# EDGAR Filing Document

**Accession Number:** 0001131013
**File Stem:** 0001145549-23-008741
**Filing Date:** 2023-2
**Character Count:** 249754
**Document Hash:** 9a8a528a580338646546400fa29a4b7d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008741.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001145549-23-008741

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GuideStone Funds
- **CENTRAL INDEX KEY:** 0001131013
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10263
- **FILM NUMBER:** 23659023

**BUSINESS ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152
- **BUSINESS PHONE:** 214-720-2148

**MAIL ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AB FUNDS TRUST/DE
- **DATE OF NAME CHANGE:** 20010405

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ANNUITY BOARD FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010102

## Series and Classes Contracts Data

### SMALL CAP EQUITY FUND (Series ID: S000001160)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000003103 | Institutional | GSCYX           |
| C000003104 | Investor      | GSCZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Guidestone Funds

- **b. Investment Company Act file number:** 811-10263

- **c. CIK number of Registrant:** 0001131013

- **d. LEI of Registrant:** 5493004CCGXMXJDWX424

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

  - **Street Address 1:** 5005 LBJ Freeway, Ste. 2200

  - **City:** Dallas

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75244

  - **Telephone number:** 214-720-1170

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

- **a. Name of Series:** SMALL CAP EQUITY FUND

- **b. EDGAR series identifier (if any):** S000001160

- **c. LEI of Series:** 549300CCU8BKZDIB2N94

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $687620030.63

**Total Liabilities:** $1718667.37

**Net Assets:** $685901363.26

**Cash Not Reported:** $9059.77

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003103 | 9.84%                | 4.02%                | -5.91%               |
| Class ID C000003104 | 9.82%                | 3.95%                | -5.89%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1304544.04              | $61303715.78                               |
| Month 2  | $-363153.70              | $27819412.39                               |
| Month 3  | $-1786039.04             | $-41768484.59                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CTO Realty Growth Inc New                       | CTO Realty Growth Inc New COM                                | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10930 | NS      | $199800.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Icosavax Inc                                    | Icosavax Inc COM                                             | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4579 | NS      | $36357.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Wheels Up Experience Inc                        | Wheels Up Experience Inc COM CL A                            | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14000 | NS      | $14420.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sovos Brands Inc                                | Sovos Brands Inc COM                                         | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6669 | NS      | $95833.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ITeos Therapeutics Inc.                         | ITeos Therapeutics Inc. COM                                  | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14583 | NS      | $284805.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals Inc                         | ARS Pharmaceuticals Inc COM                                  | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19027 | NS      | $162300.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| 4D Molecular Therapeutics Inc                   | 4D Molecular Therapeutics Inc COM                            | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2224 | NS      | $49395.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc                                | EverCommerce Inc COM                                         | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11803 | NS      | $87814.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenaya Therapeutics Inc                         | Tenaya Therapeutics Inc COM                                  | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3103 | NS      | $6237.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Invivyd Inc                                     | Invivyd Inc COM                                              | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8721 | NS      | $13081.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tango Therapeutics Inc.                         | Tango Therapeutics Inc. COM                                  | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23498 | NS      | $170360.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Root Inc                                        | Root Inc CL A NEW                                            | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6890 | NS      | $30936.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Chinook Therapeutics Inc                        | Chinook Therapeutics Inc SHS                                 | CUSIP: 007CVR012<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |      2713 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ON24 Inc                                        | ON24 Inc COM                                                 | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3062 | NS      | $26425.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                           | Jackson Financial Inc COM CL A                               | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     35866 | NS      | $1247778.14   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                     | Trinseo PLC COM USD0.01                                      | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |     21099 | NS      | $479158.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| First Internet Bancorp.                         | First Internet Bancorp. COM STK USD0.01                      | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      2201 | NS      | $53440.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                  | Praxis Precision Medicines Inc COM                           | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29241 | NS      | $69593.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Carter Bankshares Inc.                          | Carter Bankshares Inc. COM NEW                               | CUSIP: 146103106<br>LEI: 549300SO0M022D8D8358 | Long             | EC               | CORP              | US        |      3668 | NS      | $60852.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                           | Playtika Holding Corp COM                                    | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |     32969 | NS      | $280566.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                                | Oscar Health Inc CL A                                        | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40287 | NS      | $99106.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Trustco Bank Corp NY                            | Trustco Bank Corp NY COM NEW                                 | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       670 | NS      | $25185.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                             | Stellar Bancorp Inc COM                                      | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      2907 | NS      | $85640.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Atea Pharmaceuticals Inc                        | Atea Pharmaceuticals Inc COM                                 | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11268 | NS      | $54199.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                        | Travere Therapeutics Inc COM                                 | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24342 | NS      | $511912.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| SiriusPoint Ltd                                 | SiriusPoint Ltd COM USD0.1                                   | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      9397 | NS      | $55442.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Primis Financial Corp.                          | Primis Financial Corp. COM                                   | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      6320 | NS      | $74892.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Instructure Holdings Inc.                       | Instructure Holdings Inc. COM                                | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       627 | NS      | $14696.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Solarwinds Corporation                          | Solarwinds Corporation COM NEW                               | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7390 | NS      | $69170.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                     | Ecovyst Inc COM                                              | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45095 | NS      | $399541.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                             | SYLVAMO CORPORATION COMMON STOCK                             | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      5526 | NS      | $268508.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                   | Consensus Cloud Solutions Inc COM                            | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6536 | NS      | $351375.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc.                     | Midland States Bancorp Inc. COM USD0.01                      | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      7166 | NS      | $190758.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                     | Amalgamated Financial Corp. COM                              | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5613 | NS      | $129323.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Bright Health Group Inc                         | Bright Health Group Inc COM                                  | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57909 | NS      | $37635.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Informatica Inc                                 | Informatica Inc COM CL A                                     | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19809 | NS      | $322688.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| The Aaron's Company Inc                         | The Aaron's Company Inc COM                                  | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23909 | NS      | $285712.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc.                              | PROG Holdings Inc. COM NPV                                   | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     55189 | NS      | $932142.21    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc                          | Xponential Fitness Inc COM CL A                              | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5689 | NS      | $130448.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc.                               | MiMedx Group Inc. COM USD0.001                               | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15000 | NS      | $41700.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Navient Corporation                             | Navient Corporation COM USD0.01                              | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     76211 | NS      | $1253670.95   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                        | Theravance Biopharma Inc COM USD0.00001 WHEN ISSUED          | CUSIP: G8807B106<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |     14150 | NS      | $158763.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Apple Hospitality Reit Inc                      | Apple Hospitality Reit Inc COM NPV                           | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     81014 | NS      | $1278400.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                      | Impinj Inc COM USD0.001                                      | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      3683 | NS      | $402109.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Tactile Systems Technology Inc.                 | Tactile Systems Technology Inc. COM USD0.001                 | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     10532 | NS      | $120907.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                    | Protagonist Therapeutics Inc COM USD0.00001                  | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10766 | NS      | $117457.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceuticals Inc                  | Ultragenyx Pharmaceuticals Inc COM USD0.001                  | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     16158 | NS      | $748600.14    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group, Inc.                  | Bankwell Financial Group, Inc. COM USD0.01                   | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      1710 | NS      | $50325.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Equity Commonwealth                             | Equity Commonwealth USD0.01( BNF INT)                        | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     47033 | NS      | $1174414.01   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Western New England Bancorp Inc                 | Western New England Bancorp Inc COM STK USD0.01              | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |      1620 | NS      | $15325.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Macatawa Bank Corp.                             | Macatawa Bank Corp. COM NPV                                  | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4575 | NS      | $50462.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp.                           | Mercantile Bank Corp. COM NPV                                | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1829 | NS      | $61234.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc                                          | 2U Inc COM USD0.001                                          | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     51301 | NS      | $321657.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Hldgs Inc                                  | Spok Hldgs Inc COM USD0.0001                                 | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |     10661 | NS      | $87313.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Xenia Hotels & Resorts Inc                      | Xenia Hotels & Resorts Inc COM USD0.01                       | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     38363 | NS      | $505624.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| DHI Group Inc                                   | DHI Group Inc COM USD0.01                                    | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |      5603 | NS      | $29639.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                     | Ionis Pharmaceuticals, Inc. COM USD0.001                     | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       996 | NS      | $37618.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SmartFinancial Inc.                             | SmartFinancial Inc. COM USD1 (POST REV SPLIT)                | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1983 | NS      | $54532.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum Corp.                                   | Quantum Corp. COM USD0.01(POST REV SPLIT)                    | CUSIP: 747906501<br>LEI: 5493007210175UIK7S88 | Long             | EC               | CORP              | US        |     12166 | NS      | $13260.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                        | Sleep Number Corporation COM USD0.01                         | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      5220 | NS      | $135615.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Guaranty Bancshares Inc. (Texas)                | Guaranty Bancshares Inc. (Texas) COM USD1.00                 | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       671 | NS      | $23243.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| QCR Holdings Inc.                               | QCR Holdings Inc. COM USD1                                   | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      5560 | NS      | $275998.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc. (Maryland)            | Waterstone Financial Inc. (Maryland) COM USD0.01             | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      7832 | NS      | $135023.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Chemung Financial                               | Chemung Financial COM USD0.01                                | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       565 | NS      | $25916.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regenxbio Incorporation                         | Regenxbio Incorporation COM USD0.0001                        | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      2993 | NS      | $67881.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CapStar Financial Holdings Inc.                 | CapStar Financial Holdings Inc. COM USD1                     | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5832 | NS      | $102993.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Park Hotels & Resorts Inc.                      | Park Hotels & Resorts Inc. COM USD0.01                       | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      4347 | NS      | $51251.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp.                                    | RBB Bancorp. COM NPV                                         | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |      4631 | NS      | $96556.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc.                                 | FS Bancorp Inc. COM USD0.01                                  | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1785 | NS      | $59690.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Macrogenics Inc                                 | Macrogenics Inc COM USD0.01                                  | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |      7200 | NS      | $48312.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Container Store Group Inc                       | Container Store Group Inc USD0.01                            | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |     16662 | NS      | $71813.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc.                                    | TrueCar Inc. COM USD0.0001                                   | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     31881 | NS      | $80021.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc.                          | Radiant Logistics Inc. COM USD0.001                          | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |     14350 | NS      | $73041.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc                       | Atara Biotherapeutics Inc COM USD0.0001                      | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |     16576 | NS      | $54369.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Corecivic Inc                                   | Corecivic Inc COM USD0.01                                    | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     86460 | NS      | $999477.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics Inc.                        | Jounce Therapeutics Inc. COM USD0.001                        | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |      3110 | NS      | $3452.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc.          | First Business Financial Services Inc. COM STK USD0.01       | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |       621 | NS      | $22697.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Valley Cmn                              | Central Valley Cmn COM STK NPV                               | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3258 | NS      | $69004.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Akebia Therapeutics Inc.                        | Akebia Therapeutics Inc. COM USD0.00001                      | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |    145207 | NS      | $83784.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Berkeley Lights Inc                             | Berkeley Lights Inc COM                                      | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |     65894 | NS      | $176595.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc.                                        | NOW Inc. COM USD0.01                                         | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     59671 | NS      | $757821.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc.                                      | GoPro Inc. COM USD0.0001 CLASS A                             | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |    116621 | NS      | $580772.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocwen Financial Corporation                     | Ocwen Financial Corporation COM NEW                          | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |      1812 | NS      | $55410.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                              | Vertiv Holdings Co COM CL A                                  | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     36030 | NS      | $492169.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc.                        | Kimball Electronics Inc. COM NPV(WHEN ISSUED)                | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      3366 | NS      | $76037.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fibrogen Inc                                    | Fibrogen Inc COM USD0.01                                     | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |     11416 | NS      | $182884.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc            | Allscripts Healthcare Solutions, Inc COM USD0.01             | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     74353 | NS      | $1311586.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| NETSCOUT Systems Inc.                           | NETSCOUT Systems Inc. COM USD0.001                           | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     14030 | NS      | $456115.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Advansix Inc                                    | Advansix Inc COM USD0.01                                     | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     15774 | NS      | $599727.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains GP Holdings LP                           | Plains GP Holdings LP LTD PARTNER INT CL A NEW IN            | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |      6260 | NS      | $77874.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rev Group Inc                                   | Rev Group Inc COM USD0.001                                   | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     18159 | NS      | $229166.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Warrior Met Coal Inc                            | Warrior Met Coal Inc COM USD0.01                             | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     32823 | NS      | $1136988.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                     | Itron, Inc. COM NPV                                          | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     12411 | NS      | $628617.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Proassurance Corp                               | Proassurance Corp COM USD0.01                                | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     25763 | NS      | $450079.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc.                           | Lakeland Bancorp Inc. COM NPV                                | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |      3581 | NS      | $63061.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                | Encore Wire Corp COM USD0.01                                 | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9649 | NS      | $1327316.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Brighthouse Financial Inc.                      | Brighthouse Financial Inc. COM USD0.01                       | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      7412 | NS      | $380013.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corporation                     | Ryerson Holding Corporation COM USD0.01                      | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      6160 | NS      | $186401.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                               | Foot Locker, Inc. COM USD0.01                                | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     35705 | NS      | $1349291.95   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                 | S&T Bancorp Inc COM USD2.50                                  | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4735 | NS      | $161842.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                 | Dorian LPG Ltd. COM USD0.01                                  | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |     10896 | NS      | $206479.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Enova International, Incorporation              | Enova International, Incorporation COM USD0.00001            | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     16380 | NS      | $628500.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                 | NBT Bancorp Inc COM USD0.01                                  | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5062 | NS      | $219792.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc.                 | Nature's Sunshine Products Inc. COM NPV                      | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5606 | NS      | $46641.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Zillow Group Inc                                | Zillow Group Inc COM USD0.0001 CLASS A                       | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      5232 | NS      | $163290.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology Inc                         | Quotient Technology Inc COM USD0.0001                        | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |     46701 | NS      | $160184.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corporation                    | World Acceptance Corporation COM NPV                         | CUSIP: 981419104<br>LEI: 529900M7JQUDCH7Q9153 | Long             | EC               | CORP              | US        |      5054 | NS      | $333260.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Powell Industries Inc.                          | Powell Industries Inc. COM USD0.01                           | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      3263 | NS      | $114792.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                      | Adient PLC COM USD0.001                                      | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |      9680 | NS      | $335799.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                          | ProPetro Holding Corp. COM USD0.001                          | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68254 | NS      | $707793.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Northrim BanCorp Inc.                           | Northrim BanCorp Inc. COM USD1                               | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      2029 | NS      | $110722.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc.                 | Schnitzer Steel Industries Inc. COM CLASS'A' USD1            | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     17570 | NS      | $538520.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation        | Stewart Information Services Corporation COM USD1            | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     14822 | NS      | $633344.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamf Holding Corp                               | Jamf Holding Corp COM                                        | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |      1950 | NS      | $41535.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Adtalem Global Education Inc                    | Adtalem Global Education Inc COM USD0.01                     | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     16860 | NS      | $598530.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc                   | Deciphera Pharmaceuticals Inc COM USD0.01                    | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |     26626 | NS      | $436400.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Outdoor Brands Inc                     | American Outdoor Brands Inc COM                              | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1114 | NS      | $11162.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Athira Pharma Inc.                              | Athira Pharma Inc. COM                                       | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14943 | NS      | $47369.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Reinsurance Group of America, Incorporated      | Reinsurance Group of America, Incorporated COM USD0.01       | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      4640 | NS      | $659297.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                           | United Fire Group Inc COM USD0.001                           | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3095 | NS      | $84679.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bluegreen Vacations Holding Corp.               | Bluegreen Vacations Holding Corp. CLASS A                    | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |      4226 | NS      | $105480.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| C4 Therapeutics Inc                             | C4 Therapeutics Inc COM STK                                  | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43317 | NS      | $255570.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy Bio Inc.                               | 2seventy Bio Inc. COMMON STOCK                               | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11068 | NS      | $103707.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc                        | Alta Equipment Group Inc COMMON STOCK                        | CUSIP: 02128L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1716 | NS      | $22634.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcbest Corporation                             | Arcbest Corporation COM USD0.01                              | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     11713 | NS      | $820378.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Investar Holding Corp                           | Investar Holding Corp COM USD1.00                            | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |      1411 | NS      | $30378.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| James River Group Holdings Ltd.                 | James River Group Holdings Ltd. COM USD0.0002                | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     11095 | NS      | $231996.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                        | Hersha Hospitality Trust BEN INTEREST USD0.01 CL 'A'         | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     27736 | NS      | $236310.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc.                         | Nurix Therapeutics Inc. COM                                  | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13812 | NS      | $151655.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| StoneX Group Inc                                | StoneX Group Inc COM                                         | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      5148 | NS      | $490604.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                       | Edgewell Personal Care Co COM USD0.01                        | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     30044 | NS      | $1157895.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Reata Pharmaceuticals Inc                       | Reata Pharmaceuticals Inc COM USD0.001                       | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |      2619 | NS      | $99495.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dyne Therapeutics Inc.                          | Dyne Therapeutics Inc. COM                                   | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14234 | NS      | $164972.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Velodyne Lidar Inc                              | Velodyne Lidar Inc COM                                       | CUSIP: 92259F101<br>LEI: 549300JQOKE3P3PB2T84 | Long             | EC               | CORP              | US        |     94100 | NS      | $69511.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FB Financial Corp.                              | FB Financial Corp. COM USD1.00                               | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      4000 | NS      | $144560.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                     | Nutanix Inc COM USD0.000025 CL A                             | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     26545 | NS      | $691497.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corporation                          | Glatfelter Corporation COM                                   | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |     25670 | NS      | $71362.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Byline Bancorp Inc                              | Byline Bancorp Inc COM USD0.01                               | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      6216 | NS      | $142781.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                      | Grand Canyon Education Inc COM USD0.01                       | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      1872 | NS      | $197795.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                       | CNO Financial Group, Inc. COM USD0.01                        | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     57622 | NS      | $1316662.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                 | BankUnited Inc. COM USD0.01                                  | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     17269 | NS      | $586627.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust LP                            | RLJ Lodging Trust LP COM USD0.01                             | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94829 | NS      | $1004239.11   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                          | US Silica Holdings Inc COM USD0.01                           | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      5389 | NS      | $67362.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc.                                 | HomeStreet Inc. COM NPV                                      | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13069 | NS      | $360443.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                         | Customers Bancorp, Inc. COM USD1                             | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     17245 | NS      | $488723.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                | Ryman Hospitality Properties Inc COM USD0.01                 | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     11673 | NS      | $954617.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                  | PBF Energy Inc COM USD0.001                                  | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     17987 | NS      | $733509.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaworld Entertainment Inc                      | Seaworld Entertainment Inc COM USD0.01                       | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     14172 | NS      | $758343.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc.                  | Armada Hoffler Properties Inc. COM USD0.01                   | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     14131 | NS      | $162506.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company               | Portland General Electric Company COM STK NPV                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     15013 | NS      | $735637.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Koppers Holdings Inc                            | Koppers Holdings Inc COM STK USD0.01                         | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5366 | NS      | $151321.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmace Inc                              | Vanda Pharmace Inc COM STK USD0.001                          | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     40052 | NS      | $295984.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Evercore Inc                                    | Evercore Inc COM USD0.01 CLASS 'A'                           | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      5626 | NS      | $613684.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ehealth Inc.                                    | Ehealth Inc. COM STK USD0.001                                | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |       977 | NS      | $4728.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust, Inc.              | Piedmont Office Realty Trust, Inc. COM USD0.01 CL A          | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58511 | NS      | $536545.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc.                 | Telephone and Data Systems Inc. COM USD0.01                  | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41180 | NS      | $431978.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                      | Enanta Pharmaceuticals Inc COM USD0.01                       | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     13042 | NS      | $606713.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                     | OFG Bancorp COM USD1                                         | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     23043 | NS      | $635065.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Bluebird Bio Inc                                | Bluebird Bio Inc COM USD0.01                                 | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41371 | NS      | $286287.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Banc Of California Inc                          | Banc Of California Inc COM USD0.01                           | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     21949 | NS      | $349647.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent Biosolutions Inc                       | Emergent Biosolutions Inc COM STK USD0.001                   | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     57539 | NS      | $679535.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corporation           | Great Lakes Dredge & Dock Corporation COM STK USD0.01        | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      4654 | NS      | $27691.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Employers Holdings Inc.                         | Employers Holdings Inc. COM STK USD0.01                      | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13337 | NS      | $575224.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                               | Eagle Bancorp Inc COM USD0.01                                | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     10139 | NS      | $446825.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc.                                | BCB Bancorp Inc. COM USD0.01                                 | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      3313 | NS      | $59600.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial                              | Heritage Financial COM NPV                                   | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12129 | NS      | $371632.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp.                      | First of Long Island Corp. COM USD0.10                       | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1780 | NS      | $32040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp.                                 | Astronics Corp. COM USD0.01                                  | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     10013 | NS      | $103133.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HealthStream Inc.                               | HealthStream Inc. COM NPV                                    | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      8529 | NS      | $211860.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd.                      | Greenlight Capital Re Ltd. COM STK USD0.10 CLASS 'A'         | CUSIP: G4095J109<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |      3819 | NS      | $31124.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Insurance Holdings Inc                | Universal Insurance Holdings Inc COM USD0.01                 | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     17402 | NS      | $184287.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp.                          | Bank of Marin Bancorp. COM STK NPV                           | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $98640.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Argo Group International Holdings Ltd.          | Argo Group International Holdings Ltd. COM USD1.00           | CUSIP: G0464B107<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |     12592 | NS      | $325503.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc.                               | Home Bancorp Inc. COM USD0.01                                | CUSIP: 43689E107<br>LEI: 5493008ATL42O3U2YM84 | Long             | EC               | CORP              | US        |       614 | NS      | $24578.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp.                                    | Unisys Corp. COM USD0.01                                     | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      5335 | NS      | $27261.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp Michigan                  | Independent Bank Corp Michigan COM USD1                      | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6015 | NS      | $143878.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                 | Central Pacific Financial Corp. COM NEW                      | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     15776 | NS      | $319937.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling, Inc.            | Hyster-Yale Materials Handling, Inc. COM USD0.01 CL 'A'      | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5180 | NS      | $131105.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc.                  | American Public Education Inc. COM STK USD0.01               | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     11352 | NS      | $139516.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                       | Argan Inc COM STK USD0.15                                    | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      7425 | NS      | $273834.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc.                            | Titan Machinery Inc. COM STK USD0.0001                       | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     12867 | NS      | $511205.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trueblue Inc                                    | Trueblue Inc COM NPV                                         | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18252 | NS      | $357374.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc.                 | MidWestOne Financial Group Inc. COM STK USD1                 | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1675 | NS      | $53181.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corporation                        | Tutor Perini Corporation COM USD1                            | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     22455 | NS      | $169535.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi, Inc.                                     | Unifi, Inc. COM USD0.10                                      | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |      8699 | NS      | $74898.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hanmi Financial Corp.                           | Hanmi Financial Corp. COM USD0.001                           | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     17712 | NS      | $438372.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                       | Agios Pharmaceuticals Inc COM USD0.001                       | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     26041 | NS      | $731231.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Primoris Services Corp.                         | Primoris Services Corp. COM STK USD0.0001                    | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     17914 | NS      | $393033.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                                | Leonardo DRS Inc COM                                         | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |     29029 | NS      | $370990.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Charah Solutions Inc                            | Charah Solutions Inc COM                                     | CUSIP: 15957P303<br>LEI: 549300I6O29493834F54 | Long             | EC               | CORP              | US        |      5346 | NS      | $28867.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Advanced Energy Industries, Inc.                | Advanced Energy Industries, Inc. COM USD0.001                | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      5579 | NS      | $478566.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Korn Ferry                                      | Korn Ferry COM USD0.01                                       | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     50570 | NS      | $2559853.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Avnet, Inc.                                     | Avnet, Inc. COM USD1.00                                      | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     77093 | NS      | $3205526.94   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                         | Valley National Bancorp COM NPV                              | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    233508 | NS      | $2640975.48   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Old National Bancorp                            | Old National Bancorp COM NPV                                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    206196 | NS      | $3707404.08   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                             | UMB Financial Corp. COM USD1                                 | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     37059 | NS      | $3095167.68   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                           | Brunswick Corporation COM USD0.75                            | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     44138 | NS      | $3181467.04   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                        | Cohu Inc COM USD1                                            | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     34096 | NS      | $1092776.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Marinemax Inc                                   | Marinemax Inc COM STK USD0.001                               | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     48846 | NS      | $1524972.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                              | Deluxe Corporation COM USD1                                  | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     71461 | NS      | $1213407.78   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                          | Dycom Industries, Inc. COM USD0.333                          | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      9782 | NS      | $915595.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Euronet Worldwide, Inc.                         | Euronet Worldwide, Inc. COM USD0.02                          | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     10107 | NS      | $953898.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corporation          | Entravision Communications Corporation COM CLS 'A' USD0.0001 | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |    240643 | NS      | $1155086.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Highwoods Properties, Inc.                      | Highwoods Properties, Inc. COM USD0.01                       | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     41029 | NS      | $1147991.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Proassurance Corp                               | Proassurance Corp COM USD0.01                                | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     13277 | NS      | $231949.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                     | AMN Healthcare Services Inc COM USD0.01                      | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      2807 | NS      | $288615.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| F N B Corp (Pennsylvania)                       | F N B Corp (Pennsylvania) COM USD0.01                        | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    249431 | NS      | $3255074.55   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Minerals Technologies Inc.                      | Minerals Technologies Inc. COM USD0.10                       | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     30332 | NS      | $1841759.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc.                              | PNM Resources Inc. COM NPV                                   | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      8271 | NS      | $403542.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors, Inc.                 | National Health Investors, Inc. COM STK USD0.01              | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |     17790 | NS      | $928993.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                  | Selective Insurance Group Inc. COM USD2                      | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      9605 | NS      | $851099.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                      | Southwest Gas Holdings Inc COM USD1                          | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16355 | NS      | $1012047.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Provident Financial Services Inc.               | Provident Financial Services Inc. COM USD0.01                | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     36555 | NS      | $780814.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dirtt Environmental Solutions Limited           | Dirtt Environmental Solutions Limited COM                    | CUSIP: 25490H106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     96127 | NS      | $50947.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Spectrum Brands Holdings Inc                    | Spectrum Brands Holdings Inc COM USD0.01                     | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     62416 | NS      | $3802382.72   | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| Enviva Inc                                      | Enviva Inc COM                                               | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |     27635 | NS      | $1463825.95   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| VIZIO Holding Corporation                       | VIZIO Holding Corporation CL A COM                           | CUSIP: 92858V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49436 | NS      | $366320.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ESAB Corp.                                      | ESAB Corp. COM                                               | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     22329 | NS      | $1047676.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                              | Enovis Corporation COM                                       | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     33568 | NS      | $1796559.36   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Patria Investments Limited                      | Patria Investments Limited COM USD0.0001 CL A                | CUSIP: G69451105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     36522 | NS      | $508751.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Northern Inst Fds                               | Northern Inst Fds GOVT PTFL                                  | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |         0 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ncs Multistage Holdings Inc                     | Ncs Multistage Holdings Inc COM NEW                          | CUSIP: 628877201<br>LEI: 5493003WLG5T6MNJ7292 | Long             | EC               | CORP              | US        |      1057 | NS      | $26425.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                          | Hillman Solutions Corp COM                                   | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138223 | NS      | $996587.83    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Enact Holdings Inc                              | Enact Holdings Inc COM                                       | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9489 | NS      | $228874.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Graphic Packaging Holding Company               | Graphic Packaging Holding Company COM STK USD0.01            | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162059 | NS      | $3605812.75   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Fds                                  | Guidestone Fds MONEY MKT INSTL                               | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |   1984417 | NS      | $1984417.45   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                            | Hayward Holdings Inc COM                                     | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89850 | NS      | $844590.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Karat Packaging Inc.                            | Karat Packaging Inc. COM                                     | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |     11399 | NS      | $163803.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                      | Zimvie Inc COM                                               | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     27846 | NS      | $260081.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Solo Brands Inc.                                | Solo Brands Inc. COM CL A                                    | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79822 | NS      | $296937.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Embecta Corp.                                   | Embecta Corp. COMMON STOCK                                   | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     39736 | NS      | $1004923.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Coherent Corp                                   | Coherent Corp COM                                            | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |    118256 | NS      | $4150785.60   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd                                       | JFrog Ltd ILS0.01                                            | CUSIP: M6191J100<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     85300 | NS      | $1819449.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                      | Tarsus Pharmaceuticals Inc COM                               | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102600 | NS      | $1504116.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Certara Inc                                     | Certara Inc COM                                              | CUSIP: 15687V109<br>LEI: 549300LI8UBB8QGWZ814 | Long             | EC               | CORP              | US        |     36800 | NS      | $591376.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| MYT Netherlands Parent BV                       | MYT Netherlands Parent BV ADS                                | CUSIP: 55406W103<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     88500 | NS      | $788535.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| PTC Therapeutics, Inc.                          | PTC Therapeutics, Inc. COM USD0.001                          | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     39700 | NS      | $1515349.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Incorporation                 | Shockwave Medical Incorporation COM USD0.001                 | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      7800 | NS      | $1603758.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Iveric Bio Inc.                                 | Iveric Bio Inc. COM                                          | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     61600 | NS      | $1318856.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| The AZEK Company Inc                            | The AZEK Company Inc CL A                                    | CUSIP: 05478C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128400 | NS      | $2609088.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Leslie's Inc.                                   | Leslie's Inc. COM                                            | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146000 | NS      | $1782660.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Mersana Therapeutics Inc                        | Mersana Therapeutics Inc COM USD0.0001                       | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |     11268 | NS      | $66030.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                              | Avanos Medical Inc COM USD0.01                               | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      2076 | NS      | $56176.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextgen Healthcare Inc                          | Nextgen Healthcare Inc COM USD0.01                           | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5574 | NS      | $104679.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Sutro Biopharma Inc.                            | Sutro Biopharma Inc. COM USD0.001                            | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     48930 | NS      | $395354.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc.                     | South Plains Financial Inc. COM USD1.00                      | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      2364 | NS      | $65080.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                     | Avnet, Inc. COM USD1.00                                      | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      4808 | NS      | $199916.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                         | KB Home COM STK USD1                                         | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     55705 | NS      | $1774204.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                      | Kadant Inc COM USD0.01                                       | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |     11138 | NS      | $1978442.94   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| 1ST Bancorp NC                                  | 1ST Bancorp NC COM NPV                                       | CUSIP: 318910106<br>LEI: 549300QGC3EY3EV0NS72 | Long             | EC               | CORP              | US        |     36475 | NS      | $1562589.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Inds Inc                                    | ABM Inds Inc COM USD0.01                                     | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     44483 | NS      | $1975934.86   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                       | Regal Rexnord Corporation COM USD0.01                        | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     10393 | NS      | $1246952.14   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                  | Tetra Tech Inc COM USD0.01                                   | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      8216 | NS      | $1192881.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corporation                    | Stifel Financial Corporation COM USD0.15                     | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     13390 | NS      | $781574.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                      | Azenta Inc COM USD0.01                                       | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     21455 | NS      | $1249110.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Werner Enterprises Inc.                         | Werner Enterprises Inc. COM USD0.01                          | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     54604 | NS      | $2198357.04   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                    | Worthington Industries, Inc. COM NPV                         | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     40006 | NS      | $1988698.26   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Ziff Davis Inc                                  | Ziff Davis Inc COM USD0.001                                  | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     29083 | NS      | $2300465.30   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                        | Yelp Inc COM USD0.000001                                     | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     46772 | NS      | $1278746.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                                | PDC Energy, Inc. COM USD0.01                                 | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     44728 | NS      | $2839333.44   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                       | Taylor Morrison Home Corp COM USD0.00001                     | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     84239 | NS      | $2556653.65   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Financial Services Inc                 | Pennymac Financial Services Inc COM USD0.0001                | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      3275 | NS      | $185561.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Quaker Houghton                                 | Quaker Houghton COM USD1                                     | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      8049 | NS      | $1343378.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Netgear Inc                                     | Netgear Inc COM USD0.001                                     | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     21756 | NS      | $394001.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                              | Verint Systems Inc COM USD0.001                              | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     30690 | NS      | $1113433.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                         | Nexstar Media Group Inc COM USD0.01 CL'A'                    | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      4025 | NS      | $704495.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Company | American Equity Investment Life Holding Company COM USD1     | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      9963 | NS      | $454512.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc.                                   | NuVasive Inc. COM USD0.001                                   | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     33840 | NS      | $1395561.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                             | Texas Roadhouse Inc COM USD0.001                             | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     32619 | NS      | $2966698.05   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Corporation                        | Northwestern Corporation NEW COM USD0.01                     | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     29269 | NS      | $1736822.46   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                              | Kemper Corporation COM USD0.10                               | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     23697 | NS      | $1165892.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                | Prestige Consumer Healthcare Inc COM USD0.01                 | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56398 | NS      | $3530514.80   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                            | Huntsman Corporation COM USD0.01                             | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     26053 | NS      | $715936.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                     | DiamondRock Hospitality Co. COM USD0.01                      | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    170660 | NS      | $1397705.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Atricure Inc                                    | Atricure Inc COM USD0.001                                    | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37668 | NS      | $1671705.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.             | Enterprise Financial Services Corp. COM USD0.01              | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     21322 | NS      | $1043925.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                | SPS Commerce Inc COM USD0.001                                | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      7931 | NS      | $1018578.33   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Insmed Inc                                      | Insmed Inc COM USD0.01                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     76428 | NS      | $1527031.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.        | MACOM Technology Solutions Holdings Inc. COM USD0.001        | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19814 | NS      | $1247885.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuys Holdings Inc                              | Chuys Holdings Inc COM USD0.01                               | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25712 | NS      | $727649.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc.                  | Armada Hoffler Properties Inc. COM USD0.01                   | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     89338 | NS      | $1027387.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                             | Upland Software Inc COM USD0.0001                            | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     14368 | NS      | $102443.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc                    | Focus Financial Partners Inc COM USD0.01 CL A                | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     49388 | NS      | $1840690.76   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Company               | Northwest Natural Holding Company COM NPV                    | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13752 | NS      | $654457.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rite Aid Corporation                            | Rite Aid Corporation COM USD1.00(POST REV SPLIT)             | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |     14564 | NS      | $48643.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MYR Grp Inc                                     | MYR Grp Inc COM USD0.01                                      | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     22241 | NS      | $2047728.87   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc.                        | BrightView Holdings Inc. USD0.01                             | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      9744 | NS      | $67136.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc.                        | Kezar Life Sciences Inc. COM USD0.001                        | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |      9717 | NS      | $68407.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Secureworks Corp                                | Secureworks Corp COM USD0.01 CL A                            | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6824 | NS      | $43605.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc.              | Sun Country Airlines Holdings Inc. COM                       | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59800 | NS      | $948428.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Columbus McKinnon Corp.                         | Columbus McKinnon Corp. COM USD0.01                          | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     31600 | NS      | $1026052.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Bandwidth Inc                                   | Bandwidth Inc COM USD0.001 CL A                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     23935 | NS      | $549308.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Orthofix Medical Inc                            | Orthofix Medical Inc COM USD0.10                             | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20073 | NS      | $412098.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                        | Lyft Inc COM USD0.00001 CLASS A                              | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     54425 | NS      | $599763.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc.                     | NGM Biopharmaceuticals Inc. COM USD0.001                     | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |     27800 | NS      | $139556.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Fds                                  | Guidestone Fds MONEY MKT INSTL                               | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |   6296775 | NS      | $6296775.24   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                             | Kodiak Sciences Inc COM USD0.0001                            | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      3593 | NS      | $25725.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                        | Resideo Technologies Inc COM USD0.001                        | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     33233 | NS      | $546682.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                             | Parsons Corporation COM USD1.00                              | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     14707 | NS      | $680198.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems, Inc.                     | Casella Waste Systems, Inc. COM USD0.01 CL'A'                | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     55500 | NS      | $4401705.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                              | Hexcel Corporation COM USD0.01                               | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     47100 | NS      | $2771835.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Emcor Group Inc                                 | Emcor Group Inc COM STK USD0.01                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     23600 | NS      | $3495396.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Proassurance Corp                               | Proassurance Corp COM USD0.01                                | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |    105700 | NS      | $1846579.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                       | Regal Rexnord Corporation COM USD0.01                        | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     14079 | NS      | $1689198.42   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Staar Surgical Co                               | Staar Surgical Co COM USD0.01                                | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      7200 | NS      | $349488.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Tetra Tech Inc                                  | Tetra Tech Inc COM USD0.01                                   | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     12900 | NS      | $1872951.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                      | Azenta Inc COM USD0.01                                       | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     18800 | NS      | $1094536.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc                       | Allogene Therapeutics Inc COM USD0.001                       | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10054 | NS      | $63239.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kennedy-Wilson Holdings Inc                     | Kennedy-Wilson Holdings Inc COM STK USD0.0001                | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |    114025 | NS      | $1793613.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| SM Energy Co.                                   | SM Energy Co. COM USD0.01                                    | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     45200 | NS      | $1574316.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                      | Heska Corp COM RESTRICTED USD0.001                           | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |     16100 | NS      | $1000776.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Priority Technology Holdings Inc.               | Priority Technology Holdings Inc. COM USD0.001               | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               | CORP              | US        |    112600 | NS      | $592276.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Phreesia Inc                                    | Phreesia Inc COM USD0.01                                     | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     64600 | NS      | $2090456.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                        | Allegro MicroSystems Inc COM                                 | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83000 | NS      | $2491660.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Global E Online Ltd                             | Global E Online Ltd COM NPV                                  | CUSIP: M5216V106<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     52400 | NS      | $1081536.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Exponent Inc                                    | Exponent Inc COM USD0.001                                    | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     21700 | NS      | $2150253.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                             | Visteon Corporation COM USD0.01                              | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     12300 | NS      | $1609209.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc                    | Focus Financial Partners Inc COM USD0.01 CL A                | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     52600 | NS      | $1960402.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc                           | Silk Road Medical Inc COM USD0.001                           | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |     60000 | NS      | $3171000.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp              | WillScot Mobile Mini Holdings Corp COM CL A                  | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     38200 | NS      | $1725494.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Incorporation                     | Sprout Social Incorporation COM CL A                         | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32600 | NS      | $1840596.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| ACV Auctions Inc                                | ACV Auctions Inc COM CL A                                    | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122800 | NS      | $1008188.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| BJ Wholesale Club Holdings Inc                  | BJ Wholesale Club Holdings Inc COM USD0.01                   | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     48700 | NS      | $3221992.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Fds                                  | Guidestone Fds MONEY MKT INSTL                               | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |  10242681 | NS      | $10242681.47  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                     | Inspire Medical Systems Inc COM USD0.001                     | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      9400 | NS      | $2367672.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Incorporation                   | Onto Innovation Incorporation COM                            | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     37100 | NS      | $2526139.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc                                      | Vertex Inc CL A                                              | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |    134900 | NS      | $1957399.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Treace Medical Concepts Inc.                    | Treace Medical Concepts Inc. COM                             | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70500 | NS      | $1620795.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Planet Fitness Incorporation                    | Planet Fitness Incorporation COM USD0.0001 A                 | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     39000 | NS      | $3073200.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp.                             | MVB Financial Corp. COM USD1                                 | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |     71300 | NS      | $1570026.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Asgn Incorporated                               | Asgn Incorporated COM USD0.01                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     19300 | NS      | $1572564.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nlight Inc.                                     | Nlight Inc. COM USD0.0001                                    | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130400 | NS      | $1322256.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartsheet Inc                                  | Smartsheet Inc COM NPV CL A                                  | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |     43100 | NS      | $1696416.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corporation                  | Magnolia Oil & Gas Corporation COM USD0.0001 CLASS A         | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73900 | NS      | $1732955.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Driven Brands Holdings Inc                      | Driven Brands Holdings Inc COM                               | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137200 | NS      | $3746932.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| Northern Inst Fds                               | Northern Inst Fds GOVT PTFL                                  | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     52932 | NS      | $52932.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp. (Indiana)                    | Merchants Bancorp. (Indiana) COM NPV                         | CUSIP: 58844R108<br>LEI: 5493003V2R4M1JXKDE59 | Long             | EC               | CORP              | US        |      7751 | NS      | $188504.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Consol Energy Inc New                           | Consol Energy Inc New COM USD0.01                            | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      1048 | NS      | $68120.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc.                             | Aviat Networks Inc. COM USD0.                                | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      4346 | NS      | $135551.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardlytics Inc.                                 | Cardlytics Inc. COM USD0.0001                                | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |      9600 | NS      | $55488.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dropbox Inc                                     | Dropbox Inc COM USD0.00001 CL A                              | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     33310 | NS      | $745477.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd.                    | Kiniksa Pharmaceuticals Ltd. COM USD0.000273235 CL A         | CUSIP: G5269C101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     18394 | NS      | $275542.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc.                  | Business First Bancshares Inc. COM USD1.00                   | CUSIP: 12326C105<br>LEI: 54930045J8O98TUGTW86 | Long             | EC               | CORP              | US        |      3308 | NS      | $73239.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc.                         | Nicolet Bankshares Inc. COM USD0.01                          | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3191 | NS      | $254609.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Guidestone Fds                                  | Guidestone Fds MONEY MKT INSTL                               | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |   1046014 | NS      | $1046013.67   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Fds                                  | Guidestone Fds MONEY MKT INSTL                               | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |      1112 | NS      | $1111.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                     | Iovance Biotherapeutics Inc COM USD0.000041666               | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     14330 | NS      | $91568.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Manitowoc Company, Inc.                     | The Manitowoc Company, Inc. COM USD0.01                      | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     15458 | NS      | $141595.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc.                      | Ribbon Communications Inc. COM USD0.0001                     | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |     32509 | NS      | $90700.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| First Savings Financial Group Inc               | First Savings Financial Group Inc COM USD0.01                | CUSIP: 33621E109<br>LEI: 549300BD6X6E6468JI14 | Long             | EC               | CORP              | US        |       847 | NS      | $16940.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kimball International Inc.                      | Kimball International Inc. CLASS'B'COM USD0.05               | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |     11761 | NS      | $76446.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                 | ScanSource Inc. COM NPV                                      | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      8517 | NS      | $248866.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs & Systems Inc.                | Computer Programs & Systems Inc. COM USD0.001                | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      8723 | NS      | $237440.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc.                     | Great Southern Bancorp Inc. COM USD0.01                      | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      2381 | NS      | $141645.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp.               | Peapack-Gladstone Financial Corp. COM NPV                    | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      6847 | NS      | $254845.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc.                         | Old Second Bancorp Inc. COM USD1                             | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      7568 | NS      | $121390.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp. (Indiana)                 | First Financial Corp. (Indiana) COM NPV                      | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5749 | NS      | $264913.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc.                    | Capital City Bank Group Inc. COM USD0.01                     | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      2498 | NS      | $81185.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comm Tr Bancorp                                 | Comm Tr Bancorp COM USD5                                     | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3816 | NS      | $175268.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc.                            | Horizon Bancorp Inc. COM USD0.01                             | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      9136 | NS      | $137770.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp.                | Comtech Telecommunications Corp. COM USD0.10                 | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |      5062 | NS      | $61452.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                             | Nektar Therapeutics COM USD0.0001                            | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    116655 | NS      | $263640.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                        | Trinity Industries, Inc. COM USD0.01                         | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     22012 | NS      | $650894.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corporation              | United States Cellular Corporation COM USD1                  | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     19203 | NS      | $400382.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Wabash National Corporation                     | Wabash National Corporation COM USD0.01                      | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     25061 | NS      | $566378.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                          | Washington Federal Inc COM USD1                              | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13600 | NS      | $456280.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                         | Werner Enterprises Inc. COM USD0.01                          | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      8820 | NS      | $355093.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank      | Zions Bancorporation Natl Assn Global Bank COM USD0.001      | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     19710 | NS      | $968943.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KVH Industries                                  | KVH Industries COM USD0.01                                   | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3552 | NS      | $36301.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Quanex Building Products Corp.                  | Quanex Building Products Corp. COM STK USD0.01               | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     12898 | NS      | $305424.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                  | Green Dot Corp COM CL A USD0.001                             | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30636 | NS      | $484661.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tillys Inc                                      | Tillys Inc COM USD0.001 CL A                                 | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19474 | NS      | $176239.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hooker Furnishings Corp.                        | Hooker Furnishings Corp. COM NPV                             | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       497 | NS      | $9293.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EZCORP Inc.                                     | EZCORP Inc. CL'A'COM NON VTG USD0.01                         | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     36649 | NS      | $298689.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Encore Capital Group Inc.                       | Encore Capital Group Inc. COM USD0.01                        | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      5136 | NS      | $246219.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Netgear Inc                                     | Netgear Inc COM USD0.001                                     | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     13949 | NS      | $252616.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co.                              | Matrix Service Co. COM USD0.01                               | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |     12102 | NS      | $75274.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Texas Capital Bancshares, Inc.                  | Texas Capital Bancshares, Inc. COM USD0.01                   | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     21088 | NS      | $1271817.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons Inc                               | The Andersons Inc COM NPV                                    | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     13755 | NS      | $481287.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| American Equity Investment Life Holding Company | American Equity Investment Life Holding Company COM USD1     | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     29742 | NS      | $1356830.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronic Inc.                                  | Daktronic Inc. COM NPV                                       | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |      2987 | NS      | $8423.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TowneBank (Portsmouth Virginia)                 | TowneBank (Portsmouth Virginia) COM STK NPV                  | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      4079 | NS      | $125796.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                         | Genworth Financial Inc. COM USD0.001 CLASS A                 | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    116964 | NS      | $618739.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc.                   | Sunstone Hotel Investors Inc. COM USD0.01                    | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     96794 | NS      | $935030.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA, Inc.                   | Heartland Financial USA, Inc. COM USD1                       | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      3236 | NS      | $150862.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                         | Herbalife Nutrition Ltd COM USD0.001                         | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |     41947 | NS      | $624171.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                | TriCo Bancshares COM NPV                                     | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5261 | NS      | $268258.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp.                         | Univest Financial Corp. COM USD5                             | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      4443 | NS      | $116095.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp Puerto Rico                       | First Bancorp Puerto Rico COM USD1                           | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     74289 | NS      | $944956.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                          | Pathward Financial Inc COM USD0.01                           | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     14012 | NS      | $603216.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| W & T Offshore Inc.                             | W & T Offshore Inc. COM USD0.00001                           | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     31284 | NS      | $174564.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Donegal Group Inc.                              | Donegal Group Inc. COM CLS'A' USD0.01                        | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6080 | NS      | $86336.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc.                                | Citi Trends Inc. COM USD0.01                                 | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      1180 | NS      | $31246.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                  | Sierra Bancorp COM NPV                                       | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       824 | NS      | $17501.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                     | Banner Corp COM USD0.01                                      | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4276 | NS      | $270243.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                  | Preferred Bank COM STK NPV                                   | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       843 | NS      | $62904.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                      | Independent Bank Group Inc COM USD0.01                       | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27345 | NS      | $1642887.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                    | Tapestry Inc COM USD0.01                                     | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     86681 | NS      | $3300812.48   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc.                             | Origin Bancorp Inc. COM USD5                                 | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     21298 | NS      | $781636.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp.                         | Premier Financial Corp. COM                                  | CUSIP: 74052F108<br>LEI: 549300JGKN0NL8JSA469 | Long             | EC               | CORP              | US        |     21334 | NS      | $575377.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                 | PacWest Bancorp COM NPV                                      | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     25193 | NS      | $578179.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc.                           | Veritex Holdings Inc. COM USD0.01                            | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     55806 | NS      | $1567032.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc.                       | First Mid Bancshares Inc. COM USD4.00                        | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9191 | NS      | $294847.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Onewater Marine Inc.                            | Onewater Marine Inc. CL A COM                                | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44315 | NS      | $1267409.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| First Merchants Corporation                     | First Merchants Corporation COM NPV                          | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     18038 | NS      | $741542.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc.                            | MKS Instruments Inc. COM NPV                                 | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      9015 | NS      | $763840.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries, Inc.              | Kulicke and Soffa Industries, Inc. COM NPV                   | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     63054 | NS      | $2790770.04   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Mohawk Industries, Inc.                         | Mohawk Industries, Inc. COM USD0.01                          | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      9167 | NS      | $937050.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                               | Getty Realty Corp COM USD0.01                                | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     13699 | NS      | $463711.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Red Robin Gourmet Burgers Inc.                  | Red Robin Gourmet Burgers Inc. COM USD0.001                  | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |     51656 | NS      | $288240.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| The Timken Company                              | The Timken Company COM NPV                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     41620 | NS      | $2941285.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                | Malibu Boats Inc COM USD0.01 CL A                            | CUSIP: 56117J100<br>LEI: 549300MHGS3WZNRLUK77 | Long             | EC               | CORP              | US        |     30427 | NS      | $1621759.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corporation                          | SouthState Corporation COM USD2.5                            | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     40810 | NS      | $3116251.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                           | Digital Turbine, Inc. COM USD0.0001                          | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     53412 | NS      | $813998.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinks Company                                  | Brinks Company BRINKS GROUP COM USD1                         | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     52410 | NS      | $2814941.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc.                               | QCR Holdings Inc. COM USD1                                   | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     12265 | NS      | $608834.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                   | AXIS Capital Holdings Limited COM USD0.0125                  | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     46610 | NS      | $2524863.70   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corporation                    | Skyline Champion Corporation COM USD0.0277                   | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64218 | NS      | $3307869.18   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TowneBank (Portsmouth Virginia)                 | TowneBank (Portsmouth Virginia) COM STK NPV                  | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     25760 | NS      | $794438.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                     | Belden Inc. COM USD0.01                                      | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     13239 | NS      | $951884.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Companies Inc.                        | Patterson Companies Inc. COM USD0.01                         | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     70430 | NS      | $1974152.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc.                            | DXP Enterprises Inc. COM USD0.01                             | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28056 | NS      | $772942.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Allete Inc                                      | Allete Inc COM NPV                                           | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     10915 | NS      | $704126.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply, Inc.                     | Beacon Roofing Supply, Inc. COM USD0.01                      | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |     60123 | NS      | $3173893.17   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp Puerto Rico                       | First Bancorp Puerto Rico COM USD1                           | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    239825 | NS      | $3050574.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                  | Ameris Bancorp COM USD1                                      | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     40175 | NS      | $1893849.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc.                  | Barrett Business Services Inc. COM USD0.01                   | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      9358 | NS      | $872914.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                 | BankUnited Inc. COM USD0.01                                  | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     52013 | NS      | $1766881.61   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                         | Physicians Realty Trust COM USD0.01                          | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     69435 | NS      | $1004724.45   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc.                     | A-Mark Precious Metals Inc. COM USD0.01                      | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |     39674 | NS      | $1377878.02   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                         | Kite Realty Group Trust COM USD0.01                          | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57567 | NS      | $1211785.35   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc               | Dave & Buster's Entertainment Inc COM USD0.01                | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     47980 | NS      | $1700411.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc              | Easterly Government Properties Inc COM USD0.01               | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     39317 | NS      | $561053.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Four Corners Property Trust Inc.                | Four Corners Property Trust Inc. COM USD0.0001               | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     54320 | NS      | $1408517.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| RH                                              | RH COM USD0.0001                                             | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      2452 | NS      | $655149.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Earthstone Energy Inc                           | Earthstone Energy Inc COM USD0.001 CL A                      | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |     38542 | NS      | $548452.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Luxfer Holdings PLC                             | Luxfer Holdings PLC ORD GBP0.50                              | CUSIP: G5698W116<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |     23172 | NS      | $317919.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Company               | Northwest Natural Holding Company COM NPV                    | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6916 | NS      | $329132.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                     | Pacific Premier Bancorp Inc COM USD0.01                      | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     69391 | NS      | $2189979.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Corp                                     | Graham Corp COM STK USD0.10                                  | CUSIP: 384556106<br>LEI: 254900EI9P4LTY524J77 | Long             | EC               | CORP              | US        |     11934 | NS      | $114805.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| UMH Properties Inc                              | UMH Properties Inc COM STK USD0.10                           | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |     25269 | NS      | $406830.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified                             | Compass Diversified SHS OF BENEFICIAL INTEREST               | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |    147516 | NS      | $2689216.68   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc.                            | Home BancShares Inc. COM USD0.01                             | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117530 | NS      | $2678508.70   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| KAR Auction Services, Inc                       | KAR Auction Services, Inc COM USD0.01                        | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     86838 | NS      | $1133235.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                           | ChampionX Corporation COM                                    | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     80071 | NS      | $2321258.29   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                             | Vontier Corporation COM                                      | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     95158 | NS      | $1839404.14   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp.                        | CECO Environmental Corp. COM USD0.01                         | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |     30596 | NS      | $357361.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Penske Automotive Group, Inc.                   | Penske Automotive Group, Inc. COM STK USD0.0001              | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     14033 | NS      | $1612812.69   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate Bancsystem Inc.                | First Interstate Bancsystem Inc. COM NPV CL 'A'              | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     29646 | NS      | $1145817.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                   | Cable One Inc COM USD0.01                                    | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      1702 | NS      | $1211585.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                         | GMS Inc COM USD0.01                                          | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     42635 | NS      | $2123223.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc               | Donnelley Financial Solutions Inc COM USD0.01                | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     45743 | NS      | $1767966.95   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                       | Gates Industrial Corp PLC COM USD0.01                        | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |    176708 | NS      | $2016238.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                           | Element Solutions Inc COM USD0.01                            | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     39520 | NS      | $718868.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp.                                 | NETSTREIT Corp. COM                                          | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |     21797 | NS      | $399539.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Teradata Corp                                   | Teradata Corp COM STK USD0.01                                | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |    108911 | NS      | $3665944.26   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Connectone Bancorp Inc.                         | Connectone Bancorp Inc. COM NPV                              | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     32895 | NS      | $796387.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc                                  | Tecnoglass Inc COM USD0.0001                                 | CUSIP: G87264100<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | KY        |     52149 | NS      | $1604624.73   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Townsquare Media, Inc.                          | Townsquare Media, Inc. COM USD0.01 CL'A'                     | CUSIP: 892231101<br>LEI: 549300XBA8C68H0DR538 | Long             | EC               | CORP              | US        |     24318 | NS      | $176305.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Loomis AB                                       | Loomis AB NPV                                                | CUSIP: W5S50Y116<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |     35772 | NS      | $980513.20    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Independent Bank Group Inc                      | Independent Bank Group Inc COM USD0.01                       | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19107 | NS      | $1147948.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen Inc                            | Pactiv Evergreen Inc COM                                     | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |    134514 | NS      | $1528079.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Summit Hotel Properties, Inc.                   | Summit Hotel Properties, Inc. COM USD0.01                    | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |     87482 | NS      | $631620.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                                   | New Relic Inc COM USD0.001                                   | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |     37300 | NS      | $2105585.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc.                                        | Box Inc. COM USD0.0001 CL 'A'                                | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     53883 | NS      | $1677377.79   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Hamilton Lane Inc                               | Hamilton Lane Inc COM USD0.001 CL A                          | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     29024 | NS      | $1854053.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                               | Hamilton Lane Inc COM USD0.001 CL A                          | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     55200 | NS      | $3526176.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin Brands Inc                              | Bloomin Brands Inc COM USD0.01                               | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    103911 | NS      | $2090689.32   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Evertec Inc                                     | Evertec Inc USD0.01                                          | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    106079 | NS      | $3434838.02   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Company                       | Simply Good Foods Company COM USD0.01                        | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90800 | NS      | $3453124.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceuticals Inc                  | Ultragenyx Pharmaceuticals Inc COM USD0.001                  | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     24440 | NS      | $1132305.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Caretrust Reit Inc                              | Caretrust Reit Inc COM USD0.01 WHEN ISSUED                   | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     45605 | NS      | $847340.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                       | Edgewell Personal Care Co COM USD0.01                        | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     73739 | NS      | $2841901.06   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Healthequity Inc                                | Healthequity Inc COM USD0.0001                               | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     62900 | NS      | $3877156.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                          | Boot Barn Holdings Inc COM USD0.0001                         | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     31200 | NS      | $1950624.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibex Ltd.                                       | Ibex Ltd. COM USD0.0001                                      | CUSIP: G4690M101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     22401 | NS      | $556664.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Summit Materials Inc                            | Summit Materials Inc CL A COM USD0.01                        | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     86992 | NS      | $2469702.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corporation                 | Blueprint Medicines Corporation COM USD0.001                 | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     32056 | NS      | $1404373.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Rapid7 Incorporation                            | Rapid7 Incorporation COM USD0.01                             | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     32409 | NS      | $1101257.82   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                     | Apellis Pharmaceuticals Inc COM USD0.0001                    | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     39507 | NS      | $2042906.97   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Victory Capital Holdings, Inc.                  | Victory Capital Holdings, Inc. COM USD0.01 CL A              | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |    110100 | NS      | $2953983.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                    | Topgolf Callaway Brands Corp COM USD0.01                     | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    110200 | NS      | $2176450.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Synaptics Incorporated                          | Synaptics Incorporated COM USD0.001                          | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     22100 | NS      | $2103036.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                | NMI Holdings Inc COM USD0.01 CL 'A'                          | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     94045 | NS      | $1965540.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                | Malibu Boats Inc COM USD0.01 CL A                            | CUSIP: 56117J100<br>LEI: 549300MHGS3WZNRLUK77 | Long             | EC               | CORP              | US        |     35130 | NS      | $1872429.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                | Malibu Boats Inc COM USD0.01 CL A                            | CUSIP: 56117J100<br>LEI: 549300MHGS3WZNRLUK77 | Long             | EC               | CORP              | US        |     17900 | NS      | $954070.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corporation                          | SouthState Corporation COM USD2.5                            | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     25390 | NS      | $1938780.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                    | Wingstop Inc COM USD0.01                                     | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     12700 | NS      | $1747774.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| ITT Inc                                         | ITT Inc COM USD1.00                                          | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     37100 | NS      | $3008810.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc.                                 | Paycor HCM Inc. COM                                          | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144500 | NS      | $3535915.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| PowerSchool Holdings Inc                        | PowerSchool Holdings Inc COM CL A                            | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169400 | NS      | $3909752.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcellx Inc                                     | Arcellx Inc COMMON STOCK                                     | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17300 | NS      | $535954.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Atricure Inc                                    | Atricure Inc COM USD0.001                                    | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60300 | NS      | $2676114.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                | RBC Bearings Inc COM STK USD0.01                             | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7500 | NS      | $1570125.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Matador Resources Company                       | Matador Resources Company COM USD0.01                        | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     67800 | NS      | $3880872.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| MACOM Technology Solutions Holdings Inc.        | MACOM Technology Solutions Holdings Inc. COM USD0.001        | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35000 | NS      | $2204300.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                         | Physicians Realty Trust COM USD0.01                          | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    116355 | NS      | $1683656.85   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                         | Kite Realty Group Trust COM USD0.01                          | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108383 | NS      | $2281462.15   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Workiva Inc                                     | Workiva Inc COM USD0.001                                     | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     30400 | NS      | $2552688.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Four Corners Property Trust Inc.                | Four Corners Property Trust Inc. COM USD0.0001               | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     50291 | NS      | $1304045.63   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Spire Inc                                       | Spire Inc COM USD1                                           | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     25412 | NS      | $1749870.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Earthstone Energy Inc                           | Earthstone Energy Inc COM USD0.001 CL A                      | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |     82930 | NS      | $1180093.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Yeti Holdings Inc                               | Yeti Holdings Inc COM USD0.01                                | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     12105 | NS      | $500057.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| ESAB Corp.                                      | ESAB Corp. COM                                               | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     93900 | NS      | $4405788.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                     | Pacific Premier Bancorp Inc COM USD0.01                      | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     51074 | NS      | $1611895.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                        | Saia Inc COM USD0.001                                        | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      9000 | NS      | $1887120.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminium Corporation                    | Kaiser Aluminium Corporation COM USD0.01                     | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16505 | NS      | $1253719.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmace Inc                              | Vanda Pharmace Inc COM STK USD0.001                          | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     40935 | NS      | $302509.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| WNS Holdings Ltd                                | WNS Holdings Ltd SPONS ADR EA REPR 1 ORD SHS                 | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |     25644 | NS      | $2051263.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS Holdings Ltd                                | WNS Holdings Ltd SPONS ADR EA REPR 1 ORD SHS                 | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |     58100 | NS      | $4647419.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                            | Chart Industries Inc COM USD0.01                             | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      3624 | NS      | $417593.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Exlservice Holdings Inc                         | Exlservice Holdings Inc COM STK USD0.001                     | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     24200 | NS      | $4100206.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Exlservice Holdings Inc                         | Exlservice Holdings Inc COM STK USD0.001                     | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     20011 | NS      | $3390463.73   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                         | KBR Inc COM USD0.001                                         | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     23766 | NS      | $1254844.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxlinear Inc                                   | Maxlinear Inc COM USD0.01                                    | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     56653 | NS      | $1923369.35   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus Homecare Corp                             | Addus Homecare Corp COM USD0.001                             | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     14700 | NS      | $1462503.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc                   | Intercept Pharmaceuticals Inc COM USD0.001                   | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |     20222 | NS      | $250146.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Essent Group Limited                            | Essent Group Limited COM USD0.015                            | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     47965 | NS      | $1864879.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                 | Q2 Holdings Inc COM USD0.0001                                | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     43907 | NS      | $1179781.09   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                 | Q2 Holdings Inc COM USD0.0001                                | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     38000 | NS      | $1021060.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenon Pharmaceuticals Inc                       | Xenon Pharmaceuticals Inc COM NPV                            | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |     34100 | NS      | $1344563.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| ATN International Inc.                          | ATN International Inc. COM USD0.01                           | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     17592 | NS      | $797093.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Blackline Inc                                   | Blackline Inc COM USD0.01                                    | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     17299 | NS      | $1163703.73   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilton Grand Vacations Inc                      | Hilton Grand Vacations Inc COM USD0.01                       | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     70800 | NS      | $2728632.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                    | Clearwater Paper Corporation COM USD0.0001                   | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     11390 | NS      | $430655.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc.                        | BrightView Holdings Inc. USD0.01                             | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     89632 | NS      | $617564.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                        | Allegiant Travel Company COM USD0.001                        | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     11840 | NS      | $805001.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley Inc.                               | Vera Bradley Inc. COM NPV                                    | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |     22686 | NS      | $102767.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SunCoke Energy, Inc.                            | SunCoke Energy, Inc. COM USD0.01                             | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     64638 | NS      | $557825.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                       | Halozyme Therapeutics Inc COM USD0.001                       | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     56761 | NS      | $3229700.90   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Hibbett Inc                                     | Hibbett Inc COM USD0.01                                      | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     14591 | NS      | $995398.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Boise Cascade Co                                | Boise Cascade Co COM USD0.01                                 | CUSIP: 09739D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19124 | NS      | $1313245.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Incorporation                   | Health Catalyst Incorporation COM USD0.001                   | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     65069 | NS      | $691683.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Amicus Therapeutics Inc.                        | Amicus Therapeutics Inc. COM STK USD0.01                     | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |    172428 | NS      | $2105345.88   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate Bancsystem Inc.                | First Interstate Bancsystem Inc. COM NPV CL 'A'              | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     55196 | NS      | $2133325.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Harborone Bancorp Inc New                       | Harborone Bancorp Inc New COM USD0.01                        | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     19269 | NS      | $267839.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                     | Cerence Inc COM USD0.01                                      | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     31188 | NS      | $577913.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogenomics Inc                                 | Neogenomics Inc COM NPV                                      | CUSIP: 64049M209<br>LEI: 549300KN62PPGHBVXB46 | Long             | EC               | CORP              | US        |     54483 | NS      | $503422.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                   | Independence Realty Trust Inc COM USD0.01                    | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    119738 | NS      | $2018782.68   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Teekay Tankers Ltd                              | Teekay Tankers Ltd COM USD0.01 (POST REV SPLIT) CLASS A      | CUSIP: Y8565N300<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | MH        |     20007 | NS      | $616415.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co.                              | Generation Bio Co. COM                                       | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10800 | NS      | $42444.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Intra-Cellular Therapies Inc                    | Intra-Cellular Therapies Inc USD0.0001                       | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |     45000 | NS      | $2381400.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Cyber-Ark Software Limited                      | Cyber-Ark Software Limited COM ILS0.01                       | CUSIP: M2682V108<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |      7200 | NS      | $933480.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc.                     | Third Coast Bancshares Inc. COM                              | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1633 | NS      | $30096.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group Inc                               | Mistras Group Inc COM USD0.01                                | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1670 | NS      | $8233.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                             | Ascendis Pharma A/S SPON ADR EACH REP 1 ORD SHS              | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |     25400 | NS      | $3102102.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| National Storage Affiliates Trust               | National Storage Affiliates Trust USD0.01(BEN OF INT)        | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58400 | NS      | $2109408.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                         | Pebblebrook Hotel Trust COM USD0.01 SBI                      | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      9186 | NS      | $123000.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Chatham Lodging Trust                           | Chatham Lodging Trust COM USD0.01                            | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12528 | NS      | $153718.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| National Storage Affiliates Trust               | National Storage Affiliates Trust USD0.01(BEN OF INT)        | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31329 | NS      | $1131603.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                    | National Vision Holdings Inc COM USD0.01                     | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     85300 | NS      | $3306228.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Hometrust Bancshares Inc.                       | Hometrust Bancshares Inc. COM USD0.01                        | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4560 | NS      | $110215.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix Inc.                                   | Chimerix Inc. COM USD0.001                                   | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |     42477 | NS      | $79007.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ Wholesale Club Holdings Inc                  | BJ Wholesale Club Holdings Inc COM USD0.01                   | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     12821 | NS      | $848237.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                      | Upwork Inc COM USD0.0001                                     | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     41318 | NS      | $431359.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                          | PTC Therapeutics, Inc. COM USD0.001                          | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     22770 | NS      | $869130.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                  | Atlantic Union Bankshares Corp COM USD1.33                   | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8426 | NS      | $296089.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                               | Dana Incorporated COM STK USD0.01                            | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     92579 | NS      | $1400720.27   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                       | Agios Pharmaceuticals Inc COM USD0.001                       | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     39050 | NS      | $1096524.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Xerox Holdings Corporation                      | Xerox Holdings Corporation COM USD1.00                       | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     76752 | NS      | $1120579.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                       | Smith & Wesson Brands Inc COM                                | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |     24137 | NS      | $209509.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Varonis Systems Inc                             | Varonis Systems Inc COM USD0.001                             | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     56632 | NS      | $1355770.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Founation Inc.                            | First Founation Inc. COM USD0.001                            | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     50761 | NS      | $727405.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SelectQuote Inc                                 | SelectQuote Inc COM                                          | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |     26864 | NS      | $18049.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Agco Corporation                                | Agco Corporation COM USD0.01                                 | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      1574 | NS      | $218298.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Fds                                  | Guidestone Fds MONEY MKT INSTL                               | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |   7910631 | NS      | $7910631.26   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                     | Inspire Medical Systems Inc COM USD0.001                     | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     10425 | NS      | $2625849.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corporation                          | 1st Source Corporation COM NPV                               | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2371 | NS      | $125876.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                            | Associated Banc-Corp COM USD0.01                             | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     65133 | NS      | $1503920.97   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corporation                             | Flywire Corporation COM VTG                                  | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |     61400 | NS      | $1502458.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Zurn Elkay Water Solutions Corporation          | Zurn Elkay Water Solutions Corporation COM                   | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |    126400 | NS      | $2673360.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Astec Industries                                | Astec Industries COM USD0.20                                 | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      5201 | NS      | $211472.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Rex American Resources Corp                     | Rex American Resources Corp COM USD0.01                      | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8329 | NS      | $265361.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                    | Ameresco Inc COM USD0.0001 CL 'A'                            | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |     30424 | NS      | $1738427.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Pacific Biosciences Of California Inc.          | Pacific Biosciences Of California Inc. COM USD0.0001         | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |    107491 | NS      | $879276.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Avid Technology Inc.                            | Avid Technology Inc. COM USD0.01                             | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      9958 | NS      | $264783.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                     | Benchmark Electronics, Inc. COM USD0.10                      | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     16139 | NS      | $430749.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendys Company                              | The Wendys Company COM USD0.10                               | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     54093 | NS      | $1224124.59   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Ichor Holdings Ltd                              | Ichor Holdings Ltd COM USD0.0001                             | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |     26901 | NS      | $721484.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc.                          | FARO Technologies Inc. COM USD0.001                          | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |      7263 | NS      | $213604.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc.                    | Fresh Del Monte Produce Inc. COM USD0.01                     | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |      9544 | NS      | $249957.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                      | Cactus Inc COM USD0.01 CL A                                  | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     53300 | NS      | $2678858.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Asgn Incorporated                               | Asgn Incorporated COM USD0.01                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     30498 | NS      | $2484977.04   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                      | OceanFirst Financial Corp. COM USD0.01                       | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4067 | NS      | $86423.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                             | UMB Financial Corp. COM USD1                                 | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      8438 | NS      | $704741.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp.               | Integral Ad Science Holding Corp. COM                        | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175800 | NS      | $1545282.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                   | Steelcase Inc COM NPV                                        | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     40046 | NS      | $283125.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hain Celestial Group Inc                    | The Hain Celestial Group Inc COM USD0.01                     | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     18617 | NS      | $301223.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                               | Radian Group Inc. COM USD0.001                               | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     43555 | NS      | $830593.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc          | Heidrick & Struggles International Inc COM USD0.01           | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      5865 | NS      | $164044.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc.                      | Universal Electronics Inc. COM USD0.01                       | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      5270 | NS      | $109668.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Cirrus Logic, Inc.                              | Cirrus Logic, Inc. COM USD0.001                              | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      6142 | NS      | $457456.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc.                   | Covenant Logistics Group Inc. CLASS'A'COM USD0.01            | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14032 | NS      | $485086.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                           | Comerica Incorporated COM USD5                               | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      2241 | NS      | $149810.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                  | Exelixis, Inc. COM USD0.001                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     34834 | NS      | $558737.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                   | Berkshire Hills Bancorp, Inc. COM USD0.01                    | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     17981 | NS      | $537631.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc.     | American Axle & Manufacturing Holdings Inc. COM USD0.01      | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88314 | NS      | $690615.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc.                       | OraSure Technologies Inc. COM USD0.000001                    | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     66190 | NS      | $319035.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                     | Genesco Inc COM USD1                                         | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      6548 | NS      | $301338.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire & Rubber Company              | The Goodyear Tire & Rubber Company COM NPV                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    108718 | NS      | $1103487.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc.                     | Financial Institutions Inc. COM STK USD0.01                  | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5447 | NS      | $132688.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvard Bioscience Inc.                         | Harvard Bioscience Inc. COM USD0.01                          | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |      8074 | NS      | $22364.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                       | Haverty Furniture Cos Inc COM USD1                           | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      6824 | NS      | $204037.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc.                       | Resources Connection Inc. COM USD0.01                        | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8883 | NS      | $163269.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                        | World Fuel Services Corp COM USD0.01                         | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     37524 | NS      | $1025530.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                         | Brandywine Realty Trust SBI USD0.01                          | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     33572 | NS      | $206467.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp.                           | Camden National Corp. COM NPV                                | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      2424 | NS      | $101056.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                     | Matthews International Corp CLASS'A'COM USD1                 | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      6774 | NS      | $206200.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp PA            | First Commonwealth Financial Corp PA COM USD1                | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     24421 | NS      | $341161.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc.                   | BioCryst Pharmaceuticals Inc. COM USD0.01                    | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     33578 | NS      | $385475.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SLM Corporation                                 | SLM Corporation COM USD0.20                                  | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |     11365 | NS      | $188659.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc                                       | Valhi Inc COM                                                | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1339 | NS      | $29458.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Capital Bancorp Inc.                            | Capital Bancorp Inc. COM USD0.01                             | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      1563 | NS      | $36793.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lending Club Corporation                        | Lending Club Corporation COM USD0.01(POST REV SPLIT)         | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     57609 | NS      | $506959.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc.                              | HBT Financial Inc. COM                                       | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      4335 | NS      | $84835.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                        | Perdoceo Education Corp. COM                                 | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     27319 | NS      | $379734.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra Space Inc                                 | Astra Space Inc COM CL A                                     | CUSIP: 04634X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32000 | NS      | $13881.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Personalis Inc                                  | Personalis Inc COM USD0.0001                                 | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |     11154 | NS      | $22084.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                            | Bridgebio Pharma Inc COM USD0.001                            | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     21182 | NS      | $161406.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Arconic Corp.                                   | Arconic Corp. COM                                            | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      3527 | NS      | $74631.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp                                    | Inseego Corp COM USD0.001                                    | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |     10934 | NS      | $9211.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Douglas Elliman Inc                             | Douglas Elliman Inc COM                                      | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     33831 | NS      | $137692.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corporation                             | AerSale Corporation COM                                      | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6357 | NS      | $103110.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Zimvie Inc                                      | Zimvie Inc COM                                               | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     22559 | NS      | $210701.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated             | Ligand Pharmaceuticals Incorporated 'B'COM USD0.001          | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     19699 | NS      | $1315893.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                | Boise Cascade Co COM USD0.01                                 | CUSIP: 09739D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50952 | NS      | $3498873.84   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextier Oilfield Solutions Inc                  | Nextier Oilfield Solutions Inc COM                           | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |    138934 | NS      | $1283750.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                         | Pebblebrook Hotel Trust COM USD0.01 SBI                      | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     63563 | NS      | $851108.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| United Community Banks Inc                      | United Community Banks Inc COM CAP USD1                      | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     52309 | NS      | $1768044.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc                   | Supernus Pharmaceuticals, Inc COM USD0.001                   | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     62319 | NS      | $2222918.73   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                          | PTC Therapeutics, Inc. COM USD0.001                          | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     36733 | NS      | $1402098.61   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Incorporation                 | Shockwave Medical Incorporation COM USD0.001                 | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     11310 | NS      | $2325449.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Sun Country Airlines Holdings Inc.              | Sun Country Airlines Holdings Inc. COM                       | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58075 | NS      | $921069.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Barnes Group Inc.                               | Barnes Group Inc. COM USD0.01                                | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     18780 | NS      | $767163.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Industrial Technologies Inc.            | Applied Industrial Technologies Inc. COM NPV                 | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     25784 | NS      | $3249557.52   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesco International, Inc.                       | Wesco International, Inc. COM USD0.01                        | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     10638 | NS      | $1331877.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                         | Valley National Bancorp COM NPV                              | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    153188 | NS      | $1732556.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Old National Bancorp                            | Old National Bancorp COM NPV                                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    137763 | NS      | $2476978.74   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp.                         | Columbus McKinnon Corp. COM USD0.01                          | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     42792 | NS      | $1389456.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems, Inc.                     | Casella Waste Systems, Inc. COM USD0.01 CL'A'                | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     23934 | NS      | $1898205.54   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                          | Sonic Automotive, Inc. COM USD0.01 CL'A'                     | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     14918 | NS      | $735009.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                      | WSFS Financial Corporation COM USD0.01                       | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     52206 | NS      | $2367020.04   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Brinker International, Inc.                     | Brinker International, Inc. COM USD0.10                      | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     24284 | NS      | $774902.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                          | ESCO Technologies Inc. COM USD0.01                           | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     11053 | NS      | $967579.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Conmed Corporation                              | Conmed Corporation COM USD0.01                               | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     19466 | NS      | $1725466.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Artivion Inc                                    | Artivion Inc COM USD0.01                                     | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     78111 | NS      | $946705.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                      | Silicon Laboratories, Inc. COM USD0.0001                     | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     15703 | NS      | $2130426.01   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Madden(Steven)Ltd.                              | Madden(Steven)Ltd. COM USD0.0001                             | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     81337 | NS      | $2599530.52   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                         | Black Hills Corporation COM USD1                             | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     23201 | NS      | $1631958.34   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FED Signal Corp                                 | FED Signal Corp COM USD1                                     | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     60689 | NS      | $2820217.83   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc.                            | Jack in the Box Inc. COM STK USD0.01                         | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     11138 | NS      | $759945.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| HUB Group Inc                                   | HUB Group Inc CL'A' COM USD0.01                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30817 | NS      | $2449643.33   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen Of Troy Corp                              | Helen Of Troy Corp COM USD0.10                               | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      8360 | NS      | $927207.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties, Inc.                      | Eastgroup Properties, Inc. COM USD0.0001                     | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      9080 | NS      | $1344384.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesbanco Inc                                    | Wesbanco Inc COM USD2.0833                                   | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50861 | NS      | $1880839.78   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| J&J Snack Foods Corp                            | J&J Snack Foods Corp COM NPV                                 | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16749 | NS      | $2507492.79   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corporation                                | IMAX Corporation COM NPV                                     | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |     61887 | NS      | $907263.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                    | La-Z-Boy Inc COM USD1                                        | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     41078 | NS      | $937399.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                    | Omnicell Inc COM USD0.001                                    | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     19295 | NS      | $972853.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                          | Independent Bank Corp. COM USD0.01                           | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     21782 | NS      | $1839054.26   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Co                              | Umpqua Holdings Co COM NPV                                   | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     65524 | NS      | $1169603.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                            | LXP Industrial Trust COM USD0.0001                           | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    118528 | NS      | $1187650.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                        | First Financial Bancorp. COM NPV                             | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     77763 | NS      | $1884197.49   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                 | City Holding Co COM USD2.50                                  | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14975 | NS      | $1394022.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                      | Minerals Technologies Inc. COM USD0.10                       | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     42580 | NS      | $2585457.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                    | Balchem Corp COM USD0.0666                                   | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      5778 | NS      | $705551.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                      | Merit Medical Systems Inc. COM NPV                           | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     39949 | NS      | $2821198.38   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc.                       | Patterson-UTI Energy Inc. COM USD0.01                        | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    220875 | NS      | $3719535.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                  | Selective Insurance Group Inc. COM USD2                      | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     32604 | NS      | $2889040.44   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                             | Semtech Corporation COM STK USD0.01                          | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     36610 | NS      | $1050340.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Company                     | Southwestern Energy Company COM USD0.10                      | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    382770 | NS      | $2239204.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp              | WillScot Mobile Mini Holdings Corp COM CL A                  | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     24190 | NS      | $1092662.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                     | OmniAb Inc. USD0.0001 A (USD15 VESTING)                      | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7376 | NS      | $0.74         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TransMedics Group Inc.                          | TransMedics Group Inc. COM NPV                               | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43553 | NS      | $2688091.16   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Incorporation                     | Sprout Social Incorporation COM CL A                         | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18774 | NS      | $1059980.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                      | RPT Realty COM USD0.01 SHS OF BEN INT                        | CUSIP: 74971D101<br>LEI: 549300344BKLXBZOOF93 | Long             | EC               | CORP              | US        |    109647 | NS      | $1100855.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                        | Travere Therapeutics Inc COM                                 | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97743 | NS      | $2055535.29   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings Inc.                       | Instructure Holdings Inc. COM                                | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46700 | NS      | $1094648.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Consensus Cloud Solutions Inc                   | Consensus Cloud Solutions Inc COM                            | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27425 | NS      | $1474368.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                     | OmniAb Inc. USD0.0001 A (USD12.5 VESTING)                    | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7376 | NS      | $0.74         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation          | Zurn Elkay Water Solutions Corporation COM                   | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     50440 | NS      | $1066806.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                   | Coherent Corp COM                                            | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     32209 | NS      | $1130535.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CURRENCY CONTRACT - SEK                         | CURRENCY CONTRACT - SEK                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -24771 | NC      | $-34.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -10000206 | NC      | $4617.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -305350 | NC      | $43.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Inst Fds                               | Northern Inst Fds LIQ ASET PORTF                             | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   1684173 | NS      | $1684173.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                               | Northern Inst Fds LIQ ASET PORTF                             | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   3793501 | NS      | $3793501.05   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                               | Northern Inst Fds LIQ ASET PORTF                             | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   3336853 | NS      | $3336852.75   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                               | Northern Inst Fds LIQ ASET PORTF                             | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   2392210 | NS      | $2392210.30   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corporation                  | Silvergate Capital Corporation CL A                          | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | N/A              | EC               | CORP              | US        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

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

**Name of Applicant:** Guidestone Funds

**Signature:** Patrick Pattison

**Name of Signer:** Patrick Pattison

**Title:** Vice President & Treasurer