# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-23-035892
**Filing Date:** 2023-2
**Character Count:** 295851
**Document Hash:** d8652cd4ba3fa6cfd6db5def0eaa2eff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035892.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035892

**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:** ADVANCED SERIES TRUST
- **CENTRAL INDEX KEY:** 0000814679
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 23657595

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN SKANDIA TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON INTERNATIONAL GROWTH FUND
- **DATE OF NAME CHANGE:** 19920506

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON GLOBAL ASSET TRUST
- **DATE OF NAME CHANGE:** 19900302

## Series and Classes Contracts Data

### AST SMALL-CAP VALUE PORTFOLIO (Series ID: S000001989)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000005199 | AST SMALL-CAP VALUE PORTFOLIO |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Advanced Series Trust

- **b. Investment Company Act file number:** 811-05186

- **c. CIK number of Registrant:** 0000814679

- **d. LEI of Registrant:** 549300VWSUPW8FKG9V43

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** AST Small-Cap Value Portfolio

- **b. EDGAR series identifier (if any):** S000001989

- **c. LEI of Series:** VJDLIUI6Q37FYO8JPJ71

**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:** $1220633999.85

**Total Liabilities:** $177370613.97

**Net Assets:** $1043263385.88

**Cash Not Reported:** $1955904.18

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005199 | 12.61%               | 3.72%                | -5.88%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5205641.51             | $119637242.18                              |
| Month 2  | $-4374078.22             | $40802911.39                               |
| Month 3  | $-450625.80              | $-64884839.79                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Southwestern Energy Co                   | Southwestern Energy Co                                  | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     46761 | NS      | $273551.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc           | New York Community Bancorp Inc                          | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     95100 | NS      | $817860.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                  | Wintrust Financial Corp                                 | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     51432 | NS      | $4347032.64   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                         | Vector Group Ltd                                        | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     56588 | NS      | $671133.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.         | CME E-MINI RUSSELL 2000 INDEX                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        51 | NC      | $-104178.63   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                   | Heritage Commerce Corp                                  | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |    108582 | NS      | $1411566.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                   | Horizon Bancorp Inc/IN                                  | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     41047 | NS      | $618988.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                        | TTEC Holdings Inc                                       | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     37533 | NS      | $1656331.29   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| P10 Inc                                  | P10 Inc                                                 | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47172 | NS      | $503325.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ManpowerGroup Inc                        | ManpowerGroup Inc                                       | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      6200 | NS      | $515902.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                              | Enovis Corp                                             | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     26019 | NS      | $1392536.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co                     | Global Industrial Co                                    | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6479 | NS      | $152450.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                          | Hecla Mining Co                                         | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    113325 | NS      | $630087.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| 2U Inc                                   | 2U Inc                                                  | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     56300 | NS      | $353001.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                  | GMS Inc                                                 | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     24355 | NS      | $1212879.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                          | MillerKnoll Inc                                         | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    132316 | NS      | $2779959.16   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Civista Bancshares Inc                   | Civista Bancshares Inc                                  | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |     14300 | NS      | $314743.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                     | Orthofix Medical Inc                                    | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6134 | NS      | $125931.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc              | South Jersey Industries Inc                             | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     22800 | NS      | $810084.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| B&G Foods Inc                            | B&G Foods Inc                                           | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     42200 | NS      | $470530.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Walker & Dunlop Inc                      | Walker & Dunlop Inc                                     | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34235 | NS      | $2686762.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                              | Trinseo PLC                                             | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | US        |     35700 | NS      | $810747.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Great Lakes Dredge & Dock Corp           | Great Lakes Dredge & Dock Corp                          | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     55300 | NS      | $329035.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Patterson-UTI Energy Inc                 | Patterson-UTI Energy Inc                                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     95518 | NS      | $1608523.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc                      | Spirit Airlines Inc                                     | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |     41894 | NS      | $816095.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                      | Federal Signal Corp                                     | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     49135 | NS      | $2283303.45   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                          | OSI Systems Inc                                         | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     22100 | NS      | $1757392.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                      | PGT Innovations Inc                                     | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     11000 | NS      | $197560.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                            | Ingevity Corp                                           | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     23459 | NS      | $1652451.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc                    | Radiant Logistics Inc                                   | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |     56283 | NS      | $286480.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                       | FTI Consulting Inc                                      | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     12119 | NS      | $1924497.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Mr Cooper Group Inc                      | Mr Cooper Group Inc                                     | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     26195 | NS      | $1051205.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc            | Blackstone Mortgage Trust Inc                           | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |    162996 | NS      | $3450625.32   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Ladder Capital Corp                      | Ladder Capital Corp                                     | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |    101276 | NS      | $1016811.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Silvercrest Asset Management G           | Silvercrest Asset Management Group Inc                  | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12700 | NS      | $238379.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Peoples Bancorp Inc/OH                   | Peoples Bancorp Inc/OH                                  | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2188 | NS      | $61811.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                 | Cohu Inc                                                | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     70772 | NS      | $2268242.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                        | Eagle Bancorp Inc                                       | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     17500 | NS      | $771225.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc                     | Alto Ingredients Inc                                    | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |     42100 | NS      | $121248.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services            | Enterprise Financial Services Corp                      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     17696 | NS      | $866396.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                    | Veeco Instruments Inc                                   | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     26233 | NS      | $487409.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Terreno Realty Corp                      | Terreno Realty Corp                                     | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60680 | NS      | $3450871.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp              | REX American Resources Corp                             | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22294 | NS      | $710286.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp           | Atlantic Union Bankshares Corp                          | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65694 | NS      | $2308487.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                              | Blucora Inc                                             | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     29727 | NS      | $758930.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc                        | JAKKS Pacific Inc                                       | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |     21192 | NS      | $370648.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc           | National Presto Industries Inc                          | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9200 | NS      | $629832.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                             | Evercore Inc                                            | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     29105 | NS      | $3174773.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp                     | Sitio Royalties Corp                                    | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16544 | NS      | $477296.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                 | Simply Good Foods Co/The                                | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22975 | NS      | $873739.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Servi           | First Business Financial Services Inc                   | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      9723 | NS      | $355375.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp                               | eGain Corp                                              | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84300 | NS      | $761229.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                    | Beam Therapeutics Inc                                   | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11660 | NS      | $456022.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Group Inc               | Independent Bank Group Inc                              | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17722 | NS      | $1064737.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                    | Twist Bioscience Corp                                   | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     54200 | NS      | $1290502.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Aerojet Rocketdyne Holdings In           | Aerojet Rocketdyne Holdings Inc                         | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     27515 | NS      | $1538913.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Grou           | White Mountains Insurance Group Ltd                     | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |      2945 | NS      | $4165201.85   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| James River Group Holdings Ltd           | James River Group Holdings Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     16100 | NS      | $336651.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                  | Physicians Realty Trust                                 | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    306768 | NS      | $4438932.96   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Smartsheet Inc                           | Smartsheet Inc                                          | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |     17352 | NS      | $682974.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                    | Envista Holdings Corp                                   | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     61970 | NS      | $2086529.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                           | Utz Brands Inc                                          | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67705 | NS      | $1073801.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Provident Financial Services I           | Provident Financial Services Inc                        | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     38700 | NS      | $826632.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| CNB Financial Corp/PA                    | CNB Financial Corp/PA                                   | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      8500 | NS      | $202215.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc              | Capital City Bank Group Inc                             | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      9985 | NS      | $324512.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                  | EnerSys                                                 | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     27160 | NS      | $2005494.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                     | Red Rock Resorts Inc                                    | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22676 | NS      | $907266.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Professional Holding Corp                | Professional Holding Corp                               | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |      2700 | NS      | $74898.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                         | Essent Group Ltd                                        | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |    119930 | NS      | $4662878.40   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc            | Dime Community Bancshares Inc                           | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13415 | NS      | $426999.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                              | TriMas Corp                                             | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     39838 | NS      | $1105106.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express In           | International Money Express Inc                         | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37500 | NS      | $913875.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                  | CNO Financial Group Inc                                 | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    103679 | NS      | $2369065.15   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings I           | Atlas Air Worldwide Holdings Inc                        | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     18761 | NS      | $1891108.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                         | Skechers USA Inc                                        | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     17758 | NS      | $744948.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                  | Republic Bancorp Inc/KY                                 | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9703 | NS      | $397046.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions            | Donnelley Financial Solutions Inc                       | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     14805 | NS      | $572213.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Rent-A-Center Inc/TX                     | Rent-A-Center Inc/TX                                    | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     43281 | NS      | $975986.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcosa Inc                               | Arcosa Inc                                              | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     35900 | NS      | $1950806.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                              | OFG Bancorp                                             | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     96479 | NS      | $2658961.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc                         | Home Bancorp Inc                                        | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5700 | NS      | $228171.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc                    | CTO Realty Growth Inc                                   | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13100 | NS      | $239468.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                             | ODP Corp/The                                            | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6204 | NS      | $282530.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc               | Safety Insurance Group Inc                              | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      4800 | NS      | $404448.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles Internati           | Heidrick & Struggles International Inc                  | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |    108731 | NS      | $3041206.07   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring Holdings Inc                 | LL Flooring Holdings Inc                                | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81200 | NS      | $456344.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                     | Hilltop Holdings Inc                                    | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     27200 | NS      | $816272.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc               | Vishay Intertechnology Inc                              | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     38100 | NS      | $821817.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Phillips Edison & Co Inc                 | Phillips Edison & Co Inc                                | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     13256 | NS      | $422071.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| First Horizon Corp                       | First Horizon Corp                                      | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     23871 | NS      | $584839.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                            | EchoStar Corp                                           | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     62926 | NS      | $1049605.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Herbalife Nutrition Ltd                  | Herbalife Nutrition Ltd                                 | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |    218373 | NS      | $3249390.24   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Brightcove Inc                           | Brightcove Inc                                          | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |     71200 | NS      | $372376.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc               | Sprouts Farmers Market Inc                              | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     16511 | NS      | $534461.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable I           | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9990 | NS      | $289510.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PetIQ Inc                                | PetIQ Inc                                               | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |     67266 | NS      | $620192.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                            | PRA Group Inc                                           | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     32544 | NS      | $1099336.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                     | TTM Technologies Inc                                    | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    204783 | NS      | $3088127.64   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp                               | Berry Corp                                              | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120043 | NS      | $960344.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                  | NOW Inc                                                 | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    224847 | NS      | $2855556.90   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN                  | First Financial Corp/IN                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27692 | NS      | $1276047.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp                      | Verra Mobility Corp                                     | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     36900 | NS      | $510327.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                | OceanFirst Financial Corp                               | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    287450 | NS      | $6108312.50   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                         | Black Hills Corp                                        | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     15101 | NS      | $1062204.34   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Expro Group Holdings NV                  | Expro Group Holdings NV                                 | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | US        |     35100 | NS      | $636363.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Chord Energy Corp                        | Chord Energy Corp                                       | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     24156 | NS      | $3304782.36   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                    | Powell Industries Inc                                   | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |     20314 | NS      | $714646.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                | Brinker International Inc                               | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     15400 | NS      | $491414.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Xenia Hotels & Resorts Inc               | Xenia Hotels & Resorts Inc                              | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     29927 | NS      | $394437.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc                                | Cowen Inc                                               | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      6736 | NS      | $260144.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Maxar Technologies Inc                   | Maxar Technologies Inc                                  | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |     32473 | NS      | $1680153.02   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                | Taylor Morrison Home Corp                               | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    107929 | NS      | $3275645.15   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                          | Foot Locker Inc                                         | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     71667 | NS      | $2708295.93   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Pinnacle Financial Partners In           | Pinnacle Financial Partners Inc                         | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     24163 | NS      | $1773564.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Standex International Corp               | Standex International Corp                              | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      7310 | NS      | $748617.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc                    | Hawaiian Holdings Inc                                   | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     23153 | NS      | $237549.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Macatawa Bank Corp                       | Macatawa Bank Corp                                      | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18900 | NS      | $208467.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                              | Hawkins Inc                                             | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      6900 | NS      | $266340.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                            | O-I Glass Inc                                           | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17700 | NS      | $293289.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                          | NeoGenomics Inc                                         | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    174535 | NS      | $1612703.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C           | Stewart Information Services Corp                       | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     42126 | NS      | $1800043.98   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                      | TreeHouse Foods Inc                                     | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     23229 | NS      | $1147048.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                     | SPX Technologies Inc                                    | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     24171 | NS      | $1586826.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                | California Resources Corp                               | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     13400 | NS      | $583034.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                        | Kura Oncology Inc                                       | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     32584 | NS      | $404367.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                | Avnet Inc                                               | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     58759 | NS      | $2443199.22   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                           | CVR Energy Inc                                          | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     13471 | NS      | $422181.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| First Mid Bancshares Inc                 | First Mid Bancshares Inc                                | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5700 | NS      | $182856.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate            | Apollo Commercial Real Estate Finance Inc               | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     17700 | NS      | $190452.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Preferred Bank/Los Angeles CA            | Preferred Bank/Los Angeles CA                           | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     31436 | NS      | $2345754.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                      | Landstar System Inc                                     | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      3887 | NS      | $633192.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seritage Growth Properties               | Seritage Growth Properties                              | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |     67400 | NS      | $797342.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| First Merchants Corp                     | First Merchants Corp                                    | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |    115677 | NS      | $4755481.47   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| IMAX Corp                                | IMAX Corp                                               | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |     25996 | NS      | $381101.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BioCryst Pharmaceuticals Inc             | BioCryst Pharmaceuticals Inc                            | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     35430 | NS      | $406736.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwest Natural Holding Co             | Northwest Natural Holding Co                            | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     36600 | NS      | $1741794.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                  | V2X Inc                                                 | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36100 | NS      | $1490569.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                             | Medifast Inc                                            | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      3800 | NS      | $438330.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc                             | Stagwell Inc                                            | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |     91300 | NS      | $566973.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Kontoor Brands Inc                       | Kontoor Brands Inc                                      | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      5100 | NS      | $203949.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ePlus Inc                                | ePlus Inc                                               | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     11300 | NS      | $500364.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                   | Marcus & Millichap Inc                                  | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     22000 | NS      | $757900.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                     | First Advantage Corp                                    | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |     66805 | NS      | $868465.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                              | Hibbett Inc                                             | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      8100 | NS      | $552582.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc               | Financial Institutions Inc                              | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28937 | NS      | $704905.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                | Xperi Inc                                               | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36156 | NS      | $311303.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio Inc                         | Bluebird Bio Inc                                        | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34277 | NS      | $237196.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Diodes Inc                               | Diodes Inc                                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      6400 | NS      | $487296.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                     | Warrior Met Coal Inc                                    | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      4400 | NS      | $152416.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                             | Cadence Bank                                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     38162 | NS      | $941074.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Corp/VA                        | Universal Corp/VA                                       | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     13071 | NS      | $690279.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                         | QCR Holdings Inc                                        | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     16670 | NS      | $827498.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                   | Arbor Realty Trust Inc                                  | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |     40600 | NS      | $535514.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Northeast Community Bancorp In           | Northeast Community Bancorp Inc                         | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |     14094 | NS      | $210282.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Plymouth Industrial REIT Inc             | Plymouth Industrial REIT Inc                            | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7867 | NS      | $150889.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Allscripts Healthcare Solution           | Allscripts Healthcare Solutions Inc                     | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    120504 | NS      | $2125690.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                              | Denbury Inc                                             | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      5900 | NS      | $513418.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                            | Hub Group Inc                                           | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40678 | NS      | $3233494.22   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                     | Hancock Whitney Corp                                    | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    140337 | NS      | $6790907.43   | 0.65%             |  |  |  | No            |                  1 | On Loan: —       |
| Thermon Group Holdings Inc               | Thermon Group Holdings Inc                              | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     28200 | NS      | $566256.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                          | Macerich Co/The                                         | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     55600 | NS      | $626056.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Nelnet Inc                               | Nelnet Inc                                              | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |     15779 | NS      | $1431944.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                        | SITE Centers Corp                                       | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |    264287 | NS      | $3610160.42   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Latin America Ltd                | Liberty Latin America Ltd                               | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |    109806 | NS      | $826839.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc                       | Aviat Networks Inc                                      | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      6452 | NS      | $201237.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc                           | FS Bancorp Inc                                          | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7800 | NS      | $260832.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                   | Cousins Properties Inc                                  | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     45576 | NS      | $1152617.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| MidWestOne Financial Group Inc           | MidWestOne Financial Group Inc                          | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6500 | NS      | $206375.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc                               | Conn's Inc                                              | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |      8338 | NS      | $57365.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PotlatchDeltic Corp                      | PotlatchDeltic Corp                                     | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     33085 | NS      | $1455409.15   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| FutureFuel Corp                          | FutureFuel Corp                                         | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      6500 | NS      | $52845.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp              | National Bank Holdings Corp                             | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14509 | NS      | $610393.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial Inc                    | B Riley Financial Inc                                   | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5800 | NS      | $198360.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Topgolf Callaway Brands Corp             | Topgolf Callaway Brands Corp                            | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    296025 | NS      | $5846493.75   | 0.56%             |  |  |  | No            |                  1 | On Loan: —       |
| Kezar Life Sciences Inc                  | Kezar Life Sciences Inc                                 | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |    139200 | NS      | $979968.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                       | Mativ Holdings Inc                                      | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     61607 | NS      | $1287586.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts Inc                   | Full House Resorts Inc                                  | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |     61000 | NS      | $458720.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc                     | City Office REIT Inc                                    | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | CA        |     11800 | NS      | $98884.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                      | Scorpio Tankers Inc                                     | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |     34192 | NS      | $1838503.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                 | Highwoods Properties Inc                                | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     36175 | NS      | $1012176.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc           | Schnitzer Steel Industries Inc                          | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     14419 | NS      | $441942.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                      | Callon Petroleum Co                                     | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      9063 | NS      | $336146.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                             | Knowles Corp                                            | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    167915 | NS      | $2757164.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                          | Otter Tail Corp                                         | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14400 | NS      | $845424.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                | Albany International Corp                               | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      3500 | NS      | $345065.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                               | Cabot Corp                                              | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     27452 | NS      | $1834891.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                     | Bridgebio Pharma Inc                                    | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     75814 | NS      | $577702.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Macy's Inc                               | Macy's Inc                                              | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     39138 | NS      | $808199.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio Inc                         | 2seventy bio Inc                                        | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38811 | NS      | $363659.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                         | Haemonetics Corp                                        | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     22297 | NS      | $1753659.05   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc                               | R1 RCM Inc                                              | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97086 | NS      | $1063091.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Nexstar Media Group Inc                  | Nexstar Media Group Inc                                 | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     28335 | NS      | $4959475.05   | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Avista Corp                              | Avista Corp                                             | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     27326 | NS      | $1211634.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust            | KKR Real Estate Finance Trust Inc                       | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |    155357 | NS      | $2168783.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Second Bancorp Inc                   | Old Second Bancorp Inc                                  | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     78071 | NS      | $1252258.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc                   | Akero Therapeutics Inc                                  | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |     14647 | NS      | $802655.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Graham Holdings Co                       | Graham Holdings Co                                      | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       300 | NS      | $181263.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                 | TPG RE Finance Trust Inc                                | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    180622 | NS      | $1226423.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Bloomin' Brands Inc                      | Bloomin' Brands Inc                                     | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     68196 | NS      | $1372103.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                       | Hostess Brands Inc                                      | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117911 | NS      | $2645922.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Zumiez Inc                               | Zumiez Inc                                              | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     12186 | NS      | $264923.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| RBB Bancorp                              | RBB Bancorp                                             | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |      9600 | NS      | $200160.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc                | Utah Medical Products Inc                               | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |      4570 | NS      | $459422.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Cytokinetics Inc                         | Cytokinetics Inc                                        | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     32811 | NS      | $1503400.02   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                            | M/I Homes Inc                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      9400 | NS      | $434092.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc           | Esquire Financial Holdings Inc                          | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $82194.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                      | Tronox Holdings PLC                                     | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |     59391 | NS      | $814250.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc           | NexTier Oilfield Solutions Inc                          | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |    439421 | NS      | $4060250.04   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                    | Customers Bancorp Inc                                   | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     58754 | NS      | $1665088.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc               | SeaWorld Entertainment Inc                              | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     33256 | NS      | $1779528.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Precision Drilling Corp                  | Precision Drilling Corp                                 | CUSIP: 74022D407<br>LEI: 549300WF2OE8T5BP4B84 | Long             | EC               | CORP              | CA        |      8400 | NS      | $643400.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                     | Commercial Metals Co                                    | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     84775 | NS      | $4094632.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Masonite International Corp              | Masonite International Corp                             | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | US        |      9833 | NS      | $792638.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Capstar Financial Holdings Inc           | Capstar Financial Holdings Inc                          | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30303 | NS      | $535150.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc               | Heritage-Crystal Clean Inc                              | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9035 | NS      | $293456.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Taro Pharmaceutical Industries           | Taro Pharmaceutical Industries Ltd                      | CUSIP: 000000000<br>LEI: 5493002WIJCSC2L2VL79 | Long             | EC               | CORP              | IL        |     22852 | NS      | $663622.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Par Pacific Holdings Inc                 | Par Pacific Holdings Inc                                | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     69182 | NS      | $1608481.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc              | Community Trust Bancorp Inc                             | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14229 | NS      | $653537.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc               | Midland States Bancorp Inc                              | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     27943 | NS      | $743842.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc               | Organogenesis Holdings Inc                              | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     30200 | NS      | $81238.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                               | Bumble Inc                                              | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61248 | NS      | $1289270.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                     | Laredo Petroleum Inc                                    | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     10000 | NS      | $514200.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| TechnipFMC PLC                           | TechnipFMC PLC                                          | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     43900 | NS      | $535141.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                     | Kinetik Holdings Inc                                    | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21000 | NS      | $694680.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Cirrus Logic Inc                         | Cirrus Logic Inc                                        | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      8000 | NS      | $595840.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| First Industrial Realty Trust            | First Industrial Realty Trust Inc                       | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6335 | NS      | $305727.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| American Axle & Manufacturing            | American Axle & Manufacturing Holdings Inc              | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106617 | NS      | $833744.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                  | Central Garden & Pet Co                                 | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     54542 | NS      | $1952603.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                          | iHeartMedia Inc                                         | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33844 | NS      | $207463.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                         | Primo Water Corp                                        | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    210816 | NS      | $3276080.64   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                     | Veritex Holdings Inc                                    | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |    123943 | NS      | $3480319.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                             | NuVasive Inc                                            | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     28332 | NS      | $1168411.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                      | Titan Machinery Inc                                     | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      5870 | NS      | $233215.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                      | Onto Innovation Inc                                     | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      3769 | NS      | $256631.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                     | First Foundation Inc                                    | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     25140 | NS      | $360256.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                      | Clearway Energy Inc                                     | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     47629 | NS      | $1517936.23   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Green Brick Partners Inc                 | Green Brick Partners Inc                                | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     20500 | NS      | $496715.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc                | Allogene Therapeutics Inc                               | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89927 | NS      | $565640.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Funko Inc                                | Funko Inc                                               | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |     30100 | NS      | $328391.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc            | Armada Hoffler Properties Inc                           | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     18183 | NS      | $209104.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                   | Univest Financial Corp                                  | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     41726 | NS      | $1090300.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                   | Washington Federal Inc                                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109656 | NS      | $3678958.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                              | CONMED Corp                                             | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      7725 | NS      | $684744.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                           | PDC Energy Inc                                          | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     13731 | NS      | $871643.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                          | NBT Bancorp Inc                                         | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18825 | NS      | $817381.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                    | Brookline Bancorp Inc                                   | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143938 | NS      | $2036722.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                | USANA Health Sciences Inc                               | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      9900 | NS      | $526680.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                          | Murphy Oil Corp                                         | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     81061 | NS      | $3486433.61   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                           | BankUnited Inc                                          | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     48157 | NS      | $1635893.29   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem In           | First Interstate BancSystem Inc                         | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     20300 | NS      | $784595.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Boyd Gaming Corp                         | Boyd Gaming Corp                                        | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     20182 | NS      | $1100524.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp                   | Tupperware Brands Corp                                  | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |      5913 | NS      | $24479.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                        | Inari Medical Inc                                       | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11900 | NS      | $756364.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products In           | Installed Building Products Inc                         | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      8401 | NS      | $719125.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                      | BellRing Brands Inc                                     | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     33243 | NS      | $852350.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Photronics Inc                           | Photronics Inc                                          | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |    120656 | NS      | $2030640.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Lif           | American Equity Investment Life Holding Co              | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     41200 | NS      | $1879544.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                      | Curtiss-Wright Corp                                     | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     21665 | NS      | $3617838.35   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                        | Redwood Trust Inc                                       | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     35458 | NS      | $239696.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MACOM Technology Solutions Hol           | MACOM Technology Solutions Holdings Inc                 | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19839 | NS      | $1249460.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hooker Furnishings Corp                  | Hooker Furnishings Corp                                 | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26300 | NS      | $491810.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Ducommun Inc                             | Ducommun Inc                                            | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |     21441 | NS      | $1071192.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                             | SM Energy Co                                            | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     54720 | NS      | $1905897.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                 | Sandy Spring Bancorp Inc                                | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23600 | NS      | $831428.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                            | REGENXBIO Inc                                           | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     20516 | NS      | $465302.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                    | Nabors Industries Ltd                                   | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |       700 | NS      | $108409.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                   | First Internet Bancorp                                  | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |     28634 | NS      | $695233.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services In           | PennyMac Financial Services Inc                         | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     21371 | NS      | $1210880.86   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Aaron's Co Inc/The                       | Aaron's Co Inc/The                                      | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53100 | NS      | $634545.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/Th           | Hanover Insurance Group Inc/The                         | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     21279 | NS      | $2875431.27   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Healthcare Services Group Inc            | Healthcare Services Group Inc                           | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     41000 | NS      | $492000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ConnectOne Bancorp Inc                   | ConnectOne Bancorp Inc                                  | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |    150971 | NS      | $3655007.91   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                | CrossFirst Bankshares Inc                               | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21306 | NS      | $264407.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                           | ChampionX Corp                                          | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    110955 | NS      | $3216585.45   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                            | ModivCare Inc                                           | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     10311 | NS      | $925206.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                        | Vista Outdoor Inc                                       | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     34500 | NS      | $840765.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Empire State Realty Trust Inc            | Empire State Realty Trust Inc                           | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |    121700 | NS      | $820258.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| UFP Industries Inc                       | UFP Industries Inc                                      | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     23548 | NS      | $1866179.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc              | New York Mortgage Trust Inc                             | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    163500 | NS      | $418560.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| PROG Holdings Inc                        | PROG Holdings Inc                                       | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     80433 | NS      | $1358513.37   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Peapack-Gladstone Financial Co           | Peapack-Gladstone Financial Corp                        | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     54018 | NS      | $2010549.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Mac                               | Federal Agricultural Mortgage Corp                      | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |     15023 | NS      | $1693242.33   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                | Community Bank System Inc                               | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     21187 | NS      | $1333721.65   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                        | RMR Group Inc/The                                       | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |     21600 | NS      | $610200.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                              | Genesco Inc                                             | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     15712 | NS      | $723066.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd                | Greenlight Capital Re Ltd                               | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |     12500 | NS      | $101875.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerplus Corp                            | Enerplus Corp                                           | CUSIP: 292766102<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |    149872 | NS      | $2645240.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Sonic Automotive Inc                     | Sonic Automotive Inc                                    | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     17500 | NS      | $862225.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Ovintiv Inc                              | Ovintiv Inc                                             | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35319 | NS      | $1791026.49   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp           | Metropolitan Bank Holding Corp                          | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2300 | NS      | $134941.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                             | Alkermes PLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     32543 | NS      | $850348.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                  | KB Home                                                 | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     29305 | NS      | $933364.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp                          | SolarWinds Corp                                         | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15900 | NS      | $148824.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MFA Financial Inc                        | MFA Financial Inc                                       | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     18800 | NS      | $185180.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                    | United Fire Group Inc                                   | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7075 | NS      | $193572.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                | Itron Inc                                               | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     37516 | NS      | $1900185.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                             | LivaNova PLC                                            | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     19497 | NS      | $1082863.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                    | Alerus Financial Corp                                   | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |      9146 | NS      | $213559.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                        | ACI Worldwide Inc                                       | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     39200 | NS      | $901600.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| EMCOR Group Inc                          | EMCOR Group Inc                                         | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     14155 | NS      | $2096497.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                   | Mueller Industries Inc                                  | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     21192 | NS      | $1250328.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                         | PJT Partners Inc                                        | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     10187 | NS      | $750680.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                | Haverty Furniture Cos Inc                               | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     22200 | NS      | $663780.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| FB Financial Corp                        | FB Financial Corp                                       | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     58194 | NS      | $2103131.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                             | AdvanSix Inc                                            | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     29020 | NS      | $1103340.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                              | Popular Inc                                             | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     13000 | NS      | $862160.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                    | Heartland Express Inc                                   | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     35000 | NS      | $536900.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Camden National Corp                     | Camden National Corp                                    | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      9000 | NS      | $375210.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| LCI Industries                           | LCI Industries                                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     21958 | NS      | $2030017.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| PCB Bancorp                              | PCB Bancorp                                             | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |     16300 | NS      | $288347.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                  | Darling Ingredients Inc                                 | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     24595 | NS      | $1539401.05   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                | Agios Pharmaceuticals Inc                               | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     38218 | NS      | $1073161.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                             | TrueBlue Inc                                            | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43500 | NS      | $851730.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial Corp/The             | Community Financial Corp/The                            | CUSIP: 20368X101<br>LEI: 549300IM1P8BVV642449 | Long             | EC               | CORP              | US        |      2960 | NS      | $118104.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                     | Summit Materials Inc                                    | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     86246 | NS      | $2448523.94   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Encore Capital Group Inc                 | Encore Capital Group Inc                                | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     36278 | NS      | $1739167.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern First Bancshares Inc            | Southern First Bancshares Inc                           | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4383 | NS      | $200522.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                | GoPro Inc                                               | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |    199600 | NS      | $994008.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                            | Timken Co/The                                           | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     11500 | NS      | $812705.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                   | Employers Holdings Inc                                  | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48273 | NS      | $2082014.49   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc                    | Sage Therapeutics Inc                                   | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     30139 | NS      | $1149501.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                 | Moog Inc                                                | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      7800 | NS      | $684528.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                    | LiveRamp Holdings Inc                                   | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |    120613 | NS      | $2827168.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Renewables Inc                       | Via Renewables Inc                                      | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |     14209 | NS      | $72607.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Spirit Realty Capital Inc                | Spirit Realty Capital Inc                               | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     29933 | NS      | $1195224.69   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                         | NMI Holdings Inc                                        | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    136895 | NS      | $2861105.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                    | Carriage Services Inc                                   | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13865 | NS      | $381842.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc             | Adtalem Global Education Inc                            | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     39063 | NS      | $1386736.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                | Viad Corp                                               | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     23528 | NS      | $573847.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son L           | Bank of NT Butterfield & Son Ltd/The                    | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |     30212 | NS      | $900619.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Ajax Corp                          | Great Ajax Corp                                         | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |     20000 | NS      | $145000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                      | Avid Technology Inc                                     | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     24000 | NS      | $638160.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Solaris Oilfield Infrastructur           | Solaris Oilfield Infrastructure Inc                     | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     46500 | NS      | $461745.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                 | Waterstone Financial Inc                                | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |     29000 | NS      | $499960.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                      | OneWater Marine Inc                                     | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21800 | NS      | $623480.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Select Medical Holdings Corp             | Select Medical Holdings Corp                            | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20700 | NS      | $513981.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                   | Banc of California Inc                                  | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     23760 | NS      | $378496.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings I           | BJ's Wholesale Club Holdings Inc                        | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      7918 | NS      | $523854.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                            | AMERISAFE Inc                                           | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     12982 | NS      | $674674.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                | Greif Inc                                               | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      9336 | NS      | $626072.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Thor Industries Inc                      | Thor Industries Inc                                     | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      8000 | NS      | $603920.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Uniti Group Inc                          | Uniti Group Inc                                         | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     84400 | NS      | $466732.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Proto Labs Inc                           | Proto Labs Inc                                          | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     30800 | NS      | $786324.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                    | Arcus Biosciences Inc                                   | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58232 | NS      | $1204237.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| HBT Financial Inc                        | HBT Financial Inc                                       | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |     10921 | NS      | $213723.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                           | HomeStreet Inc                                          | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31200 | NS      | $860496.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc                     | Lakeland Bancorp Inc                                    | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     31300 | NS      | $551193.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRx Inc                                 | EQRx Inc                                                | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156800 | NS      | $385728.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reuni           | National Energy Services Reunited Corp                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    203605 | NS      | $1413018.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc              | Columbia Banking System Inc                             | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52100 | NS      | $1569773.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Steven Madden Ltd                        | Steven Madden Ltd                                       | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     81113 | NS      | $2592371.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                              | Caleres Inc                                             | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     30979 | NS      | $690212.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Kaiser Aluminum Corp                     | Kaiser Aluminum Corp                                    | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8400 | NS      | $638064.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                        | Generation Bio Co                                       | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33542 | NS      | $131820.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                  | KBR Inc                                                 | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    105378 | NS      | $5563958.40   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc               | Bridgewater Bancshares Inc                              | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |     39341 | NS      | $697909.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                              | Centerspace                                             | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |      6659 | NS      | $390683.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| STAG Industrial Inc                      | STAG Industrial Inc                                     | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |    153428 | NS      | $4957258.68   | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Hillenbrand Inc                          | Hillenbrand Inc                                         | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     53464 | NS      | $2281308.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc                    | CRA International Inc                                   | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1111 | NS      | $136019.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                           | NewMarket Corp                                          | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       700 | NS      | $217777.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp                      | Luther Burbank Corp                                     | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |     19378 | NS      | $215289.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                           | Brink's Co/The                                          | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     40847 | NS      | $2193892.37   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                     | Tenable Holdings Inc                                    | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     33258 | NS      | $1268792.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines Inc                 | REVOLUTION Medicines Inc                                | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     33619 | NS      | $800804.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Xencor Inc                               | Xencor Inc                                              | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     25552 | NS      | $665374.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                       | SmartFinancial Inc                                      | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20368 | NS      | $560120.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                    | BlueLinx Holdings Inc                                   | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |     19922 | NS      | $1416653.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Veritiv Corp                             | Veritiv Corp                                            | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      5462 | NS      | $664780.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Eastern Bankshares Inc                   | Eastern Bankshares Inc                                  | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |    145188 | NS      | $2504493.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc              | Fresh Del Monte Produce Inc                             | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     58939 | NS      | $1543612.41   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                              | Maximus Inc                                             | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     15924 | NS      | $1167706.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                             | Vontier Corp                                            | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     40900 | NS      | $790597.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                         | Green Plains Inc                                        | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     58890 | NS      | $1796145.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Valvoline Inc                            | Valvoline Inc                                           | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     90613 | NS      | $2958514.45   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics Inc                  | Jounce Therapeutics Inc                                 | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |     92041 | NS      | $102165.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                 | CommScope Holding Co Inc                                | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    188008 | NS      | $1381858.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                 | CTS Corp                                                | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     19583 | NS      | $771961.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Telos Corp                               | Telos Corp                                              | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109000 | NS      | $554810.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Lakeland Financial Corp                  | Lakeland Financial Corp                                 | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25399 | NS      | $1853365.03   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                      | Upland Software Inc                                     | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     48300 | NS      | $344379.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                    | ICF International Inc                                   | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |     13404 | NS      | $1327666.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of Califor           | Pacific Biosciences of California Inc                   | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |     76127 | NS      | $622718.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Dine Brands Global Inc                   | Dine Brands Global Inc                                  | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     20400 | NS      | $1317840.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Overstock.com Inc                        | Overstock.com Inc                                       | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |     20900 | NS      | $404624.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Latham Group Inc                         | Latham Group Inc                                        | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101200 | NS      | $325864.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                            | Golar LNG Ltd                                           | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |     49494 | NS      | $1127968.26   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                       | Avanos Medical Inc                                      | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     51213 | NS      | $1385823.78   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                 | Anywhere Real Estate Inc                                | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     70049 | NS      | $447613.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc              | Asbury Automotive Group Inc                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     10099 | NS      | $1810245.75   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Concentrix Corp                          | Concentrix Corp                                         | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27092 | NS      | $3607570.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                        | Dynex Capital Inc                                       | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |    109200 | NS      | $1389024.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp                    | Primis Financial Corp                                   | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |     16400 | NS      | $194340.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp/The                            | Cato Corp/The                                           | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |     37800 | NS      | $352674.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                 | Ultra Clean Holdings Inc                                | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     39680 | NS      | $1315392.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                         | Encore Wire Corp                                        | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7500 | NS      | $1031700.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Myers Industries Inc                     | Myers Industries Inc                                    | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     25281 | NS      | $561996.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Partners LP                 | Viper Energy Partners LP                                | CUSIP: 92763M105<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |     93257 | NS      | $2964640.03   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc             | Ruth's Hospitality Group Inc                            | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     28600 | NS      | $442728.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| First Citizens BancShares Inc/           | First Citizens BancShares Inc/NC                        | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       959 | NS      | $727267.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Signet Jewelers Ltd                      | Signet Jewelers Ltd                                     | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |     26977 | NS      | $1834436.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Independence Realty Trust Inc            | Independence Realty Trust Inc                           | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     86814 | NS      | $1463684.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| CoreCivic Inc                            | CoreCivic Inc                                           | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     83645 | NS      | $966936.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                              | Deluxe Corp                                             | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     31298 | NS      | $531440.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                | TEGNA Inc                                               | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    194960 | NS      | $4131202.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                             | Sanmina Corp                                            | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     38716 | NS      | $2218039.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc                     | Northrim BanCorp Inc                                    | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      4400 | NS      | $240108.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bankshares Inc                  | National Bankshares Inc                                 | CUSIP: 634865109<br>LEI: 549300Q745S62Q6QNW78 | Long             | EC               | CORP              | US        |      4502 | NS      | $181430.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc                       | UMH Properties Inc                                      | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |     39726 | NS      | $639588.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                 | RLI Corp                                                | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     13613 | NS      | $1786978.51   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                   | Permian Resources Corp                                  | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     93100 | NS      | $875140.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Vistra Corp                              | Vistra Corp                                             | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     47693 | NS      | $1106477.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCard Corp                            | CoreCard Corp                                           | CUSIP: 45816D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8600 | NS      | $249142.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Dreyfus Government Cash Management       | Dreyfus Government Cash Management                      | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |  11839331 | NS      | $11839331.41  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                      | Xerox Holdings Corp                                     | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |    225935 | NS      | $3298651.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| BGC Partners Inc                         | BGC Partners Inc                                        | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |    328500 | NS      | $1238445.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc           | Telephone and Data Systems Inc                          | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28651 | NS      | $300548.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ares Commercial Real Estate Co           | Ares Commercial Real Estate Corp                        | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |    154039 | NS      | $1585061.31   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| BCB Bancorp Inc                          | BCB Bancorp Inc                                         | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |     12000 | NS      | $215880.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Olympic Steel Inc                        | Olympic Steel Inc                                       | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     10500 | NS      | $352590.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings Inc               | E2open Parent Holdings Inc                              | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61100 | NS      | $358657.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Phibro Animal Health Corp                | Phibro Animal Health Corp                               | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     30500 | NS      | $409005.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                            | Tidewater Inc                                           | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     17400 | NS      | $641190.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                              | BayCom Corp                                             | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |     17200 | NS      | $326456.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc            | American Eagle Outfitters Inc                           | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     30903 | NS      | $431405.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Brighthouse Financial Inc                | Brighthouse Financial Inc                               | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      7700 | NS      | $394779.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                       | ABM Industries Inc                                      | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |    244520 | NS      | $10861578.40  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                           | MGE Energy Inc                                          | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30284 | NS      | $2131993.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| CNX Resources Corp                       | CNX Resources Corp                                      | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     14941 | NS      | $251606.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Pacific Premier Bancorp Inc              | Pacific Premier Bancorp Inc                             | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     77194 | NS      | $2436242.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings Inc            | Marathon Digital Holdings Inc                           | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |     30555 | NS      | $104498.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rite Aid Corp                            | Rite Aid Corp                                           | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |    101728 | NS      | $339771.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ranger Oil Corp                          | Ranger Oil Corp                                         | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     16100 | NS      | $650923.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                 | Mercer International Inc                                | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | CA        |     51300 | NS      | $597132.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                | Universal Electronics Inc                               | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |     11598 | NS      | $241354.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                 | HomeTrust Bancshares Inc                                | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14575 | NS      | $352277.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                           | Ameris Bancorp                                          | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     96822 | NS      | $4564189.08   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                 | Acadia Healthcare Co Inc                                | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     16007 | NS      | $1317696.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                       | Liberty Energy Inc                                      | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31600 | NS      | $505916.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                | Axis Capital Holdings Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     65478 | NS      | $3546943.26   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc             | TravelCenters of America Inc                            | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |     11300 | NS      | $506014.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                      | Meritage Homes Corp                                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     29870 | NS      | $2754014.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc             | Ironwood Pharmaceuticals Inc                            | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     68200 | NS      | $844998.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| SiriusPoint Ltd                          | SiriusPoint Ltd                                         | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |    127100 | NS      | $749890.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                     | BWX Technologies Inc                                    | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     11353 | NS      | $659382.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                | Argan Inc                                               | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |     36679 | NS      | $1352721.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| WesBanco Inc                             | WesBanco Inc                                            | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3117 | NS      | $115266.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                | Chesapeake Utilities Corp                               | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     16925 | NS      | $2000196.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Investar Holding Corp                    | Investar Holding Corp                                   | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |     10700 | NS      | $230371.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc              | Apellis Pharmaceuticals Inc                             | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     13478 | NS      | $696947.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group In           | National Western Life Group Inc                         | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |      1800 | NS      | $505800.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                            | MarineMax Inc                                           | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     55400 | NS      | $1729588.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Louisiana-Pacific Corp                   | Louisiana-Pacific Corp                                  | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     16076 | NS      | $951699.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Broadstone Net Lease Inc                 | Broadstone Net Lease Inc                                | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     16450 | NS      | $266654.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                     | Assured Guaranty Ltd                                    | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     50483 | NS      | $3143071.58   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                 | National HealthCare Corp                                | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8100 | NS      | $481950.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                      | Viavi Solutions Inc                                     | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     77720 | NS      | $816837.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                              | Rogers Corp                                             | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      2931 | NS      | $349785.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                     | Johnson Outdoors Inc                                    | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13700 | NS      | $905844.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BGSF Inc                                 | BGSF Inc                                                | CUSIP: 05601C105<br>LEI: 549300AUC6I9ZG3KKQ91 | Long             | EC               | CORP              | US        |     10814 | NS      | $165670.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                       | Voya Financial Inc                                      | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     18098 | NS      | $1112846.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Kelly Services Inc                       | Kelly Services Inc                                      | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120543 | NS      | $2037176.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                | Calix Inc                                               | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     37000 | NS      | $2531910.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                 | Miller Industries Inc/TN                                | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |     11300 | NS      | $301258.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                | Intellia Therapeutics Inc                               | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      8084 | NS      | $282050.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Avient Corp                              | Avient Corp                                             | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     78081 | NS      | $2636014.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group            | Diamond Hill Investment Group Inc                       | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      2200 | NS      | $407044.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                 | Western Alliance Bancorp                                | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     15500 | NS      | $923180.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp             | Altra Industrial Motion Corp                            | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     27441 | NS      | $1639599.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc              | First Western Financial Inc                             | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |      2100 | NS      | $59115.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                   | Insteel Industries Inc                                  | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     11300 | NS      | $310976.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                  | Enerpac Tool Group Corp                                 | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     20100 | NS      | $511545.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                 | Towne Bank/Portsmouth VA                                | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     55099 | NS      | $1699253.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc           | Tempur Sealy International Inc                          | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     72246 | NS      | $2480205.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Hawaiian Electric Industries I           | Hawaiian Electric Industries Inc                        | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     21200 | NS      | $887220.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources Inc                    | Newpark Resources Inc                                   | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |    135000 | NS      | $560250.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                      | Health Catalyst Inc                                     | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    221747 | NS      | $2357170.61   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Century Communities Inc                  | Century Communities Inc                                 | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     30554 | NS      | $1528005.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                           | MRC Global Inc                                          | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     91711 | NS      | $1062013.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                       | First Hawaiian Inc                                      | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     65624 | NS      | $1708848.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Verint Systems Inc                       | Verint Systems Inc                                      | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     70001 | NS      | $2539636.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Standard Motor Products Inc              | Standard Motor Products Inc                             | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     19375 | NS      | $674250.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                  | Enova International Inc                                 | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     24300 | NS      | $932391.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Institutional Money Market Fund - D | PGIM Institutional Money Market Fund - D                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 176356223 | NS      | $176285680.88 | 16.90%            |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                     | Wabash National Corp                                    | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     87265 | NS      | $1972189.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| AssetMark Financial Holdings I           | AssetMark Financial Holdings Inc                        | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |     10594 | NS      | $243662.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                          | 3D Systems Corp                                         | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     54600 | NS      | $404040.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SpringWorks Therapeutics Inc             | SpringWorks Therapeutics Inc                            | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35000 | NS      | $910350.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Big 5 Sporting Goods Corp                | Big 5 Sporting Goods Corp                               | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |      1800 | NS      | $15894.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals Inc              | Lexicon Pharmaceuticals Inc                             | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    475669 | NS      | $908527.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Gates Industrial Corp PLC                | Gates Industrial Corp PLC                               | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |     46400 | NS      | $529424.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                           | Buckle Inc/The                                          | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     23111 | NS      | $1048083.85   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications Internati           | Science Applications International Corp                 | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     31064 | NS      | $3445929.52   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Valley Community Banco           | Central Valley Community Bancorp                        | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13500 | NS      | $285930.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                         | ACCO Brands Corp                                        | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    211802 | NS      | $1183973.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                  | Insight Enterprises Inc                                 | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     41415 | NS      | $4152682.05   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc               | Worthington Industries Inc                              | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      4500 | NS      | $223695.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AMC Networks Inc                         | AMC Networks Inc                                        | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     55600 | NS      | $871252.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc              | Sterling Infrastructure Inc                             | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      6600 | NS      | $216480.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                  | Nu Skin Enterprises Inc                                 | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     10500 | NS      | $442680.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                               | ALLETE Inc                                              | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     49287 | NS      | $3179504.37   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                            | Coherent Corp                                           | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     23700 | NS      | $831870.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Brookfield Infrastructure Corp           | Brookfield Infrastructure Corp                          | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7885 | NS      | $306726.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| International Game Technology            | International Game Technology PLC                       | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |    158894 | NS      | $3603715.92   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc            | Barrett Business Services Inc                           | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     10690 | NS      | $997163.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc                      | Colony Bankcorp Inc                                     | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3600 | NS      | $45684.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                | Ennis Inc                                               | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16110 | NS      | $356997.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co             | Graphic Packaging Holding Co                            | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    278858 | NS      | $6204590.50   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                   | Home BancShares Inc/AR                                  | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100780 | NS      | $2296776.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Fluor Corp                               | Fluor Corp                                              | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     24600 | NS      | $852636.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co             | Portland General Electric Co                            | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     58942 | NS      | $2888158.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Kimball International Inc                | Kimball International Inc                               | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |     67600 | NS      | $439400.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                  | Central Garden & Pet Co                                 | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     10000 | NS      | $374500.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                              | Ashland Inc                                             | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     25677 | NS      | $2761047.81   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr           | Essential Properties Realty Trust Inc                   | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     27620 | NS      | $648241.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                         | Boise Cascade Co                                        | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     23724 | NS      | $1629127.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Outbrain Inc                             | Outbrain Inc                                            | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |     47700 | NS      | $172674.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                      | Jack in the Box Inc                                     | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      3400 | NS      | $231982.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                              | Arcellx Inc                                             | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41300 | NS      | $1279474.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                | Liberty Latin America Ltd                               | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |     43744 | NS      | $332454.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Arconic Corp                             | Arconic Corp                                            | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     57861 | NS      | $1224338.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                         | InterDigital Inc                                        | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49036 | NS      | $2426301.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Travere Therapeutics Inc                 | Travere Therapeutics Inc                                | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56356 | NS      | $1185166.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| FibroGen Inc                             | FibroGen Inc                                            | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |     35567 | NS      | $569783.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Prothena Corp PLC                        | Prothena Corp PLC                                       | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |     19571 | NS      | $1179152.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                 | Resideo Technologies Inc                                | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    272551 | NS      | $4483463.95   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc            | Southern Missouri Bancorp Inc                           | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4200 | NS      | $192486.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                     | EnPro Industries Inc                                    | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     26525 | NS      | $2883002.25   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                           | Constellium SE                                          | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |    141539 | NS      | $1674406.37   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc                     | Mid Penn Bancorp Inc                                    | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3900 | NS      | $116883.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                     | Matador Resources Co                                    | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     16211 | NS      | $927917.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                   | Boot Barn Holdings Inc                                  | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     10300 | NS      | $643956.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc               | South Plains Financial Inc                              | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      2208 | NS      | $60786.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                         | Barnes Group Inc                                        | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     13000 | NS      | $531050.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                             | Amedisys Inc                                            | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     13460 | NS      | $1124448.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                    | Civitas Resources Inc                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     14500 | NS      | $839985.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                       | IPG Photonics Corp                                      | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      9000 | NS      | $852030.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp                               | Chase Corp                                              | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5200 | NS      | $448552.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                | Spire Inc                                               | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     29554 | NS      | $2035088.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| World Fuel Services Corp                 | World Fuel Services Corp                                | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |    135694 | NS      | $3708517.02   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                   | Victoria's Secret & Co                                  | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     28771 | NS      | $1029426.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Adient PLC                               | Adient PLC                                              | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |     66221 | NS      | $2297206.49   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                               | Matson Inc                                              | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     24400 | NS      | $1525244.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                             | La-Z-Boy Inc                                            | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     22000 | NS      | $502040.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Bread Financial Holdings Inc             | Bread Financial Holdings Inc                            | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     51500 | NS      | $1939490.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| ATN International Inc                    | ATN International Inc                                   | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      8243 | NS      | $373490.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| American Assets Trust Inc                | American Assets Trust Inc                               | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6043 | NS      | $160139.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Vanguard Small-Cap Value ETF             | Vanguard Small-Cap Value ETF                            | CUSIP: 922908611<br>LEI: N/A                  | Long             | EC               | RF                | US        |    106071 | NS      | $16844074.80  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                   | Group 1 Automotive Inc                                  | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     19810 | NS      | $3573129.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                           | ScanSource Inc                                          | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     30591 | NS      | $893869.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc               | Great Southern Bancorp Inc                              | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      5200 | NS      | $309348.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                 | Northern Oil and Gas Inc                                | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     18800 | NS      | $579416.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Harley-Davidson Inc                      | Harley-Davidson Inc                                     | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     59244 | NS      | $2464550.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                               | Belden Inc                                              | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     74281 | NS      | $5340803.90   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                   | FirstCash Holdings Inc                                  | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22717 | NS      | $1974334.47   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                     | Ryerson Holding Corp                                    | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     17100 | NS      | $517446.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                           | Sierra Bancorp                                          | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20055 | NS      | $425968.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc                      | Capital Bancorp Inc                                     | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      5844 | NS      | $137567.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                    | FARO Technologies Inc                                   | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     32366 | NS      | $951884.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc                | SMART Global Holdings Inc                               | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |     58101 | NS      | $864542.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Super Micro Computer Inc                 | Super Micro Computer Inc                                | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      7700 | NS      | $632170.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines N           | First Bancorp/Southern Pines NC                         | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2745 | NS      | $117595.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                         | StoneX Group Inc                                        | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     15810 | NS      | $1506693.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The            | Goodyear Tire & Rubber Co/The                           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    183273 | NS      | $1860220.95   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Greenbrier Cos Inc/The                   | Greenbrier Cos Inc/The                                  | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     60800 | NS      | $2038624.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| W&T Offshore Inc                         | W&T Offshore Inc                                        | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |      7900 | NS      | $44082.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pebblebrook Hotel Trust                  | Pebblebrook Hotel Trust                                 | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |    188793 | NS      | $2527938.27   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Equitrans Midstream Corp                 | Equitrans Midstream Corp                                | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    238158 | NS      | $1595658.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                   | Primoris Services Corp                                  | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     43613 | NS      | $956869.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                | AGCO Corp                                               | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     10900 | NS      | $1511721.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                | Adeia Inc                                               | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72742 | NS      | $689594.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc            | Capitol Federal Financial Inc                           | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83100 | NS      | $718815.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                           | PBF Energy Inc                                          | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     34281 | NS      | $1397979.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                | Minerals Technologies Inc                               | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     16177 | NS      | $982267.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                         | AdaptHealth Corp                                        | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60588 | NS      | $1164501.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| BrightSpire Capital Inc                  | BrightSpire Capital Inc                                 | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |     30900 | NS      | $192507.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Urban Outfitters Inc                     | Urban Outfitters Inc                                    | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     11100 | NS      | $264735.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                     | Tri Pointe Homes Inc                                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84660 | NS      | $1573829.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                       | Arch Resources Inc                                      | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      5726 | NS      | $817615.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| KAR Auction Services Inc                 | KAR Auction Services Inc                                | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      5095 | NS      | $66489.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                       | Capri Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | GB        |     31300 | NS      | $1794116.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc              | Berkshire Hills Bancorp Inc                             | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     52533 | NS      | $1570736.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Old National Bancorp/IN                  | Old National Bancorp/IN                                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    203518 | NS      | $3659253.64   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Kosmos Energy Ltd                        | Kosmos Energy Ltd                                       | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    419690 | NS      | $2669228.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                 | ASGN Inc                                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     49076 | NS      | $3998712.48   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                              | NETGEAR Inc                                             | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     31700 | NS      | $574087.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc            | Business First Bancshares Inc                           | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     18593 | NS      | $411649.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MoonLake Immunotherapeutics              | MoonLake Immunotherapeutics                             | CUSIP: 61559X104<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4673 | NS      | $49066.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics Inc                 | Century Therapeutics Inc                                | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29825 | NS      | $153002.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Blue Bird Corp                           | Blue Bird Corp                                          | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |     18400 | NS      | $197064.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Origin Bancorp Inc                       | Origin Bancorp Inc                                      | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     28139 | NS      | $1032701.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                    | Stifel Financial Corp                                   | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     19223 | NS      | $1122046.51   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                         | Krispy Kreme Inc                                        | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46230 | NS      | $477093.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Primerica Inc                            | Primerica Inc                                           | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      1700 | NS      | $241094.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The                 | First Bancshares Inc/The                                | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |      5300 | NS      | $169653.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Helix Energy Solutions Group I           | Helix Energy Solutions Group Inc                        | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     70100 | NS      | $517338.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PNM Resources Inc                        | PNM Resources Inc                                       | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     15800 | NS      | $770882.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                              | IDACORP Inc                                             | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     32062 | NS      | $3457886.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                 | United Natural Foods Inc                                | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     54651 | NS      | $2115540.21   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| NextEra Energy Partners LP               | NextEra Energy Partners LP                              | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |     17931 | NS      | $1256783.79   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Columbus McKinnon Corp/NY                | Columbus McKinnon Corp/NY                               | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     60756 | NS      | $1972747.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                       | Forestar Group Inc                                      | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     36500 | NS      | $562465.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                           | Noble Corp PLC                                          | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | US        |      7600 | NS      | $286596.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                             | Navient Corp                                            | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     52000 | NS      | $855400.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Fastly Inc                               | Fastly Inc                                              | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |     30800 | NS      | $252252.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ESCO Technologies Inc                    | ESCO Technologies Inc                                   | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     22195 | NS      | $1942950.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                          | MacroGenics Inc                                         | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |     31391 | NS      | $210633.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                         | Talos Energy Inc                                        | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     26600 | NS      | $502208.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                | Park Hotels & Resorts Inc                               | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     68500 | NS      | $807615.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenhill & Co Inc                       | Greenhill & Co Inc                                      | CUSIP: 395259104<br>LEI: 529900VEOQHHHSPI9C69 | Long             | EC               | CORP              | US        |     41100 | NS      | $421275.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Industries Inc                  | Lakeland Industries Inc                                 | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |     17733 | NS      | $235848.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Delek US Holdings Inc                    | Delek US Holdings Inc                                   | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     27574 | NS      | $744498.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc               | Sabra Health Care REIT Inc                              | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     75700 | NS      | $940951.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                  | Kite Realty Group Trust                                 | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74822 | NS      | $1575003.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Iovance Biotherapeutics Inc              | Iovance Biotherapeutics Inc                             | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |    160967 | NS      | $1028579.13   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc                       | Sight Sciences Inc                                      | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59900 | NS      | $731379.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Helmerich & Payne Inc                    | Helmerich & Payne Inc                                   | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     50126 | NS      | $2484745.82   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                            | Dillard's Inc                                           | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      1949 | NS      | $629916.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Northfield Bancorp Inc                   | Northfield Bancorp Inc                                  | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29000 | NS      | $456170.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                | Vanda Pharmaceuticals Inc                               | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     76500 | NS      | $565335.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| William Penn Bancorp                     | William Penn Bancorp                                    | CUSIP: 96927A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9400 | NS      | $113928.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                          | SouthState Corp                                         | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     75556 | NS      | $5769456.16   | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| Acadia Realty Trust                      | Acadia Realty Trust                                     | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    193166 | NS      | $2771932.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd               | GrafTech International Ltd                              | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |    110700 | NS      | $526932.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                        | Agree Realty Corp                                       | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83865 | NS      | $5948544.45   | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenet Healthcare Corp                    | Tenet Healthcare Corp                                   | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     37008 | NS      | $1805620.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                     | Federated Hermes Inc                                    | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     23100 | NS      | $838761.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                             | ArcBest Corp                                            | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     36504 | NS      | $2556740.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                           | Flowserve Corp                                          | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     29200 | NS      | $895856.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Crescent Energy Co                       | Crescent Energy Co                                      | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69200 | NS      | $829708.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Alight Inc                               | Alight Inc                                              | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     99847 | NS      | $834720.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Cactus Inc                               | Cactus Inc                                              | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     26162 | NS      | $1314902.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                  | AZZ Inc                                                 | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     21300 | NS      | $856260.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                   | Synovus Financial Corp                                  | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     65384 | NS      | $2455169.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                     | Hanmi Financial Corp                                    | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     35700 | NS      | $883575.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Piedmont Office Realty Trust I           | Piedmont Office Realty Trust Inc                        | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57315 | NS      | $525578.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc           | First Financial Bankshares Inc                          | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     31013 | NS      | $1066847.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| PAM Transportation Services In           | PAM Transportation Services Inc                         | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6500 | NS      | $168350.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                      | Travel + Leisure Co                                     | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     92212 | NS      | $3356516.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd               | RenaissanceRe Holdings Ltd                              | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      6292 | NS      | $1159175.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                   | Cathay General Bancorp                                  | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     29337 | NS      | $1196656.23   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                             | Cars.com Inc                                            | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     24731 | NS      | $340545.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SJW Group                                | SJW Group                                               | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15139 | NS      | $1229135.41   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                       | Ready Capital Corp                                      | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |     19337 | NS      | $215414.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Renasant Corp                            | Renasant Corp                                           | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     49657 | NS      | $1866606.63   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                | Carpenter Technology Corp                               | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     32824 | NS      | $1212518.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                  | G-III Apparel Group Ltd                                 | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     74308 | NS      | $1018762.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                  | Ellington Financial Inc                                 | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     15484 | NS      | $191537.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Starwood Property Trust Inc              | Starwood Property Trust Inc                             | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     86726 | NS      | $1589687.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Benchmark Electronics Inc                | Benchmark Electronics Inc                               | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     33626 | NS      | $897477.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                | Perella Weinberg Partners                               | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41500 | NS      | $406700.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Werner Enterprises Inc                   | Werner Enterprises Inc                                  | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     45800 | NS      | $1843908.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Horace Mann Educators Corp               | Horace Mann Educators Corp                              | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     19600 | NS      | $732452.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                         | Forward Air Corp                                        | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8298 | NS      | $870377.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments           | Retail Opportunity Investments Corp                     | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11091 | NS      | $166697.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                | Sally Beauty Holdings Inc                               | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     54000 | NS      | $676080.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                    | ProPetro Holding Corp                                   | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140668 | NS      | $1458727.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc            | Hudson Pacific Properties Inc                           | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110704 | NS      | $1077149.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                        | Getty Realty Corp                                       | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     17054 | NS      | $577277.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| NCR Corp                                 | NCR Corp                                                | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     83661 | NS      | $1958504.01   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                          | Bancorp Inc/The                                         | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6600 | NS      | $187308.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                     | Rush Enterprises Inc                                    | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     81218 | NS      | $4246077.04   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc                          | Alexander's Inc                                         | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |      3300 | NS      | $726198.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| First of Long Island Corp/The            | First of Long Island Corp/The                           | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12400 | NS      | $223200.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                       | Byline Bancorp Inc                                      | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     36949 | NS      | $848718.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                     | Fulgent Genetics Inc                                    | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     16200 | NS      | $482436.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Sotera Health Co                         | Sotera Health Co                                        | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124234 | NS      | $1034869.22   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                  | WESCO International Inc                                 | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     58401 | NS      | $7311805.20   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                    | Jackson Financial Inc                                   | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     16200 | NS      | $563598.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercantile Bank Corp                     | Mercantile Bank Corp                                    | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |     11300 | NS      | $378324.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands Inc                      | Lifetime Brands Inc                                     | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |     27481 | NS      | $208580.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc             | Texas Capital Bancshares Inc                            | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     13700 | NS      | $826247.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp                           | NETSTREIT Corp                                          | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |     25400 | NS      | $465582.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Beacon Roofing Supply Inc                | Beacon Roofing Supply Inc                               | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |     24974 | NS      | $1318377.46   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                             | Carter's Inc                                            | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     14347 | NS      | $1070429.67   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Iridium Communications Inc               | Iridium Communications Inc                              | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     28203 | NS      | $1449634.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                       | CVB Financial Corp                                      | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142517 | NS      | $3669812.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                     | Mercury General Corp                                    | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     12000 | NS      | $410400.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                              | Premier Inc                                             | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24800 | NS      | $867504.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc               | Apple Hospitality REIT Inc                              | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     76389 | NS      | $1205418.42   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                           | Green Dot Corp                                          | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11400 | NS      | $180348.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings            | Allison Transmission Holdings Inc                       | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     52582 | NS      | $2187411.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                        | EW Scripps Co/The                                       | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     63458 | NS      | $837011.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Owens & Minor Inc                        | Owens & Minor Inc                                       | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     35742 | NS      | $698041.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                     | Associated Banc-Corp                                    | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    141109 | NS      | $3258206.81   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                 | Ebix Inc                                                | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     25500 | NS      | $508980.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Virtu Financial Inc                      | Virtu Financial Inc                                     | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     40800 | NS      | $832728.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                | Emergent BioSolutions Inc                               | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     72400 | NS      | $855044.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Myriad Genetics Inc                      | Myriad Genetics Inc                                     | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     58014 | NS      | $841783.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services Inc               | Select Energy Services Inc                              | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     90289 | NS      | $834270.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                  | Live Oak Bancshares Inc                                 | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18000 | NS      | $543600.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| JFrog Ltd                                | JFrog Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     60765 | NS      | $1296117.45   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| RE/MAX Holdings Inc                      | RE/MAX Holdings Inc                                     | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     43400 | NS      | $808976.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA            | United Community Banks Inc/GA                           | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     83645 | NS      | $2827201.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Granite Point Mortgage Trust I           | Granite Point Mortgage Trust Inc                        | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |     21800 | NS      | $116848.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                         | UniFirst Corp/MA                                        | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      6810 | NS      | $1314261.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                     | MGIC Investment Corp                                    | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    193048 | NS      | $2509624.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Cor           | Entravision Communications Corp                         | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |    251136 | NS      | $1205452.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                   | Relay Therapeutics Inc                                  | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112574 | NS      | $1681855.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Dycom Industries Inc                     | Dycom Industries Inc                                    | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      6404 | NS      | $599414.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                            | Dril-Quip Inc                                           | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     30700 | NS      | $834119.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                             | HB Fuller Co                                            | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     23712 | NS      | $1698253.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                     | TrustCo Bank Corp NY                                    | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13200 | NS      | $496188.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                        | Acuity Brands Inc                                       | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5001 | NS      | $828215.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                         | Hope Bancorp Inc                                        | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     58400 | NS      | $748104.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                              | Ecovyst Inc                                             | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232318 | NS      | $2058337.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                           | API Group Corp                                          | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     39180 | NS      | $736975.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| ATI Inc                                  | ATI Inc                                                 | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     55932 | NS      | $1670129.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Global Medical REIT Inc                  | Global Medical REIT Inc                                 | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |     14434 | NS      | $136834.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                      | Peabody Energy Corp                                     | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     57887 | NS      | $1529374.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Kforce Inc                               | Kforce Inc                                              | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      9500 | NS      | $520885.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                        | Seneca Foods Corp                                       | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       102 | NS      | $6216.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co                        | Matrix Service Co                                       | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |     29500 | NS      | $183490.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                    | Independent Bank Corp                                   | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     32401 | NS      | $2735616.43   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc              | Healthcare Realty Trust Inc                             | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     55211 | NS      | $1063915.97   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Euronet Worldwide Inc                    | Euronet Worldwide Inc                                   | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      8600 | NS      | $811668.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                  | Alexander & Baldwin Inc                                 | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10187 | NS      | $190802.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                        | NorthWestern Corp                                       | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     26034 | NS      | $1544857.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc              | Kennedy-Wilson Holdings Inc                             | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |    173729 | NS      | $2732757.17   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                                | ACNB Corp                                               | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6200 | NS      | $246822.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| New Jersey Resources Corp                | New Jersey Resources Corp                               | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     16418 | NS      | $814661.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                         | QuidelOrtho Corp                                        | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     22941 | NS      | $1965355.47   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                 | Domo Inc                                                | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |     19194 | NS      | $273322.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc              | Karyopharm Therapeutics Inc                             | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |     80624 | NS      | $274121.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SLM Corp                                 | SLM Corp                                                | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    357686 | NS      | $5937587.60   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                        | Sleep Number Corp                                       | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      6700 | NS      | $174066.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ONE Gas Inc                              | ONE Gas Inc                                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     49132 | NS      | $3720275.04   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                             | Biohaven Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1354 | NS      | $18793.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                         | First Busey Corp                                        | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     26800 | NS      | $662496.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                               | Terex Corp                                              | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     85687 | NS      | $3660548.64   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| TriCo Bancshares                         | TriCo Bancshares                                        | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43181 | NS      | $2201799.19   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| MasTec Inc                               | MasTec Inc                                              | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     34361 | NS      | $2932024.13   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc               | Syndax Pharmaceuticals Inc                              | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     83846 | NS      | $2133880.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                        | CONSOL Energy Inc                                       | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      2300 | NS      | $149500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Heritage Financial Corp/WA               | Heritage Financial Corp/WA                              | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36906 | NS      | $1130799.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co Inc           | Petco Health & Wellness Co Inc                          | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |     70259 | NS      | $666055.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Clearway Energy Inc                      | Clearway Energy Inc                                     | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     38789 | NS      | $1160566.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                     | Shore Bancshares Inc                                    | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4600 | NS      | $80178.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                            | Interface Inc                                           | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     51400 | NS      | $507318.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                | Edgewell Personal Care Co                               | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     23674 | NS      | $912395.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc             | Victory Capital Holdings Inc                            | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     30200 | NS      | $810266.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Orrstown Financial Services In           | Orrstown Financial Services Inc                         | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |     12527 | NS      | $290125.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                      | Douglas Elliman Inc                                     | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     36700 | NS      | $149369.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                               | Korn Ferry                                              | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     77976 | NS      | $3947145.12   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                         | ACM Research Inc                                        | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |    179900 | NS      | $1387029.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Kemper Corp                              | Kemper Corp                                             | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     16100 | NS      | $792120.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                    | Bank of Marin Bancorp                                   | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7400 | NS      | $243312.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                  | ANI Pharmaceuticals Inc                                 | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     14136 | NS      | $568691.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Co           | Bluegreen Vacations Holding Corp                        | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |     30425 | NS      | $759408.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Repay Holdings Corp                      | Repay Holdings Corp                                     | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86200 | NS      | $693910.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                              | Plexus Corp                                             | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      8000 | NS      | $823440.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                        | RLJ Lodging Trust                                       | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    324386 | NS      | $3435247.74   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                     | Merchants Bancorp/IN                                    | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     37428 | NS      | $910248.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Selectquote Inc                          | Selectquote Inc                                         | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |    249500 | NS      | $167639.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                             | AerSale Corp                                            | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19400 | NS      | $314668.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                      | Gray Television Inc                                     | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    141777 | NS      | $1586484.63   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                 | Saia Inc                                                | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      5673 | NS      | $1189514.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                  | Cushman & Wakefield PLC                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73200 | NS      | $912072.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                           | Northeast Bank                                          | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      8500 | NS      | $357850.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                          | PacWest Bancorp                                         | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |    105961 | NS      | $2431804.95   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Tutor Perini Corp                        | Tutor Perini Corp                                       | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     81100 | NS      | $612305.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cot           | Natural Grocers by Vitamin Cottage Inc                  | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |     25800 | NS      | $235812.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 Value ETF           | iShares Russell 2000 Value ETF                          | CUSIP: 464287630<br>LEI: 549300WJAJCAZZLTQD63 | Long             | EC               | RF                | US        |    129800 | NS      | $17999366.00  | 1.73%             |  |  |  | No            |                  1 | On Loan: —       |
| DiamondRock Hospitality Co               | DiamondRock Hospitality Co                              | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     77230 | NS      | $632513.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley Inc                         | Vera Bradley Inc                                        | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |     77700 | NS      | $351981.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Tr           | Corporate Office Properties Trust                       | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     32512 | NS      | $843361.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Revance Therapeutics Inc                 | Revance Therapeutics Inc                                | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |     14842 | NS      | $273983.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Washington Trust Bancorp Inc             | Washington Trust Bancorp Inc                            | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      8200 | NS      | $386876.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Lt           | Alpha & Omega Semiconductor Ltd                         | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |     10583 | NS      | $302356.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| John Wiley & Sons Inc                    | John Wiley & Sons Inc                                   | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     54404 | NS      | $2179424.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                      | Glacier Bancorp Inc                                     | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     33391 | NS      | $1650183.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Syneos Health Inc                        | Syneos Health Inc                                       | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     51774 | NS      | $1899070.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc              | AMN Healthcare Services Inc                             | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      9805 | NS      | $1008150.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerald Holding Inc                      | Emerald Holding Inc                                     | CUSIP: 29103W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68978 | NS      | $244182.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                   | Laureate Education Inc                                  | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     90036 | NS      | $866146.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc              | German American Bancorp Inc                             | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23873 | NS      | $890462.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                      | Equity Commonwealth                                     | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     40565 | NS      | $1012908.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Corp/MI                 | Independent Bank Corp/MI                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32971 | NS      | $788666.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                | Janus Henderson Group PLC                               | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |     34300 | NS      | $806736.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| MaxLinear Inc                            | MaxLinear Inc                                           | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     14800 | NS      | $502460.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                       | Light & Wonder Inc                                      | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     33700 | NS      | $1974820.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc               | NGM Biopharmaceuticals Inc                              | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |     40247 | NS      | $202039.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                         | LendingClub Corp                                        | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     55118 | NS      | $485038.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                     | Astec Industries Inc                                    | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     21762 | NS      | $884842.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp              | Simmons First National Corp                             | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     39400 | NS      | $850252.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Deckers Outdoor Corp                     | Deckers Outdoor Corp                                    | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      6589 | NS      | $2630065.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Energy Inc                        | Vertex Energy Inc                                       | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Long             | EC               | CORP              | US        |     86100 | NS      | $533820.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Enstar Group Ltd                         | Enstar Group Ltd                                        | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |     11387 | NS      | $2630852.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                  | Flushing Financial Corp                                 | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34000 | NS      | $658920.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Southwest Gas Holdings Inc               | Southwest Gas Holdings Inc                              | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46879 | NS      | $2900872.52   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                 | Kearny Financial Corp/MD                                | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75235 | NS      | $763635.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Valley National Bancorp                  | Valley National Bancorp                                 | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    165682 | NS      | $1873863.42   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Territorial Bancorp Inc                  | Territorial Bancorp Inc                                 | CUSIP: 88145X108<br>LEI: 5493003VDUGN5KBPTN24 | Long             | EC               | CORP              | US        |     10600 | NS      | $254506.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment T           | PennyMac Mortgage Investment Trust                      | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |    140718 | NS      | $1743496.02   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Information Services Group Inc           | Information Services Group Inc                          | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |    135900 | NS      | $625140.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                      | Luxfer Holdings PLC                                     | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |      6500 | NS      | $89180.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Blockchain Inc                      | Riot Blockchain Inc                                     | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |     64700 | NS      | $219333.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Enact Holdings Inc                       | Enact Holdings Inc                                      | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12900 | NS      | $311148.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FNB Corp/PA                              | FNB Corp/PA                                             | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     63200 | NS      | $824760.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Resources Connection Inc                 | Resources Connection Inc                                | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32000 | NS      | $588160.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                | GATX Corp                                               | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      3070 | NS      | $326463.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Webster Financial Corp                   | Webster Financial Corp                                  | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      3162 | NS      | $149689.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties I           | Ryman Hospitality Properties Inc                        | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     49356 | NS      | $4036333.68   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp               | Amalgamated Financial Corp                              | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14763 | NS      | $340139.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                       | Axos Financial Inc                                      | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     21385 | NS      | $817334.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc           | Virtus Investment Partners Inc                          | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      6631 | NS      | $1269438.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                | First BanCorp/Puerto Rico                               | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    232082 | NS      | $2952083.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Preformed Line Products Co               | Preformed Line Products Co                              | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |      2400 | NS      | $199896.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                    | Alphatec Holdings Inc                                   | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     90600 | NS      | $1118910.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                              | Banner Corp                                             | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42991 | NS      | $2717031.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                  | Avidity Biosciences Inc                                 | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65516 | NS      | $1453800.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| 1st Source Corp                          | 1st Source Corp                                         | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11249 | NS      | $597209.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Managem           | Artisan Partners Asset Management Inc                   | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     19700 | NS      | $585090.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp                       | MVB Financial Corp                                      | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |      3080 | NS      | $67821.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp           | Central Pacific Financial Corp                          | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     36477 | NS      | $739753.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc            | Selective Insurance Group Inc                           | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     32930 | NS      | $2917927.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Semtech Corp                             | Semtech Corp                                            | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     29700 | NS      | $852093.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                        | Andersons Inc/The                                       | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     35075 | NS      | $1227274.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc             | Braemar Hotels & Resorts Inc                            | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |    101600 | NS      | $417576.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc             | Cass Information Systems Inc                            | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |     13700 | NS      | $627734.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Unitil Corp                              | Unitil Corp                                             | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9674 | NS      | $496856.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                           | SpartanNash Co                                          | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     26961 | NS      | $815300.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                 | Builders FirstSource Inc                                | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     11513 | NS      | $746963.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Piper Sandler Cos                        | Piper Sandler Cos                                       | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      9605 | NS      | $1250474.95   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| SeaSpine Holdings Corp                   | SeaSpine Holdings Corp                                  | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |     55300 | NS      | $461755.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                     | JELD-WEN Holding Inc                                    | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     77900 | NS      | $751735.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Unisys Corp                              | Unisys Corp                                             | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     31839 | NS      | $162697.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc               | Mueller Water Products Inc                              | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     56600 | NS      | $609016.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                 | AAR Corp                                                | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     28349 | NS      | $1272870.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                        | PC Connection Inc                                       | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      4200 | NS      | $196980.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C           | First Commonwealth Financial Corp                       | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     32691 | NS      | $456693.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Radian Group Inc                         | Radian Group Inc                                        | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    148075 | NS      | $2823790.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                             | Veracyte Inc                                            | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     32946 | NS      | $781808.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                  | Kimball Electronics Inc                                 | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     19500 | NS      | $440505.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc                        | Parke Bancorp Inc                                       | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |     12000 | NS      | $248880.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                 | Gogo Inc                                                | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     23000 | NS      | $339480.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Stride Inc                               | Stride Inc                                              | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |    102925 | NS      | $3219494.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Tredegar Corp                            | Tredegar Corp                                           | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     42700 | NS      | $436394.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Mersana Therapeutics Inc                 | Mersana Therapeutics Inc                                | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |     77391 | NS      | $453511.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                        | Herc Holdings Inc                                       | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      9615 | NS      | $1265045.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc            | Academy Sports & Outdoors Inc                           | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101878 | NS      | $5352670.12   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| DHT Holdings Inc                         | DHT Holdings Inc                                        | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | BM        |    119539 | NS      | $1061506.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                     | WW International Inc                                    | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      7838 | NS      | $30254.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc               | El Pollo Loco Holdings Inc                              | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     26300 | NS      | $261948.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Premier Financial Corp                   | Premier Financial Corp                                  | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29418 | NS      | $793403.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                 | Theravance Biopharma Inc                                | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |    100166 | NS      | $1123862.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                      | Paramount Group Inc                                     | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |     27394 | NS      | $162720.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Comtech Telecommunications Cor           | Comtech Telecommunications Corp                         | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |     93700 | NS      | $1137518.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Treasurer and Principal Financial and Accounting Officer