAS RESOURCES INC                                             | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     75300 | NS      | $5011215.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| ITEOS THERAPEUTICS INC                     | ITEOS THERAPEUTICS INC                                            | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35162 | NS      | $734885.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS INC             | TELEPHONE AND DATA SYSTEMS INC                                    | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145861 | NS      | $1950161.57   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUS BIOSCIENCES INC                      | ARCUS BIOSCIENCES INC                                             | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76312 | NS      | $1650628.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS INC                         | HOSTESS BRANDS INC                                                | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    193734 | NS      | $4481067.42   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP INC              | HEALTHCARE SERVICES GROUP INC                                     | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    106034 | NS      | $1428277.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG HOLDINGS INC                          | PROG HOLDINGS INC                                                 | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     71984 | NS      | $1604523.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR BIOTECHNOLOGY INC                      | VIR BIOTECHNOLOGY INC                                             | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109997 | NS      | $3250411.35   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL INC                                   | XPEL INC                                                          | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     28610 | NS      | $2176362.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ACADEMY SPORTS & OUTDOORS INC              | ACADEMY SPORTS & OUTDOORS INC                                     | CUSIP: 00402L107<br>LEI: 549300BN53IR80C35Z14 | Long             | EC               | CORP              | US        |    115394 | NS      | $6741317.48   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMVIE INC                                 | ZIMVIE INC                                                        | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     29469 | NS      | $289090.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                   | GOLDEN ENTERTAINMENT INC                                          | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     32043 | NS      | $1265698.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                      | URBAN EDGE PROPERTIES                                             | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169319 | NS      | $2666774.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS ELLIMAN INC                        | DOUGLAS ELLIMAN INC                                               | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     96397 | NS      | $449210.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 HOLDINGS INC                           | NV5 GLOBAL INC                                                    | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18216 | NS      | $2428010.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES INC                       | TRI POINTE HOMES INC                                              | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146791 | NS      | $3242613.19   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS INC               | IRONWOOD PHARMACEUTICALS INC                                      | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    193135 | NS      | $2224915.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| URBAN OUTFITTERS INC                       | URBAN OUTFITTERS INC                                              | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     86875 | NS      | $2379506.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC                        | JACK IN THE BOX INC                                               | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     30497 | NS      | $2317162.06   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS INC                       | NETSCOUT SYSTEMS INC                                              | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |    100018 | NS      | $3210577.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS INC                                  | SONOS INC                                                         | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |    185470 | NS      | $3420066.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| NATIONAL VISION HOLDINGS INC               | NATIONAL VISION HOLDINGS INC                                      | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    114390 | NS      | $4701429.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CORSAIR GAMING INC                         | CORSAIR GAMING INC                                                | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     54913 | NS      | $863781.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE INC                                 | STRIDE INC                                                        | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     59656 | NS      | $2561032.08   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP                           | ADAPTHEALTH CORP                                                  | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111283 | NS      | $2384794.69   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| SIX FLAGS ENTERTAINMENT CORP               | SIX FLAGS ENTERTAINMENT CORP                                      | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |    106496 | NS      | $2859417.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| SUN COUNTRY AIRLINES HOLDINGS              | SUN COUNTRY AIRLINES HOLDINGS INC                                 | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47730 | NS      | $891119.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| TOOTSIE ROLL INDUSTRIES INC                | TOOTSIE ROLL INDUSTRIES INC                                       | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     25886 | NS      | $1157880.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| CLEARFIELD INC                             | CLEARFIELD INC                                                    | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |     16671 | NS      | $1191309.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS INC                        | ADTRAN HOLDINGS INC                                               | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |    101685 | NS      | $1918795.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORP                  | DYNAVAX TECHNOLOGIES CORP                                         | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |    172581 | NS      | $1963971.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CERENCE INC                                | CERENCE INC                                                       | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     57063 | NS      | $1399184.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO MORTGAGE CAPITAL INC               | INVESCO MORTGAGE CAPITAL INC                                      | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |     50224 | NS      | $737790.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| SPX TECHNOLOGIES INC                       | SPX TECHNOLOGIES INC                                              | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     65508 | NS      | $4913755.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS INC                   | GREEN BRICK PARTNERS INC                                          | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     39178 | NS      | $1222353.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| SUNSTONE HOTEL INVESTORS INC               | SUNSTONE HOTEL INVESTORS INC                                      | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    305368 | NS      | $3355994.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY INC                        | AVID TECHNOLOGY INC                                               | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     48395 | NS      | $1466852.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| MERCURY GENERAL CORP                       | MERCURY GENERAL CORP                                              | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     39103 | NS      | $1397150.19   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| FRONTDOOR INC                              | FRONTDOOR INC                                                     | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |    118412 | NS      | $3218438.16   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL TURBINE INC                        | DIGITAL TURBINE INC                                               | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |    132054 | NS      | $2292457.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| HARMONY BIOSCIENCES HOLDINGS INC           | HARMONY BIOSCIENCES HOLDINGS INC                                  | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43017 | NS      | $2072128.89   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MISTER CAR WASH INC                        | MISTER CAR WASH INC                                               | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114545 | NS      | $1176377.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP                               | EMBECTA CORP                                                      | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     84559 | NS      | $2231512.01   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ALPHA & OMEGA SEMICONDUCTOR LTD            | ALPHA & OMEGA SEMICONDUCTOR LTD                                   | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |     32764 | NS      | $1079901.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC/OLD                             | OMNIAB INC/OLD                                                    | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9476 | NS      | $0.00         |  |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES INC              | HUDSON PACIFIC PROPERTIES INC                                     | CUSIP: 444097109<br>LEI: 5493007NTUGLGZ8T3526 | Long             | EC               | CORP              | US        |    185074 | NS      | $2107992.86   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC/OLD                             | OMNIAB INC/OLD                                                    | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9476 | NS      | $0.00         |  |  |  |  | No            |                  2 | On Loan: No      |
| PAYONEER GLOBAL INC                        | PAYONEER GLOBAL INC                                               | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    287512 | NS      | $1713571.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEIA INC                                  | ADEIA INC                                                         | CUSIP: 00676P107<br>LEI: 529900L3ZKEYH5WX3L03 | Long             | EC               | CORP              | US        |    151039 | NS      | $1653877.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| XPERI INC                                  | XPERI INC                                                         | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59830 | NS      | $619240.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC               | BREAD FINANCIAL HOLDINGS INC                                      | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     72517 | NS      | $2975372.51   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LESLIE'S INC                               | LESLIE'S INC                                                      | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    215170 | NS      | $3332983.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HAIN CELESTIAL GROUP INC/THE               | HAIN CELESTIAL GROUP INC/THE                                      | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |    130508 | NS      | $2678024.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC                         | OUTFRONT MEDIA INC                                                | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    211121 | NS      | $4201307.90   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| ENHABIT INC                                | ENHABIT INC                                                       | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     71241 | NS      | $1094261.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TWO HARBORS INVESTMENT CORP                | TWO HARBORS INVESTMENT CORP                                       | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |    126398 | NS      | $2267580.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERBRAND INC                            | MASTERBRAND INC                                                   | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |    188299 | NS      | $1732350.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL INC                            | MILLERKNOLL INC                                                   | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    110250 | NS      | $2632770.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC                  | MINERALS TECHNOLOGIES INC                                         | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     47234 | NS      | $3280401.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES INC                    | NU SKIN ENTERPRISES INC                                           | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     71987 | NS      | $3086802.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVASIVE INC                               | NUVASIVE INC                                                      | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     75666 | NS      | $3450369.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVERAMP HOLDINGS INC                      | LIVERAMP HOLDINGS INC                                             | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     96419 | NS      | $2580172.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINSEO PLC                                | TRINSEO PLC                                                       | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | IE        |     50764 | NS      | $1408701.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| CATALYST PHARMACEUTICALS INC               | CATALYST PHARMACEUTICALS INC                                      | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |    138267 | NS      | $2141755.83   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD PLC                    | CUSHMAN & WAKEFIELD PLC                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    235605 | NS      | $3399780.15   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERICAN EAGLE OUTFITTERS INC              | AMERICAN EAGLE OUTFITTERS INC                                     | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    251783 | NS      | $4063777.62   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| STELLAR BANCORP INC                        | STELLAR BANCORP INC                                               | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     64222 | NS      | $1805280.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| A10 NETWORKS INC                           | A10 NETWORKS INC                                                  | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     91683 | NS      | $1419252.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILITI INC                                | AGILITI INC                                                       | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48276 | NS      | $890692.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE CORP                                 | SABRE CORP                                                        | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    478518 | NS      | $3258707.58   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| RXO INC                                    | RXO INC                                                           | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |    166191 | NS      | $3044619.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| YELP INC                                   | YELP INC                                                          | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    101442 | NS      | $3196437.42   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC                                   | GOGO INC                                                          | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     94346 | NS      | $1582182.42   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW CORP                                   | SJW GROUP                                                         | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38699 | NS      | $2995689.59   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES INC                     | TRINITY INDUSTRIES INC                                            | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    117308 | NS      | $3374951.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| READY CAPITAL CORP                         | READY CAPITAL CORP                                                | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |    144141 | NS      | $1906985.43   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| CITY HOLDING CO                            | CITY HOLDING CO                                                   | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21447 | NS      | $2032961.13   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES INC                         | LTC PROPERTIES INC                                                | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     58644 | NS      | $2237268.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED INC                             | BANKUNITED INC                                                    | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    111667 | NS      | $4203145.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                 | ARCOSA INC                                                        | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     69867 | NS      | $4141017.09   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORP                                 | BRADY CORP                                                        | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     67599 | NS      | $3614518.53   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC/THE                       | ENSIGN GROUP INC/THE                                              | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     80528 | NS      | $7509236.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUL CENTERS INC                           | SAUL CENTERS INC                                                  | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19115 | NS      | $818313.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 CO                                   | WD-40 CO                                                          | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |     19710 | NS      | $3440183.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| EAGLE BANCORP INC                          | EAGLE BANCORP INC                                                 | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     46215 | NS      | $2194750.35   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAKER CHEMICAL CORP                       | QUAKER CHEMICAL CORP                                              | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     19872 | NS      | $3912200.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| DOUBLEVERIFY HOLDINGS INC                  | DOUBLEVERIFY HOLDINGS INC                                         | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107450 | NS      | $2921565.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES CORE S&P SMALL-CAP ETF             | ISHARES CORE S&P SMALL-CAP ETF                                    | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             | EC               | RF                | US        |     44530 | NS      | $4615089.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| RTYH3 INDEX                                | E-MINI RUSS 2000 MAR23                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               |  | US        |        72 | NC      | $6981840.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE             | Dreyfus Institutional Preferred Government Plus Money Market Fund | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |   4412390 | OU      | $4412390.31   | 0.31%             | 2099-12-01      | Variable      | 4.40%                 | No            |                  1 | On Loan: No      |
| 99VVB9HH4                                  | DREYFUS INST PREF GOVT PLUS-SL #4134                              | CUSIP: 99VVB9HH4<br>LEI: N/A                  | Long             |  | RF                | US        |   7133883 | OU      | $7133882.91   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-23

**Name of Applicant:** BNY Mellon Advantage Funds, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer