# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013461
**Filing Date:** 2023-2
**Character Count:** 211867
**Document Hash:** fe72d807593bf315a1ddc4afdb436f1b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013461.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013461

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683183

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL Small Cap Index Fund (Series ID: S000071120)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000225786 | JNL Small Cap Index Fund (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL Small Cap Index Fund

- **b. EDGAR series identifier (if any):** S000071120

- **c. LEI of Series:** 549300MWTBBL3B802845

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2341452391.41

**Total Liabilities:** $6435511.45

**Net Assets:** $2335016879.96

**Cash Not Reported:** $1585839.04

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225786 | 12.31%               | 4.21%                | -6.80%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-541407.70              | $260533127.98                              |
| Month 2  | $-772781.41              | $96964301.02                               |
| Month 3  | $-6903698.27             | $-166993241.22                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC          | JNL Securities Lending Collateral Fund          | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2865182 | NS      | $2865182.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                     | FUTURE - CASH SETTLED                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       128 | NC      | $-261679.36   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                    | Central Garden & Pet Company                    | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     26849 | NS      | $1005495.05   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                    | Central Garden & Pet Company                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |    109522 | NS      | $3920887.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                 | Central Pacific Financial Corp.                 | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     73298 | NS      | $1486483.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                        | Century Aluminum Company                        | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |    136064 | NS      | $1113003.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                       | Century Communities, Inc.                       | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     75675 | NS      | $3784506.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Cerence Inc.                                    | Cerence Inc.                                    | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |    106384 | NS      | $1971295.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc.                                       | CEVA Inc.                                       | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     61985 | NS      | $1585576.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chefs' Warehouse, Inc.                      | The Chefs' Warehouse, Inc.                      | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     91102 | NS      | $3031874.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JNL Government Money Market Fund                | JNL Government Money Market Fund                | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5238712 | NS      | $5238711.94   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                         | Piper Sandler Companies                         | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     37362 | NS      | $4864158.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Realogy Holdings Corp.                          | Realogy Holdings Corp.                          | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    290745 | NS      | $1857860.55   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Spartannash Company                             | Spartannash Company                             | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     93579 | NS      | $2829828.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.                  | Supernus Pharmaceuticals, Inc.                  | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |    143960 | NS      | $5135053.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics, Inc.                                 | Surmodics, Inc.                                 | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     38820 | NS      | $1324538.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers, Inc.             | Tanger Factory Outlet Centers, Inc.             | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |    276793 | NS      | $4965666.42   | 0.21%             |  |  |  | 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        |    265866 | NS      | $2788934.34   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Company                                 | Tennant Company                                 | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     49419 | NS      | $3042727.83   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings, Inc.                            | Thryv Holdings, Inc.                            | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79892 | NS      | $1517948.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corporation                         | TimkenSteel Corporation                         | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |    105648 | NS      | $1919624.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                             | CVB Financial Corp.                             | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    349987 | NS      | $9012165.25   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                           | Cal-Maine Foods, Inc.                           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |    101078 | NS      | $5503697.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers, Inc.                            | Calavo Growers, Inc.                            | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46321 | NS      | $1361837.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cheesecake Factory Incorporated             | The Cheesecake Factory Incorporated             | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |    126562 | NS      | $4013281.02   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Tredegar Corporation                            | Tredegar Corporation                            | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     66215 | NS      | $676717.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Trinity Industries, Inc.                        | Trinity Industries, Inc.                        | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    215216 | NS      | $6363937.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corporation                   | Progress Software Corporation                   | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |    114566 | NS      | $5779854.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries, Inc.                   | South Jersey Industries, Inc.                   | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |    325472 | NS      | $11564020.16  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corporation               | Standex International Corporation               | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     32106 | NS      | $3287975.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group, Inc.                             | Triumph Group, Inc.                             | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |    173937 | NS      | $1829817.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion, Inc.                                 | Trupanion, Inc.                                 | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     92806 | NS      | $4411069.18   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Trustco Bank Corp N Y                           | Trustco Bank Corp N Y                           | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51316 | NS      | $1928968.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corporation                              | Unisys Corporation                              | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |    182277 | NS      | $931435.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                    | United Community Banks, Inc.                    | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    281829 | NS      | $9525820.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corporation                           | Trustmark Corporation                           | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |    161936 | NS      | $5653185.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifirst Corporation                            | Unifirst Corporation                            | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     40023 | NS      | $7724038.77   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                         | United Fire Group, Inc.                         | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58830 | NS      | $1609588.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                      | United Natural Foods, Inc.                      | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |    154382 | NS      | $5976127.22   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc.                      | Vanda Pharmaceuticals Inc.                      | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |    151999 | NS      | $1123272.61   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc.                                | Uniti Group Inc.                                | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    634188 | NS      | $3507059.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings, Inc.              | Universal Insurance Holdings, Inc.              | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     70843 | NS      | $750227.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                           | Urban Edge Properties                           | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    310023 | NS      | $4368224.07   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                       | Varex Imaging Corporation                       | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |    107323 | NS      | $2178656.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd.                               | Vector Group Ltd.                               | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    349086 | NS      | $4140159.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                             | Vericel Corporation                             | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |    126645 | NS      | $3335829.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                       | Viad Corp                                       | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     56519 | NS      | $1378498.41   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR Biotechnology, Inc.                         | VIR Biotechnology, Inc.                         | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200981 | NS      | $5086829.11   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                | Virtus Investment Partners, Inc.                | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     18026 | NS      | $3450897.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                           | Walker & Dunlop, Inc.                           | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81462 | NS      | $6393137.76   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                          | Warrior Met Coal, Inc.                          | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |    136606 | NS      | $4732031.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                | WisdomTree, Inc.                                | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |    292889 | NS      | $1596245.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International, Inc.                          | WW International, Inc.                          | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |    145206 | NS      | $560495.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL, Inc.                                      | XPEL, Inc.                                      | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     52408 | NS      | $3147624.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc.                                      | Xperi Inc.                                      | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112657 | NS      | $969975.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.                 | Academy Sports & Outdoors, Inc.                 | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    212367 | NS      | $11157762.18  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                             | Acadia Realty Trust                             | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    249233 | NS      | $3576493.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.Com Holdings, Inc.                        | Alarm.Com Holdings, Inc.                        | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |    132178 | NS      | $6540167.44   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin, Inc.                       | Alexander & Baldwin, Inc.                       | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    194805 | NS      | $3648697.65   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ADS Alliance Data Systems, Inc.                 | ADS Alliance Data Systems, Inc.                 | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |    133224 | NS      | $5017215.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                        | Apogee Enterprises, Inc.                        | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     58912 | NS      | $2619227.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                   | ARMOUR Residential REIT, Inc.                   | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |    338467 | NS      | $1905569.21   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Asbury Automotive Group, Inc.                   | Asbury Automotive Group, Inc.                   | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     58839 | NS      | $10546890.75  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                          | Astec Industries, Inc.                          | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     60534 | NS      | $2461312.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.              | Atlas Air Worldwide Holdings, Inc.              | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     68282 | NS      | $6882825.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                      | Axcelis Technologies, Inc.                      | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     87407 | NS      | $6936619.52   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.            | Cogent Communications Holdings, Inc.            | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114096 | NS      | $6512599.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences, Inc.                       | Coherus Biosciences, Inc.                       | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |    172005 | NS      | $1362279.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Community Healthcare Trust Incorporated         | Community Healthcare Trust Incorporated         | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |     63961 | NS      | $2289803.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International, Inc.            | Compass Minerals International, Inc.            | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     90859 | NS      | $3725219.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                 | Consensus Cloud Solutions, Inc.                 | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46113 | NS      | $2479034.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc.                              | CONSOL Energy Inc.                              | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     86855 | NS      | $5645575.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                                 | CoreCivic, Inc.                                 | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    305778 | NS      | $3534793.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent, Inc.                                  | Exponent, Inc.                                  | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |    134626 | NS      | $13340090.34  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                        | FB Financial Corporation                        | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     94240 | NS      | $3405833.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet, Inc.                                | HomeStreet, Inc.                                | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48463 | NS      | $1336609.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                              | Hope Bancorp, Inc.                              | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    314183 | NS      | $4024684.23   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands, Inc.                            | Hostess Brands, Inc.                            | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    356454 | NS      | $7998827.76   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc.                                      | iStar Inc.                                      | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |    225128 | NS      | $1717726.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Group, Inc.                    | Independent Bank Group, Inc.                    | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93967 | NS      | $5645537.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                       | Insight Enterprises, Inc.                       | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     80710 | NS      | $8092791.70   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc.                                   | Innospec Inc.                                   | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     65712 | NS      | $6759136.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries, Inc.                        | Insteel Industries, Inc.                        | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     51901 | NS      | $1428315.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                          | Veritex Holdings, Inc.                          | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |    143535 | NS      | $4030462.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora, Inc.                                   | Blucora, Inc.                                   | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |    126705 | NS      | $3234778.65   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                        | Boot Barn Holdings, Inc.                        | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     78623 | NS      | $4915509.96   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corporation                               | Brady Corporation                               | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |    123382 | NS      | $5811292.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                     | Brinker International, Inc.                     | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |    117240 | NS      | $3741128.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings, Inc.                           | Chuy's Holdings, Inc.                           | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48494 | NS      | $1372380.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Company                            | City Holding Company                            | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39317 | NS      | $3660019.53   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                  | Community Health Systems, Inc.                  | CUSIP: 203668108<br>LEI: 5493007X5NC5XI1BB106 | Long             | EC               | CORP              | US        |    328333 | NS      | $1418398.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems, Inc.             | Computer Programs and Systems, Inc.             | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     40013 | NS      | $1089153.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp.                | Comtech Telecommunications Corp.                | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |     72281 | NS      | $877491.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Buckle, Inc.                                | The Buckle, Inc.                                | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     78252 | NS      | $3548728.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Regenxbio Inc.                                  | Regenxbio Inc.                                  | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |    100267 | NS      | $2274055.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corporation                              | CONMED Corporation                              | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     81283 | NS      | $7204925.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                         | Digi International Inc.                         | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     93627 | NS      | $3422066.85   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corporation                               | Sabre Corporation                               | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    877248 | NS      | $5421392.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Six Flags Operations Inc.                       | Six Flags Operations Inc.                       | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |    198012 | NS      | $4603779.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                             | Diodes Incorporated                             | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |    120719 | NS      | $9191544.66   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products, Inc.                           | Dorman Products, Inc.                           | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74948 | NS      | $6061044.76   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences, Inc.                     | USANA Health Sciences, Inc.                     | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     29973 | NS      | $1594563.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                      | Ultra Clean Holdings, Inc.                      | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |    120594 | NS      | $3997691.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| e.l.f. Beauty, Inc.                             | e.l.f. Beauty, Inc.                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |    133042 | NS      | $7357222.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals, Inc.                     | Eagle Pharmaceuticals, Inc.                     | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     28358 | NS      | $828904.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZimVie Inc.                                     | ZimVie Inc.                                     | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     56946 | NS      | $531875.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex, Inc.                                     | Zynex, Inc.                                     | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58357 | NS      | $811745.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ebix, Inc.                                      | Ebix, Inc.                                      | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     61159 | NS      | $1220733.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8, Inc.                                       | 8X8, Inc.                                       | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    294050 | NS      | $1264415.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Del Monte Fresh Produce Company                 | Del Monte Fresh Produce Company                 | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |     79980 | NS      | $2094676.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings, Ltd.                            | Ichor Holdings, Ltd.                            | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |     77512 | NS      | $2078871.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc.                        | Ellington Financial Inc.                        | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |    149647 | NS      | $1851133.39   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Ethan Allen Interiors Inc.                      | Ethan Allen Interiors Inc.                      | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61042 | NS      | $1612729.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group, Inc.                         | James River Group, Inc.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    100987 | NS      | $2111638.17   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Limited           | Alpha and Omega Semiconductor Limited           | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |     59208 | NS      | $1691572.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies, Inc.                         | FARO Technologies, Inc.                         | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     49092 | NS      | $1443795.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                    | OmniAb, Inc.                                    | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16358 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Signet Jewelers Limited                         | Signet Jewelers Limited                         | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | JE        |    122911 | NS      | $8357948.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                 | SiriusPoint Ltd                                 | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |    224922 | NS      | $1327039.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Onespan, Inc.                                   | Onespan, Inc.                                   | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     96477 | NS      | $1079577.63   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRX Corporation                          | OptimizeRX Corporation                          | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44883 | NS      | $754034.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orasure Technologies, Inc.                      | Orasure Technologies, Inc.                      | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |    193632 | NS      | $933306.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc.                     | Organogenesis Holdings Inc.                     | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |    187385 | NS      | $504065.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                             | Owens & Minor, Inc.                             | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |    203431 | NS      | $3973007.43   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection, Inc.                             | PC Connection, Inc.                             | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     29281 | NS      | $1373278.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group, Inc.                  | Ruth's Hospitality Group, Inc.                  | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     81778 | NS      | $1265923.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings, Inc.                     | SMART Global Holdings, Inc.                     | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |    128357 | NS      | $1909952.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo Public Limited Company                  | Trinseo Public Limited Company                  | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | IE        |     93349 | NS      | $2119955.79   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories N.V.                          | Core Laboratories N.V.                          | CUSIP: N/A<br>LEI: 724500MDYY5VBSAF5W50       | Long             | EC               | CORP              | NL        |    122110 | NS      | $2475169.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure N.V.                                    | uniQure N.V.                                    | CUSIP: N/A<br>LEI: 967600V5WH1JCD6HRG94       | Long             | EC               | CORP              | NL        |    109633 | NS      | $2485380.11   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                 | Dorian LPG Ltd.                                 | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |     82347 | NS      | $1560475.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                              | AMC Networks, Inc.                              | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     75049 | NS      | $1176017.83   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals, Inc.                       | ANI Pharmaceuticals, Inc.                       | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     32605 | NS      | $1311699.15   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International, Inc.                         | ATN International, Inc.                         | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     29199 | NS      | $1323006.69   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Company | American Equity Investment Life Holding Company | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |    184637 | NS      | $8423139.94   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Company                   | American States Water Company                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     98342 | NS      | $9101552.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corporation                   | American Vanguard Corporation                   | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     72460 | NS      | $1573106.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                   | American Woodmark Corporation                   | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     44531 | NS      | $2175784.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Caretrust REIT, Inc.                            | Caretrust REIT, Inc.                            | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    256416 | NS      | $4764209.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corporation                              | CorVel Corporation                              | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24275 | NS      | $3527885.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks, Inc.                          | Extreme Networks, Inc.                          | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    347535 | NS      | $6363365.85   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                            | First Hawaiian, Inc.                            | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    338641 | NS      | $8818211.64   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust, Inc.               | Four Corners Property Trust, Inc.               | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |    220247 | NS      | $5711004.71   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust, Inc.                 | Franklin BSP Realty Trust, Inc.                 | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |    221488 | NS      | $2857195.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Street Properties Corp.                | Franklin Street Properties Corp.                | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |    248689 | NS      | $678920.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| GMS Inc.                                        | GMS Inc.                                        | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |    112914 | NS      | $5623117.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co., Inc.                               | Gannett Co., Inc.                               | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |    393897 | NS      | $799610.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Incorporated                           | Gentherm Incorporated                           | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     87756 | NS      | $5729589.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthstream, Inc.                              | Healthstream, Inc.                              | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     65098 | NS      | $1617034.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corporation                  | Heritage Financial Corporation                  | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94243 | NS      | $2887605.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corporation                               | Heska Corporation                               | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |     27420 | NS      | $1704427.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties, Inc.          | Innovative Industrial Properties, Inc.          | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     74221 | NS      | $7522298.35   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                    | Integer Holdings Corporation                    | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     87684 | NS      | $6002846.64   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                              | InterDigital, Inc.                              | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |     79502 | NS      | $3933758.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc.                   | Invesco Mortgage Capital Inc.                   | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |     90205 | NS      | $1148309.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Millerknoll, Inc.                               | Millerknoll, Inc.                               | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    199156 | NS      | $4184267.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                      | Minerals Technologies Inc.                      | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     86143 | NS      | $5230602.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort, Inc.                   | Monarch Casino & Resort, Inc.                   | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     35396 | NS      | $2721598.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                               | Pitney Bowes Inc.                               | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    436373 | NS      | $1658217.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corporation                              | Rogers Corporation                              | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     50160 | NS      | $5986094.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                       | SJW Group                                       | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69974 | NS      | $5681189.06   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| The Aaron's Company, Inc.                       | The Aaron's Company, Inc.                       | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81346 | NS      | $972084.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group, Inc.                     | Ambac Financial Group, Inc.                     | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |    119683 | NS      | $2087271.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust, Inc.                     | American Assets Trust, Inc.                     | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139683 | NS      | $3701599.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.    | American Axle & Manufacturing Holdings, Inc.    | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    303794 | NS      | $2375669.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.                 | American Eagle Outfitters, Inc.                 | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    461273 | NS      | $6439371.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons, Inc.                             | The Andersons, Inc.                             | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     82854 | NS      | $2899061.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                         | Brookline Bancorp, Inc.                         | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    203803 | NS      | $2883812.45   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial                       | Capitol Federal Financial                       | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    342303 | NS      | $2960920.95   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc.                                   | Cars.com Inc.                                   | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |    164109 | NS      | $2259780.93   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu, Inc.                                      | Cohu, Inc.                                      | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |    126648 | NS      | $4059068.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.         | Essential Properties Realty Trust, Inc.         | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    378709 | NS      | $8888300.23   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                        | Genworth Financial, Inc.                        | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |   1324072 | NS      | $7004340.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease, Inc.                          | Global Net Lease, Inc.                          | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |    274629 | NS      | $3452086.53   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Intelsat Inflight LLC                           | Intelsat Inflight LLC                           | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |    171154 | NS      | $2526233.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment, Inc.                      | Golden Entertainment, Inc.                      | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     57830 | NS      | $2162842.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated               | Granite Construction Incorporated               | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |    116081 | NS      | $4070960.67   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc.               | Granite Point Mortgage Trust Inc.               | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |    143968 | NS      | $771668.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corporation                           | Green Dot Corporation                           | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123536 | NS      | $1954339.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc.                               | Green Plains Inc.                               | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |    157291 | NS      | $4797375.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.              | Helix Energy Solutions Group, Inc.              | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    381980 | NS      | $2819012.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne, Inc.                         | Helmerich & Payne, Inc.                         | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    280121 | NS      | $13885597.97  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen, Inc.                                    | Inogen, Inc.                                    | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     59951 | NS      | $1181634.21   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva, Inc.                                  | Innoviva, Inc.                                  | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |    167777 | NS      | $2223045.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Pennant Group, Inc.                         | The Pennant Group, Inc.                         | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     76672 | NS      | $841858.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                            | Renasant Corporation                            | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |    149197 | NS      | $5608315.23   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Bancorp, Inc.                           | Triumph Bancorp, Inc.                           | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     61566 | NS      | $3008730.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust            | Universal Health Realty Income Trust            | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |     33964 | NS      | $1621101.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, Inc.                                      | AAON, Inc.                                      | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111365 | NS      | $8388011.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                       | AAR Corp.                                       | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     87505 | NS      | $3928974.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                     | ABM Industries Incorporated                     | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |    176060 | NS      | $7820585.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.                   | AMN Healthcare Services, Inc.                   | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |    115110 | NS      | $11835610.20  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks, Inc.                              | A10 Networks, Inc.                              | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |    170359 | NS      | $2833070.17   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc.                                        | AZZ Inc.                                        | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     65495 | NS      | $2632899.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                         | Abercrombie & Fitch Co.                         | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |    131337 | NS      | $3008930.67   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics, Inc.                        | Anika Therapeutics, Inc.                        | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |     38535 | NS      | $1140636.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                    | Arcosa, Inc.                                    | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |    128317 | NS      | $6972745.78   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.                  | Catalyst Pharmaceuticals, Inc.                  | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |    253742 | NS      | $4719601.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERSPACE                                     | CENTERSPACE                                     | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     39653 | NS      | $2326441.51   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                           | Chatham Lodging Trust                           | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128740 | NS      | $1579639.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                         | Cinemark Holdings, Inc.                         | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |    284939 | NS      | $2467571.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International, Inc.                      | CIRCOR International, Inc.                      | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |     55440 | NS      | $1328342.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                         | Civitas Resources, Inc.                         | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |    138759 | NS      | $8038308.87   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                                | Clearfield, Inc.                                | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |     30210 | NS      | $2843969.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                    | Clearwater Paper Corporation                    | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     44747 | NS      | $1691884.07   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                  | Collegium Pharmaceutical, Inc.                  | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     89402 | NS      | $2074126.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                       | Comfort Systems USA, Inc.                       | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     95289 | NS      | $10965858.12  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming, Inc.                            | Corsair Gaming, Inc.                            | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     99675 | NS      | $1352589.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Customers Bancorp, Inc.                         | Customers Bancorp, Inc.                         | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     81485 | NS      | $2309284.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Incorporated                      | Cytokinetics, Incorporated                      | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |    251853 | NS      | $11539904.46  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc.                                 | DMC Global Inc.                                 | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     51024 | NS      | $991906.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Colombia S A S           | Edgewell Personal Care Colombia S A S           | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |    137129 | NS      | $5284951.66   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals, Inc.                    | Enanta Pharmaceuticals, Inc.                    | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     51906 | NS      | $2414667.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc.                                    | Enhabit Inc.                                    | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    131925 | NS      | $1736133.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                       | Enova International, Inc.                       | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     83487 | NS      | $3203396.19   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Ensign Group, Inc.                          | The Ensign Group, Inc.                          | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |    147375 | NS      | $13943148.75  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                   | EVERTEC, Inc.                                   | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    172752 | NS      | $5593709.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                              | Getty Realty Corp.                              | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |    112453 | NS      | $3806534.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                      | Gibraltar Industries, Inc.                      | CUSIP: 374689107<br>LEI: 549300AE5O3GN0YBLM57 | Long             | EC               | CORP              | US        |     82441 | NS      | $3782393.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corporation                             | Glaukos Corporation                             | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |    126472 | NS      | $5524296.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products, Inc.               | Installed Building Products, Inc.               | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     62020 | NS      | $5308912.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtran Holdings, Inc.                           | Adtran Holdings, Inc.                           | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |    189229 | NS      | $3555612.91   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth LLC                                 | AdaptHealth LLC                                 | CUSIP: 00653Q102<br>LEI: 549300SN58QQ28RVWE26 | Long             | EC               | CORP              | US        |    202637 | NS      | $3894683.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti, Inc.                                   | Agiliti, Inc.                                   | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84283 | NS      | $1374655.73   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                        | Allegiant Travel Company                        | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     41200 | NS      | $2801188.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc.           | Allscripts Healthcare Solutions, Inc.           | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    290200 | NS      | $5119128.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car Mart, Inc.                        | America's Car Mart, Inc.                        | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15159 | NS      | $1095389.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerisafe, Inc.                                 | Amerisafe, Inc.                                 | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     50988 | NS      | $2649846.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.                 | Amphastar Pharmaceuticals, Inc.                 | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     99357 | NS      | $2783983.14   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics, Inc.                             | AngioDynamics, Inc.                             | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |    105081 | NS      | $1446965.37   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.     | Apollo Commercial Real Estate Finance, Inc.     | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |    342049 | NS      | $3680447.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings, Inc.                   | Apollo Medical Holdings, Inc.                   | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |    104979 | NS      | $3106328.61   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.           | Applied Industrial Technologies, Inc.           | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |    102495 | NS      | $12917444.85  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcbest Corporation                             | Arcbest Corporation                             | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     64650 | NS      | $4528086.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock, Inc.                                  | Archrock, Inc.                                  | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    353557 | NS      | $3174941.86   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corporation                             | Arconic Corporation                             | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |    269863 | NS      | $5710301.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences, Inc.                         | Arcus Biosciences, Inc.                         | CUSIP: 03969F109<br>LEI: 213800CSKAC96ELS4K25 | Long             | EC               | CORP              | US        |    138546 | NS      | $2865131.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties, Inc.                 | Armada Hoffler Properties, Inc.                 | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |    182863 | NS      | $2102924.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres, Inc.                                   | Caleres, Inc.                                   | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     95253 | NS      | $2122236.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc.                           | Hilltop Holdings Inc.                           | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |    122860 | NS      | $3687028.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                                 | Interface, Inc.                                 | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |    158764 | NS      | $1567000.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P Small Cap ETF                  | iShares Core S&P Small Cap ETF                  | CUSIP: 464287804<br>LEI: 5493002YECWEEITPWL97 | Long             | EC               | RF                | US        |     89124 | NS      | $8434695.36   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                     | Itron, Inc.                                     | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |    120580 | NS      | $6107377.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp.                         | J & J Snack Foods Corp.                         | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39995 | NS      | $5987651.45   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc.                            | Jack in the Box Inc.                            | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     55367 | NS      | $3777690.41   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corporation                     | Kaiser Aluminum Corporation                     | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42002 | NS      | $3190471.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corporation                               | Kaman Corporation                               | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |     74514 | NS      | $1661662.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                      | Korn Ferry                                      | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |    141830 | NS      | $7179434.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Incorporated                           | La-Z-Boy Incorporated                           | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    114782 | NS      | $2619325.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corporation                  | Lakeland Financial Corporation                  | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67685 | NS      | $4938974.45   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum, Inc.                          | Laredo Petroleum, Inc.                          | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     44305 | NS      | $2278163.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| LeMaitre Vascular, Inc.                         | LeMaitre Vascular, Inc.                         | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     52531 | NS      | $2417476.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's, Inc.                                  | Leslie's, Inc.                                  | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    396089 | NS      | $4836246.69   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson, Inc.                                | LivePerson, Inc.                                | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |    188503 | NS      | $1911420.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express, Inc.                            | PetMed Express, Inc.                            | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |     54914 | NS      | $971977.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet, Inc.                                    | RadNet, Inc.                                    | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |    129941 | NS      | $2446789.03   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                     | Rambus Inc.                                     | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |    285791 | NS      | $10237033.62  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                             | Redwood Trust, Inc.                             | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |    304432 | NS      | $2057960.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings, Inc.                        | Employers Holdings, Inc.                        | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71666 | NS      | $3090954.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                      | Encore Capital Group, Inc.                      | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     62157 | NS      | $2979806.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| REX American Resources Corporation              | REX American Resources Corporation              | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40818 | NS      | $1300461.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| John B. Sanfilippo & Son, Inc.                  | John B. Sanfilippo & Son, Inc.                  | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     24084 | NS      | $1958510.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology, Inc.                           | Avid Technology, Inc.                           | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     88471 | NS      | $2352443.89   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System, Inc.                     | Community Bank System, Inc.                     | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |    141962 | NS      | $8936507.90   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                          | Scholastic Corporation                          | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78689 | NS      | $3105067.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus, Inc.                          | Simulations Plus, Inc.                          | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42133 | NS      | $1540803.81   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corporation                         | Encore Wire Corporation                         | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48939 | NS      | $6732048.84   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp.                        | Enerpac Tool Group Corp.                        | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |    150760 | NS      | $3836842.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus inc.                                      | ePlus inc.                                      | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     70965 | NS      | $3142330.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                          | ESCO Technologies Inc.                          | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     68842 | NS      | $6026428.68   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, Inc.                                    | EZCORP, Inc.                                    | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |    141378 | NS      | $1152230.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                         | LiveRamp Holdings, Inc.                         | CUSIP: 53815P108<br>LEI: 76MIROMHC0FSWDR2G072 | Long             | EC               | CORP              | US        |    176172 | NS      | $4129471.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Alpharetta Tenant, LLC              | DiamondRock Alpharetta Tenant, LLC              | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    554906 | NS      | $4544680.14   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                      | Federal Signal Corporation                      | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |    160825 | NS      | $7473537.75   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MGPI Processing, Inc.                           | MGPI Processing, Inc.                           | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     40674 | NS      | $4326900.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                                 | M/I Homes, Inc.                                 | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     72286 | NS      | $3338167.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc.                                  | MYR Group Inc.                                  | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     44084 | NS      | $4058813.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Intermodal - Paragon, Inc.               | Matson Intermodal - Paragon, Inc.               | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |    100397 | NS      | $6275816.47   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                   | First Bancorp                                   | CUSIP: 318910106<br>LEI: 549300QGC3EY3EV0NS72 | Long             | EC               | CORP              | US        |     95193 | NS      | $4078068.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics, Inc.                          | Fulgent Genetics, Inc.                          | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     51720 | NS      | $1540221.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercer International Inc.                       | Mercer International Inc.                       | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |    107324 | NS      | $1249251.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corporation              | National Bank Holdings Corporation              | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98428 | NS      | $4140865.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                         | National Beverage Corp.                         | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     61594 | NS      | $2865968.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Company               | Northwest Natural Holding Company               | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92740 | NS      | $4413496.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc.                                    | Genesco Inc.                                    | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     32911 | NS      | $1514564.22   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                        | Group 1 Automotive, Inc.                        | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     38871 | NS      | $7011162.27   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess ?, Inc.                                   | Guess ?, Inc.                                   | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     81351 | NS      | $1683152.19   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| HNI Corporation                                 | HNI Corporation                                 | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |    111118 | NS      | $3159084.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises, Inc.                       | Nu Skin Enterprises, Inc.                       | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |    131406 | NS      | $5540076.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive, Inc.                                  | NuVasive, Inc.                                  | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |    136788 | NS      | $5641137.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Osi Systems, Inc.                               | Osi Systems, Inc.                               | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     41529 | NS      | $3302386.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                  | Office Properties Income Trust                  | CUSIP: 67623C109<br>LEI: 529900A38AW14ELBTL34 | Long             | EC               | CORP              | US        |    130793 | NS      | $1746086.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hain Celestial Group, Inc.                  | The Hain Celestial Group, Inc.                  | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |    235539 | NS      | $3811021.02   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corporation                     | Hanmi Financial Corporation                     | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     80253 | NS      | $1986261.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic, Inc.                                  | Harmonic, Inc.                                  | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    281965 | NS      | $3693741.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corporation                      | Addus HomeCare Corporation                      | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     42716 | NS      | $4249814.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                      | Adeia Inc.                                      | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    281642 | NS      | $2669966.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc.                   | Adtalem Global Education Inc.                   | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |    121123 | NS      | $4299866.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc.                                    | Hibbett Inc.                                    | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     34542 | NS      | $2356455.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation               | Horace Mann Educators Corporation               | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |    107835 | NS      | $4029793.95   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                                 | Hub Group, Inc.                                 | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87305 | NS      | $6939874.45   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.               | Aerojet Rocketdyne Holdings, Inc.               | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |    201246 | NS      | $11255688.78  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                | Advanced Energy Industries, Inc.                | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     99361 | NS      | $8523186.58   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International, Inc.                  | Oil States International, Inc.                  | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |    173565 | NS      | $1294794.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel, Inc.                             | Olympic Steel, Inc.                             | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     24628 | NS      | $827008.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Hudson Pacific Properties, Inc.                 | Hudson Pacific Properties, Inc.                 | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    340143 | NS      | $3309591.39   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                          | Independent Bank Corp.                          | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    121631 | NS      | $10269305.33  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                 | B&G Foods, Inc.                                 | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |    190461 | NS      | $2123640.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| B. Riley & Co., LLC                             | B. Riley & Co., LLC                             | CUSIP: 05580M108<br>LEI: 549300AEVMODVBY3QS51 | Long             | EC               | CORP              | US        |     42493 | NS      | $1453260.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Inter Parfums, Inc.                             | Inter Parfums, Inc.                             | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47165 | NS      | $4552365.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corporation              | Matthews International Corporation              | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     81801 | NS      | $2490022.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                    | OmniAb, Inc.                                    | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16358 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Oxford Industries, Inc.                         | Oxford Industries, Inc.                         | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     39432 | NS      | $3674273.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corporation                           | BancFirst Corporation                           | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     46725 | NS      | $4120210.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bancorp, Inc.                               | The Bancorp, Inc.                               | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148864 | NS      | $4224760.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics, Inc.                                | Photronics, Inc.                                | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |    163877 | NS      | $2758049.91   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                    | Plexus Corp.                                    | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     73725 | NS      | $7588514.25   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions, Inc.                             | PDF Solutions, Inc.                             | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     77929 | NS      | $2222535.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Pharmaceuticals, Inc.                    | Pacira Pharmaceuticals, Inc.                    | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |    121141 | NS      | $4677254.01   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries, Inc.                         | Powell Industries, Inc.                         | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |     23369 | NS      | $822121.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                  | Preferred Bank                                  | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     35170 | NS      | $2624385.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                        | Banc of California, Inc.                        | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |    145765 | NS      | $2322036.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                                | BankUnited, Inc.                                | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    205025 | NS      | $6964699.25   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Technologies Corp.               | Park Aerospace Technologies Corp.               | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |     53833 | NS      | $721900.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corporation                       | Park National Corporation                       | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |     38555 | NS      | $5426616.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart, Inc.                                | PriceSmart, Inc.                                | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     66547 | NS      | $4044726.66   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                                | Proto Labs, Inc.                                | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     72866 | NS      | $1860268.98   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corporation                              | Banner Corporation                              | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90662 | NS      | $5729838.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                     | Benchmark Electronics, Inc.                     | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     94273 | NS      | $2516146.37   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corporation                     | Quaker Chemical Corporation                     | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     36369 | NS      | $6069986.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| S & T Bancorp, Inc.                             | S & T Bancorp, Inc.                             | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104056 | NS      | $3556634.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                        | Patrick Industries, Inc.                        | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     56977 | NS      | $3452806.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                      | Patterson-UTI Energy, Inc.                      | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    575047 | NS      | $9683791.48   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions, Inc.                         | BioLife Solutions, Inc.                         | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     90611 | NS      | $1649120.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants, Inc.                          | BJ's Restaurants, Inc.                          | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     62607 | NS      | $1651572.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The St. Joe Company                             | The St. Joe Company                             | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     90663 | NS      | $3504124.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                   | SkyWest, Inc.                                   | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |    132488 | NS      | $2187376.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corporation                             | Sylvamo Corporation                             | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     87540 | NS      | $4253568.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries, Inc.                   | Tootsie Roll Industries, Inc.                   | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     47279 | NS      | $2012667.03   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corporation                       | Ready Capital Corporation                       | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |    261783 | NS      | $2916262.62   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancorp.                                  | First Bancorp.                                  | CUSIP: 318672706<br>LEI: 549300QGC3EY3EV0NS72 | Long             | EC               | CORP              | PR        |    490939 | NS      | $6244744.08   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings, Inc.                         | Hawaiian Holdings, Inc.                         | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |    138229 | NS      | $1418229.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                   | Hawkins, Inc.                                   | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     51526 | NS      | $1988903.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International, Inc.                      | Haynes International, Inc.                      | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     32693 | NS      | $1493743.17   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                           | Universal Corporation                           | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     64820 | NS      | $3423144.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc.                      | Universal Electronics Inc.                      | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |     33994 | NS      | $707415.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                          | Urban Outfitters, Inc.                          | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |    159284 | NS      | $3798923.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc.                  | Urstadt Biddle Properties Inc.                  | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |     81686 | NS      | $1547949.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                     | Sally Beauty Holdings, Inc.                     | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    286750 | NS      | $3590110.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack, Inc.                               | Shake Shack, Inc.                               | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     98492 | NS      | $4090372.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival, Inc.                             | Shoe Carnival, Inc.                             | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46679 | NS      | $1116094.89   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock, Inc.                              | Shutterstock, Inc.                              | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     63883 | NS      | $3367911.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc.                              | Vista Outdoor Inc.                              | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |    150943 | NS      | $3678480.91   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corporation                 | World Fuel Services Corporation                 | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |    163487 | NS      | $4468099.71   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                    | Xenia Hotels & Resorts, Inc.                    | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    301652 | NS      | $3975773.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc.                                       | Yelp Inc.                                       | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    184531 | NS      | $5045077.54   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                             | AeroVironment, Inc.                             | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     66740 | NS      | $5716948.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corporation                        | Agree Realty Corporation                        | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    234292 | NS      | $16618331.56  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc.                                | Alamo Group Inc.                                | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     27546 | NS      | $3900513.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International, Inc.                 | CSG Systems International, Inc.                 | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     80713 | NS      | $4616783.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                                 | CTS Corporation                                 | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     83832 | NS      | $3304657.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                          | Cavco Industries, Inc.                          | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21868 | NS      | $4947635.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corporation                | Chesapeake Utilities Corporation                | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     47432 | NS      | $5605513.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS, Inc.                               | Chico's FAS, Inc.                               | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |    332143 | NS      | $1634143.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Children's Place, Inc.                      | The Children's Place, Inc.                      | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |     34302 | NS      | $1249278.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand, Inc.                               | Masterbrand, Inc.                               | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |    340190 | NS      | $2568434.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercury General Corporation                     | Mercury General Corporation                     | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     71120 | NS      | $2432304.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries, Inc.                | National Presto Industries, Inc.                | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13908 | NS      | $952141.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center, Inc.                             | Rent-A-Center, Inc.                             | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    133053 | NS      | $3000345.15   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                      | Resideo Technologies, Inc.                      | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    385352 | NS      | $6339040.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection, Inc.                      | Resources Connection, Inc.                      | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85014 | NS      | $1562557.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp.            | Retail Opportunity Investments Corp.            | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    326630 | NS      | $4909248.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                               | SM Energy Company                               | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    326360 | NS      | $11367118.80  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                              | SPS Commerce, Inc.                              | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     95923 | NS      | $12319390.89  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc.                                   | Safehold Inc.                                   | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |     62591 | NS      | $1791354.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                    | Safety Insurance Group, Inc.                    | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     38661 | NS      | $3257575.86   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation             | Select Medical Holdings Corporation             | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    276520 | NS      | $6865991.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Agilysys, Inc.                                  | Agilysys, Inc.                                  | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     52424 | NS      | $4148835.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                        | Service Properties Trust                        | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    438619 | NS      | $3197532.51   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                    | ServisFirst Bancshares, Inc.                    | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129907 | NS      | $8951891.37   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                        | ATI Inc.                                        | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |    344521 | NS      | $10287397.06  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Company                        | Callon Petroleum Company                        | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |    136764 | NS      | $5072576.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Incorporated               | Corcept Therapeutics Incorporated               | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |    255393 | NS      | $5187031.83   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.                  | Cross Country Healthcare, Inc.                  | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     93671 | NS      | $2488838.47   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc.                      | Emergent BioSolutions Inc.                      | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |    120031 | NS      | $1417566.11   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties, Inc.                            | LTC Properties, Inc.                            | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |    107558 | NS      | $3821535.74   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Company                      | Marcus & Millichap Company                      | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     66425 | NS      | $2288341.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Marcus Corporation                          | The Marcus Corporation                          | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     61863 | NS      | $890208.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax, Inc.                                 | MarineMax, Inc.                                 | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     56431 | NS      | $1761775.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport, Ltd.                          | Marten Transport, Ltd.                          | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    153877 | NS      | $3043687.06   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                          | SPX Technologies, Inc.                          | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120095 | NS      | $7884236.75   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                             | Sanmina Corporation                             | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |    153197 | NS      | $8776656.13   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                              | Saul Centers, Inc.                              | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35117 | NS      | $1428559.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                                | ScanSource, Inc.                                | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     66750 | NS      | $1950435.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company           | Shenandoah Telecommunications Company           | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |    135514 | NS      | $2151962.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Simply Good Foods Company                   | The Simply Good Foods Company                   | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    223823 | NS      | $8511988.69   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MATIV Holdings, Inc.                            | MATIV Holdings, Inc.                            | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |    145850 | NS      | $3048265.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The E.W. Scripps Company                        | The E.W. Scripps Company                        | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |    155803 | NS      | $2055041.57   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation of Florida         | Seacoast Banking Corporation of Florida         | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |    186697 | NS      | $5823079.43   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                             | Semtech Corporation                             | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |    166365 | NS      | $4773011.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corporation                        | Seneca Foods Corporation                        | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13974 | NS      | $851715.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corporation              | Simmons First National Corporation              | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    336017 | NS      | $7251246.86   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                     | Sonos, Inc.                                     | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |    336166 | NS      | $5681205.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                     | Zumiez Inc.                                     | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     41792 | NS      | $908558.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SITE Centers Corp.                              | SITE Centers Corp.                              | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |    489360 | NS      | $6684657.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                        | Sleep Number Corporation                        | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     58968 | NS      | $1531988.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| U. S. Physical Therapy, Inc.                    | U. S. Physical Therapy, Inc.                    | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     34460 | NS      | $2792293.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor, Inc.                                    | Xencor, Inc.                                    | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |    158661 | NS      | $4131532.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine USA, Inc.                       | Digital Turbine USA, Inc.                       | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |    240183 | NS      | $3660388.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                      | Albany International Corp.                      | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     82883 | NS      | $8171434.97   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter, Inc.                              | Badger Meter, Inc.                              | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     77810 | NS      | $8483624.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc.                               | Barnes Group Inc.                               | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |    133069 | NS      | $5435868.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                   | Columbia Banking System, Inc.                   | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    209553 | NS      | $6313831.89   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corporation              | John Bean Technologies Corporation              | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     84382 | NS      | $7706608.06   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                                 | MaxLinear, Inc.                                 | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    192666 | NS      | $6541010.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast, Inc.                                  | Medifast, Inc.                                  | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     28926 | NS      | $3336614.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mednax, Inc.                                    | Mednax, Inc.                                    | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    216959 | NS      | $3224010.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation                      | Meritage Homes Corporation                      | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     97142 | NS      | $8956492.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories, Inc.                         | Mesa Laboratories, Inc.                         | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |     13423 | NS      | $2231036.83   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                        | Pathward Financial, Inc.                        | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     76485 | NS      | $3292679.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash, Inc.                           | Mister Car Wash, Inc.                           | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    210896 | NS      | $1946570.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ModivCare Inc.                                  | ModivCare Inc.                                  | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     33872 | NS      | $3039334.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr. Cooper Group Inc.                           | Mr. Cooper Group Inc.                           | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |    187708 | NS      | $7532722.04   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                           | Myriad Genetics, Inc.                           | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |    215814 | NS      | $3131461.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global, Inc.                                | NV5 Global, Inc.                                | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33128 | NS      | $4383496.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings, Inc.                  | National Vision Holdings, Inc.                  | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    209610 | NS      | $8124483.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogenomics, Inc.                               | Neogenomics, Inc.                               | CUSIP: 64049M209<br>LEI: 549300KN62PPGHBVXB46 | Long             | EC               | CORP              | US        |    337752 | NS      | $3120828.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, Inc.                                   | NETGEAR, Inc.                                   | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     77031 | NS      | $1395031.41   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                          | NetScout Systems, Inc.                          | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |    182257 | NS      | $5925175.07   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust, Inc.                | NexPoint Residential Trust, Inc.                | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     60663 | NS      | $2640053.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare, Inc.                        | NextGen Healthcare, Inc.                        | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143933 | NS      | $2703061.74   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc.                         | Northfield Bancorp Inc.                         | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114691 | NS      | $1804089.43   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dwight A. Walker Real Estate, Inc.              | Dwight A. Walker Real Estate, Inc.              | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     50207 | NS      | $935858.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products, Inc.                   | Standard Motor Products, Inc.                   | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     48999 | NS      | $1705165.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Company                                  | Stepan Company                                  | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     56061 | NS      | $5968254.06   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                           | Stellar Bancorp, Inc.                           | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |    117717 | NS      | $3467942.82   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation        | Stewart Information Services Corporation        | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     71335 | NS      | $3048144.55   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc.                               | StoneX Group Inc.                               | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     46016 | NS      | $4385324.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm, Ruger & Company, Inc.                    | Sturm, Ruger & Company, Inc.                    | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     46348 | NS      | $2346135.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel TRS 005, LLC                       | Summit Hotel TRS 005, LLC                       | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    282042 | NS      | $2036343.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings, Inc.             | Sun Country Airlines Holdings, Inc.             | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87285 | NS      | $1384340.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors, Inc.                  | Sunstone Hotel Investors, Inc.                  | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    558024 | NS      | $5390511.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corporation                  | Tompkins Financial Corporation                  | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     32811 | NS      | $2545477.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                           | Boise Cascade Company                           | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |    104597 | NS      | $7182675.99   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc.              | Brightsphere Investment Group Inc.              | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     87013 | NS      | $1790727.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Holdings U.S. Inc.                      | Bristow Holdings U.S. Inc.                      | CUSIP: 11040G103<br>LEI: 5OR64DV4VUQ8NW3R8C06 | Long             | EC               | CORP              | US        |     63127 | NS      | $1712635.51   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corporation        | First Commonwealth Financial Corporation        | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    244171 | NS      | $3411068.87   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                        | First Financial Bancorp.                        | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    252401 | NS      | $6115676.23   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Formfactor, Inc.                                | Formfactor, Inc.                                | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |    203740 | NS      | $4529140.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research, Inc.                        | Forrester Research, Inc.                        | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     29299 | NS      | $1047732.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corporation                         | Forward Air Corporation                         | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70797 | NS      | $7425897.33   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                     | Franklin Electric Co., Inc.                     | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |    103409 | NS      | $8246867.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners, Inc.                      | Green Brick Partners, Inc.                      | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     71511 | NS      | $1732711.53   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| The Greenbrier Companies, Inc.                  | The Greenbrier Companies, Inc.                  | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     87765 | NS      | $2942760.45   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc.                            | Douglas Elliman Inc.                            | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |    191050 | NS      | $777573.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corporation                              | Harsco Corporation                              | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |    206409 | NS      | $1298312.61   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                  | Ironwood Pharmaceuticals, Inc.                  | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    352519 | NS      | $4367710.41   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                          | TTM Technologies, Inc.                          | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    271104 | NS      | $4088248.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget, Inc.                                | TechTarget, Inc.                                | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |     70875 | NS      | $3122752.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Company                                   | WD-40 Company                                   | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |     36043 | NS      | $5810492.03   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                      | WSFS Financial Corporation                      | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |    164592 | NS      | $7462601.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corporation                     | Wabash National Corporation                     | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    127801 | NS      | $2888302.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME Communities                                | ELME Communities                                | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |    233157 | NS      | $4150194.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorporation                      | Westamerica Bancorporation                      | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71038 | NS      | $4191952.38   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                 | Whitestone REIT                                 | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127323 | NS      | $1227393.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                      | Winnebago Industries, Inc.                      | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     81068 | NS      | $4272283.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                      | Wolverine World Wide, Inc.                      | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    210798 | NS      | $2304022.14   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corporation                    | World Acceptance Corporation                    | CUSIP: 981419104<br>LEI: 529900M7JQUDCH7Q9153 | Long             | EC               | CORP              | US        |      8762 | NS      | $577766.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust           | Industrial Logistics Properties Trust           | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |    174744 | NS      | $571412.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corporation                              | iRobot Corporation                              | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     72851 | NS      | $3506318.63   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Kelly Services, Inc.                            | Kelly Services, Inc.                            | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92976 | NS      | $1571294.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corporation                            | Materion Corporation                            | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     54337 | NS      | $4755030.87   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corporation            | Quanex Building Products Corporation            | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     87173 | NS      | $2064256.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                       | RPC, Inc.                                       | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |    215413 | NS      | $1915021.57   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                  | Ameris Bancorp                                  | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |    173457 | NS      | $8176762.98   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies, Inc.                         | Arlo Technologies, Inc.                         | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |    231894 | NS      | $813947.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical, Inc.                            | Avanos Medical, Inc.                            | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |    124947 | NS      | $3381065.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pphm, Inc.                                      | Pphm, Inc.                                      | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |    166900 | NS      | $2298213.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Artivion, Inc.                                  | Artivion, Inc.                                  | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |    107313 | NS      | $1300633.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera, Inc.                                    | Cutera, Inc.                                    | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |     47449 | NS      | $2098194.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises, Inc.                           | DXP Enterprises, Inc.                           | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42589 | NS      | $1173326.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment, Inc.             | Dave & Buster's Entertainment, Inc.             | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |    111087 | NS      | $3936923.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                              | Deluxe Corporation                              | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |    115670 | NS      | $1964076.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc.                            | Designer Brands Inc.                            | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |    134102 | NS      | $1311517.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global, Inc.                        | Dine Brands Global, Inc.                        | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     41154 | NS      | $2658548.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. Fuller Company                             | H.B. Fuller Company                             | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |    141587 | NS      | $10140460.94  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc.               | Harmony Biosciences Holdings Inc.               | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78515 | NS      | $4326176.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Companies, Inc.               | Haverty Furniture Companies, Inc.               | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     34681 | NS      | $1036961.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Iteos Therapeutics Inc.                         | Iteos Therapeutics Inc.                         | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64867 | NS      | $1266852.51   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Joint Corp                                  | The Joint Corp                                  | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39581 | NS      | $553342.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares, Inc.                      | Southside Bancshares, Inc.                      | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     81099 | NS      | $2918753.01   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                       | Strategic Education, Inc.                       | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     59213 | NS      | $4637562.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                    | Stride, Inc.                                    | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |    108856 | NS      | $3405015.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                            | SunCoke Energy, Inc.                            | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    225282 | NS      | $1944183.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI Pointe Homes Holdings, Inc.                 | TRI Pointe Homes Holdings, Inc.                 | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    267508 | NS      | $4972973.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc.                               | Talos Energy Inc.                               | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    172793 | NS      | $3262331.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The ODP Corporation                             | The ODP Corporation                             | CUSIP: 88337F105<br>LEI: 549300OI428NU7XTM839 | Long             | EC               | CORP              | US        |    107400 | NS      | $4890996.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corporation                          | 3D Systems Corporation                          | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |    345558 | NS      | $2557129.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Titan International, Inc.                       | Titan International, Inc.                       | CUSIP: 88830M102<br>LEI: 54930043H7SFLNS88586 | Long             | EC               | CORP              | US        |    135840 | NS      | $2081068.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Treehouse Foods, Inc.                           | Treehouse Foods, Inc.                           | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |    134019 | NS      | $6617858.22   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue, Inc.                                  | TrueBlue, Inc.                                  | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86422 | NS      | $1692142.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings, Inc.                             | TTEC Holdings, Inc.                             | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     50728 | NS      | $2238626.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc.                            | Viavi Solutions Inc.                            | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    600144 | NS      | $6307513.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corporation                              | Unitil Corporation                              | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42880 | NS      | $2202316.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings, Inc.      | Consolidated Communications Holdings, Inc.      | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |    195570 | NS      | $700140.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                                 | Frontdoor, Inc.                                 | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |    217119 | NS      | $4516075.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp.                                | FutureFuel Corp.                                | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     66437 | NS      | $540132.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The GEO Group, Inc.                             | The GEO Group, Inc.                             | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |    326788 | NS      | $3578328.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group, Ltd.                       | G-III Apparel Group, Ltd.                       | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |    112707 | NS      | $1545212.97   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience, Inc.                       | Meridian Bioscience, Inc.                       | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |    115939 | NS      | $3850334.19   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems, Inc.                     | Merit Medical Systems, Inc.                     | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |    150849 | NS      | $10652956.38  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics, Inc.                       | Methode Electronics, Inc.                       | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     97777 | NS      | $4338365.49   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro, Inc.                                     | Monro, Inc.                                     | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83360 | NS      | $3767872.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                       | Moog Inc.                                       | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     76680 | NS      | $6729436.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America, Inc.                 | Motorcar Parts of America, Inc.                 | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |     51441 | NS      | $610090.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group, Inc.                              | Movado Group, Inc.                              | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     42659 | NS      | $1375752.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                        | Mueller Industries, Inc.                        | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |    150896 | NS      | $8902864.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries, Inc.                          | Myers Industries, Inc.                          | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     96822 | NS      | $2152353.06   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corporation                             | Balchem Corporation                             | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     85421 | NS      | $10430758.31  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc.                          | Bed Bath & Beyond Inc.                          | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |    209927 | NS      | $526916.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Berkshire Hills Bancorp, Inc.                   | Berkshire Hills Bancorp, Inc.                   | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |    119544 | NS      | $3574365.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots, Inc.                                  | Big Lots, Inc.                                  | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76429 | NS      | $1123506.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                              | NMI Holdings, Inc.                              | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    221768 | NS      | $4634951.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                      | Par Pacific Holdings, Inc.                      | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |    147165 | NS      | $3421586.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                           | Bloomin' Brands, Inc.                           | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    232861 | NS      | $4685163.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| California Water Service Group                  | California Water Service Group                  | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |    145577 | NS      | $8827789.28   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems, Inc.                    | Cardiovascular Systems, Inc.                    | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |    110376 | NS      | $1503321.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                | Carpenter Technology Corporation                | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |    128463 | NS      | $4745423.22   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip, Inc.                                 | Dril-Quip, Inc.                                 | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     90097 | NS      | $2447935.49   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corporation                | Dynavax Technologies Corporation                | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |    312826 | NS      | $3328468.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corporation                  | Perdoceo Education Corporation                  | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |    176222 | NS      | $2449485.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient, Inc.                                | Perficient, Inc.                                | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     91655 | NS      | $6400268.65   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings, Inc.                    | El Pollo Loco Holdings, Inc.                    | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     53506 | NS      | $532919.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp, Inc.                             | Eagle Bancorp, Inc.                             | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     85603 | NS      | $3772524.21   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                          | EnPro Industries, Inc.                          | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     55260 | NS      | $6006209.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services, Inc.                      | KAR Auction Services, Inc.                      | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    289426 | NS      | $3777009.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corporation                | Phibro Animal Health Corporation                | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     54504 | NS      | $730898.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc.               | Prestige Consumer Healthcare Inc.               | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    131371 | NS      | $8223824.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                              | Avista Corporation                              | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |    196044 | NS      | $8692590.96   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.              | KKR Real Estate Finance Trust Inc.              | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |    152505 | NS      | $2128969.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                             | Knowles Corporation                             | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    241114 | NS      | $3959091.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                        | ProAssurance Corporation                        | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |    141578 | NS      | $2473367.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                             | PROG Holdings, Inc.                             | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    131482 | NS      | $2220730.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                            | Axos Financial, Inc.                            | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |    142508 | NS      | $5446655.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT Inc.                          | Orion Office REIT Inc.                          | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    153805 | NS      | $1313494.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Orthofix Medical Inc.                           | Orthofix Medical Inc.                           | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52953 | NS      | $1087125.09   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT Media Inc.                             | OUTFRONT Media Inc.                             | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    387328 | NS      | $6421898.24   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations, Inc.                           | PGT Innovations, Inc.                           | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |    159040 | NS      | $2856358.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                   | Pacific Premier Bancorp, Inc.                   | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |    251958 | NS      | $7951794.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                          | Veeco Instruments Inc.                          | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |    135156 | NS      | $2511198.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corporation                             | Veritiv Corporation                             | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     35990 | NS      | $4380342.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                           | Assured Guaranty Ltd.                           | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |    159870 | NS      | $9953506.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                         | Brandywine Realty Trust                         | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    457637 | NS      | $2814467.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                         | Cushman & Wakefield PLC                         | CUSIP: N/A<br>LEI: 9676003VT8I14HPZLX83       | Long             | EC               | CORP              | GB        |    426048 | NS      | $5308558.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                        | Fabrinet                                        | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     97365 | NS      | $12484140.30  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics, Inc.                         | Cara Therapeutics, Inc.                         | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |    120837 | NS      | $1297789.38   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                        | Hersha Hospitality Trust                        | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     86298 | NS      | $735258.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                           | Nabors Industries Ltd                           | CUSIP: N/A<br>LEI: 549300VFQWRKICUFNU92       | Long             | EC               | CORP              | BM        |     23591 | NS      | $3653476.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                               | Hillenbrand, Inc.                               | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |    184719 | NS      | $7881959.73   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries, Inc.              | Kulicke and Soffa Industries, Inc.              | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |    154288 | NS      | $6828786.88   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                            | LXP Industrial Trust                            | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    732223 | NS      | $7336874.46   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corporation                             | Lindsay Corporation                             | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |     29182 | NS      | $4752288.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. Holdings, Inc.                           | M.D.C. Holdings, Inc.                           | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |    151633 | NS      | $4791592.69   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL, INC                          | VERIS RESIDENTIAL, INC                          | CUSIP: 554489104<br>LEI: 549300MJC9VNA6VSEE11 | Long             | EC               | CORP              | US        |    212128 | NS      | $3379199.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden, Ltd.                             | Steven Madden, Ltd.                             | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    194538 | NS      | $6217434.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Propetro Holding Corp.                          | Propetro Holding Corp.                          | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    252290 | NS      | $2616247.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services, Inc.              | Provident Financial Services, Inc.              | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    201409 | NS      | $4302096.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet, Inc.                                | QuinStreet, Inc.                                | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |    132962 | NS      | $1908004.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| RPT Realty                                      | RPT Realty                                      | CUSIP: 74971D101<br>LEI: 549300344BKLXBZOOF93 | Long             | EC               | CORP              | US        |    228064 | NS      | $2289762.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc.                | Rayonier Advanced Materials Inc.                | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |    167112 | NS      | $1604275.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                          | Sonic Automotive, Inc.                          | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     44668 | NS      | $2200792.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                    | Two Harbors Investment Corp.                    | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |    230275 | NS      | $3631436.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                            | UFP Industries, Inc.                            | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |    164039 | NS      | $13000090.75  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                            | Kontoor Brands, Inc.                            | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |    130361 | NS      | $5213136.39   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc.                           | Koppers Holdings Inc.                           | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56200 | NS      | $1584840.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                 | LGI Homes, Inc.                                 | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     54150 | NS      | $5014290.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                  | LCI Industries                                  | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     67428 | NS      | $6233718.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree, Inc.                               | LendingTree, Inc.                               | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |     29503 | NS      | $629298.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated             | Ligand Pharmaceuticals Incorporated             | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     43138 | NS      | $2881618.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services, Inc.                        | Liquidity Services, Inc.                        | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     74788 | NS      | $1051519.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corporation                              | Livent Corporation                              | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |    476217 | NS      | $9462431.79   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Company                         | Middlesex Water Company                         | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46759 | NS      | $3678530.53   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc.                                | NBT Bancorp Inc.                                | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113232 | NS      | $4916533.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                             | Nektar Therapeutics                             | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    503845 | NS      | $1138689.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                   | New York Mortgage Trust, Inc.                   | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |   1002305 | NS      | $2565900.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwest Bancshares, Inc.                      | Northwest Bancshares, Inc.                      | CUSIP: 667340103<br>LEI: 549300RLPDJH5V5UHQ32 | Long             | EC               | CORP              | US        |    333938 | NS      | $4668453.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Now, Inc.                                       | Now, Inc.                                       | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    292847 | NS      | $3719156.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                                 | O-I Glass, Inc.                                 | CUSIP: 67098H104<br>LEI: XRT4MR5HXMYMNAZQA715 | Long             | EC               | CORP              | US        |    412594 | NS      | $6836682.58   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                     | OFG Bancorp                                     | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |    125052 | NS      | $3446433.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.                 | Oceaneering International, Inc.                 | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    265627 | NS      | $4645816.23   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                            | Onto Innovation Inc.                            | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |    131563 | NS      | $8958125.30   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                                 | PRA Group, Inc.                                 | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |    104404 | NS      | $3526767.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings, Inc.                          | Palomar Holdings, Inc.                          | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     67425 | NS      | $3044913.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc.                            | Payoneer Global Inc.                            | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    527942 | NS      | $2887842.74   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corporation                          | Ranger Oil Corporation                          | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     51411 | NS      | $2078546.73   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust              | PennyMac Mortgage Investment Trust              | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |    238924 | NS      | $2960268.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Dime Community Bancshares, Inc.                 | Dime Community Bancshares, Inc.                 | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88305 | NS      | $2810743.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.             | Donnelley Financial Solutions, Inc.             | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     66575 | NS      | $2573123.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties, Inc.            | Easterly Government Properties, Inc.            | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |    241867 | NS      | $3451442.09   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                   | Embecta Corp.                                   | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |    154262 | NS      | $3901285.98   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc.                                   | AdvanSix Inc.                                   | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     73614 | NS      | $2798804.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corporation                             | Griffon Corporation                             | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |    125069 | NS      | $4476219.51   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                                 | HCI Group, Inc.                                 | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |     19088 | NS      | $755693.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Healthcare Services Group, Inc.                 | Healthcare Services Group, Inc.                 | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    194441 | NS      | $2333292.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express, Inc.                         | Heartland Express, Inc.                         | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |    122233 | NS      | $1875054.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.        | Heidrick & Struggles International, Inc.        | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     52964 | NS      | $1481403.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Silica Holdings, Inc.                      | U.S. Silica Holdings, Inc.                      | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |    201963 | NS      | $2524537.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer