# EDGAR Filing Document

**Accession Number:** 0001015965
**File Stem:** 0001752724-23-036413
**Filing Date:** 2023-2
**Character Count:** 161737
**Document Hash:** 1d8e6de0a3a37c97cb537cd1a69ccecc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-036413.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-036413

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya VARIABLE PORTFOLIOS INC
- **CENTRAL INDEX KEY:** 0001015965
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07651
- **FILM NUMBER:** 23658062

**BUSINESS ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258
- **BUSINESS PHONE:** 480-477-3000

**MAIL ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING VARIABLE PORTFOLIOS INC
- **DATE OF NAME CHANGE:** 20020501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AETNA VARIABLE PORTFOLIOS INC
- **DATE OF NAME CHANGE:** 20020322

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING VARIABLE PORTFOLIOS INC
- **DATE OF NAME CHANGE:** 20020320

## Series and Classes Contracts Data

### Voya Index Plus SmallCap Portfolio (Series ID: S000008707)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000023726 | Class I      | IPSIX           |
| C000023727 | Class S      | IPSSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Voya VARIABLE PORTFOLIOS INC

- **b. Investment Company Act file number:** 811-07651

- **c. CIK number of Registrant:** 0001015965

- **d. LEI of Registrant:** 549300RRSJVUNTELG112

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

  - **Street Address 1:** 7337 East Doubletree Ranch Road

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

  - **Telephone number:** 1-800-992-0180

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

- **a. Name of Series:** VOYA INDEX PLUS SMALLCAP PORTFOLIO

- **b. EDGAR series identifier (if any):** S000008707

- **c. LEI of Series:** 549300ZQRSC1U77YJE34

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $221531358.03

**Total Liabilities:** $2046815.11

**Net Assets:** $219484542.92

**Cash Not Reported:** $338554.11

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023727 | 12.73%               | 4.78%                | -6.65%               |
| Class ID C000023726 | 12.71%               | 4.76%                | -6.60%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $377178.89               | $24710342.25                               |
| Month 2  | $0.00                    | $10476277.57                               |
| Month 3  | $680706.56               | $-16360705.70                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sleep Number Corp                              | Sleep Number Corp                                       | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      4094 | NS      | $106362.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                    | Enhabit Inc                                             | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      8012 | NS      | $105437.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                   | Exelixis Inc                                            | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      7674 | NS      | $123090.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                  | Academy Sports & Outdoors Inc                           | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32445 | NS      | $1704660.30   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                  | Ingevity Corp                                           | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      2211 | NS      | $155742.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines N                 | First Bancorp/Southern Pines NC                         | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3137 | NS      | $134389.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                     | Tennant Co                                              | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      4780 | NS      | $294304.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                          | Nabors Industries Ltd                                   | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |      1141 | NS      | $176706.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                              | RMR Group Inc/The                                       | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |     10767 | NS      | $304167.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                            | Nektar Therapeutics                                     | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    179948 | NS      | $406682.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                               | A10 Networks Inc                                        | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     27025 | NS      | $449425.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology                  | International Game Technology PLC                       | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |     11841 | NS      | $268553.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                         | Forrester Research Inc                                  | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |      8318 | NS      | $297451.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                           | Rent-A-Center Inc/TX                                    | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      4813 | NS      | $108533.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                               | Vector Group Ltd                                        | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    101233 | NS      | $1200623.38   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                   | Arconic Corp                                            | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     11206 | NS      | $237118.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                          | Shockwave Medical Inc                                   | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       776 | NS      | $159553.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                          | Carter Bankshares Inc                                   | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17456 | NS      | $289595.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                             | First Hawaiian Inc                                      | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     49566 | NS      | $1290698.64   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                   | RBC DOMINION SECURITIES INC                             | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |    851976 | PA      | $851976.00    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| elf Beauty Inc                                 | elf Beauty Inc                                          | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     16657 | NS      | $921132.10    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                              | Tutor Perini Corp                                       | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     15373 | NS      | $116066.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS INC/GA                  | UNITED COMMUNITY BANKS/GA                               | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     55255 | NS      | $1867619.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                                 | NV5 Global Inc                                          | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7477 | NS      | $989356.64    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I                 | Provident Financial Services Inc                        | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      7051 | NS      | $150609.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                     | Cheesecake Factory Inc/The                              | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     18727 | NS      | $593833.17    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Vir Biotechnology Inc                          | Vir Biotechnology Inc                                   | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9676 | NS      | $244899.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                   | Sanmina Corp                                            | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      2828 | NS      | $162016.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                       | Turning Point Brands Inc                                | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |     14840 | NS      | $320989.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands Inc                         | Whole Earth Brands Inc                                  | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67954 | NS      | $276572.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                    | EVERTEC Inc                                             | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     28115 | NS      | $910363.70    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                      | iStar Inc                                               | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     13983 | NS      | $106690.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Co                 | Peapack-Gladstone Financial Corp                        | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     16066 | NS      | $597976.52    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                   | Evercore Inc                                            | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      1001 | NS      | $109189.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc                  | Motorcar Parts of America Inc                           | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |     12382 | NS      | $146850.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                       | Atea Pharmaceuticals Inc                                | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24327 | NS      | $117012.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles Internati                 | Heidrick & Struggles International Inc                  | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     28101 | NS      | $785984.97    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                     | Guess? Inc                                              | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      7154 | NS      | $148016.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Cor                 | Entravision Communications Corp                         | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     55594 | NS      | $266851.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | CME E-MINI RUSSELL 2000 INDEX                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        40 | NC      | $-99026.80    | -0.05%            |  |  |  | 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        |     57739 | NS      | $806036.44    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                           | Lamar Advertising Co                                    | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      3422 | NS      | $323036.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS INC                      | MERIT MEDICAL SYSTEMS INC                               | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     21190 | NS      | $1496437.80   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc                                     | Axogen Inc                                              | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10498 | NS      | $104770.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                            | Avid Technology Inc                                     | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     20728 | NS      | $551157.52    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                  | MaxLinear Inc                                           | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     26972 | NS      | $915699.40    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                            | Paramount Group Inc                                     | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |     51332 | NS      | $304912.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Playa Hotels & Resorts NV                      | Playa Hotels & Resorts NV                               | CUSIP: 000000000<br>LEI: 529900BUP3KWPCJNLS49 | Long             | EC               | CORP              | US        |     60741 | NS      | $396638.73    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                          | ATN International Inc                                   | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      7386 | NS      | $334659.66    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                     | DiamondRock Hospitality Co                              | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     88181 | NS      | $722202.39    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                           | Myers Industries Inc                                    | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     37494 | NS      | $833491.62    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                 | California Water Service Group                          | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      1891 | NS      | $114670.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                          | Chatham Lodging Trust                                   | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41044 | NS      | $503609.88    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologie                 | Applied Industrial Technologies Inc                     | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     15050 | NS      | $1896751.50   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group                  | Brightsphere Investment Group Inc                       | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     18639 | NS      | $383590.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                       | Blueprint Medicines Corp                                | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      4003 | NS      | $175371.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares Inc                       | Red River Bancshares Inc                                | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |      2738 | NS      | $139802.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                               | AMC Networks Inc                                        | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     18955 | NS      | $297024.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                         | Genworth Financial Inc                                  | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    154857 | NS      | $819193.53    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                              | CONSOL Energy Inc                                       | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     11851 | NS      | $770315.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                           | Tri Pointe Homes Inc                                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8924 | NS      | $165897.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                          | AECOM                                                   | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      7464 | NS      | $633917.52    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc                        | Accel Entertainment Inc                                 | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30110 | NS      | $231847.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr                 | Essential Properties Realty Trust Inc                   | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     70534 | NS      | $1655432.98   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                             | UFP Industries Inc                                      | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      5720 | NS      | $453310.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I                 | Harmony Biosciences Holdings Inc                        | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7761 | NS      | $427631.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                   | ArcBest Corp                                            | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     14022 | NS      | $982100.88    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                              | Bristow Group Inc                                       | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     12949 | NS      | $351306.37    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                      | Taylor Morrison Home Corp                               | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      6953 | NS      | $211023.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashford Hospitality Trust Inc                  | Ashford Hospitality Trust Inc                           | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38955 | NS      | $174128.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services In                 | Consumer Portfolio Services Inc                         | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14882 | NS      | $131705.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings I                 | Universal Insurance Holdings Inc                        | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     55776 | NS      | $590667.84    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                | NeoGenomics Inc                                         | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27161 | NS      | $250967.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                             | Ready Capital Corp                                      | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |     30917 | NS      | $344415.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Kulicke & Soffa Industries Inc                 | Kulicke & Soffa Industries Inc                          | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | SG        |     14951 | NS      | $661731.26    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio Inc                               | 2seventy bio Inc                                        | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14818 | NS      | $138844.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                       | AAR Corp                                                | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      5275 | NS      | $236847.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                                     | Cerus Corp                                              | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |     33716 | NS      | $123063.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                      | Ribbon Communications Inc                               | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |     90961 | NS      | $253781.19    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                               | Shutterstock Inc                                        | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     15634 | NS      | $824224.48    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                        | First Financial Bancorp                                 | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     17234 | NS      | $417579.82    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                      | Dick's Sporting Goods Inc                               | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      1343 | NS      | $161549.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                         | Pacira BioSciences Inc                                  | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2744 | NS      | $105945.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                  | M/I Homes Inc                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      2924 | NS      | $135030.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                      | Albany International Corp                               | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1090 | NS      | $107463.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK FINANCIAL INC.                   | NATIONAL BANK FINANCIAL                                 | CUSIP: 000000000<br>LEI: 549300D83GR71RNG0O65 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Flex Ltd                                       | Flex Ltd                                                | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |      7274 | NS      | $156100.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd                                      | JFrog Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5294 | NS      | $112921.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate                  | Apollo Commercial Real Estate Finance Inc               | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     26020 | NS      | $279975.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                    | Apellis Pharmaceuticals Inc                             | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      2164 | NS      | $111900.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings                  | Sun Country Airlines Holdings Inc                       | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      7387 | NS      | $117157.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                    | Gentex Corp                                             | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      8709 | NS      | $237494.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                     | ServisFirst Bancshares Inc                              | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1689 | NS      | $116388.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPRO INDUSTRIES INC                           | ENPRO INDUSTRIES INC                                    | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     12579 | NS      | $1367211.51   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                            | Addus HomeCare Corp                                     | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      7648 | NS      | $760899.52    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                               | Badger Meter Inc                                        | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       974 | NS      | $106195.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES INC                    | AMN HEALTHCARE SERVICES INC                             | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     16463 | NS      | $1692725.66   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                            | Jack in the Box Inc                                     | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      8537 | NS      | $582479.51    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                      | First BanCorp/Puerto Rico                               | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    106586 | NS      | $1355773.92   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                        | Herbalife Nutrition Ltd                                 | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |      8060 | NS      | $119932.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MYR Group Inc                                  | MYR Group Inc                                           | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     11655 | NS      | $1073075.85   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                                | LendingTree Inc                                         | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |     11794 | NS      | $251566.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                 | Ameris Bancorp                                          | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      2279 | NS      | $107432.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                     | Thermon Group Holdings Inc                              | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     14997 | NS      | $301139.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                          | United Fire Group Inc                                   | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15395 | NS      | $421207.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                  | Interface Inc                                           | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     31155 | NS      | $307499.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD                          | NABORS INDUSTRIES LTD -CW26                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       645 | NC      | $21220.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                               | Movado Group Inc                                        | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     16988 | NS      | $547863.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                 | Dorian LPG Ltd                                          | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |      5588 | NS      | $105892.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                              | PDF Solutions Inc                                       | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     14389 | NS      | $410374.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesarstone Ltd                                | Caesarstone Ltd                                         | CUSIP: 000000000<br>LEI: 254900MJ7IXAH75VFC61 | Long             | EC               | CORP              | IL        |     33250 | NS      | $189857.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                       | Gibraltar Industries Inc                                | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20021 | NS      | $918563.48    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                            | Signet Jewelers Ltd                                     | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |      8152 | NS      | $554336.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                  | O-I Glass Inc                                           | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14928 | NS      | $247356.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                              | PC Connection Inc                                       | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      9440 | NS      | $442736.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                       | Franklin Electric Co Inc                                | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      1542 | NS      | $122974.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                 | ScanSource Inc                                          | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     25410 | NS      | $742480.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                        | Nu Skin Enterprises Inc                                 | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     13835 | NS      | $583283.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings                  | WillScot Mobile Mini Holdings Corp                      | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      2344 | NS      | $105878.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                    | Starwood Property Trust Inc                             | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     28356 | NS      | $519765.48    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                       | Axcelis Technologies Inc                                | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      8904 | NS      | $706621.44    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                  | Oceaneering International Inc                           | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     48475 | NS      | $847827.75    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                      | Ambac Financial Group Inc                               | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      6635 | NS      | $115714.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                     | Diodes Inc                                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      8402 | NS      | $639728.28    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                       | Northern Oil and Gas Inc                                | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      6029 | NS      | $185813.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                 | Tactile Systems Technology Inc                          | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     12969 | NS      | $148884.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                             | Kelly Services Inc                                      | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23907 | NS      | $404028.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                        | NOW Inc                                                 | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     54807 | NS      | $696048.90    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                            | RE/MAX Holdings Inc                                     | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     35621 | NS      | $663975.44    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                           | Red Rock Resorts Inc                                    | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5320 | NS      | $212853.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                        | Wintrust Financial Corp                                 | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      3436 | NS      | $290410.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                      | Chesapeake Utilities Corp                               | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      8192 | NS      | $968130.56    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                              | Inter Parfums Inc                                       | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1752 | NS      | $169103.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                     | Xenia Hotels & Resorts Inc                              | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     23894 | NS      | $314922.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                        | Enova International Inc                                 | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     20837 | NS      | $799515.69    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights Inc                            | Berkeley Lights Inc                                     | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |     45148 | NS      | $120996.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                   | Doximity Inc                                            | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7099 | NS      | $238242.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                             | Kilroy Realty Corp                                      | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     14025 | NS      | $542346.75    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                   | Catalyst Pharmaceuticals Inc                            | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     18918 | NS      | $351874.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                   | Balchem Corp                                            | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      1148 | NS      | $140182.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                          | Brookline Bancorp Inc                                   | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75604 | NS      | $1069796.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                         | Abercrombie & Fitch Co                                  | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      4908 | NS      | $112442.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                   | Genco Shipping & Trading Ltd                            | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | US        |      9781 | NS      | $150236.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                    | Inspire Medical Systems Inc                             | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |       537 | NS      | $135259.56    | 0.06%             |  |  |  | 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        |     41479 | NS      | $1577446.37   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc                                  | ImmunoGen Inc                                           | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     23013 | NS      | $114144.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                       | Resideo Technologies Inc                                | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     60200 | NS      | $990290.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO Inc                                       | AMMO Inc                                                | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |    144675 | NS      | $250287.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Hovnanian Enterprises Inc                      | Hovnanian Enterprises Inc                               | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |      2331 | NS      | $98088.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                         | Alarm.com Holdings Inc                                  | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      2378 | NS      | $117663.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                            | Onto Innovation Inc                                     | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     17062 | NS      | $1161751.58   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                   | HB Fuller Co                                            | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      3060 | NS      | $219157.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                 | Photronics Inc                                          | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     16894 | NS      | $284326.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                              | Triumph Group Inc                                       | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     19543 | NS      | $205592.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                       | CEVA Inc                                                | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     28901 | NS      | $739287.58    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                            | ADTRAN Holdings Inc                                     | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     14269 | NS      | $268114.51    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                              | Patterson Cos Inc                                       | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      4154 | NS      | $116436.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                       | Green Brick Partners Inc                                | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      4330 | NS      | $104915.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                      | Minerals Technologies Inc                               | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     16184 | NS      | $982692.48    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                           | Hancock Whitney Corp                                    | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     11625 | NS      | $562533.75    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                      | CubeSmart                                               | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5142 | NS      | $206965.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                              | Owens & Minor Inc                                       | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     35326 | NS      | $689916.78    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                         | Banc of California Inc                                  | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     36990 | NS      | $589250.70    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products In                 | Installed Building Products Inc                         | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     12249 | NS      | $1048514.40   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                  | MarineMax Inc                                           | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     20884 | NS      | $651998.48    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Lif                 | American Equity Investment Life Holding Co              | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     31283 | NS      | $1427130.46   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics Inc                        | Y-mAbs Therapeutics Inc                                 | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23367 | NS      | $114030.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                           | Orthofix Medical Inc                                    | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28800 | NS      | $591264.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                       | Haynes International Inc                                | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     11065 | NS      | $505559.85    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                     | Unum Group                                              | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     13432 | NS      | $551114.96    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                      | Vanda Pharmaceuticals Inc                               | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     93919 | NS      | $694061.41    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                     | Financial Institutions Inc                              | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5755 | NS      | $140191.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora Inc                                      | Zuora Inc                                               | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |     41977 | NS      | $266973.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                               | Green Plains Inc                                        | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     12191 | NS      | $371825.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                 | AutoNation Inc                                          | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2724 | NS      | $292285.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Bancorp Inc                          | Provident Bancorp Inc                                   | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14677 | NS      | $106848.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                     | Amalgamated Financial Corp                              | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21501 | NS      | $495383.04    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                           | Ensign Group Inc/The                                    | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      5853 | NS      | $553752.33    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                       | Yelp Inc                                                | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     22197 | NS      | $606865.98    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                      | Calix Inc                                               | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      1913 | NS      | $130906.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                           | SandRidge Energy Inc                                    | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |     10225 | NS      | $174131.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Casa Systems Inc                               | Casa Systems Inc                                        | CUSIP: 14713L102<br>LEI: 549300PNQ0GUDHNZLG66 | Long             | EC               | CORP              | US        |     38926 | NS      | $106267.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Renewables Inc                             | Via Renewables Inc                                      | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |     35513 | NS      | $181471.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Esquire Financial Holdings Inc                 | Esquire Financial Holdings Inc                          | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6243 | NS      | $270072.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                   | Embecta Corp                                            | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     11676 | NS      | $295286.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                   | AdvanSix Inc                                            | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      9930 | NS      | $377538.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                           | Sonic Automotive Inc                                    | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      5516 | NS      | $271773.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                 | Joint Corp/The                                          | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22136 | NS      | $309461.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                             | UMB Financial Corp                                      | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      7290 | NS      | $608860.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc                                     | Conn's Inc                                              | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |     18499 | NS      | $127273.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                     | Qualys Inc                                              | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      2257 | NS      | $253303.11    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                               | Cytokinetics Inc                                        | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     11829 | NS      | $542004.78    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                | Shake Shack Inc                                         | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     16959 | NS      | $704307.27    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                    | Popular Inc                                             | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      5390 | NS      | $357464.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                 | Central Pacific Financial Corp                          | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     41259 | NS      | $836732.52    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DZS Inc                                        | DZS Inc                                                 | CUSIP: 268211109<br>LEI: 549300JL6GXPZ9SNGD29 | Long             | EC               | CORP              | US        |     11210 | NS      | $142142.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                    | Unitil Corp                                             | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14341 | NS      | $736553.76    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                       | KORN/FERRY INTERNATIONAL                                | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     28937 | NS      | $1464790.94   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                | Hillenbrand Inc                                         | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     17697 | NS      | $755130.99    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                      | Edgewell Personal Care Co                               | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     15288 | NS      | $589199.52    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                   | Coursera Inc                                            | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |      8784 | NS      | $103914.72    | 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        |     13475 | NS      | $477554.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS INC                   | SUPERNUS PHARMACEUTICALS INC                            | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     27315 | NS      | $974326.05    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                                | MacroGenics Inc                                         | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |     30905 | NS      | $207372.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                         | DXP Enterprises Inc/TX                                  | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20643 | NS      | $568714.65    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                | Uniti Group Inc                                         | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    104738 | NS      | $579201.14    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcus Biosciences Inc                          | Arcus Biosciences Inc                                   | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9243 | NS      | $191145.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                         | US Silica Holdings Inc                                  | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     30269 | NS      | $378362.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc                             | Sight Sciences Inc                                      | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13801 | NS      | $168510.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                    | Banner Corp                                             | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9033 | NS      | $570885.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                            | Mr Cooper Group Inc                                     | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     36329 | NS      | $1457882.77   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc                              | Unity Bancorp Inc                                       | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      5062 | NS      | $138344.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                             | Varex Imaging Corp                                      | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     10954 | NS      | $222366.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                 | Buckle Inc/The                                          | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     23192 | NS      | $1051757.20   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                         | Jones Lang LaSalle Inc                                  | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       855 | NS      | $136261.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                  | International Bancshares Corp                           | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     11658 | NS      | $533470.08    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                          | Customers Bancorp Inc                                   | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     14174 | NS      | $401691.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                       | United Natural Foods Inc                                | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     14199 | NS      | $549643.29    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                            | Meritage Homes Corp                                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      1183 | NS      | $109072.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                | Scholastic Corp                                         | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5334 | NS      | $210479.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                 | MRC Global Inc                                          | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     22953 | NS      | $265795.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                    | Avista Corp                                             | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     35819 | NS      | $1588214.46   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                     | Iridium Communications Inc                              | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     11830 | NS      | $608062.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp                                  | Infinera Corp                                           | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |     78985 | NS      | $532358.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| ENANTA PHARMACEUTICALS INC                     | ENANTA PHARMACEUTICALS INC                              | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      8025 | NS      | $373323.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                        | 8x8 Inc                                                 | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     74204 | NS      | $320561.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                        | Titan International Inc                                 | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     16111 | NS      | $246820.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                               | ZipRecruiter Inc                                        | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |      6928 | NS      | $113757.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                              | Acuity Brands Inc                                       | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1118 | NS      | $185151.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                    | Unisys Corp                                             | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     32758 | NS      | $167393.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                    | Progyny Inc                                             | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6280 | NS      | $195622.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                           | Cavco Industries Inc                                    | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       660 | NS      | $149325.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                               | Pure Storage Inc                                        | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     13816 | NS      | $369716.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                         | Digi International Inc                                  | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     13288 | NS      | $485676.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                               | TimkenSteel Corp                                        | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     36659 | NS      | $666094.03    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                            | Payoneer Global Inc                                     | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79660 | NS      | $435740.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                       | AAON Inc                                                | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1402 | NS      | $105598.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                               | UniFirst Corp/MA                                        | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      6450 | NS      | $1244785.50   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS INC                            | MYRIAD GENETICS INC                                     | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     23307 | NS      | $338184.57    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                       | World Fuel Services Corp                                | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     37066 | NS      | $1013013.78   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C                 | Stewart Information Services Corp                       | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     15211 | NS      | $649966.03    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                      | Brinker International Inc                               | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     14744 | NS      | $470481.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | ASBURY AUTOMOTIVE GROUP                                 | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      7225 | NS      | $1295081.25   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                 | SpartanNash Co                                          | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     20429 | NS      | $617772.96    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                       | Southside Bancshares Inc                                | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     29116 | NS      | $1047884.84   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                      | Community Bank System Inc                               | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      1795 | NS      | $112995.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co                             | Investors Title Co                                      | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1371 | NS      | $202291.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                       | HomeTrust Bancshares Inc                                | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11047 | NS      | $267005.99    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                           | Assured Guaranty Ltd                                    | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |      2443 | NS      | $152101.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                  | CSG Systems International Inc                           | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     22996 | NS      | $1315371.20   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                             | Ingles Markets Inc                                      | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      6240 | NS      | $601910.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc                                      | Valhi Inc                                               | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6459 | NS      | $142098.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                     | EZCORP Inc                                              | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     59479 | NS      | $484753.85    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                           | Manitowoc Co Inc/The                                    | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     27247 | NS      | $249582.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                           | Extreme Networks Inc                                    | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     42534 | NS      | $778797.54    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                             | Hostess Brands Inc                                      | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66585 | NS      | $1494167.40   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                    | ONE Gas Inc                                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      7021 | NS      | $531630.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                        | BrightSpire Capital Inc                                 | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |     72120 | NS      | $449307.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                   | Ironwood Pharmaceuticals Inc                            | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     61136 | NS      | $757475.04    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                     | ACADIA Pharmaceuticals Inc                              | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     16888 | NS      | $268856.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                                  | Surmodics Inc                                           | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      3694 | NS      | $126039.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                      | Itron Inc                                               | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     12428 | NS      | $629478.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics Inc                        | Jounce Therapeutics Inc                                 | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |    155660 | NS      | $172782.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                   | Exponent Inc                                            | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     15262 | NS      | $1512311.58   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                        | G-III Apparel Group Ltd                                 | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     26719 | NS      | $366317.49    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                              | Mitek Systems Inc                                       | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |     19891 | NS      | $192743.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc                       | Alta Equipment Group Inc                                | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |     15451 | NS      | $203798.69    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                    | OFG Bancorp                                             | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     42034 | NS      | $1158457.04   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                         | Patrick Industries Inc                                  | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      7365 | NS      | $446319.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                         | GROUP 1 AUTOMOTIVE INC                                  | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      6548 | NS      | $1181062.76   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc                       | Fulcrum Therapeutics Inc                                | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17641 | NS      | $128426.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                             | Outfront Media Inc                                      | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     81344 | NS      | $1348683.52   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                             | Rithm Capital Corp                                      | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     33218 | NS      | $271391.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                            | PGT Innovations Inc                                     | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     28022 | NS      | $503275.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable I                 | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3549 | NS      | $102850.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE CO                               | BOISE CASCADE CO                                        | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     18136 | NS      | $1245399.12   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                        | Box Inc                                                 | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     16102 | NS      | $501255.26    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions                  | Donnelley Financial Solutions Inc                       | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      6351 | NS      | $245466.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                | Whitestone REIT                                         | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58003 | NS      | $559148.92    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services                  | Enterprise Financial Services Corp                      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      4083 | NS      | $199903.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                    | NETGEAR Inc                                             | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     29149 | NS      | $527888.39    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM INC                    | COLUMBIA BANKING SYSTEM INC                             | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46373 | NS      | $1397218.49   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                     | Zumiez Inc                                              | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     24591 | NS      | $534608.34    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                      | Crocs Inc                                               | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      1931 | NS      | $209378.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Duckhorn Portfolio Inc/The                     | Duckhorn Portfolio Inc/The                              | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |      6396 | NS      | $105981.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp                 | Evoqua Water Technologies Corp                          | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |      7625 | NS      | $301950.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                   | Sylvamo Corp                                            | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      3415 | NS      | $165934.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                                | Chico's FAS Inc                                         | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     93151 | NS      | $458302.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                       | Golden Entertainment Inc                                | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     19470 | NS      | $728178.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                             | SunCoke Energy Inc                                      | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     88800 | NS      | $766344.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                     | Heritage Financial Corp/WA                              | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4890 | NS      | $149829.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                          | Delek US Holdings Inc                                   | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      4697 | NS      | $126819.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                           | Koppers Holdings Inc                                    | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28925 | NS      | $815685.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                   | Innospec Inc                                            | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     12846 | NS      | $1321339.56   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                           | TrustCo Bank Corp NY                                    | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19191 | NS      | $721389.69    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                             | Regal Rexnord Corp                                      | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      1915 | NS      | $229761.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                     | Kforce Inc                                              | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      3638 | NS      | $199471.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                         | Mueller Industries Inc                                  | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     17972 | NS      | $1060348.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc                 | Nature's Sunshine Products Inc                          | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15638 | NS      | $130108.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                       | Cohu Inc                                                | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     33318 | NS      | $1067841.90   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                               | Boyd Gaming Corp                                        | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      2115 | NS      | $115330.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                                | OptimizeRx Corp                                         | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7033 | NS      | $118154.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES CORP                    | JOHN BEAN TECHNOLOGIES CORP                             | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      8604 | NS      | $785803.32    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                   | PubMatic Inc                                            | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8312 | NS      | $106476.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos Inc                            | Century Casinos Inc                                     | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |     23563 | NS      | $165647.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                       | Dana Inc                                                | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     15377 | NS      | $232654.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                                    | SI-BONE Inc                                             | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |     10120 | NS      | $137632.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                    | Axonics Inc                                             | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |      5073 | NS      | $317214.69    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                         | Eastern Bankshares Inc                                  | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     33553 | NS      | $578789.25    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                   | Diversified Healthcare Trust                            | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    327442 | NS      | $211789.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                            | Dorman Products Inc                                     | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8129 | NS      | $657392.23    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                     | Matson Inc                                              | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     11368 | NS      | $710613.68    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                           | Beazer Homes USA Inc                                    | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |     23497 | NS      | $299821.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                | Bancorp Inc/The                                         | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9713 | NS      | $275654.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                        | GMS Inc                                                 | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     24226 | NS      | $1206454.80   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                      | USANA Health Sciences Inc                               | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      6443 | NS      | $342767.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                     | Coca-Cola Consolidated Inc                              | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       965 | NS      | $494427.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                 | Office Properties Income Trust                          | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14150 | NS      | $188902.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                                | FutureFuel Corp                                         | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     52179 | NS      | $424215.27    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                                | Vital Farms Inc                                         | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     12863 | NS      | $191915.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                   | Northwest Natural Holding Co                            | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      2294 | NS      | $109171.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International                 | Compass Minerals International Inc                      | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     14650 | NS      | $600650.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                       | Moog Inc                                                | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     12206 | NS      | $1071198.56   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                              | Vista Outdoor Inc                                       | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     28871 | NS      | $703586.27    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                       | Yext Inc                                                | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |     16727 | NS      | $109227.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                               | Under Armour Inc                                        | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     30736 | NS      | $312277.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                    | CONMED Corp                                             | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     10930 | NS      | $968835.20    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments                 | Retail Opportunity Investments Corp                     | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78881 | NS      | $1185581.43   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                        | Coherus Biosciences Inc                                 | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     50933 | NS      | $403389.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                           | National Fuel Gas Co                                    | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     11685 | NS      | $739660.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                          | Cara Therapeutics Inc                                   | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |     27863 | NS      | $299248.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                       | Fabrinet                                                | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |      1367 | NS      | $175276.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                   | Gentherm Inc                                            | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      6071 | NS      | $396375.59    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                          | Independent Bank Corp                                   | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      1605 | NS      | $135510.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                           | Hanmi Financial Corp                                    | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     38498 | NS      | $952825.50    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                                   | Big Lots Inc                                            | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14954 | NS      | $219823.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Ranger Oil Corp                                | Ranger Oil Corp                                         | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |      7588 | NS      | $306782.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BARNES GROUP INC                               | BARNES GROUP INC                                        | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      3687 | NS      | $150613.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                              | Triumph Group Inc                                       | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     18408 | NS      | $193652.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                    | Heartland Financial USA Inc                             | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      9002 | NS      | $419673.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                   | Archrock Inc                                            | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     70475 | NS      | $632865.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                   | Semtech Corp                                            | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     33798 | NS      | $969664.62    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                    | Berkshire Hills Bancorp Inc                             | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     41209 | NS      | $1232149.10   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                   | Medifast Inc                                            | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      6760 | NS      | $779766.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                            | Acadia Realty Trust                                     | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75204 | NS      | $1079177.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                 | QuinStreet Inc                                          | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     37318 | NS      | $535513.30    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                          | LiveRamp Holdings Inc                                   | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      8381 | NS      | $196450.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                       | Hersha Hospitality Trust                                | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     43772 | NS      | $372937.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc                       | CIRCOR International Inc                                | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |     24061 | NS      | $576501.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                      | Benchmark Electronics Inc                               | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      5949 | NS      | $158778.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                       | Tandem Diabetes Care Inc                                | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      2916 | NS      | $131074.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                  | Amphastar Pharmaceuticals Inc                           | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      4785 | NS      | $134075.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                               | Pitney Bowes Inc                                        | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     59115 | NS      | $224637.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumulus Media Inc                              | Cumulus Media Inc                                       | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21015 | NS      | $130503.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                            | Harley-Davidson Inc                                     | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      2468 | NS      | $102668.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                         | Apogee Enterprises Inc                                  | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     21732 | NS      | $966204.72    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                           | Kaiser Aluminum Corp                                    | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5029 | NS      | $382002.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                        | AZZ Inc                                                 | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     21409 | NS      | $860641.80    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                          | BlueLinx Holdings Inc                                   | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      3704 | NS      | $263391.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp                          | Cambium Networks Corp                                   | CUSIP: 000000000<br>LEI: 549300OYSIGK6OT5WL04 | Long             | EC               | CORP              | US        |      5887 | NS      | $127571.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I                 | Prestige Consumer Healthcare Inc                        | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20732 | NS      | $1297823.20   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                       | Highwoods Properties Inc                                | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     20100 | NS      | $562398.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                           | Fulgent Genetics Inc                                    | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      3503 | NS      | $104319.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Xencor Inc                                     | Xencor Inc                                              | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      4384 | NS      | $114159.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDIN                   | COGENT COMMUNICATIONS HOLDIN                            | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11156 | NS      | $636784.48    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc                             | Cadre Holdings Inc                                      | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5606 | NS      | $112904.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                       | Winnebago Industries Inc                                | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     16921 | NS      | $891736.70    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                        | Comfort Systems USA Inc                                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      4365 | NS      | $502324.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                              | Sprout Social Inc                                       | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2040 | NS      | $115178.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd                 | James River Group Holdings Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     18542 | NS      | $387713.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc                      | Atara Biotherapeutics Inc                               | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |     31155 | NS      | $102188.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                        | Enerpac Tool Group Corp                                 | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     13132 | NS      | $334209.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                               | SPS Commerce Inc                                        | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     14870 | NS      | $1909754.10   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                       | Regional Management Corp                                | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      5030 | NS      | $141242.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                         | Penn Entertainment Inc                                  | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7850 | NS      | $233145.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                 | Virtus Investment Partners Inc                          | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      4447 | NS      | $851333.68    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                       | Independent Bank Corp/MI                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12344 | NS      | $295268.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                               | Encore Wire Corp                                        | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7020 | NS      | $965671.20    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                       | Patterson-UTI Energy Inc                                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     64101 | NS      | $1079460.84   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems                  | Computer Programs and Systems Inc                       | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     24055 | NS      | $654777.10    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                 | Proto Labs Inc                                          | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     14442 | NS      | $368704.26    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                                 | Quanterix Corp                                          | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8364 | NS      | $115841.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                         | Boot Barn Holdings Inc                                  | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      7149 | NS      | $446955.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                    | Kiniksa Pharmaceuticals Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8163 | NS      | $122281.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Co                 | Integral Ad Science Holding Corp                        | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14758 | NS      | $129722.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OASIS PETROLEUM INC                            | OASIS PETROLEUM INC-CW24                                | CUSIP: 674215116<br>LEI: 529900FA4V2YNIKZ0M71 | N/A              | DE               | CORP              | US        |      1219 | NC      | $76797.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                      | Carpenter Technology Corp                               | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     20185 | NS      | $745633.90    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                        | Cushman & Wakefield PLC                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97974 | NS      | $1220756.04   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                     | Rambus Inc                                              | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      7434 | NS      | $266285.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH GROUP INC                              | TRIUMPH GROUP INC-27                                    | CUSIP: 896818119<br>LEI: 5493007L6S47Q14SL582 | N/A              | DE               | CORP              | US        |      5862 | NC      | $3927.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                   | National Vision Holdings Inc                            | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      3031 | NS      | $117481.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                         | NextGen Healthcare Inc                                  | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38742 | NS      | $727574.76    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                    | Genesco Inc                                             | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      9463 | NS      | $435487.26    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                       | Ooma Inc                                                | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17133 | NS      | $233351.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                 | LCI Industries                                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      1568 | NS      | $144961.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                          | Urban Edge Properties                                   | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7530 | NS      | $106097.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                             | CVB Financial Corp                                      | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4561 | NS      | $117445.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp                            | BRT Apartments Corp                                     | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13625 | NS      | $267595.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                       | Allegro MicroSystems Inc                                | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6783 | NS      | $203625.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                              | SITE Centers Corp                                       | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |    101594 | NS      | $1387774.04   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                        | Central Garden & Pet Co                                 | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     11148 | NS      | $417492.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS INC                            | BLOOMIN' BRANDS INC                                     | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     36159 | NS      | $727519.08    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                   | TrueBlue Inc                                            | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35432 | NS      | $693758.56    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                              | RLJ Lodging Trust                                       | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16666 | NS      | $176492.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solution                 | Allscripts Healthcare Solutions Inc                     | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     51748 | NS      | $912834.72    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                              | Agree Realty Corp                                       | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11235 | NS      | $796898.55    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                      | ePlus Inc                                               | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     15122 | NS      | $669602.16    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Aduro Biotech CVR                              | Aduro Biotech CVR                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7651 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ATI Inc                                        | ATI Inc                                                 | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      7176 | NS      | $214275.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                           | Marten Transport Ltd                                    | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25326 | NS      | $500948.28    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                          | Arlo Technologies Inc                                   | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |    114738 | NS      | $402730.38    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                   | SM Energy Co                                            | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     41300 | NS      | $1438479.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                   | Watts Water Technologies Inc                            | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      1214 | NS      | $177523.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc                                  | DHI Group Inc                                           | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |     35199 | NS      | $186202.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                          | ProPetro Holding Corp                                   | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50378 | NS      | $522419.86    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                       | American States Water Co                                | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      1153 | NS      | $106710.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                     | A-Mark Precious Metals Inc                              | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      3129 | NS      | $108670.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                | S&T Bancorp Inc                                         | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28877 | NS      | $987015.86    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                 | Wendy's Co/The                                          | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     16332 | NS      | $369593.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund          | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |   2617000 | NS      | $2617000.00   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                          | Helmerich & Payne Inc                                   | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     10034 | NS      | $497385.38    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                         | Dine Brands Global Inc                                  | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     11899 | NS      | $768675.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                           | WW International Inc                                    | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     46120 | NS      | $178023.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                   | Cross Country Healthcare Inc                            | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     20979 | NS      | $557412.03    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                           | Palomar Holdings Inc                                    | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      5312 | NS      | $239889.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                     | Hilton Grand Vacations Inc                              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      7236 | NS      | $278875.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                     | El Pollo Loco Holdings Inc                              | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     22464 | NS      | $223741.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing                  | American Axle & Manufacturing Holdings Inc              | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57903 | NS      | $452801.46    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                         | Employers Holdings Inc                                  | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21109 | NS      | $910431.17    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                          | Civitas Resources Inc                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     22379 | NS      | $1296415.47   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                            | Ladder Capital Corp                                     | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |     47578 | NS      | $477683.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                         | Liquidity Services Inc                                  | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     16268 | NS      | $228728.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                             | Avanos Medical Inc                                      | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     35730 | NS      | $966853.80    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                         | Universal Display Corp                                  | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3247 | NS      | $350805.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                   | Veritiv Corp                                            | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      6436 | NS      | $783325.56    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                                    | Blucora Inc                                             | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |      9141 | NS      | $233369.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                   | Harmonic Inc                                            | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     24344 | NS      | $318906.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                       | Resources Connection Inc                                | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11213 | NS      | $206094.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                            | Westamerica BanCorp                                     | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15840 | NS      | $934718.40    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                               | TriNet Group Inc                                        | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      6188 | NS      | $419546.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                         | American Vanguard Corp                                  | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     43850 | NS      | $951983.50    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                 | Advanced Energy Industries Inc                          | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     14777 | NS      | $1267571.06   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                    | Standard Motor Products Inc                             | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     12400 | NS      | $431520.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                              | Shoe Carnival Inc                                       | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20830 | NS      | $498045.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                        | Insight Enterprises Inc                                 | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     16912 | NS      | $1695766.24   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                    | Fresh Del Monte Produce Inc                             | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     18430 | NS      | $482681.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                  | REGENXBIO Inc                                           | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     21405 | NS      | $485465.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                    | Livent Corp                                             | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     52824 | NS      | $1049612.88   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori                 | Seacoast Banking Corp of Florida                        | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     26623 | NS      | $830371.37    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                          | Oxford Industries Inc                                   | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      8264 | NS      | $770039.52    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Voya VARIABLE PORTFOLIOS INC

**Signature:** Tin Bui

**Name of Signer:** Tin Bui

**Title:** Vice President