# EDGAR Filing Document

**Accession Number:** 0001056707
**File Stem:** 0000940400-25-011073
**Filing Date:** 2025-11
**Character Count:** 290160
**Document Hash:** c2646b2e2b6e2d6d1a2126f75b3c71c5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-011073.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0000940400-25-011073

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON INVESTMENT PORTFOLIOS
- **CENTRAL INDEX KEY:** 0001056707

**ORGANIZATION NAME:**
- **EIN:** 134000024
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08673
- **FILM NUMBER:** 251529594

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10289
- **BUSINESS PHONE:** 2129226400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10289

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS INVESTMENT PORTFOLIOS
- **DATE OF NAME CHANGE:** 19980226

## Series and Classes Contracts Data

### Small Cap Stock Index Portfolio (Series ID: S000002780)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000007613 | Small Cap Stock Index Portfolio - Service Shares |  |

## Nport-Ex

Small Cap Stock Index Portfolio

SCHEDULE OF INVESTMENTS

September 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 98.9%** | **Common Stocks — 98.9%** | **Common Stocks — 98.9%** |
| **Automobiles & Components — 2.1%** | **Automobiles & Components — 2.1%** | **Automobiles & Components — 2.1%** |
| Adient PLC<sup>(a)</sup> <br>| 29681 | 714719 |
| American Axle & Manufacturing Holdings, Inc.<sup>(a)</sup> <br>| 43165 | 259422 |
| BorgWarner, Inc. | 79291 | 3485632 |
| Dana, Inc. | 48389 | 969716 |
| Dorman Products, Inc.<sup>(a)</sup> <br>| 10157 | 1583273 |
| Fox Factory Holding Corp.<sup>(a)</sup> <br>| 15397 | 373993 |
| Gentherm, Inc.<sup>(a)</sup> <br>| 11114 | 378543 |
| LCI Industries | 8861 | 825402 |
| Patrick Industries, Inc. | 12175 | 1259260 |
| Phinia, Inc. | 14221 | 817423 |
| Standard Motor Products, Inc. | 7860 | 320845 |
| Winnebago Industries, Inc. | 10347 | 346004 |
| XPEL, Inc.<sup>(a)</sup> <br>| 9157 | 302822 |
|  |  | **11637054** |
| **Banks — 8.4%** | **Banks — 8.4%** | **Banks — 8.4%** |
| Ameris Bancorp | 23616 | 1731289 |
| Atlantic Union Bankshares Corp. | 52259 | 1844220 |
| Axos Financial, Inc.<sup>(a)</sup> <br>| 20649 | 1747938 |
| Banc of California, Inc. | 47577 | 787399 |
| BancFirst Corp.<sup>(b)</sup> <br>| 7493 | 947490 |
| Bank of Hawaii Corp. | 14536 | 954143 |
| BankUnited, Inc. | 27459 | 1047835 |
| Banner Corp. | 12685 | 830867 |
| Beacon Financial Corp. | 30228 | 716706 |
| Capitol Federal Financial, Inc. | 43407 | 275634 |
| Cathay General Bancorp | 25344 | 1216765 |
| Central Pacific Financial Corp. | 9828 | 298182 |
| City Holding Co. | 5370 | 665182 |
| Community Financial System, Inc. | 19351 | 1134743 |
| Customers Bancorp, Inc.<sup>(a)</sup> <br>| 10756 | 703120 |
| CVB Financial Corp. | 47357 | 895521 |
| Dime Community Bancshares, Inc. | 14519 | 433102 |
| Eagle Bancorp, Inc. | 10067 | 203555 |
| FB Financial Corp. | 15232 | 849032 |
| First Bancorp/Puerto Rico | 58463 | 1289109 |
| First Bancorp/Southern Pines NC | 15170 | 802341 |
| First Commonwealth Financial Corp. | 38029 | 648394 |
| First Financial Bancorp | 34925 | 881856 |
| First Hawaiian, Inc. | 45589 | 1131975 |
| Fulton Financial Corp. | 66682 | 1242286 |
| Hanmi Financial Corp. | 10679 | 263664 |
| Heritage Financial Corp. | 12771 | 308930 |
| Hilltop Holdings, Inc. | 16119 | 538697 |
| Hope Bancorp, Inc. | 46922 | 505350 |
| Independent Bank Corp. | 18086 | 1251009 |
| Lakeland Financial Corp. | 9407 | 603929 |
| National Bank Holdings Corp., Cl. A | 13800 | 533232 |
| NBT Bancorp, Inc. | 19475 | 813276 |

---

**3**

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*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

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| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** |
| **Banks — 8.4% (continued)** | **Banks — 8.4% (continued)** | **Banks — 8.4% (continued)** |
| Northwest Bancshares, Inc. | 53456 | 662320 |
| OFG Bancorp | 16299 | 708843 |
| Park National Corp. | 5268 | 856208 |
| Pathward Financial, Inc. | 8418 | 623016 |
| Preferred Bank | 4210 | 380542 |
| Provident Financial Services, Inc. | 47778 | 921160 |
| Renasant Corp. | 34751 | 1281964 |
| S&T Bancorp, Inc. | 14082 | 529342 |
| Seacoast Banking Corp. of Florida | 32095 | 976651 |
| ServisFirst Bancshares, Inc. | 18422 | 1483524 |
| Simmons First National Corp., Cl. A | 52645 | 1009205 |
| Southside Bancshares, Inc. | 10773 | 304337 |
| Stellar Bancorp, Inc. | 17011 | 516114 |
| The Bancorp, Inc.<sup>(a)</sup> <br>| 16873 | 1263619 |
| Tompkins Financial Corp. | 4751 | 314564 |
| Triumph Financial, Inc.<sup>(a)</sup> <br>| 8368 | 418735 |
| TrustCo Bank Corp. NY | 6889 | 250071 |
| Trustmark Corp. | 22136 | 876586 |
| United Community Banks, Inc. | 44401 | 1391971 |
| Veritex Holdings, Inc. | 20107 | 674188 |
| WaFd, Inc. | 28826 | 873140 |
| Westamerica BanCorp | 9353 | 467556 |
| WSFS Financial Corp. | 20532 | 1107291 |
|  |  | **45987718** |
| **Capital Goods — 13.0%** | **Capital Goods — 13.0%** | **Capital Goods — 13.0%** |
| AAR Corp.<sup>(a)</sup> <br>| 12960 | 1162123 |
| Air Lease Corp. | 38487 | 2449698 |
| Alamo Group, Inc. | 3942 | 752528 |
| Albany International Corp., Cl. A | 10760 | 573508 |
| American Woodmark Corp.<sup>(a)</sup> <br>| 5284 | 352760 |
| Apogee Enterprises, Inc. | 8156 | 355357 |
| Arcosa, Inc. | 17950 | 1682094 |
| Armstrong World Industries, Inc. | 15853 | 3107347 |
| Astec Industries, Inc. | 8337 | 401260 |
| AZZ, Inc. | 10953 | 1195301 |
| Boise Cascade Co. | 13644 | 1054954 |
| CSW Industrials, Inc. | 6149 | 1492670 |
| DNOW, Inc.<sup>(a)</sup> <br>| 39212 | 597983 |
| DXP Enterprises, Inc.<sup>(a)</sup> <br>| 4653 | 554033 |
| Dycom Industries, Inc.<sup>(a)</sup> <br>| 10600 | 3092656 |
| Enerpac Tool Group Corp. | 19695 | 807495 |
| Enpro, Inc. | 7707 | 1741782 |
| ESCO Technologies, Inc. | 9459 | 1996889 |
| Everus Construction Group, Inc.<sup>(a)</sup> <br>| 18682 | 1601981 |
| Federal Signal Corp. | 22277 | 2650740 |
| Franklin Electric Co., Inc. | 13999 | 1332705 |
| Gates Industrial Corp. PLC<sup>(a)</sup> <br>| 94229 | 2338764 |
| Gibraltar Industries, Inc.<sup>(a)</sup> <br>| 10873 | 682824 |
| Granite Construction, Inc. | 16034 | 1758128 |
| Griffon Corp. | 14297 | 1088717 |
| Hayward Holdings, Inc.<sup>(a)</sup> <br>| 72452 | 1095474 |

---

**4**

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---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** |
| **Capital Goods — 13.0% (continued)** | **Capital Goods — 13.0% (continued)** | **Capital Goods — 13.0% (continued)** |
| Hillenbrand, Inc. | 26226 | 709151 |
| Insteel Industries, Inc. | 7069 | 271025 |
| JBT Marel Corp. | 19028 | 2672483 |
| Kadant, Inc. | 4309 | 1282272 |
| Kennametal, Inc. | 27719 | 580159 |
| Lindsay Corp. | 4026 | 565895 |
| Masterbrand, Inc.<sup>(a)</sup> <br>| 46498 | 612379 |
| Mercury Systems, Inc.<sup>(a)</sup> <br>| 19295 | 1493433 |
| Moog, Inc., Cl. A | 10419 | 2163714 |
| Mueller Water Products, Inc., Cl. A | 57224 | 1460356 |
| MYR Group, Inc.<sup>(a)</sup> <br>| 5682 | 1182026 |
| National Presto Industries, Inc. | 1981 | 222169 |
| Powell Industries, Inc. | 3447 | 1050680 |
| Proto Labs, Inc.<sup>(a)</sup> <br>| 8709 | 435711 |
| Quanex Building Products Corp. | 16700 | 237474 |
| Resideo Technologies, Inc.<sup>(a)</sup> <br>| 50127 | 2164484 |
| Rush Enterprises, Inc., Cl. A | 22389 | 1197140 |
| SPX Technologies, Inc.<sup>(a)</sup> <br>| 18105 | 3381652 |
| Standex International Corp. | 4414 | 935327 |
| Sterling Infrastructure, Inc.<sup>(a),(b)</sup> <br>| 11147 | 3786413 |
| Sunrun, Inc.<sup>(a),(b)</sup> <br>| 85373 | 1476099 |
| Tennant Co. | 6720 | 544723 |
| The Greenbrier Companies, Inc. | 11508 | 531324 |
| Titan International, Inc.<sup>(a)</sup> <br>| 17866 | 135067 |
| Trinity Industries, Inc. | 29514 | 827573 |
| Vicor Corp.<sup>(a)</sup> <br>| 8366 | 415957 |
| WillScot Holdings Corp. | 66636 | 1406686 |
| Worthington Enterprises, Inc. | 11499 | 638079 |
| Zurn Elkay Water Solutions Corp. | 54591 | 2567415 |
|  |  | **70866637** |
| **Commercial & Professional Services — 3.2%** | **Commercial & Professional Services — 3.2%** | **Commercial & Professional Services — 3.2%** |
| ABM Industries, Inc. | 22754 | 1049414 |
| Amentum Holdings, Inc.<sup>(a)</sup> <br>| 56356 | 1349726 |
| Brady Corp., Cl. A | 16033 | 1251055 |
| CoreCivic, Inc.<sup>(a)</sup> <br>| 39196 | 797639 |
| CSG Systems International, Inc. | 10011 | 644508 |
| Deluxe Corp. | 16499 | 319421 |
| Enviri Corp.<sup>(a)</sup> <br>| 30309 | 384621 |
| Healthcare Services Group, Inc.<sup>(a)</sup> <br>| 26477 | 445608 |
| Heidrick & Struggles International, Inc. | 7506 | 373574 |
| HNI Corp.<sup>(b)</sup> <br>| 16759 | 785159 |
| Interface, Inc. | 21343 | 617666 |
| Korn Ferry | 19279 | 1349144 |
| Liquidity Services, Inc.<sup>(a)</sup> <br>| 8720 | 239190 |
| ManpowerGroup, Inc. | 16798 | 636644 |
| MillerKnoll, Inc. | 24888 | 441513 |
| OPENLANE, Inc.<sup>(a)</sup> <br>| 38892 | 1119312 |
| Pitney Bowes, Inc.<sup>(b)</sup> <br>| 58160 | 663606 |
| Robert Half, Inc. | 36571 | 1242682 |
| The GEO Group, Inc.<sup>(a)</sup> <br>| 50836 | 1041630 |
| UniFirst Corp. | 5490 | 917873 |

---

**5**

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*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

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| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** |
| **Commercial & Professional Services — 3.2% (continued)** | **Commercial & Professional Services — 3.2% (continued)** | **Commercial & Professional Services — 3.2% (continued)** |
| Verra Mobility Corp.<sup>(a)</sup> <br>| 58361 | 1441517 |
| Vestis Corp. | 44025 | 199433 |
|  |  | **17310935** |
| **Consumer Discretionary Distribution & Retail — 3.6%** | **Consumer Discretionary Distribution & Retail — 3.6%** | **Consumer Discretionary Distribution & Retail — 3.6%** |
| Academy Sports & Outdoors, Inc. | 24321 | 1216536 |
| Advance Auto Parts, Inc. | 21963 | 1348528 |
| American Eagle Outfitters, Inc. | 58933 | 1008344 |
| Asbury Automotive Group, Inc.<sup>(a)</sup> <br>| 7196 | 1759062 |
| Boot Barn Holdings, Inc.<sup>(a)</sup> <br>| 11186 | 1853744 |
| Caleres, Inc.<sup>(b)</sup> <br>| 13200 | 172128 |
| Etsy, Inc.<sup>(a)</sup> <br>| 36302 | 2410090 |
| Group 1 Automotive, Inc. | 4644 | 2031797 |
| Guess?, Inc. | 10351 | 172965 |
| Kohl's Corp.<sup>(b)</sup> <br>| 40981 | 629878 |
| MarineMax, Inc.<sup>(a),(b)</sup> <br>| 7391 | 187214 |
| Monro, Inc.<sup>(b)</sup> <br>| 10419 | 187229 |
| National Vision Holdings, Inc.<sup>(a)</sup> <br>| 28926 | 844350 |
| Sally Beauty Holdings, Inc.<sup>(a)</sup> <br>| 36107 | 587822 |
| Shoe Carnival, Inc.<sup>(b)</sup> <br>| 6476 | 134636 |
| Signet Jewelers Ltd.<sup>(b)</sup> <br>| 15062 | 1444747 |
| Sonic Automotive, Inc., Cl. A | 5464 | 415756 |
| The Buckle, Inc. | 11160 | 654646 |
| Upbound Group, Inc. | 19075 | 450742 |
| Urban Outfitters, Inc.<sup>(a)</sup> <br>| 19701 | 1407242 |
| Victoria's Secret & Co.<sup>(a)</sup> <br>| 29208 | 792705 |
|  |  | **19710161** |
| **Consumer Durables & Apparel — 3.9%** | **Consumer Durables & Apparel — 3.9%** | **Consumer Durables & Apparel — 3.9%** |
| Acushnet Holdings Corp. | 10010 | 785685 |
| Carter's, Inc. | 13553 | 382466 |
| Cavco Industries, Inc.<sup>(a)</sup> <br>| 2899 | 1683536 |
| Century Communities, Inc. | 9380 | 594411 |
| Champion Homes, Inc.<sup>(a)</sup> <br>| 20680 | 1579332 |
| Dream Finders Homes, Inc., Cl. A<sup>(a),(b)</sup> <br>| 10978 | 284550 |
| Ethan Allen Interiors, Inc. | 8657 | 255035 |
| G-III Apparel Group Ltd.<sup>(a)</sup> <br>| 14378 | 382598 |
| Green Brick Partners, Inc.<sup>(a)</sup> <br>| 11237 | 829965 |
| Hanesbrands, Inc.<sup>(a)</sup> <br>| 131628 | 867428 |
| Helen of Troy Ltd.<sup>(a)</sup> <br>| 8039 | 202583 |
| Installed Building Products, Inc.<sup>(b)</sup> <br>| 8360 | 2062078 |
| Kontoor Brands, Inc. | 18686 | 1490582 |
| La-Z-Boy, Inc.<sup>(b)</sup> <br>| 14884 | 510819 |
| Leggett & Platt, Inc. | 50288 | 446557 |
| LGI Homes, Inc.<sup>(a)</sup> <br>| 7353 | 380224 |
| M/I Homes, Inc.<sup>(a)</sup> <br>| 9645 | 1393124 |
| Meritage Homes Corp. | 26043 | 1886294 |
| Newell Brands, Inc. | 152940 | 801406 |
| Oxford Industries, Inc.<sup>(b)</sup> <br>| 5291 | 214497 |
| Sonos, Inc.<sup>(a)</sup> <br>| 44025 | 695595 |
| Steven Madden Ltd.<sup>(b)</sup> <br>| 26470 | 886216 |
| Sturm Ruger & Co., Inc.<sup>(b)</sup> <br>| 6081 | 264341 |
| Topgolf Callaway Brands Corp.<sup>(a),(b)</sup> <br>| 50955 | 484072 |

---

**6**

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| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** |
| **Consumer Durables & Apparel — 3.9% (continued)** | **Consumer Durables & Apparel — 3.9% (continued)** | **Consumer Durables & Apparel — 3.9% (continued)** |
| Tri Pointe Homes, Inc.<sup>(a)</sup> <br>| 31910 | 1083983 |
| Wolverine World Wide, Inc. | 29710 | 815242 |
|  |  | **21262619** |
| **Consumer Services — 3.7%** | **Consumer Services — 3.7%** | **Consumer Services — 3.7%** |
| Adtalem Global Education, Inc.<sup>(a)</sup> <br>| 13159 | 2032408 |
| BJ's Restaurants, Inc.<sup>(a)</sup> <br>| 7900 | 241187 |
| Bloomin' Brands, Inc. | 28647 | 205399 |
| Brinker International, Inc.<sup>(a)</sup> <br>| 16286 | 2063110 |
| Caesars Entertainment, Inc.<sup>(a)</sup> <br>| 75888 | 2050873 |
| Cracker Barrel Old Country Store, Inc.<sup>(b)</sup> <br>| 8135 | 358428 |
| Dave & Buster's Entertainment, Inc.<sup>(a),(b)</sup> <br>| 9837 | 178640 |
| Frontdoor, Inc.<sup>(a)</sup> <br>| 26678 | 1795163 |
| Golden Entertainment, Inc. | 7425 | 175081 |
| Matthews International Corp., Cl. A | 11423 | 277350 |
| Mister Car Wash, Inc.<sup>(a)</sup> <br>| 33678 | 179504 |
| Monarch Casino & Resort, Inc. | 4656 | 492791 |
| Papa John's International, Inc.<sup>(b)</sup> <br>| 12214 | 588104 |
| Penn Entertainment, Inc.<sup>(a),(b)</sup> <br>| 51269 | 987441 |
| Perdoceo Education Corp. | 22317 | 840458 |
| Pursuit Attractions and Hospitality, Inc.<sup>(a)</sup> <br>| 7673 | 277609 |
| Sabre Corp.<sup>(a)</sup> <br>| 149113 | 272877 |
| Shake Shack, Inc., Cl. A<sup>(a)</sup> <br>| 14735 | 1379343 |
| Six Flags Entertainment Corp.<sup>(a),(b)</sup> <br>| 37043 | 841617 |
| Strategic Education, Inc. | 8636 | 742782 |
| Stride, Inc.<sup>(a)</sup> <br>| 15773 | 2349231 |
| The Cheesecake Factory, Inc.<sup>(b)</sup> <br>| 16729 | 914073 |
| The Wendy's Company<sup>(b)</sup> <br>| 57207 | 524016 |
| United Parks & Resorts, Inc.<sup>(a)</sup> <br>| 10071 | 520671 |
|  |  | **20288156** |
| **Consumer Staples Distribution & Retail — .7%** | **Consumer Staples Distribution & Retail — .7%** | **Consumer Staples Distribution & Retail — .7%** |
| Grocery Outlet Holding Corp.<sup>(a)</sup> <br>| 35897 | 576147 |
| PriceSmart, Inc. | 9285 | 1125249 |
| The Andersons, Inc. | 12227 | 486757 |
| The Chefs' Warehouse, Inc.<sup>(a)</sup> <br>| 13365 | 779580 |
| United Natural Foods, Inc.<sup>(a)</sup> <br>| 22171 | 834073 |
|  |  | **3801806** |
| **Energy — 4.4%** | **Energy — 4.4%** | **Energy — 4.4%** |
| Archrock, Inc. | 64289 | 1691444 |
| Atlas Energy Solutions, Inc.<sup>(b)</sup> <br>| 27125 | 308411 |
| Bristow Group, Inc.<sup>(a)</sup> <br>| 9489 | 342363 |
| Cactus, Inc., Cl. A | 25342 | 1000249 |
| California Resources Corp. | 26629 | 1416130 |
| Comstock Resources, Inc.<sup>(a),(b)</sup> <br>| 28985 | 574773 |
| Core Laboratories, Inc. | 17775 | 219699 |
| Core Natural Resources, Inc.<sup>(b)</sup> <br>| 18651 | 1556985 |
| Crescent Energy Co., Cl. A | 68386 | 610003 |
| CVR Energy, Inc. | 11010 | 401645 |
| Dorian LPG Ltd. | 13692 | 408022 |
| Helix Energy Solutions Group, Inc.<sup>(a)</sup> <br>| 49513 | 324805 |
| Helmerich & Payne, Inc. | 36321 | 802331 |
| Innovex International, Inc.<sup>(a)</sup> <br>| 14916 | 276543 |

---

**7**

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*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

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| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** |
| **Energy — 4.4% (continued)** | **Energy — 4.4% (continued)** | **Energy — 4.4% (continued)** |
| International Seaways, Inc.<sup>(b)</sup> <br>| 15113 | 696407 |
| Kinetik Holdings, Inc.<sup>(b)</sup> <br>| 15914 | 680164 |
| Kodiak Gas Services, Inc. | 24010 | 887650 |
| Liberty Energy, Inc. | 59154 | 729960 |
| Magnolia Oil & Gas Corp., Cl. A | 67987 | 1622850 |
| Noble Corp. PLC<sup>(b)</sup> <br>| 45703 | 1292481 |
| Northern Oil & Gas, Inc.<sup>(b)</sup> <br>| 35531 | 881169 |
| Oceaneering International, Inc.<sup>(a)</sup> <br>| 37116 | 919734 |
| Par Pacific Holdings, Inc.<sup>(a)</sup> <br>| 18591 | 658493 |
| Patterson-UTI Energy, Inc.<sup>(b)</sup> <br>| 127231 | 659057 |
| Peabody Energy Corp. | 44534 | 1181042 |
| REX American Resources Corp.<sup>(a)</sup> <br>| 10446 | 319856 |
| RPC, Inc. | 32110 | 152844 |
| SM Energy Co. | 42064 | 1050338 |
| Talos Energy, Inc.<sup>(a)</sup> <br>| 47343 | 454019 |
| Tidewater, Inc.<sup>(a),(b)</sup> <br>| 17012 | 907250 |
| Vital Energy, Inc.<sup>(a)</sup> <br>| 10534 | 177919 |
| World Kinect Corp. | 20277 | 526188 |
|  |  | **23730824** |
| **Equity Real Estate Investment Trusts — 6.6%** | **Equity Real Estate Investment Trusts — 6.6%** | **Equity Real Estate Investment Trusts — 6.6%** |
| Acadia Realty Trust<sup>(c)</sup> <br>| 47794 | 963049 |
| Alexander & Baldwin, Inc.<sup>(c)</sup> <br>| 26591 | 483690 |
| American Assets Trust, Inc.<sup>(c)</sup> <br>| 17051 | 346476 |
| Apple Hospitality REIT, Inc.<sup>(c)</sup> <br>| 80668 | 968823 |
| Armada Hoffler Properties, Inc.<sup>(c)</sup> <br>| 30410 | 213174 |
| Brandywine Realty Trust<sup>(c)</sup> <br>| 63022 | 262802 |
| CareTrust REIT, Inc.<sup>(c)</sup> <br>| 80768 | 2801034 |
| Centerspace<sup>(c)</sup> <br>| 6279 | 369833 |
| Curbline Properties Corp.<sup>(c)</sup> <br>| 35711 | 796355 |
| DiamondRock Hospitality Co.<sup>(c)</sup> <br>| 74626 | 594023 |
| Douglas Emmett, Inc.<sup>(b),(c)</sup> <br>| 61141 | 951965 |
| Easterly Government Properties, Inc.<sup>(c)</sup> <br>| 15617 | 358098 |
| Elme Communities<sup>(c)</sup> <br>| 32642 | 550344 |
| Essential Properties Realty Trust, Inc.<sup>(c)</sup> <br>| 72884 | 2169028 |
| Four Corners Property Trust, Inc.<sup>(c)</sup> <br>| 37962 | 926273 |
| Getty Realty Corp.<sup>(c)</sup> <br>| 19008 | 509985 |
| Global Net Lease, Inc.<sup>(b),(c)</sup> <br>| 71151 | 578458 |
| Highwoods Properties, Inc.<sup>(c)</sup> <br>| 40016 | 1273309 |
| Innovative Industrial Properties, Inc.<sup>(c)</sup> <br>| 10248 | 549088 |
| JBG SMITH Properties<sup>(b),(c)</sup> <br>| 22573 | 502249 |
| LTC Properties, Inc.<sup>(c)</sup> <br>| 17134 | 631559 |
| LXP Industrial Trust<sup>(c)</sup> <br>| 108059 | 968209 |
| Medical Properties Trust, Inc.<sup>(b),(c)</sup> <br>| 180550 | 915389 |
| Millrose Properties, Inc.<sup>(c)</sup> <br>| 44108 | 1482470 |
| NexPoint Residential Trust, Inc.<sup>(c)</sup> <br>| 8304 | 267555 |
| Outfront Media, Inc.<sup>(c)</sup> <br>| 52973 | 970465 |
| Pebblebrook Hotel Trust<sup>(b),(c)</sup> <br>| 43102 | 490932 |
| Phillips Edison & Co., Inc.<sup>(c)</sup> <br>| 46032 | 1580279 |
| Ryman Hospitality Properties, Inc.<sup>(c)</sup> <br>| 23091 | 2068723 |
| Safehold, Inc.<sup>(c)</sup> <br>| 16751 | 259473 |
| Saul Centers, Inc.<sup>(c)</sup> <br>| 4497 | 143319 |

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**8**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** |
| **Equity Real Estate Investment Trusts — 6.6% (continued)** | **Equity Real Estate Investment Trusts — 6.6% (continued)** | **Equity Real Estate Investment Trusts — 6.6% (continued)** |
| SITE Centers Corp.<sup>(b),(c)</sup> <br>| 18036 | 162504 |
| SL Green Realty Corp.<sup>(c)</sup> <br>| 25987 | 1554282 |
| Summit Hotel Properties, Inc.<sup>(c)</sup> <br>| 38578 | 211793 |
| Sunstone Hotel Investors, Inc.<sup>(c)</sup> <br>| 69461 | 650850 |
| Tanger, Inc.<sup>(c)</sup> <br>| 41431 | 1402025 |
| Terreno Realty Corp.<sup>(c)</sup> <br>| 37899 | 2150768 |
| The Macerich Company<sup>(c)</sup> <br>| 92503 | 1683555 |
| Universal Health Realty Income Trust<sup>(c)</sup> <br>| 4493 | 175991 |
| Urban Edge Properties<sup>(c)</sup> <br>| 45940 | 940392 |
| Veris Residential, Inc.<sup>(c)</sup> <br>| 29307 | 445466 |
| Whitestone REIT<sup>(c)</sup> <br>| 16822 | 206574 |
| Xenia Hotels & Resorts, Inc.<sup>(c)</sup> <br>| 34911 | 478979 |
|  |  | **36009608** |
| **Financial Services — 8.1%** | **Financial Services — 8.1%** | **Financial Services — 8.1%** |
| Acadian Asset Management, Inc. | 9972 | 480252 |
| Adamas Trust, Inc.<sup>(b),(c)</sup> <br>| 30464 | 212334 |
| Apollo Commercial Real Estate Finance, Inc.<sup>(b),(c)</sup> <br>| 48434 | 490636 |
| Arbor Realty Trust, Inc.<sup>(b),(c)</sup> <br>| 70247 | 857716 |
| ARMOUR Residential REIT, Inc.<sup>(b),(c)</sup> <br>| 40683 | 607804 |
| Artisan Partners Asset Management, Inc., Cl. A | 25789 | 1119243 |
| BGC Group, Inc., Cl. A | 133720 | 1264991 |
| Blackstone Mortgage Trust, Inc., Cl. A<sup>(b),(c)</sup> <br>| 58245 | 1072290 |
| Bread Financial Holdings, Inc. | 17055 | 951157 |
| Cohen & Steers, Inc. | 10078 | 661218 |
| Donnelley Financial Solutions, Inc.<sup>(a)</sup> <br>| 10030 | 515843 |
| Ellington Financial, Inc.<sup>(b),(c)</sup> <br>| 36010 | 467410 |
| Enact Holdings, Inc. | 10491 | 402225 |
| Encore Capital Group, Inc.<sup>(a)</sup> <br>| 8374 | 349531 |
| Enova International, Inc.<sup>(a)</sup> <br>| 9150 | 1053073 |
| EVERTEC, Inc. | 23675 | 799742 |
| EZCORP, Inc., Cl. A<sup>(a)</sup> <br>| 21109 | 401915 |
| Franklin BSP Realty Trust, Inc.<sup>(b),(c)</sup> <br>| 31160 | 338398 |
| HA Sustainable Infrastructure Capital, Inc.<sup>(b)</sup> <br>| 45110 | 1384877 |
| Jackson Financial, Inc., Cl. A | 25548 | 2586224 |
| KKR Real Estate Finance Trust, Inc.<sup>(b),(c)</sup> <br>| 20572 | 185148 |
| MarketAxess Holdings, Inc. | 13672 | 2382346 |
| Moelis & Co., Cl. A | 27193 | 1939405 |
| Mr. Cooper Group, Inc. | 23450 | 4943025 |
| Navient Corp. | 24969 | 328342 |
| NCR Atleos Corp.<sup>(a)</sup> <br>| 26942 | 1059090 |
| NMI Holdings, Inc.<sup>(a)</sup> <br>| 28327 | 1086057 |
| Payoneer Global, Inc.<sup>(a)</sup> <br>| 106387 | 643641 |
| PennyMac Mortgage Investment Trust<sup>(b),(c)</sup> <br>| 32904 | 403403 |
| Piper Sandler Companies | 6094 | 2114557 |
| PJT Partners, Inc., Cl. A | 8924 | 1586063 |
| PRA Group, Inc.<sup>(a)</sup> <br>| 14536 | 224436 |
| PROG Holdings, Inc. | 14452 | 467667 |
| Radian Group, Inc. | 49729 | 1801184 |
| Ready Capital Corp.<sup>(b),(c)</sup> <br>| 56284 | 217819 |
| Redwood Trust, Inc.<sup>(c)</sup> <br>| 47208 | 273334 |
| StepStone Group, Inc., Cl. A | 26398 | 1724053 |

---

**9**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** |
| **Financial Services — 8.1% (continued)** | **Financial Services — 8.1% (continued)** | **Financial Services — 8.1% (continued)** |
| StoneX Group, Inc.<sup>(a),(b)</sup> <br>| 17002 | 1715842 |
| Two Harbors Investment Corp.<sup>(b),(c)</sup> <br>| 37412 | 369256 |
| Victory Capital Holdings, Inc., Cl. A | 18056 | 1169307 |
| Virtu Financial, Inc., Cl. A | 29170 | 1035535 |
| Virtus Investment Partners, Inc. | 2313 | 439539 |
| Walker & Dunlop, Inc. | 12443 | 1040484 |
| WisdomTree, Inc.<sup>(b)</sup> <br>| 43932 | 610655 |
| World Acceptance Corp.<sup>(a)</sup> <br>| 1218 | 206013 |
|  |  | **43983080** |
| **Food, Beverage & Tobacco — 1.1%** | **Food, Beverage & Tobacco — 1.1%** | **Food, Beverage & Tobacco — 1.1%** |
| Cal-Maine Foods, Inc. | 16701 | 1571564 |
| Fresh Del Monte Produce, Inc. | 12491 | 433688 |
| Freshpet, Inc.<sup>(a),(b)</sup> <br>| 17834 | 982832 |
| J & J Snack Foods Corp. | 5796 | 556938 |
| John B. Sanfilippo & Son, Inc. | 3461 | 222473 |
| MGP Ingredients, Inc. | 5430 | 131352 |
| National Beverage Corp.<sup>(a)</sup> <br>| 8521 | 314595 |
| The Simply Good Foods Company<sup>(a)</sup> <br>| 34260 | 850333 |
| Tootsie Roll Industries, Inc.<sup>(b)</sup> <br>| 7001 | 293482 |
| TreeHouse Foods, Inc.<sup>(a)</sup> <br>| 16001 | 323380 |
| Universal Corp. | 9322 | 520820 |
|  |  | **6201457** |
| **Health Care Equipment & Services — 5.6%** | **Health Care Equipment & Services — 5.6%** | **Health Care Equipment & Services — 5.6%** |
| Acadia Healthcare Co., Inc.<sup>(a),(b)</sup> <br>| 33669 | 833644 |
| AdaptHealth Corp.<sup>(a)</sup> <br>| 39928 | 357356 |
| Addus HomeCare Corp.<sup>(a)</sup> <br>| 6649 | 784515 |
| AMN Healthcare Services, Inc.<sup>(a)</sup> <br>| 13914 | 269375 |
| Artivion, Inc.<sup>(a)</sup> <br>| 15171 | 642340 |
| Astrana Health, Inc.<sup>(a),(b)</sup> <br>| 15863 | 449716 |
| Avanos Medical, Inc.<sup>(a)</sup> <br>| 17989 | 207953 |
| Certara, Inc.<sup>(a),(b)</sup> <br>| 44025 | 537985 |
| Concentra Group Holdings Parent, Inc. | 43461 | 909639 |
| CONMED Corp. | 11301 | 531486 |
| CorVel Corp.<sup>(a)</sup> <br>| 11394 | 882123 |
| Embecta Corp. | 21387 | 301771 |
| Enovis Corp.<sup>(a)</sup> <br>| 20826 | 631861 |
| Glaukos Corp.<sup>(a)</sup> <br>| 20989 | 1711653 |
| HealthStream, Inc. | 8605 | 243005 |
| ICU Medical, Inc.<sup>(a),(b)</sup> <br>| 9029 | 1083119 |
| Inspire Medical Systems, Inc.<sup>(a)</sup> <br>| 9853 | 731093 |
| Integer Holdings Corp.<sup>(a)</sup> <br>| 12969 | 1340087 |
| Integra LifeSciences Holdings Corp.<sup>(a)</sup> <br>| 24325 | 348577 |
| LeMaitre Vascular, Inc. | 7592 | 664376 |
| Merit Medical Systems, Inc.<sup>(a)</sup> <br>| 21699 | 1806008 |
| National HealthCare Corp. | 4666 | 566966 |
| Neogen Corp.<sup>(a),(b)</sup> <br>| 79111 | 451724 |
| NeoGenomics, Inc.<sup>(a)</sup> <br>| 45735 | 353074 |
| Omnicell, Inc.<sup>(a)</sup> <br>| 16797 | 511469 |
| Pediatrix Medical Group, Inc.<sup>(a)</sup> <br>| 31225 | 523019 |
| Premier, Inc., Cl. A | 30103 | 836863 |
| Privia Health Group, Inc.<sup>(a)</sup> <br>| 42037 | 1046721 |

---

**10**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** |
| **Health Care Equipment & Services — 5.6% (continued)** | **Health Care Equipment & Services — 5.6% (continued)** | **Health Care Equipment & Services — 5.6% (continued)** |
| Progyny, Inc.<sup>(a)</sup> <br>| 29207 | 628535 |
| QuidelOrtho Corp.<sup>(a)</sup> <br>| 24513 | 721908 |
| RadNet, Inc.<sup>(a),(b)</sup> <br>| 25294 | 1927656 |
| Schrodinger, Inc.<sup>(a)</sup> <br>| 21201 | 425292 |
| Select Medical Holdings Corp. | 39144 | 502609 |
| STAAR Surgical Co.<sup>(a)</sup> <br>| 18444 | 495590 |
| Tandem Diabetes Care, Inc.<sup>(a)</sup> <br>| 25855 | 313880 |
| Teleflex, Inc. | 16183 | 1980152 |
| TransMedics Group, Inc.<sup>(a),(b)</sup> <br>| 12487 | 1401041 |
| U.S. Physical Therapy, Inc. | 5772 | 490331 |
| UFP Technologies, Inc.<sup>(a),(b)</sup> <br>| 2807 | 560277 |
| Waystar Holding Corp.<sup>(a)</sup> <br>| 42133 | 1597683 |
|  |  | **30602472** |
| **Household & Personal Products — .7%** | **Household & Personal Products — .7%** | **Household & Personal Products — .7%** |
| Central Garden & Pet Co.<sup>(a)</sup> <br>| 3418 | 111598 |
| Central Garden & Pet Co., Cl. A<sup>(a)</sup> <br>| 18668 | 551266 |
| Edgewell Personal Care Co. | 16869 | 343453 |
| Energizer Holdings, Inc. | 22226 | 553205 |
| Interparfums, Inc. | 6831 | 672034 |
| Reynolds Consumer Products, Inc. | 20035 | 490256 |
| USANA Health Sciences, Inc.<sup>(a)</sup> <br>| 4001 | 110228 |
| WD-40 Co. | 4940 | 976144 |
|  |  | **3808184** |
| **Insurance — 2.4%** | **Insurance — 2.4%** | **Insurance — 2.4%** |
| AMERISAFE, Inc. | 6896 | 302321 |
| Assured Guaranty Ltd. | 16342 | 1383350 |
| Employers Holdings, Inc. | 8481 | 360273 |
| Genworth Financial, Inc.<sup>(a)</sup> <br>| 150304 | 1337706 |
| Goosehead Insurance, Inc., Cl. A | 9315 | 693222 |
| HCI Group, Inc. | 3910 | 750446 |
| Horace Mann Educators Corp. | 14790 | 668064 |
| Lincoln National Corp. | 61891 | 2496064 |
| Mercury General Corp. | 9910 | 840170 |
| Palomar Holdings, Inc.<sup>(a)</sup> <br>| 9798 | 1143917 |
| ProAssurance Corp.<sup>(a)</sup> <br>| 18788 | 450724 |
| Safety Insurance Group, Inc. | 5613 | 396783 |
| SiriusPoint Ltd.<sup>(a)</sup> <br>| 37784 | 683513 |
| Stewart Information Services Corp. | 10420 | 763994 |
| Trupanion, Inc.<sup>(a)</sup> <br>| 12269 | 531002 |
| United Fire Group, Inc. | 8336 | 253581 |
|  |  | **13055130** |
| **Materials — 4.8%** | **Materials — 4.8%** | **Materials — 4.8%** |
| AdvanSix, Inc. | 10193 | 197540 |
| Alpha Metallurgical Resources, Inc.<sup>(a)</sup> <br>| 4017 | 659150 |
| Balchem Corp. | 11902 | 1786014 |
| Celanese Corp. | 40105 | 1687618 |
| Century Aluminum Co.<sup>(a)</sup> <br>| 19095 | 560629 |
| Element Solutions, Inc. | 83387 | 2098851 |
| FMC Corp.<sup>(b)</sup> <br>| 45754 | 1538707 |
| Hawkins, Inc.<sup>(b)</sup> <br>| 7632 | 1394519 |
| HB Fuller Co. | 19709 | 1168350 |

---

**11**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** |
| **Materials — 4.8% (continued)** | **Materials — 4.8% (continued)** | **Materials — 4.8% (continued)** |
| Hecla Mining Co.<sup>(b)</sup> <br>| 242077 | 2929132 |
| Ingevity Corp.<sup>(a)</sup> <br>| 13319 | 735076 |
| Innospec, Inc. | 9043 | 697758 |
| Kaiser Aluminum Corp. | 5985 | 461803 |
| Koppers Holdings, Inc. | 7030 | 196840 |
| Materion Corp. | 7595 | 917552 |
| Metallus, Inc.<sup>(a)</sup> <br>| 13995 | 231337 |
| Minerals Technologies, Inc. | 11445 | 710963 |
| O-I Glass, Inc.<sup>(a)</sup> <br>| 57366 | 744037 |
| Quaker Chemical Corp.<sup>(b)</sup> <br>| 5054 | 665864 |
| Sealed Air Corp.<sup>(b)</sup> <br>| 53831 | 1902926 |
| Sensient Technologies Corp. | 15560 | 1460306 |
| Stepan Co. | 7928 | 378166 |
| SunCoke Energy, Inc. | 31276 | 255212 |
| Sylvamo Corp. | 12383 | 547576 |
| The Chemours Company | 54745 | 867161 |
| Warrior Met Coal, Inc. | 19259 | 1225643 |
| Worthington Steel, Inc. | 11878 | 360972 |
|  |  | **26379702** |
| **Media & Entertainment — 1.9%** | **Media & Entertainment — 1.9%** | **Media & Entertainment — 1.9%** |
| Angi, Inc.<sup>(a)</sup> <br>| 13490 | 219347 |
| Cable One, Inc.<sup>(b)</sup> <br>| 1636 | 289654 |
| Cargurus, Inc.<sup>(a)</sup> <br>| 31103 | 1157965 |
| Cars.com, Inc.<sup>(a)</sup> <br>| 21989 | 268706 |
| Cinemark Holdings, Inc.<sup>(b)</sup> <br>| 37799 | 1059128 |
| DoubleVerify Holdings, Inc.<sup>(a)</sup> <br>| 50221 | 601648 |
| IAC, Inc.<sup>(a)</sup> <br>| 24588 | 837713 |
| John Wiley & Sons, Inc., Cl. A | 14973 | 605957 |
| Madison Square Garden Sports Corp.<sup>(a)</sup> <br>| 6544 | 1485488 |
| QuinStreet, Inc.<sup>(a)</sup> <br>| 20471 | 316686 |
| Scholastic Corp.<sup>(b)</sup> <br>| 8437 | 231005 |
| Shutterstock, Inc. | 8785 | 183167 |
| TEGNA, Inc. | 58871 | 1196848 |
| Thryv Holdings, Inc.<sup>(a),(b)</sup> <br>| 15680 | 189101 |
| TripAdvisor, Inc.<sup>(a)</sup> <br>| 42481 | 690741 |
| Yelp, Inc.<sup>(a)</sup> <br>| 21903 | 683374 |
| Ziff Davis, Inc.<sup>(a)</sup> <br>| 14994 | 571271 |
|  |  | **10587799** |
| **Pharmaceuticals, Biotechnology & Life Sciences — 4.9%** | **Pharmaceuticals, Biotechnology & Life Sciences — 4.9%** | **Pharmaceuticals, Biotechnology & Life Sciences — 4.9%** |
| ACADIA Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 46275 | 987509 |
| ADMA Biologics, Inc.<sup>(a)</sup> <br>| 87368 | 1280815 |
| Alkermes PLC<sup>(a)</sup> <br>| 60371 | 1811130 |
| Amphastar Pharmaceuticals, Inc.<sup>(a),(b)</sup> <br>| 13080 | 348582 |
| ANI Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 6352 | 581843 |
| Arcus Biosciences, Inc.<sup>(a),(b)</sup> <br>| 25592 | 348051 |
| Arrowhead Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 50571 | 1744194 |
| Azenta, Inc.<sup>(a)</sup> <br>| 14807 | 425257 |
| BioLife Solutions, Inc.<sup>(a)</sup> <br>| 14273 | 364104 |
| Catalyst Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 41976 | 826927 |
| Collegium Pharmaceutical, Inc.<sup>(a)</sup> <br>| 11490 | 402035 |
| Corcept Therapeutics, Inc.<sup>(a)</sup> <br>| 34359 | 2855577 |

---

**12**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** |
| **Pharmaceuticals, Biotechnology & Life Sciences — 4.9% (continued)** | **Pharmaceuticals, Biotechnology & Life Sciences — 4.9% (continued)** | **Pharmaceuticals, Biotechnology & Life Sciences — 4.9% (continued)** |
| Cytek Biosciences, Inc.<sup>(a)</sup> <br>| 39601 | 137415 |
| Dynavax Technologies Corp.<sup>(a),(b)</sup> <br>| 36124 | 358711 |
| Fortrea Holdings, Inc.<sup>(a)</sup> <br>| 33670 | 283501 |
| Harmony Biosciences Holdings, Inc.<sup>(a)</sup> <br>| 14147 | 389891 |
| Innoviva, Inc.<sup>(a)</sup> <br>| 21616 | 394492 |
| Krystal Biotech, Inc.<sup>(a),(b)</sup> <br>| 9489 | 1675093 |
| Ligand Pharmaceuticals, Inc.<sup>(a),(b)</sup> <br>| 7197 | 1274877 |
| Myriad Genetics, Inc.<sup>(a)</sup> <br>| 35833 | 259073 |
| Organon & Co. | 95128 | 1015967 |
| Pacira BioSciences, Inc.<sup>(a),(b)</sup> <br>| 16415 | 423015 |
| Phibro Animal Health Corp., Cl. A | 7760 | 313970 |
| Prestige Consumer Healthcare, Inc.<sup>(a)</sup> <br>| 17998 | 1123075 |
| Protagonist Therapeutics, Inc.<sup>(a),(b)</sup> <br>| 21408 | 1422133 |
| Sarepta Therapeutics, Inc.<sup>(a)</sup> <br>| 35724 | 688402 |
| Supernus Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 20474 | 978452 |
| TG Therapeutics, Inc.<sup>(a)</sup> <br>| 49693 | 1795160 |
| Veracyte, Inc.<sup>(a),(b)</sup> <br>| 28736 | 986507 |
| Vericel Corp.<sup>(a)</sup> <br>| 18388 | 578670 |
| Vir Biotechnology, Inc.<sup>(a),(b)</sup> <br>| 34803 | 198725 |
| Xencor, Inc.<sup>(a)</sup> <br>| 27053 | 317332 |
|  |  | **26590485** |
| **Real Estate Management & Development — .6%** | **Real Estate Management & Development — .6%** | **Real Estate Management & Development — .6%** |
| Cushman & Wakefield PLC<sup>(a)</sup> <br>| 84787 | 1349809 |
| eXp World Holdings, Inc.<sup>(b)</sup> <br>| 32602 | 347537 |
| Kennedy-Wilson Holdings, Inc. | 44895 | 373526 |
| Marcus & Millichap, Inc. | 9074 | 266322 |
| The St. Joe Company | 14624 | 723596 |
|  |  | **3060790** |
| **Semiconductors & Semiconductor Equipment — 3.7%** | **Semiconductors & Semiconductor Equipment — 3.7%** | **Semiconductors & Semiconductor Equipment — 3.7%** |
| ACM Research, Inc., Cl. A<sup>(a),(b)</sup> <br>| 19291 | 754857 |
| Alpha & Omega Semiconductor Ltd.<sup>(a)</sup> <br>| 9391 | 262572 |
| Axcelis Technologies, Inc.<sup>(a)</sup> <br>| 11458 | 1118759 |
| CEVA, Inc.<sup>(a)</sup> <br>| 9300 | 245613 |
| Cohu, Inc.<sup>(a)</sup> <br>| 17279 | 351282 |
| Diodes, Inc.<sup>(a)</sup> <br>| 16898 | 899143 |
| Enphase Energy, Inc.<sup>(a)</sup> <br>| 47824 | 1692491 |
| FormFactor, Inc.<sup>(a)</sup> <br>| 28098 | 1023329 |
| Ichor Holdings Ltd.<sup>(a)</sup> <br>| 13327 | 233489 |
| Impinj, Inc.<sup>(a)</sup> <br>| 9480 | 1713510 |
| Kulicke & Soffa Industries, Inc. | 18808 | 764357 |
| MaxLinear, Inc.<sup>(a)</sup> <br>| 29817 | 479457 |
| PDF Solutions, Inc.<sup>(a)</sup> <br>| 11948 | 308497 |
| Penguin Solutions, Inc.<sup>(a)</sup> <br>| 17367 | 456405 |
| Photronics, Inc.<sup>(a)</sup> <br>| 21777 | 499782 |
| Qorvo, Inc.<sup>(a)</sup> <br>| 30877 | 2812277 |
| Semtech Corp.<sup>(a)</sup> <br>| 31725 | 2266751 |
| SiTime Corp.<sup>(a)</sup> <br>| 7995 | 2408974 |
| SolarEdge Technologies, Inc.<sup>(a),(b)</sup> <br>| 21710 | 803270 |
| Ultra Clean Holdings, Inc.<sup>(a)</sup> <br>| 16695 | 454939 |
| Veeco Instruments, Inc.<sup>(a),(b)</sup> <br>| 21836 | 664470 |
|  |  | **20214224** |

---

**13**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** |
| **Software & Services — 4.5%** | **Software & Services — 4.5%** | **Software & Services — 4.5%** |
| A10 Networks, Inc.<sup>(b)</sup> <br>| 27283 | 495186 |
| ACI Worldwide, Inc.<sup>(a)</sup> <br>| 37797 | 1994548 |
| Adeia, Inc. | 39988 | 671798 |
| Agilysys, Inc.<sup>(a)</sup> <br>| 9279 | 976615 |
| Alarm.com Holdings, Inc.<sup>(a)</sup> <br>| 18205 | 966321 |
| BlackLine, Inc.<sup>(a)</sup> <br>| 19296 | 1024618 |
| Box, Inc., Cl. A<sup>(a)</sup> <br>| 53040 | 1711601 |
| Cleanspark, Inc.<sup>(a),(b)</sup> <br>| 103897 | 1506507 |
| Clear Secure, Inc., Cl. A | 31779 | 1060783 |
| DigitalOcean Holdings, Inc.<sup>(a),(b)</sup> <br>| 24952 | 852360 |
| DXC Technology Co.<sup>(a)</sup> <br>| 65315 | 890243 |
| Grid Dynamics Holdings, Inc.<sup>(a)</sup> <br>| 23558 | 181632 |
| InterDigital, Inc.<sup>(b)</sup> <br>| 9456 | 3264495 |
| LiveRamp Holdings, Inc.<sup>(a)</sup> <br>| 23970 | 650546 |
| MARA Holdings, Inc.<sup>(a),(b)</sup> <br>| 135677 | 2477462 |
| N-able, Inc.<sup>(a)</sup> <br>| 26900 | 209820 |
| NCR Voyix Corp.<sup>(a),(b)</sup> <br>| 50461 | 633286 |
| Progress Software Corp. | 15963 | 701255 |
| Q2 Holdings, Inc.<sup>(a)</sup> <br>| 22792 | 1649913 |
| Sprinklr, Inc., Cl. A<sup>(a)</sup> <br>| 42885 | 331072 |
| SPS Commerce, Inc.<sup>(a)</sup> <br>| 13874 | 1444838 |
| Teradata Corp.<sup>(a)</sup> <br>| 34495 | 741987 |
|  |  | **24436886** |
| **Technology Hardware & Equipment — 6.6%** | **Technology Hardware & Equipment — 6.6%** | **Technology Hardware & Equipment — 6.6%** |
| Advanced Energy Industries, Inc. | 13791 | 2346401 |
| Arlo Technologies, Inc.<sup>(a)</sup> <br>| 38156 | 646744 |
| Badger Meter, Inc. | 10796 | 1927950 |
| Benchmark Electronics, Inc. | 13370 | 515413 |
| Calix, Inc.<sup>(a)</sup> <br>| 21765 | 1335718 |
| Corsair Gaming, Inc.<sup>(a)</sup> <br>| 17968 | 160275 |
| CTS Corp. | 10636 | 424802 |
| Digi International, Inc.<sup>(a)</sup> <br>| 13442 | 490095 |
| ePlus, Inc. | 9749 | 692276 |
| Extreme Networks, Inc.<sup>(a)</sup> <br>| 48264 | 996652 |
| Harmonic, Inc.<sup>(a)</sup> <br>| 42746 | 435154 |
| Insight Enterprises, Inc.<sup>(a),(b)</sup> <br>| 11498 | 1303988 |
| Itron, Inc.<sup>(a)</sup> <br>| 16749 | 2086255 |
| Knowles Corp.<sup>(a),(b)</sup> <br>| 31166 | 726479 |
| Mirion Technologies, Inc.<sup>(a),(b)</sup> <br>| 89839 | 2089655 |
| NetScout Systems, Inc.<sup>(a)</sup> <br>| 24844 | 641720 |
| OSI Systems, Inc.<sup>(a),(b)</sup> <br>| 5778 | 1440109 |
| PC Connection, Inc. | 4137 | 256453 |
| Plexus Corp.<sup>(a)</sup> <br>| 9875 | 1428814 |
| Ralliant Corp. | 41293 | 1805743 |
| Rogers Corp.<sup>(a)</sup> <br>| 6260 | 503680 |
| Sandisk Corp.<sup>(a)</sup> <br>| 50553 | 5672047 |
| Sanmina Corp.<sup>(a)</sup> <br>| 19528 | 2247868 |
| ScanSource, Inc.<sup>(a)</sup> <br>| 7547 | 331993 |
| TTM Technologies, Inc.<sup>(a)</sup> <br>| 38055 | 2191968 |
| Viasat, Inc.<sup>(a)</sup> <br>| 49138 | 1439743 |

---

**14**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** | **Common Stocks — 98.9% (continued)** |
| **Technology Hardware & Equipment — 6.6% (continued)** | **Technology Hardware & Equipment — 6.6% (continued)** | **Technology Hardware & Equipment — 6.6% (continued)** |
| Viavi Solutions, Inc.<sup>(a)</sup> <br>| 81606 | 1035580 |
| Vishay Intertechnology, Inc. | 44853 | 686251 |
|  |  | **35859826** |
| **Telecommunication Services — .9%** | **Telecommunication Services — .9%** | **Telecommunication Services — .9%** |
| Cogent Communications Holdings, Inc.<sup>(b)</sup> <br>| 17337 | 664874 |
| Gogo, Inc.<sup>(a),(b)</sup> <br>| 27184 | 233510 |
| Lumen Technologies, Inc.<sup>(a)</sup> <br>| 345823 | 2116437 |
| Shenandoah Telecommunications Co. | 17581 | 235937 |
| Telephone and Data Systems, Inc. | 35953 | 1410796 |
| Uniti Group, Inc.<sup>(a),(b)</sup> <br>| 65340 | 399881 |
|  |  | **5061435** |
| **Transportation — 1.4%** | **Transportation — 1.4%** | **Transportation — 1.4%** |
| Allegiant Travel Co.<sup>(a)</sup> <br>| 4901 | 297834 |
| ArcBest Corp. | 8468 | 591659 |
| Forward Air Corp.<sup>(a)</sup> <br>| 8135 | 208581 |
| Heartland Express, Inc.<sup>(b)</sup> <br>| 16612 | 139209 |
| Hertz Global Holdings, Inc.<sup>(a),(b)</sup> <br>| 45823 | 311596 |
| Hub Group, Inc., Cl. A | 22113 | 761572 |
| JetBlue Airways Corp.<sup>(a),(b)</sup> <br>| 106314 | 523065 |
| Marten Transport Ltd. | 20778 | 221494 |
| Matson, Inc. | 11643 | 1147883 |
| RXO, Inc.<sup>(a),(b)</sup> <br>| 59822 | 920062 |
| Schneider National, Inc., Cl. B | 18094 | 382869 |
| SkyWest, Inc.<sup>(a)</sup> <br>| 14783 | 1487466 |
| Sun Country Airlines Holdings, Inc.<sup>(a)</sup> <br>| 19226 | 227059 |
| Werner Enterprises, Inc. | 21809 | 574013 |
|  |  | **7794362** |
| **Utilities — 2.1%** | **Utilities — 2.1%** | **Utilities — 2.1%** |
| American States Water Co. | 14064 | 1031172 |
| Avista Corp. | 29623 | 1120046 |
| California Water Service Group | 21786 | 999760 |
| Chesapeake Utilities Corp. | 8719 | 1174362 |
| Clearway Energy, Inc., Cl. A | 13188 | 355153 |
| Clearway Energy, Inc., Cl. C | 30046 | 848800 |
| H2O America | 11890 | 579043 |
| MDU Resources Group, Inc. | 74819 | 1332526 |
| MGE Energy, Inc. | 13394 | 1127507 |
| Middlesex Water Co. | 6585 | 356380 |
| Northwest Natural Holding Co. | 15152 | 680779 |
| Otter Tail Corp. | 15354 | 1258567 |
| Unitil Corp. | 6415 | 307022 |
|  |  | **11171117** |
| &nbsp;&nbsp;&nbsp; **Total Common Stocks** <br>(cost $381,972,336)<br>|  | **539412467** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | Number of Rights |  |
| **Rights — .0%** | **Rights — .0%** | **Rights — .0%** |
| **Health Care Equipment & Services — .0%** | **Health Care Equipment & Services — .0%** | **Health Care Equipment & Services — .0%** |
| Omniab Operations, Inc.-Earnout 12.5<sup>(d)</sup> <br>| 3619 | 0 |
| Omniab Operations, Inc.-Earnout 15.0<sup>(d)</sup> <br>| 3619 | 0 |
| &nbsp;&nbsp;&nbsp; **Total Rights** <br>(cost $12,944)<br>|  | **0** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**15**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Exchange-Traded Funds — .7%** | **Exchange-Traded Funds — .7%** | **Exchange-Traded Funds — .7%** |
| **Registered Investment Companies — .7%** | **Registered Investment Companies — .7%** | **Registered Investment Companies — .7%** |
| &nbsp;&nbsp;&nbsp; iShares Core S&P Small-Cap ETF <br>(cost $3,620,025)<br>| 32398 | **3849854** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  | 1-Day <br>Yield (%)<br>|  |  |
| **Investment Companies — .4%** | **Investment Companies — .4%** | **Investment Companies — .4%** | **Investment Companies — .4%** |
| **Registered Investment Companies — .4%** | **Registered Investment Companies — .4%** | **Registered Investment Companies — .4%** | **Registered Investment Companies — .4%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<sup>(e)</sup> <br>(cost $2,211,380)<br>| 4.28 | 2211380 | **2211380** |
| **Investment of Cash Collateral for Securities Loaned — 1.1%** |  |  |  |
| **Registered Investment Companies — 1.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<sup>(e)</sup> <br>(cost $6,215,666)<br>| 4.28 | 6215666 | **6215666** |
| **Total Investments** (cost $394,032,351) | **Total Investments** (cost $394,032,351) | **101.1%** | **551689367** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(1.1%)** | **(5982288)** |
| **Net Assets**  | **Net Assets**  | **100.0%** | **545707079** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

*ETF—Exchange-Traded Fund* <br> *REIT—Real Estate Investment Trust*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

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

<sup>(b)</sup> *Security, or portion thereof, on loan. At September 30, 2025, the value of the fund's securities on loan was $69,613,067 and the value of the collateral was* *$71,065,724, consisting of cash collateral of $6,215,666 and U.S. Government & Agency securities valued at $64,850,058. In addition, the value of* *collateral may include pending sales that are also on loan.* 

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

<sup>(d)</sup> *The fund held Level 3 securities at September 30, 2025. These securities were valued at $0 or .0% of net assets.*

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures** | **Futures** | **Futures** | **Futures** | **Futures** | **Futures** |
| Description | Number of <br>Contracts<br>| Expiration | Notional <br>Value ($)<br>| Market <br>Value ($)<br>| Unrealized <br>Appreciation ($)<br>|
| **Futures Long** |  |  |  |  |  |
| E-mini Russell 2000 Index | &nbsp;&nbsp; 23 | &nbsp;&nbsp; 12/19/2025 | &nbsp;&nbsp; 2778619 | &nbsp;&nbsp; 2823825 | &nbsp;&nbsp; 45206 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  |  | **45206** |

---

*See notes to schedule of investments.*

**16**

------

Schedule of Investments

Small Cap Stock Index Portfolio

September 30, 2025 (Unaudited)

The following is a summary of the inputs used as of September 30, 2025 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2- Other** <br>**Significant** <br>**Observable Inputs**<br>| **Level 3-** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Assets ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| Equity Securities - Common Stocks | &nbsp;&nbsp; 539412467 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **539412467** |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp; 3849854 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **3849854** |
| Rights | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 0 | &nbsp;&nbsp; **—** |
| Investment Companies | &nbsp;&nbsp;&nbsp;&nbsp; 8427046 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **8427046** |
|  | &nbsp;&nbsp; **551689367** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **0** | &nbsp;&nbsp; **551689367** |
| Other Financial Instruments: |  |  |  |  |
| Futures<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45206 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **45206** |
|  | &nbsp;&nbsp; **45206** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **45206** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| <sup>†</sup> <br>| *See Schedule of Investments for additional detailed categorizations, if any.* |
| <sup>††</sup> <br>| *Amount shown represents unrealized appreciation (depreciation) at period end.* |

---

**17**

------

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

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

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

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

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

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

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

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

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

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

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

Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are valued at the average of the most recent bid and asked prices. These securities are generally categorized within Level 2 of the fair value hierarchy.

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

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

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

**18**

------

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

**Derivatives**: A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at September 30, 2025 is discussed below.

**Futures:** In the normal course of pursuing its investment objective, the fund is exposed to market risk, including equity price risk, as a result of changes in value of underlying financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default. Futures open at September 30, 2025 are set forth in the Schedule of Investments.

At September 30, 2025, accumulated net unrealized appreciation on investments inclusive of derivative contracts was $157,702,222, consisting of $207,649,907 gross unrealized appreciation and $49,947,685 gross unrealized depreciation.

At September 30, 2025, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Schedule of Investments).

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

**19**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY MELLON INVESTMENT PORTFOLIOS

- **b. Investment Company Act file number:** 811-08673

- **c. CIK number of Registrant:** 0001056707

- **d. LEI of Registrant:** 5493002N4L8U8Q1DSK82

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212-922-6400

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

- **a. Name of Series:** Small Cap Stock Index Portfolio

- **b. EDGAR series identifier (if any):** S000002780

- **c. LEI of Series:** 549300DGKKYG8GP6G257

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $552320688.99

**Total Liabilities:** $6489589.95

**Net Assets:** $545831099.04

**Cash Not Reported:** $234000.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007613 | 0.92%                | 7.01%                | 0.97%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4380608.01              | $201396.78                                 |
| Month 2  | $-95978.07               | $35286254.67                               |
| Month 3  | $8791589.53              | $-4441358.55                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RPC Inc                                                           | RPC Inc                                                           | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32110 | NS      | $152843.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                                       | Neogen Corp                                                       | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     79111 | NS      | $451723.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Core Laboratories Inc                                             | Core Laboratories Inc                                             | CUSIP: 21867A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17775 | NS      | $219699.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                                     | MarineMax Inc                                                     | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      7391 | NS      | $187214.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Helix Energy Solutions Group I                                    | Helix Energy Solutions Group Inc                                  | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     49513 | NS      | $324805.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                                  | Radian Group Inc                                                  | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     49729 | NS      | $1801184.38   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                            | Group 1 Automotive Inc                                            | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      4644 | NS      | $2031796.44   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                                              | TrustCo Bank Corp NY                                              | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6889 | NS      | $250070.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                                          | Patterson-UTI Energy Inc                                          | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    127231 | NS      | $659056.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| SITE Centers Corp                                                 | SITE Centers Corp                                                 | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     18036 | NS      | $162504.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Koppers Holdings Inc                                              | Koppers Holdings Inc                                              | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7030 | NS      | $196840.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti                                    | Innovative Industrial Properties Inc                              | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     10248 | NS      | $549087.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                                | Kontoor Brands Inc                                                | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     18686 | NS      | $1490582.22   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                                                | Ready Capital Corp                                                | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |     56284 | NS      | $217819.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| StoneX Group Inc                                                  | StoneX Group Inc                                                  | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     17002 | NS      | $1715841.84   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Cohen & Steers Inc                                                | Cohen & Steers Inc                                                | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     10078 | NS      | $661217.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                                              | Assured Guaranty Ltd                                              | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     16342 | NS      | $1383350.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                                             | Oxford Industries Inc                                             | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      5291 | NS      | $214497.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Armada Hoffler Properties Inc                                     | Armada Hoffler Properties Inc                                     | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     30410 | NS      | $213174.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                                        | Kadant Inc                                                        | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      4309 | NS      | $1282272.22   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                                           | US Physical Therapy Inc                                           | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      5772 | NS      | $490331.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                                        | Ligand Pharmaceuticals Inc                                        | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      7197 | NS      | $1274876.58   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Stride Inc                                                        | Stride Inc                                                        | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     15773 | NS      | $2349230.62   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                                     | Renasant Corp                                                     | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     34751 | NS      | $1281964.39   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                                      | SM Energy Co                                                      | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     42064 | NS      | $1050338.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                                      | Navient Corp                                                      | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     24969 | NS      | $328342.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                                          | Ultra Clean Holdings Inc                                          | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     16695 | NS      | $454938.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                                              | JetBlue Airways Corp                                              | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    106314 | NS      | $523064.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Healthcare Services Group Inc                                     | Healthcare Services Group Inc                                     | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     26477 | NS      | $445607.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                                    | BankUnited Inc                                                    | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     27459 | NS      | $1047835.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                                          | WaFd Inc                                                          | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28826 | NS      | $873139.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                                        | Safety Insurance Group Inc                                        | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      5613 | NS      | $396782.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc                                    | Armstrong World Industries Inc                                    | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     15853 | NS      | $3107346.53   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles Internati                                    | Heidrick & Struggles International Inc                            | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      7506 | NS      | $373573.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions                                     | Donnelley Financial Solutions Inc                                 | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     10030 | NS      | $515842.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                                              | Mercury General Corp                                              | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      9910 | NS      | $840169.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                                                   | Hanesbrands Inc                                                   | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    131628 | NS      | $867428.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                             | Jackson Financial Inc                                             | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     25548 | NS      | $2586224.04   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                                              | Sturm Ruger & Co Inc                                              | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      6081 | NS      | $264341.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Kodiak Gas Services Inc                                           | Kodiak Gas Services Inc                                           | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24010 | NS      | $887649.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                                     | Ingevity Corp                                                     | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     13319 | NS      | $735075.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                                           | RXO Inc                                                           | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     59822 | NS      | $920062.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Apogee Enterprises Inc                                            | Apogee Enterprises Inc                                            | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      8156 | NS      | $355356.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group Inc                                     | Everus Construction Group Inc                                     | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |     18682 | NS      | $1601981.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                                        | Vishay Intertechnology Inc                                        | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     44853 | NS      | $686250.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                                    | CVR Energy Inc                                                    | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     11010 | NS      | $401644.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                           | First Financial Bancorp                                           | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     34925 | NS      | $881856.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                                        | Heritage Financial Corp/WA                                        | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12771 | NS      | $308930.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                                                   | Masterbrand Inc                                                   | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     46498 | NS      | $612378.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                                | ADMA Biologics Inc                                                | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87368 | NS      | $1280814.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Managem                                    | Artisan Partners Asset Management Inc                             | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     25789 | NS      | $1119242.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                                            | Digi International Inc                                            | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     13442 | NS      | $490095.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                                      | Organon & Co                                                      | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     95128 | NS      | $1015967.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                                  | AdaptHealth Corp                                                  | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39928 | NS      | $357355.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                                        | Apple Hospitality REIT Inc                                        | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     80668 | NS      | $968822.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                           | Central Garden & Pet Co                                           | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      3418 | NS      | $111597.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                                       | Standard Motor Products Inc                                       | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      7860 | NS      | $320845.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                                         | DigitalOcean Holdings Inc                                         | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     24952 | NS      | $852360.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Outfront Media Inc                                                | Outfront Media Inc                                                | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     52973 | NS      | $970465.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                                       | Summit Hotel Properties Inc                                       | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |     38578 | NS      | $211793.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                            | Marcus & Millichap Inc                                            | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      9074 | NS      | $266321.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                                           | Mirion Technologies Inc                                           | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     89839 | NS      | $2089655.14   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Macerich Co/The                                                   | Macerich Co/The                                                   | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     92503 | NS      | $1683554.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                        | Matson Inc                                                        | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     11643 | NS      | $1147883.37   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P Small-Cap ETF                                    | iShares Core S&P Small-Cap ETF                                    | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             | EC               | RF                | US        |     30557 | NS      | $3631088.31   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                                         | Ethan Allen Interiors Inc                                         | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8657 | NS      | $255035.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                                   | Bancorp Inc/The                                                   | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |     16873 | NS      | $1263618.97   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                                       | Centerspace                                                       | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |      6279 | NS      | $369833.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                                    | Dorian LPG Ltd                                                    | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |     13692 | NS      | $408021.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corp                                                       | Vestis Corp                                                       | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |     44025 | NS      | $199433.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                                             | Heartland Express Inc                                             | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     16612 | NS      | $139208.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Mueller Water Products Inc                                        | Mueller Water Products Inc                                        | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     57224 | NS      | $1460356.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                                    | Atlantic Union Bankshares Corp                                    | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52259 | NS      | $1844220.11   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                                    | PriceSmart Inc                                                    | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      9285 | NS      | $1125249.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                            | Lumen Technologies Inc                                            | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    345823 | NS      | $2116436.76   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources                                     | Alpha Metallurgical Resources Inc                                 | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      4017 | NS      | $659149.53    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                                          | HNI Corp                                                          | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     16759 | NS      | $785159.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortrea Holdings Inc                                              | Fortrea Holdings Inc                                              | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |     33670 | NS      | $283501.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                                  | QuidelOrtho Corp                                                  | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     24513 | NS      | $721907.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                                   | Alamo Group Inc                                                   | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      3942 | NS      | $752527.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                            | Energizer Holdings Inc                                            | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     22226 | NS      | $553205.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                                        | Diodes Inc                                                        | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     16898 | NS      | $899142.58    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                                       | EVERTEC Inc                                                       | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     23675 | NS      | $799741.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                                             | Triumph Financial Inc                                             | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      8368 | NS      | $418734.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                                  | Badger Meter Inc                                                  | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     10796 | NS      | $1927949.68   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc                                              | UFP Technologies Inc                                              | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      2807 | NS      | $560277.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcus Biosciences Inc                                             | Arcus Biosciences Inc                                             | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25592 | NS      | $348051.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Brandywine Realty Trust                                           | Brandywine Realty Trust                                           | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     63022 | NS      | $262801.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                                            | Penn Entertainment Inc                                            | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51269 | NS      | $987440.94    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Highwoods Properties Inc                                          | Highwoods Properties Inc                                          | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     40016 | NS      | $1273309.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                          | United Natural Foods Inc                                          | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     22171 | NS      | $834073.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                                             | Veris Residential Inc                                             | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |     29307 | NS      | $445466.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                             | Customers Bancorp Inc                                             | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     10756 | NS      | $703119.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                                    | MGE Energy Inc                                                    | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13394 | NS      | $1127506.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                                      | Omnicell Inc                                                      | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     16797 | NS      | $511468.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                                       | Simmons First National Corp                                       | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     52645 | NS      | $1009204.65   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                                  | ACM Research Inc                                                  | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     19291 | NS      | $754856.83    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Dycom Industries Inc                                              | Dycom Industries Inc                                              | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     10600 | NS      | $3092656.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                                         | Sonos Inc                                                         | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     44025 | NS      | $695595.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                                              | Hayward Holdings Inc                                              | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72452 | NS      | $1095474.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                                       | Avista Corp                                                       | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     29623 | NS      | $1120045.63   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                                       | Two Harbors Investment Corp                                       | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     37412 | NS      | $369256.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| SPX Technologies Inc                                              | SPX Technologies Inc                                              | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     18105 | NS      | $3381651.90   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                               | Westamerica BanCorp                                               | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |      9353 | NS      | $467556.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                                        | RadNet Inc                                                        | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     25294 | NS      | $1927655.74   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Merit Medical Systems Inc                                         | Merit Medical Systems Inc                                         | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     21699 | NS      | $1806007.77   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                                         | Adeia Inc                                                         | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39988 | NS      | $671798.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                                      | Freshpet Inc                                                      | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     17834 | NS      | $982831.74    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Adamas Trust Inc                                                  | Adamas Trust Inc                                                  | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     30464 | NS      | $212334.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Rush Enterprises Inc                                              | Rush Enterprises Inc                                              | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     22389 | NS      | $1197139.83   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                                        | Vicor Corp                                                        | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      8366 | NS      | $415957.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                                      | Bread Financial Holdings Inc                                      | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     17055 | NS      | $951157.35    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc                                    | Reynolds Consumer Products Inc                                    | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               | CORP              | US        |     20035 | NS      | $490256.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                                               | Federal Signal Corp                                               | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     22277 | NS      | $2650740.23   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                                          | AAR Corp                                                          | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     12960 | NS      | $1162123.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                                           | Tompkins Financial Corp                                           | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      4751 | NS      | $314563.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc                                         | Innovex International Inc                                         | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     14916 | NS      | $276542.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                                      | Semtech Corp                                                      | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     31725 | NS      | $2266751.25   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                                            | Werner Enterprises Inc                                            | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     21809 | NS      | $574012.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE                                    | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |   2211380 | NS      | $2211379.64   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                                           | Goosehead Insurance Inc                                           | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      9315 | NS      | $693222.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                               | Meritage Homes Corp                                               | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     26043 | NS      | $1886294.49   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp                                          | Curbline Properties Corp                                          | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |     35711 | NS      | $796355.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                                      | Safehold Inc                                                      | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     16751 | NS      | $259472.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                                         | California Resources Corp                                         | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     26629 | NS      | $1416130.22   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                                              | Kaiser Aluminum Corp                                              | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5985 | NS      | $461802.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                              | LXP Industrial Trust                                              | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    108059 | NS      | $968208.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                               | Acadia Realty Trust                                               | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |     47794 | NS      | $963049.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                                     | Teradata Corp                                                     | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     34495 | NS      | $741987.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                                          | Axcelis Technologies Inc                                          | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     11458 | NS      | $1118759.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                                                  | Saul Centers Inc                                                  | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4497 | NS      | $143319.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                                         | Minerals Technologies Inc                                         | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     11445 | NS      | $710963.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                                           | G-III Apparel Group Ltd                                           | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     14378 | NS      | $382598.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                                     | O-I Glass Inc                                                     | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57366 | NS      | $744037.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure                                     | HA Sustainable Infrastructure Capital Inc                         | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |     45110 | NS      | $1384877.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Pediatrix Medical Group Inc                                       | Pediatrix Medical Group Inc                                       | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31225 | NS      | $523018.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                                                      | Vericel Corp                                                      | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     18388 | NS      | $578670.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                                   | Q2 Holdings Inc                                                   | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     22792 | NS      | $1649912.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                               | Cal-Maine Foods Inc                                               | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     16701 | NS      | $1571564.10   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                           | Enova International Inc                                           | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      9150 | NS      | $1053073.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                                              | SL Green Realty Corp                                              | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     25987 | NS      | $1554282.47   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income                                    | Universal Health Realty Income Trust                              | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |      4493 | NS      | $175990.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                                    | Virtus Investment Partners Inc                                    | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      2313 | NS      | $439539.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                                      | Catalyst Pharmaceuticals Inc                                      | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     41976 | NS      | $826927.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                                       | OFG Bancorp                                                       | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     16299 | NS      | $708843.51    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc                                            | Northern Oil & Gas Inc                                            | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     35531 | NS      | $881168.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Teleflex Inc                                                      | Teleflex Inc                                                      | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     16183 | NS      | $1980151.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                                          | Acadia Healthcare Co Inc                                          | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     33669 | NS      | $833644.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| ArcBest Corp                                                      | ArcBest Corp                                                      | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      8468 | NS      | $591659.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                                         | USANA Health Sciences Inc                                         | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      4001 | NS      | $110227.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                                                | Ichor Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | US        |     13327 | NS      | $233489.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                                          | Fox Factory Holding Corp                                          | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     15397 | NS      | $373993.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                                    | Noble Corp PLC                                                    | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | US        |     45703 | NS      | $1292480.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Shutterstock Inc                                                  | Shutterstock Inc                                                  | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      8785 | NS      | $183167.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                                      | Sylvamo Corp                                                      | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     12383 | NS      | $547576.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                  | E-MINI RUSS 2000                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        23 | NC      | $45206.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                                            | Greenbrier Cos Inc/The                                            | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     11508 | NS      | $531324.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                                    | Air Lease Corp                                                    | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     38487 | NS      | $2449697.55   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                                   | S&T Bancorp Inc                                                   | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14082 | NS      | $529342.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                                     | PRA Group Inc                                                     | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     14536 | NS      | $224435.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                        | Korn Ferry                                                        | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     19279 | NS      | $1349144.42   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                                          | CEVA Inc                                                          | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |      9300 | NS      | $245613.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                                          | WD-40 Co                                                          | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      4940 | NS      | $976144.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                            | Pathward Financial Inc                                            | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      8418 | NS      | $623016.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                                       | Unitil Corp                                                       | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6415 | NS      | $307021.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                        | ACADIA Pharmaceuticals Inc                                        | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     46275 | NS      | $987508.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                                        | Azenta Inc                                                        | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     14807 | NS      | $425257.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                                            | Boot Barn Holdings Inc                                            | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     11186 | NS      | $1853743.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                                          | Corcept Therapeutics Inc                                          | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     34359 | NS      | $2855576.49   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                                            | Progress Software Corp                                            | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     15963 | NS      | $701254.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                                         | Brinker International Inc                                         | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     16286 | NS      | $2063110.48   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corp                                                       | Enviri Corp                                                       | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     30309 | NS      | $384621.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                                        | Arcosa Inc                                                        | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     17950 | NS      | $1682094.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                                  | HealthStream Inc                                                  | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      8605 | NS      | $243005.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                                         | Itron Inc                                                         | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     16749 | NS      | $2086255.44   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                               | Signet Jewelers Ltd                                               | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |     15062 | NS      | $1444747.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Mr Cooper Group Inc                                               | Mr Cooper Group Inc                                               | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     23450 | NS      | $4943025.50   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                                       | John B Sanfilippo & Son Inc                                       | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      3461 | NS      | $222473.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                                    | NexPoint Residential Trust Inc                                    | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      8304 | NS      | $267554.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment                                     | Dave & Buster's Entertainment Inc                                 | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      9837 | NS      | $178639.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| American Axle & Manufacturing                                     | American Axle & Manufacturing Holdings Inc                        | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     43165 | NS      | $259421.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                              | JBG SMITH Properties                                              | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22573 | NS      | $502249.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| CareTrust REIT Inc                                                | CareTrust REIT Inc                                                | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     80768 | NS      | $2801034.24   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                                         | American Assets Trust Inc                                         | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17051 | NS      | $346476.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                           | Insight Enterprises Inc                                           | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     11498 | NS      | $1303988.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Bloomin' Brands Inc                                               | Bloomin' Brands Inc                                               | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     28647 | NS      | $205398.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                                  | UniFirst Corp/MA                                                  | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      5490 | NS      | $917873.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                                | ABM Industries Inc                                                | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     22754 | NS      | $1049414.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                              | Cavco Industries Inc                                              | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2899 | NS      | $1683536.27   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                                   | Scholastic Corp                                                   | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8437 | NS      | $231005.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Banc of California Inc                                            | Banc of California Inc                                            | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     47577 | NS      | $787399.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                                       | Sterling Infrastructure Inc                                       | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     11147 | NS      | $3786412.96   | 0.69%             |  |  |  | No            |                  1 | On Loan: —       |
| NCR Atleos Corp                                                   | NCR Atleos Corp                                                   | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |     26942 | NS      | $1059090.02   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                                                  | Forward Air Corp                                                  | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8135 | NS      | $208581.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc                                             | Worthington Steel Inc                                             | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |     11878 | NS      | $360972.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                                            | Liquidity Services Inc                                            | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |      8720 | NS      | $239189.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                                     | Oceaneering International Inc                                     | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     37116 | NS      | $919734.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                                            | Schneider National Inc                                            | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     18094 | NS      | $382869.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                          | Granite Construction Inc                                          | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     16034 | NS      | $1758128.10   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                             | Arlo Technologies Inc                                             | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     38156 | NS      | $646744.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                                       | Rogers Corp                                                       | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      6260 | NS      | $503679.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                                           | Box Inc                                                           | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     53040 | NS      | $1711600.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                                       | AMN Healthcare Services Inc                                       | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     13914 | NS      | $269375.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc                                                  | Interparfums Inc                                                  | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6831 | NS      | $672033.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                                            | Acushnet Holdings Corp                                            | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     10010 | NS      | $785684.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                                               | Peabody Energy Corp                                               | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     44534 | NS      | $1181041.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                                             | Element Solutions Inc                                             | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     83387 | NS      | $2098850.79   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                                | Axos Financial Inc                                                | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     20649 | NS      | $1747937.85   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6215664 | NS      | $6215664.35   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                                    | Central Pacific Financial Corp                                    | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      9828 | NS      | $298181.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                                 | PROG Holdings Inc                                                 | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     14452 | NS      | $467666.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                                    | Advanced Energy Industries Inc                                    | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     13791 | NS      | $2346400.74   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                                           | Enerpac Tool Group Corp                                           | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     19695 | NS      | $807495.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                                          | Simply Good Foods Co/The                                          | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34260 | NS      | $850333.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                                   | OSI Systems Inc                                                   | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      5778 | NS      | $1440108.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Virtu Financial Inc                                               | Virtu Financial Inc                                               | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     29170 | NS      | $1035535.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                                   | Sealed Air Corp                                                   | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     53831 | NS      | $1902925.85   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Walker & Dunlop Inc                                               | Walker & Dunlop Inc                                               | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12443 | NS      | $1040483.66   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                                                     | BGC Group Inc                                                     | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |    133720 | NS      | $1264991.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                                        | Sabre Corp                                                        | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    149113 | NS      | $272876.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                                  | Boise Cascade Co                                                  | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     13644 | NS      | $1054954.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                                       | Progyny Inc                                                       | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29207 | NS      | $628534.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                                      | Griffon Corp                                                      | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     14297 | NS      | $1088716.55   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                                   | MillerKnoll Inc                                                   | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     24888 | NS      | $441513.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                                    | Buckle Inc/The                                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     11160 | NS      | $654645.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                                       | Plexus Corp                                                       | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      9875 | NS      | $1428813.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                                           | MDU Resources Group Inc                                           | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74819 | NS      | $1332526.39   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                                    | California Water Service Group                                    | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     21786 | NS      | $999759.54    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                                  | InterDigital Inc                                                  | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9456 | NS      | $3264494.88   | 0.60%             |  |  |  | No            |                  1 | On Loan: —       |
| M/I Homes Inc                                                     | M/I Homes Inc                                                     | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      9645 | NS      | $1393123.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                                          | Par Pacific Holdings Inc                                          | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     18591 | NS      | $658493.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                                     | United Community Banks Inc/GA                                     | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     44401 | NS      | $1391971.35   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                                          | DNOW Inc                                                          | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     39212 | NS      | $597983.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                                           | IAC Inc                                                           | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |     24588 | NS      | $837713.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                                       | Moelis & Co                                                       | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     27193 | NS      | $1939404.76   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                                             | LiveRamp Holdings Inc                                             | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     23970 | NS      | $650545.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                                     | CSG Systems International Inc                                     | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     10011 | NS      | $644508.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                               | Allegiant Travel Co                                               | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      4901 | NS      | $297833.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                                | Enphase Energy Inc                                                | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     47824 | NS      | $1692491.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                                                | Middlesex Water Co                                                | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6585 | NS      | $356380.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                                        | Adient PLC                                                        | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |     29681 | NS      | $714718.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                    | Ameris Bancorp                                                    | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     23616 | NS      | $1731288.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                                    | Proto Labs Inc                                                    | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      8709 | NS      | $435711.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                                            | Victoria's Secret & Co                                            | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     29208 | NS      | $792705.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                                        | Xenia Hotels & Resorts Inc                                        | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     34911 | NS      | $478978.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                                    | Wendy's Co/The                                                    | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     57207 | NS      | $524016.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Gibraltar Industries Inc                                          | Gibraltar Industries Inc                                          | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10873 | NS      | $682824.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                                          | American States Water Co                                          | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     14064 | NS      | $1031172.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                                                   | TripAdvisor Inc                                                   | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     42481 | NS      | $690741.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                                   | Otter Tail Corp                                                   | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15354 | NS      | $1258567.38   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Sto                                    | Cracker Barrel Old Country Store Inc                              | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      8135 | NS      | $358428.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Alarm.com Holdings Inc                                            | Alarm.com Holdings Inc                                            | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     18205 | NS      | $966321.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                              | Tri Pointe Homes Inc                                              | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31910 | NS      | $1083982.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                                      | Embecta Corp                                                      | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     21387 | NS      | $301770.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                                               | MGP Ingredients Inc                                               | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      5430 | NS      | $131351.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                                             | TransMedics Group Inc                                             | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |     12487 | NS      | $1401041.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Viavi Solutions Inc                                               | Viavi Solutions Inc                                               | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     81606 | NS      | $1035580.14   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                                              | Kinetik Holdings Inc                                              | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15914 | NS      | $680164.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Global Net Lease Inc                                              | Global Net Lease Inc                                              | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     71151 | NS      | $578457.63    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| ANI Pharmaceuticals Inc                                           | ANI Pharmaceuticals Inc                                           | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      6352 | NS      | $581843.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                                       | Kennedy-Wilson Holdings Inc                                       | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     44895 | NS      | $373526.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                                    | FormFactor Inc                                                    | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     28098 | NS      | $1023329.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                               | Myriad Genetics Inc                                               | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     35833 | NS      | $259072.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                                              | Marten Transport Ltd                                              | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20778 | NS      | $221493.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                                   | Shake Shack Inc                                                   | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     14735 | NS      | $1379343.35   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc                                           | Millrose Properties Inc                                           | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44108 | NS      | $1482469.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                                               | WSFS Financial Corp                                               | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     20532 | NS      | $1107290.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                                        | Sunrun Inc                                                        | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     85373 | NS      | $1476099.17   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| LGI Homes Inc                                                     | LGI Homes Inc                                                     | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      7353 | NS      | $380223.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                                       | Hawkins Inc                                                       | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      7632 | NS      | $1394519.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| ManpowerGroup Inc                                                 | ManpowerGroup Inc                                                 | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     16798 | NS      | $636644.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                                        | Sensient Technologies Corp                                        | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     15560 | NS      | $1460306.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                                      | Lindsay Corp                                                      | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      4026 | NS      | $565894.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                                        | DiamondRock Hospitality Co                                        | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     74626 | NS      | $594022.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                                      | Sanmina Corp                                                      | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     19528 | NS      | $2247868.08   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                                        | Xencor Inc                                                        | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     27053 | NS      | $317331.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                                        | SolarEdge Technologies Inc                                        | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |     21710 | NS      | $803270.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwest Bancshares Inc                                          | Northwest Bancshares Inc                                          | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53456 | NS      | $662319.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                             | Cinemark Holdings Inc                                             | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     37799 | NS      | $1059127.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Alkermes PLC                                                      | Alkermes PLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     60371 | NS      | $1811130.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                                         | Caesars Entertainment Inc                                         | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     75888 | NS      | $2050873.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                                         | Sally Beauty Holdings Inc                                         | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     36107 | NS      | $587821.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                                  | PJT Partners Inc                                                  | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      8924 | NS      | $1586062.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                                  | SPS Commerce Inc                                                  | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     13874 | NS      | $1444838.36   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                                          | FMC Corp                                                          | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     45754 | NS      | $1538707.02   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Gogo Inc                                                          | Gogo Inc                                                          | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     27184 | NS      | $233510.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Cohu Inc                                                          | Cohu Inc                                                          | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     17279 | NS      | $351282.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                                       | H2O America                                                       | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11890 | NS      | $579043.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                                       | CONMED Corp                                                       | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     11301 | NS      | $531486.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                                   | Whitestone REIT                                                   | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16822 | NS      | $206574.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                                  | Talos Energy Inc                                                  | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     47343 | NS      | $454019.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                                       | REX American Resources Corp                                       | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10446 | NS      | $319856.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                                       | Matthews International Corp                                       | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     11423 | NS      | $277350.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                                                | Corsair Gaming Inc                                                | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     17968 | NS      | $160274.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                                              | Astec Industries Inc                                              | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      8337 | NS      | $401259.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                                           | Lakeland Financial Corp                                           | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9407 | NS      | $603929.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States                                     | Schrodinger Inc/United States                                     | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |     21201 | NS      | $425292.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                                       | CorVel Corp                                                       | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11394 | NS      | $882123.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                                      | Glaukos Corp                                                      | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     20989 | NS      | $1711652.95   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                                | Liberty Energy Inc                                                | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59154 | NS      | $729960.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                                     | Amphastar Pharmaceuticals Inc                                     | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     13080 | NS      | $348582.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Encore Capital Group Inc                                          | Encore Capital Group Inc                                          | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      8374 | NS      | $349530.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                                | LTC Properties Inc                                                | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     17134 | NS      | $631559.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                                 | DXC Technology Co                                                 | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     65315 | NS      | $890243.45    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                                            | Pacira BioSciences Inc                                            | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16415 | NS      | $423014.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Deluxe Corp                                                       | Deluxe Corp                                                       | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     16499 | NS      | $319420.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products In                                    | Installed Building Products Inc                                   | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      8360 | NS      | $2062077.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Stellar Bancorp Inc                                               | Stellar Bancorp Inc                                               | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     17011 | NS      | $516113.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                                              | NetScout Systems Inc                                              | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     24844 | NS      | $641720.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                                            | Employers Holdings Inc                                            | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8481 | NS      | $360272.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                                  | A10 Networks Inc                                                  | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     27283 | NS      | $495186.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Ziff Davis Inc                                                    | Ziff Davis Inc                                                    | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     14994 | NS      | $571271.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                                             | Powell Industries Inc                                             | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      3447 | NS      | $1050680.07   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                                          | Chefs' Warehouse Inc/The                                          | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     13365 | NS      | $779580.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                                          | Tandem Diabetes Care Inc                                          | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     25855 | NS      | $313879.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                                       | National Bank Holdings Corp                                       | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13800 | NS      | $533232.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                                     | CoreCivic Inc                                                     | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     39196 | NS      | $797638.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                                             | Vir Biotechnology Inc                                             | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34803 | NS      | $198725.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin BSP Realty Trust Inc                                     | Franklin BSP Realty Trust Inc                                     | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |     31160 | NS      | $338397.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| XPEL Inc                                                          | XPEL Inc                                                          | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      9157 | NS      | $302821.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                                    | QuinStreet Inc                                                    | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     20471 | NS      | $316686.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc                                                | Astrana Health Inc                                                | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     15863 | NS      | $449716.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Banner Corp                                                       | Banner Corp                                                       | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12685 | NS      | $830867.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                               | Clearway Energy Inc                                               | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     30046 | NS      | $848799.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports C                                    | Madison Square Garden Sports Corp                                 | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6544 | NS      | $1485488.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                                      | Artivion Inc                                                      | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     15171 | NS      | $642340.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                                             | LeMaitre Vascular Inc                                             | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      7592 | NS      | $664375.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc                                      | Acadian Asset Management Inc                                      | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      9972 | NS      | $480251.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                                               | Leggett & Platt Inc                                               | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     50288 | NS      | $446557.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                                       | Enovis Corp                                                       | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     20826 | NS      | $631860.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                                 | Steven Madden Ltd                                                 | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     26470 | NS      | $886215.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| La-Z-Boy Inc                                                      | La-Z-Boy Inc                                                      | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     14884 | NS      | $510818.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Knowles Corp                                                      | Knowles Corp                                                      | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     31166 | NS      | $726479.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Hub Group Inc                                                     | Hub Group Inc                                                     | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22113 | NS      | $761571.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                                 | Bristow Group Inc                                                 | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      9489 | NS      | $342363.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                                     | AMERISAFE Inc                                                     | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      6896 | NS      | $302320.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                                  | Elme Communities                                                  | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     32642 | NS      | $550344.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                              | Hilltop Holdings Inc                                              | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     16119 | NS      | $538696.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                                      | Cargurus Inc                                                      | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     31103 | NS      | $1157964.69   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                                       | Worthington Enterprises Inc                                       | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     11499 | NS      | $638079.51    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                                         | Monro Inc                                                         | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10419 | NS      | $187229.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HCI Group Inc                                                     | HCI Group Inc                                                     | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      3910 | NS      | $750446.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust                                     | KKR Real Estate Finance Trust Inc                                 | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     20572 | NS      | $185148.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Trinity Industries Inc                                            | Trinity Industries Inc                                            | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     29514 | NS      | $827572.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                                             | United Fire Group Inc                                             | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8336 | NS      | $253581.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications                                     | Shenandoah Telecommunications Co                                  | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     17581 | NS      | $235937.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                                         | Stepan Co                                                         | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      7928 | NS      | $378165.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                                        | Cactus Inc                                                        | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     25342 | NS      | $1000248.74   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                             | Independent Bank Corp                                             | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     18086 | NS      | $1251008.62   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Cor                                    | Zurn Elkay Water Solutions Corp                                   | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     54591 | NS      | $2567414.73   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                                      | Archrock Inc                                                      | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     64289 | NS      | $1691443.59   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Paren                                    | Concentra Group Holdings Parent Inc                               | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43461 | NS      | $909638.73    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                                 | FB Financial Corp                                                 | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     15232 | NS      | $849031.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                                      | Protagonist Therapeutics Inc                                      | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21408 | NS      | $1422133.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Innoviva Inc                                                      | Innoviva Inc                                                      | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     21616 | NS      | $394492.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                                 | ProAssurance Corp                                                 | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     18788 | NS      | $450724.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                                       | Kohl's Corp                                                       | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     40981 | NS      | $629877.97    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Cheesecake Factory Inc/The                                        | Cheesecake Factory Inc/The                                        | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     16729 | NS      | $914072.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Piper Sandler Cos                                                 | Piper Sandler Cos                                                 | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      6094 | NS      | $2114557.06   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                                                          | Angi Inc                                                          | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |     13490 | NS      | $219347.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                                         | Edgewell Personal Care Co                                         | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     16869 | NS      | $343452.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                                           | Privia Health Group Inc                                           | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42037 | NS      | $1046721.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                                 | Universal Corp/VA                                                 | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      9322 | NS      | $520820.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                                               | Bank of Hawaii Corp                                               | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     14536 | NS      | $954143.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                                    | BancFirst Corp                                                    | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      7493 | NS      | $947489.85    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| N-able Inc/US                                                     | N-able Inc/US                                                     | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26900 | NS      | $209820.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                                      | Six Flags Entertainment Corp                                      | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |     37043 | NS      | $841616.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Moog Inc                                                          | Moog Inc                                                          | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     10419 | NS      | $2163713.73   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                                   | City Holding Co                                                   | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5370 | NS      | $665181.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                                   | NeoGenomics Inc                                                   | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45735 | NS      | $353074.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                                         | ePlus Inc                                                         | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      9749 | NS      | $692276.49    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                                          | CTS Corp                                                          | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     10636 | NS      | $424801.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                                | First Hawaiian Inc                                                | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     45589 | NS      | $1131974.87   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                                           | Ellington Financial Inc                                           | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     36010 | NS      | $467409.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| World Kinect Corp                                                 | World Kinect Corp                                                 | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     20277 | NS      | $526188.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                                | Park National Corp                                                | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |      5268 | NS      | $856208.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                                                 | Helen of Troy Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8039 | NS      | $202582.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                           | Century Communities Inc                                           | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      9380 | NS      | $594410.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                                                     | St Joe Co/The                                                     | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     14624 | NS      | $723595.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                                                 | PDF Solutions Inc                                                 | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     11948 | NS      | $308497.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                                  | NMI Holdings Inc                                                  | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     28327 | NS      | $1086057.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                                | CVB Financial Corp                                                | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47357 | NS      | $895520.87    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                                         | Gates Industrial Corp PLC                                         | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |     94229 | NS      | $2338763.78   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust In                                    | Four Corners Property Trust Inc                                   | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     37962 | NS      | $926272.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                                        | Tanger Inc                                                        | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     41431 | NS      | $1402025.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                                       | Grocery Outlet Holding Corp                                       | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35897 | NS      | $576146.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                                               | TG Therapeutics Inc                                               | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |     49693 | NS      | $1795159.63   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospit                                    | Pursuit Attractions and Hospitality Inc                           | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      7673 | NS      | $277609.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                                         | Phibro Animal Health Corp                                         | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      7760 | NS      | $313969.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                                              | Veritex Holdings Inc                                              | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     20107 | NS      | $674187.71    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                                     | Cable One Inc                                                     | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      1636 | NS      | $289653.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Perdoceo Education Corp                                           | Perdoceo Education Corp                                           | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     22317 | NS      | $840458.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                           | Pebblebrook Hotel Trust                                           | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     43102 | NS      | $490931.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Resideo Technologies Inc                                          | Resideo Technologies Inc                                          | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     50127 | NS      | $2164483.86   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                                          | National HealthCare Corp                                          | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      4666 | NS      | $566965.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                                      | Supernus Pharmaceuticals Inc                                      | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     20474 | NS      | $978452.46    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                                      | Victory Capital Holdings Inc                                      | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     18056 | NS      | $1169306.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                          | Winnebago Industries Inc                                          | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     10347 | NS      | $346003.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                              | TTM Technologies Inc                                              | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     38055 | NS      | $2191968.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                                          | Sarepta Therapeutics Inc                                          | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     35724 | NS      | $688401.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                                        | Brady Corp                                                        | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     16033 | NS      | $1251054.99   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                                          | Dana Inc                                                          | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     48389 | NS      | $969715.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                                         | Benchmark Electronics Inc                                         | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     13370 | NS      | $515413.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                                     | Frontdoor Inc                                                     | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     26678 | NS      | $1795162.62   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                                   | ICU Medical Inc                                                   | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      9029 | NS      | $1083118.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Etsy Inc                                                          | Etsy Inc                                                          | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     36302 | NS      | $2410089.78   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                                       | Monarch Casino & Resort Inc                                       | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      4656 | NS      | $492791.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                                                   | Robert Half Inc                                                   | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     36571 | NS      | $1242682.58   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                                     | MaxLinear Inc                                                     | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     29817 | NS      | $479457.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                                            | Insteel Industries Inc                                            | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      7069 | NS      | $271025.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                                                     | BlackLine Inc                                                     | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     19296 | NS      | $1024617.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corp                                             | Beacon Financial Corp                                             | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     30228 | NS      | $716705.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                                      | Cars.com Inc                                                      | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     21989 | NS      | $268705.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                                 | STAAR Surgical Co                                                 | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     18444 | NS      | $495590.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                                            | J & J Snack Foods Corp                                            | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |      5796 | NS      | $556937.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                                    | Kulicke & Soffa Industries Inc                                    | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | SG        |     18808 | NS      | $764357.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                                      | Innospec Inc                                                      | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      9043 | NS      | $697757.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                                                   | Sandisk Corp/DE                                                   | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50553 | NS      | $5672046.60   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                                               | TreeHouse Foods Inc                                               | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     16001 | NS      | $323380.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                                                 | Upbound Group Inc                                                 | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     19075 | NS      | $450742.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                                 | Newell Brands Inc                                                 | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    152940 | NS      | $801405.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                               | Terreno Realty Corp                                               | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37899 | NS      | $2150768.25   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                                   | Chemours Co/The                                                   | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     54745 | NS      | $867160.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                                    | LCI Industries                                                    | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      8861 | NS      | $825402.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                                      | Collegium Pharmaceutical Inc                                      | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     11490 | NS      | $402035.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                                     | Interface Inc                                                     | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     21343 | NS      | $617666.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                                         | TEGNA Inc                                                         | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     58871 | NS      | $1196847.43   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                                 | Getty Realty Corp                                                 | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     19008 | NS      | $509984.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                                 | Andersons Inc/The                                                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     12227 | NS      | $486756.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                                               | Dorman Products Inc                                               | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |     10157 | NS      | $1583273.16   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                                  | Pitney Bowes Inc                                                  | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     58160 | NS      | $663605.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Waystar Holding Corp                                              | Waystar Holding Corp                                              | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42133 | NS      | $1597683.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                                      | Harmonic Inc                                                      | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     42746 | NS      | $435154.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                             | Helmerich & Payne Inc                                             | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     36321 | NS      | $802330.89    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                                                 | Shoe Carnival Inc                                                 | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6476 | NS      | $134636.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Dynavax Technologies Corp                                         | Dynavax Technologies Corp                                         | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     36124 | NS      | $358711.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Core Natural Resources Inc                                        | Core Natural Resources Inc                                        | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     18651 | NS      | $1556985.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Trupanion Inc                                                     | Trupanion Inc                                                     | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     12269 | NS      | $531002.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                                           | Dream Finders Homes Inc                                           | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10978 | NS      | $284549.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MARA Holdings Inc                                                 | MARA Holdings Inc                                                 | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |    135677 | NS      | $2477462.02   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| EZCORP Inc                                                        | EZCORP Inc                                                        | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     21109 | NS      | $401915.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                               | Krystal Biotech Inc                                               | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      9489 | NS      | $1675093.17   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| BioLife Solutions Inc                                             | BioLife Solutions Inc                                             | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     14273 | NS      | $364104.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                                               | Century Aluminum Co                                               | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     19095 | NS      | $560629.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                                              | Urban Outfitters Inc                                              | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     19701 | NS      | $1407242.43   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                                         | DoubleVerify Holdings Inc                                         | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50221 | NS      | $601647.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                                      | Agilysys Inc                                                      | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      9279 | NS      | $976614.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                                                | Thryv Holdings Inc                                                | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15680 | NS      | $189100.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Veeco Instruments Inc                                             | Veeco Instruments Inc                                             | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     21836 | NS      | $664469.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Select Medical Holdings Corp                                      | Select Medical Holdings Corp                                      | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39144 | NS      | $502608.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                                     | Celanese Corp                                                     | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     40105 | NS      | $1687618.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                           | Central Garden & Pet Co                                           | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     18668 | NS      | $551266.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                     | Blackstone Mortgage Trust Inc                                     | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |     58245 | NS      | $1072290.45   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| MarketAxess Holdings Inc                                          | MarketAxess Holdings Inc                                          | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     13672 | NS      | $2382346.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                                        | Tennant Co                                                        | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      6720 | NS      | $544723.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                                             | Lincoln National Corp                                             | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     61891 | NS      | $2496064.03   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                                     | Dime Community Bancshares Inc                                     | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14519 | NS      | $433101.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                                            | Comstock Resources Inc                                            | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     28985 | NS      | $574772.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| National Beverage Corp                                            | National Beverage Corp                                            | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      8521 | NS      | $314595.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                                       | Premier Inc                                                       | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30103 | NS      | $836863.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                                      | Balchem Corp                                                      | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     11902 | NS      | $1786014.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Lt                                    | Alpha & Omega Semiconductor Ltd                                   | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |      9391 | NS      | $262572.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                                        | Standex International Corp                                        | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      4414 | NS      | $935326.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp                                               | Verra Mobility Corp                                               | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     58361 | NS      | $1441516.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                                      | Veracyte Inc                                                      | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     28736 | NS      | $986506.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| United Parks & Resorts Inc                                        | United Parks & Resorts Inc                                        | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     10071 | NS      | $520670.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                                  | Hope Bancorp Inc                                                  | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     46922 | NS      | $505349.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                               | Payoneer Global Inc                                               | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |    106387 | NS      | $643641.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                                         | Albany International Corp                                         | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     10760 | NS      | $573508.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                               | Addus HomeCare Corp                                               | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      6649 | NS      | $784515.51    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                                            | Arbor Realty Trust Inc                                            | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |     70247 | NS      | $857715.87    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| BJ's Restaurants Inc                                              | BJ's Restaurants Inc                                              | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      7900 | NS      | $241187.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                                | Avanos Medical Inc                                                | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     17989 | NS      | $207952.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                                | Enact Holdings Inc                                                | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     10491 | NS      | $402224.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties                                    | Easterly Government Properties Inc                                | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     15617 | NS      | $358097.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                                     | Arrowhead Pharmaceuticals Inc                                     | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     50571 | NS      | $1744193.79   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                                   | NBT Bancorp Inc                                                   | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19475 | NS      | $813276.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                                     | Preferred Bank/Los Angeles CA                                     | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      4210 | NS      | $380541.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp                                            | WillScot Holdings Corp                                            | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     66636 | NS      | $1406685.96   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr                                    | Essential Properties Realty Trust Inc                             | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     72884 | NS      | $2169027.84   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                          | Yelp Inc                                                          | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     21903 | NS      | $683373.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                                      | National Vision Holdings Inc                                      | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     28926 | NS      | $844349.94    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                                                      | Sprinklr Inc                                                      | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |     42885 | NS      | $331072.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                                      | Medical Properties Trust Inc                                      | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    180550 | NS      | $915388.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Warrior Met Coal Inc                                              | Warrior Met Coal Inc                                              | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     19259 | NS      | $1225642.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                               | StepStone Group Inc                                               | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26398 | NS      | $1724053.38   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                                               | Mister Car Wash Inc                                               | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33678 | NS      | $179503.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I                                    | Provident Financial Services Inc                                  | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     47778 | NS      | $921159.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                                      | OmniAb, Inc.                                                      | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3619 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Academy Sports & Outdoors Inc                                     | Academy Sports & Outdoors Inc                                     | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24321 | NS      | $1216536.42   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                                | Douglas Emmett Inc                                                | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61141 | NS      | $951965.37    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Integer Holdings Corp                                             | Integer Holdings Corp                                             | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     12969 | NS      | $1340086.77   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                                        | ServisFirst Bancshares Inc                                        | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18422 | NS      | $1483523.66   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp                                                    | NCR Voyix Corp                                                    | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     50461 | NS      | $633285.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| World Acceptance Corp                                             | World Acceptance Corp                                             | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1218 | NS      | $206012.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                                     | American Eagle Outfitters Inc                                     | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     58933 | NS      | $1008343.63   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                                   | Uniti Group Inc                                                   | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     65340 | NS      | $399880.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Cytek Biosciences Inc                                             | Cytek Biosciences Inc                                             | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     39601 | NS      | $137415.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment T                                    | PennyMac Mortgage Investment Trust                                | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     32904 | NS      | $403403.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Cogent Communications Holdings                                    | Cogent Communications Holdings Inc                                | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17337 | NS      | $664873.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Telephone and Data Systems Inc                                    | Telephone and Data Systems Inc                                    | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35953 | NS      | $1410795.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                                 | PC Connection Inc                                                 | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      4137 | NS      | $256452.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                                                     | Ralliant Corp                                                     | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41293 | NS      | $1805742.89   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                                      | HB Fuller Co                                                      | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     19709 | NS      | $1168349.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                                      | Topgolf Callaway Brands Corp                                      | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     50955 | NS      | $484072.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Vital Energy Inc                                                  | Vital Energy Inc                                                  | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     10534 | NS      | $177919.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                                         | International Seaways Inc                                         | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |     15113 | NS      | $696407.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancorp/Southern Pines N                                    | First Bancorp/Southern Pines NC                                   | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15170 | NS      | $802341.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                                                    | JBT Marel Corp                                                    | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     19028 | NS      | $2672482.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                                           | Titan International Inc                                           | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     17866 | NS      | $135066.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                                             | Fulton Financial Corp                                             | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     66682 | NS      | $1242285.66   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                            | Genworth Financial Inc                                            | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    150304 | NS      | $1337705.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                                             | John Wiley & Sons Inc                                             | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     14973 | NS      | $605957.31    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                                        | Viasat Inc                                                        | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     49138 | NS      | $1439743.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                                     | MYR Group Inc                                                     | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      5682 | NS      | $1182026.46   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                                      | Adtalem Global Education Inc                                      | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     13159 | NS      | $2032407.55   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                                                    | Cleanspark Inc                                                    | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |    103897 | NS      | $1506506.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Advance Auto Parts Inc                                            | Advance Auto Parts Inc                                            | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     21963 | NS      | $1348528.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                                    | BorgWarner Inc                                                    | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     79291 | NS      | $3485632.36   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                                   | SiriusPoint Ltd                                                   | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     37784 | NS      | $683512.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                                    | Kennametal Inc                                                    | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     27719 | NS      | $580158.67    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                                              | Sonic Automotive Inc                                              | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      5464 | NS      | $415755.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                                     | Materion Corp                                                     | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      7595 | NS      | $917551.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                                          | Franklin Electric Co Inc                                          | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     13999 | NS      | $1332704.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                                                     | Tidewater Inc                                                     | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     17012 | NS      | $907249.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| ScanSource Inc                                                    | ScanSource Inc                                                    | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      7547 | NS      | $331992.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                                       | SkyWest Inc                                                       | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     14783 | NS      | $1487465.46   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings                                     | Integra LifeSciences Holdings Corp                                | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     24325 | NS      | $348577.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                                      | Northwest Natural Holding Co                                      | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     15152 | NS      | $680779.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc                                                      | OPENLANE Inc                                                      | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     38892 | NS      | $1119311.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                                          | Wolverine World Wide Inc                                          | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     29710 | NS      | $815242.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                                       | Asbury Automotive Group Inc                                       | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      7196 | NS      | $1759062.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                                 | Eagle Bancorp Inc                                                 | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     10067 | NS      | $203554.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                            | Patrick Industries Inc                                            | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     12175 | NS      | $1259260.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                                        | Grid Dynamics Holdings Inc                                        | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |     23558 | NS      | $181632.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                             | ESCO Technologies Inc                                             | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      9459 | NS      | $1996889.49   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                                             | Penguin Solutions Inc                                             | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |     17367 | NS      | $456404.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                                            | American Woodmark Corp                                            | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      5284 | NS      | $352759.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                                   | Hecla Mining Co                                                   | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    242077 | NS      | $2929131.70   | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| Ryman Hospitality Properties I                                    | Ryman Hospitality Properties Inc                                  | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     23091 | NS      | $2068722.69   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc                                        | Atlas Energy Solutions Inc                                        | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27125 | NS      | $308411.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Qorvo Inc                                                         | Qorvo Inc                                                         | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     30877 | NS      | $2812277.16   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C                                    | First Commonwealth Financial Corp                                 | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     38029 | NS      | $648394.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc                                              | Amentum Holdings Inc                                              | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |     56356 | NS      | $1349726.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                                               | Mercury Systems Inc                                               | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     19295 | NS      | $1493433.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                                              | Quaker Chemical Corp                                              | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      5054 | NS      | $665864.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Champion Homes Inc                                                | Champion Homes Inc                                                | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20680 | NS      | $1579331.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                                     | Papa John's International Inc                                     | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     12214 | NS      | $588104.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Chesapeake Utilities Corp                                         | Chesapeake Utilities Corp                                         | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      8719 | NS      | $1174362.11   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                                     | Capitol Federal Financial Inc                                     | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43407 | NS      | $275634.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                                 | Redwood Trust Inc                                                 | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     47208 | NS      | $273334.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                                         | First BanCorp/Puerto Rico                                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     58463 | NS      | $1289109.15   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                                       | SiTime Corp                                                       | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7995 | NS      | $2408973.45   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                                         | Hertz Global Holdings Inc                                         | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     45823 | NS      | $311596.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Horace Mann Educators Corp                                        | Horace Mann Educators Corp                                        | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     14790 | NS      | $668064.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp                                     | Quanex Building Products Corp                                     | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     16700 | NS      | $237474.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                                    | Trustmark Corp                                                    | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     22136 | NS      | $876585.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                                           | Cushman & Wakefield PLC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84787 | NS      | $1349809.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                                      | Sunstone Hotel Investors Inc                                      | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     69461 | NS      | $650849.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                           | AZZ Inc                                                           | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     10953 | NS      | $1195300.89   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                                       | Tootsie Roll Industries Inc                                       | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      7001 | NS      | $293481.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Clearway Energy Inc                                               | Clearway Energy Inc                                               | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     13188 | NS      | $355152.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                                      | Gentherm Inc                                                      | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     11114 | NS      | $378542.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                                      | OmniAb, Inc.                                                      | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3619 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Extreme Networks Inc                                              | Extreme Networks Inc                                              | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     48264 | NS      | $996651.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                                                    | WisdomTree Inc                                                    | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     43932 | NS      | $610654.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Green Brick Partners Inc                                          | Green Brick Partners Inc                                          | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     11237 | NS      | $829964.82    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori                                    | Seacoast Banking Corp of Florida                                  | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     32095 | NS      | $976650.85    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                                         | Calix Inc                                                         | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     21765 | NS      | $1335718.05   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                                       | Caleres Inc                                                       | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     13200 | NS      | $172128.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Alexander & Baldwin Inc                                           | Alexander & Baldwin Inc                                           | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26591 | NS      | $483690.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                                      | AdvanSix Inc                                                      | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     10193 | NS      | $197540.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                                       | Certara Inc                                                       | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44025 | NS      | $537985.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| National Presto Industries Inc                                    | National Presto Industries Inc                                    | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1981 | NS      | $222169.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                                 | GEO Group Inc/The                                                 | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     50836 | NS      | $1041629.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                                        | Guess? Inc                                                        | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | CH        |     10351 | NS      | $172965.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I                                    | Prestige Consumer Healthcare Inc                                  | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17998 | NS      | $1123075.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                                          | Southside Bancshares Inc                                          | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     10773 | NS      | $304337.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                                 | ACI Worldwide Inc                                                 | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     37797 | NS      | $1994547.69   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                                            | DXP Enterprises Inc/TX                                            | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4653 | NS      | $554032.71    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings                                     | Sun Country Airlines Holdings Inc                                 | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     19226 | NS      | $227059.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                                       | Fresh Del Monte Produce Inc                                       | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     12491 | NS      | $433687.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C                                    | Stewart Information Services Corp                                 | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     10420 | NS      | $763994.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                                            | eXp World Holdings Inc                                            | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |     32602 | NS      | $347537.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Palomar Holdings Inc                                              | Palomar Holdings Inc                                              | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      9798 | NS      | $1143916.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                                          | Phillips Edison & Co Inc                                          | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     46032 | NS      | $1580278.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                                  | Clear Secure Inc                                                  | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31779 | NS      | $1060783.02   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                                           | Strategic Education Inc                                           | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      8636 | NS      | $742782.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                            | Cathay General Bancorp                                            | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     25344 | NS      | $1216765.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc                                                      | Metallus Inc                                                      | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     13995 | NS      | $231337.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                                        | Phinia Inc                                                        | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     14221 | NS      | $817423.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc                                    | Community Financial System Inc                                    | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     19351 | NS      | $1134742.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                                       | ARMOUR Residential REIT Inc                                       | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |     40683 | NS      | $607804.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Golden Entertainment Inc                                          | Golden Entertainment Inc                                          | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      7425 | NS      | $175081.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc                                                         | Enpro Inc                                                         | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      7707 | NS      | $1741782.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                                                | Crescent Energy Co                                                | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68386 | NS      | $610003.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                                      | Carter's Inc                                                      | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     13553 | NS      | $382465.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                                        | Impinj Inc                                                        | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      9480 | NS      | $1713510.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                                       | Inspire Medical Systems Inc                                       | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      9853 | NS      | $731092.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I                                    | Harmony Biosciences Holdings Inc                                  | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14147 | NS      | $389891.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                                              | Hanmi Financial Corp                                              | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     10679 | NS      | $263664.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                             | Urban Edge Properties                                             | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45940 | NS      | $940391.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                           | Magnolia Oil & Gas Corp                                           | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67987 | NS      | $1622849.69   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                                               | CSW Industrials Inc                                               | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      6149 | NS      | $1492669.75   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                                | SunCoke Energy Inc                                                | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     31276 | NS      | $255212.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                                   | Hillenbrand Inc                                                   | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     26226 | NS      | $709151.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate                                     | Apollo Commercial Real Estate Finance Inc                         | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     48434 | NS      | $490636.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Photronics Inc                                                    | Photronics Inc                                                    | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     21777 | NS      | $499782.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** BNY MELLON INVESTMENT PORTFOLIOS

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer