# EDGAR Filing Document

**Accession Number:** 0000857114
**File Stem:** 0000940400-26-011343
**Filing Date:** 2026-3
**Character Count:** 293606
**Document Hash:** 83d759457d43f8b78dc5dfc44846264d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-011343.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000940400-26-011343

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON INDEX FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000857114

**ORGANIZATION NAME:**
- **EIN:** 133554128
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05883
- **FILM NUMBER:** 26791925

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 2129226400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS INDEX FUNDS, INC.
- **DATE OF NAME CHANGE:** 20181030

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS INDEX FUNDS INC
- **DATE OF NAME CHANGE:** 20010613

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS S&P 500 INDEX FUND
- **DATE OF NAME CHANGE:** 19951228

## Series and Classes Contracts Data

### BNY Mellon Smallcap Stock Index Fund (Series ID: S000000132)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000000296 | Investor Shares | DISSX           |
| C000172468 | Class I         | DISIX           |

## Nport-Ex

BNY Mellon Smallcap Stock Index Fund

SCHEDULE OF INVESTMENTS

January 31, 2026 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.3%** | **Equity Securities - Common Stocks — 99.3%** | **Equity Securities - Common Stocks — 99.3%** |
| **Automobiles & Components — 1.6%** | **Automobiles & Components — 1.6%** | **Automobiles & Components — 1.6%** |
| Adient PLC<sup>(a)</sup> <br>| 41509 | 863387 |
| American Axle & Manufacturing Holdings, Inc.<sup>(a),(b)</sup> <br>| 62502 | 498141 |
| Dana, Inc. | 61211 | 1768998 |
| Dorman Products, Inc.<sup>(a)</sup> <br>| 14603 | 1813693 |
| Fox Factory Holding Corp.<sup>(a)</sup> <br>| 22270 | 409768 |
| Gentherm, Inc.<sup>(a)</sup> <br>| 16135 | 515675 |
| LCI Industries<sup>(b)</sup> <br>| 12674 | 1859149 |
| Patrick Industries, Inc.<sup>(b)</sup> <br>| 17471 | 2204316 |
| Phinia, Inc. | 20116 | 1431656 |
| Standard Motor Products, Inc. | 10797 | 431124 |
| Winnebago Industries, Inc. | 14995 | 688420 |
| XPEL, Inc.<sup>(a),(b)</sup> <br>| 13230 | 681477 |
|  |  | **13165804** |
| **Banks — 8.8%** | **Banks — 8.8%** | **Banks — 8.8%** |
| Ameris Bancorp | 33592 | 2708187 |
| Atlantic Union Bankshares Corp.<sup>(b)</sup> <br>| 74819 | 2905970 |
| Axos Financial, Inc.<sup>(a),(b)</sup> <br>| 29743 | 2944260 |
| Banc of California, Inc. | 70075 | 1400098 |
| BancFirst Corp. | 10902 | 1198675 |
| Bank of Hawaii Corp. | 20838 | 1558266 |
| BankUnited, Inc. | 39413 | 1870935 |
| Banner Corp. | 17922 | 1108296 |
| Beacon Financial Corp. | 43839 | 1242836 |
| Capitol Federal Financial, Inc. | 63092 | 459310 |
| Cathay General Bancorp | 35518 | 1817811 |
| Central Pacific Financial Corp. | 14212 | 462885 |
| City Holding Co. | 7576 | 932530 |
| Community Financial System, Inc. | 27491 | 1718187 |
| Customers Bancorp, Inc.<sup>(a)</sup> <br>| 16588 | 1310784 |
| CVB Financial Corp. | 67265 | 1325793 |
| Dime Community Bancshares, Inc. | 21277 | 723843 |
| Eagle Bancorp, Inc.<sup>(b)</sup> <br>| 14795 | 395914 |
| FB Financial Corp.<sup>(b)</sup> <br>| 21301 | 1225446 |
| First BanCorp. | 82298 | 1820432 |
| First Bancorp/Southern Pines NC | 21654 | 1254416 |
| First Commonwealth Financial Corp. | 54384 | 980543 |
| First Financial Bancorp | 54395 | 1563312 |
| First Hawaiian, Inc. | 64903 | 1723175 |
| First Interstate BancSystem, Inc., Cl. A<sup>(b)</sup> <br>| 46975 | 1666203 |
| Fulton Financial Corp. | 94772 | 1957042 |
| Hanmi Financial Corp. | 15898 | 422410 |
| Heritage Financial Corp. | 17840 | 460450 |
| Hilltop Holdings, Inc. | 22457 | 841015 |
| Hope Bancorp, Inc. | 67319 | 806482 |
| Independent Bank Corp. | 26023 | 2102138 |
| Lakeland Financial Corp. | 13507 | 805017 |
| National Bank Holdings Corp., Cl. A | 19857 | 797854 |
| NBT Bancorp, Inc. | 27253 | 1210851 |

---

**3**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** |
| **Banks — 8.8% (continued)** | **Banks — 8.8% (continued)** | **Banks — 8.8% (continued)** |
| Northwest Bancshares, Inc. | 75892 | 977489 |
| OFG Bancorp | 23116 | 931575 |
| Park National Corp. | 7548 | 1229871 |
| Pathward Financial, Inc. | 11969 | 1080681 |
| Preferred Bank | 5895 | 505614 |
| Provident Financial Services, Inc. | 68318 | 1512560 |
| Renasant Corp. | 49845 | 1879655 |
| S&T Bancorp, Inc. | 20080 | 856211 |
| Seacoast Banking Corp. of Florida | 50570 | 1691061 |
| ServisFirst Bancshares, Inc. | 26383 | 2159449 |
| Simmons First National Corp., Cl. A | 75808 | 1541177 |
| Southside Bancshares, Inc. | 14782 | 475833 |
| Stellar Bancorp, Inc. | 24163 | 897414 |
| The Bancorp, Inc.<sup>(a)</sup> <br>| 23024 | 1368547 |
| Tompkins Financial Corp. | 6742 | 540169 |
| Triumph Financial, Inc.<sup>(a)</sup> <br>| 11811 | 745156 |
| TrustCo Bank Corp. NY | 9848 | 427403 |
| Trustmark Corp. | 31300 | 1330876 |
| United Community Banks, Inc. | 63860 | 2198700 |
| WaFd, Inc. | 41132 | 1341726 |
| Westamerica BanCorp | 13109 | 663053 |
| WSFS Financial Corp. | 28637 | 1853673 |
|  |  | **71929259** |
| **Capital Goods — 12.1%** | **Capital Goods — 12.1%** | **Capital Goods — 12.1%** |
| AAR Corp.<sup>(a)</sup> <br>| 20485 | 2169566 |
| Air Lease Corp. | 55098 | 3560984 |
| Alamo Group, Inc. | 5622 | 1098033 |
| Albany International Corp., Cl. A | 15020 | 833460 |
| American Woodmark Corp.<sup>(a)</sup> <br>| 7705 | 457600 |
| Apogee Enterprises, Inc. | 11471 | 425918 |
| Arcosa, Inc. | 25604 | 2930890 |
| Armstrong World Industries, Inc. | 22610 | 4154361 |
| Astec Industries, Inc. | 11931 | 581278 |
| AZZ, Inc.<sup>(b)</sup> <br>| 15690 | 1950110 |
| Boise Cascade Co. | 19407 | 1568280 |
| CSW Industrials, Inc.<sup>(b)</sup> <br>| 8711 | 2351796 |
| DNOW, Inc.<sup>(a)</sup> <br>| 96922 | 1472245 |
| DXP Enterprises, Inc.<sup>(a),(b)</sup> <br>| 6630 | 862232 |
| Enerpac Tool Group Corp. | 27648 | 1115873 |
| Enpro, Inc.<sup>(b)</sup> <br>| 10998 | 2626103 |
| ESCO Technologies, Inc. | 13554 | 3092616 |
| Everus Construction Group, Inc.<sup>(a)</sup> <br>| 26627 | 2356223 |
| Federal Signal Corp. | 31900 | 3448071 |
| Franklin Electric Co., Inc. | 20108 | 2003159 |
| Gates Industrial Corp. PLC<sup>(a)</sup> <br>| 135516 | 3119578 |
| Gibraltar Industries, Inc.<sup>(a)</sup> <br>| 15551 | 797144 |
| Granite Construction, Inc. | 22922 | 2767602 |
| Griffon Corp. | 20617 | 1679255 |
| Hayward Holdings, Inc.<sup>(a)</sup> <br>| 104642 | 1688922 |
| Hillenbrand, Inc. | 37167 | 1185999 |
| Insteel Industries, Inc. | 10135 | 335874 |

---

**4**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** |
| **Capital Goods — 12.1% (continued)** | **Capital Goods — 12.1% (continued)** | **Capital Goods — 12.1% (continued)** |
| JBT Marel Corp.<sup>(b)</sup> <br>| 27246 | 4286068 |
| Kadant, Inc.<sup>(b)</sup> <br>| 6182 | 1984669 |
| Kennametal, Inc. | 40093 | 1378798 |
| Lindsay Corp.<sup>(b)</sup> <br>| 5712 | 715542 |
| Masterbrand, Inc.<sup>(a),(b)</sup> <br>| 65745 | 796829 |
| Mercury Systems, Inc.<sup>(a),(b)</sup> <br>| 27610 | 2592027 |
| Moog, Inc., Cl. A | 14901 | 4550020 |
| Mueller Water Products, Inc., Cl. A | 82102 | 2222501 |
| MYR Group, Inc.<sup>(a)</sup> <br>| 8138 | 2034826 |
| National Presto Industries, Inc. | 2713 | 345636 |
| Powell Industries, Inc.<sup>(b)</sup> <br>| 4933 | 2188230 |
| Primoris Services Corp.<sup>(b)</sup> <br>| 28326 | 4199330 |
| Proto Labs, Inc.<sup>(a)</sup> <br>| 12347 | 650070 |
| Quanex Building Products Corp. | 23888 | 447183 |
| Resideo Technologies, Inc.<sup>(a)</sup> <br>| 71908 | 2463568 |
| Rush Enterprises, Inc., Cl. A<sup>(b)</sup> <br>| 31797 | 2041049 |
| Standex International Corp.<sup>(b)</sup> <br>| 6349 | 1523760 |
| Sunrun, Inc.<sup>(a)</sup> <br>| 121936 | 2316784 |
| Tennant Co. | 9603 | 730692 |
| The Greenbrier Companies, Inc.<sup>(b)</sup> <br>| 16211 | 817359 |
| Titan International, Inc.<sup>(a),(b)</sup> <br>| 25814 | 246266 |
| Trinity Industries, Inc.<sup>(b)</sup> <br>| 41899 | 1204177 |
| Vicor Corp.<sup>(a)</sup> <br>| 11909 | 1877692 |
| WillScot Holdings Corp.<sup>(b)</sup> <br>| 95650 | 1915870 |
| Worthington Enterprises, Inc. | 16497 | 916738 |
| Zurn Elkay Water Solutions Corp. | 78109 | 3601606 |
|  |  | **98680462** |
| **Commercial & Professional Services — 4.0%** | **Commercial & Professional Services — 4.0%** | **Commercial & Professional Services — 4.0%** |
| ABM Industries, Inc. | 31966 | 1471715 |
| Amentum Holdings, Inc.<sup>(a),(b)</sup> <br>| 80461 | 2878895 |
| Brady Corp., Cl. A | 22858 | 1976531 |
| Casella Waste Systems, Inc., Cl. A<sup>(a),(b)</sup> <br>| 32790 | 3307855 |
| CoreCivic, Inc.<sup>(a)</sup> <br>| 54998 | 1019113 |
| CSG Systems International, Inc. | 14177 | 1130616 |
| Deluxe Corp.<sup>(b)</sup> <br>| 23424 | 618394 |
| Enviri Corp.<sup>(a),(b)</sup> <br>| 42211 | 798632 |
| Healthcare Services Group, Inc.<sup>(a)</sup> <br>| 37432 | 704470 |
| HNI Corp. | 35947 | 1717907 |
| Insperity, Inc.<sup>(b)</sup> <br>| 18876 | 806572 |
| Interface, Inc. | 30661 | 964902 |
| Korn Ferry | 27504 | 1910703 |
| Legalzoom.com, Inc.<sup>(a)</sup> <br>| 60097 | 534262 |
| Liquidity Services, Inc.<sup>(a)</sup> <br>| 12354 | 395328 |
| ManpowerGroup, Inc. | 24462 | 888704 |
| MillerKnoll, Inc. | 35968 | 722237 |
| OPENLANE, Inc.<sup>(a)</sup> <br>| 55741 | 1674460 |
| Pitney Bowes, Inc. | 77751 | 810943 |
| Robert Half, Inc.<sup>(b)</sup> <br>| 52564 | 1819240 |
| The GEO Group, Inc.<sup>(a)</sup> <br>| 72053 | 1151407 |
| UniFirst Corp. | 7633 | 1641095 |
| Upwork, Inc.<sup>(a),(b)</sup> <br>| 68414 | 1370332 |

---

**5**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** |
| **Commercial & Professional Services — 4.0% (continued)** | **Commercial & Professional Services — 4.0% (continued)** | **Commercial & Professional Services — 4.0% (continued)** |
| Verra Mobility Corp.<sup>(a)</sup> <br>| 83911 | 1619482 |
| Vestis Corp.<sup>(b)</sup> <br>| 60036 | 392035 |
|  |  | **32325830** |
| **Consumer Discretionary Distribution & Retail — 4.4%** | **Consumer Discretionary Distribution & Retail — 4.4%** | **Consumer Discretionary Distribution & Retail — 4.4%** |
| Academy Sports & Outdoors, Inc.<sup>(b)</sup> <br>| 34998 | 1925240 |
| Advance Auto Parts, Inc.<sup>(b)</sup> <br>| 31674 | 1520669 |
| American Eagle Outfitters, Inc. | 82167 | 1915313 |
| Asbury Automotive Group, Inc.<sup>(a)</sup> <br>| 10217 | 2395989 |
| Boot Barn Holdings, Inc.<sup>(a),(b)</sup> <br>| 15917 | 2840866 |
| CarMax, Inc.<sup>(a)</sup> <br>| 77011 | 3430070 |
| Etsy, Inc.<sup>(a),(b)</sup> <br>| 51826 | 2744705 |
| Group 1 Automotive, Inc. | 6502 | 2303398 |
| Kohl's Corp. | 58499 | 1021977 |
| LKQ Corp. | 134189 | 4408109 |
| MarineMax, Inc.<sup>(a),(b)</sup> <br>| 9892 | 267381 |
| Monro, Inc.<sup>(b)</sup> <br>| 15783 | 295458 |
| National Vision Holdings, Inc.<sup>(a),(b)</sup> <br>| 41403 | 1090969 |
| Sally Beauty Holdings, Inc.<sup>(a),(b)</sup> <br>| 51250 | 780025 |
| Signet Jewelers Ltd.<sup>(b)</sup> <br>| 21499 | 1983713 |
| Sonic Automotive, Inc., Cl. A | 7659 | 459234 |
| The Buckle, Inc. | 15885 | 751360 |
| Upbound Group, Inc. | 27625 | 522112 |
| Urban Outfitters, Inc.<sup>(a)</sup> <br>| 28299 | 2004984 |
| Victoria's Secret & Co.<sup>(a)</sup> <br>| 41848 | 2281134 |
| Winmark Corp.<sup>(b)</sup> <br>| 1543 | 695415 |
|  |  | **35638121** |
| **Consumer Durables & Apparel — 4.0%** | **Consumer Durables & Apparel — 4.0%** | **Consumer Durables & Apparel — 4.0%** |
| Acushnet Holdings Corp. | 14555 | 1410962 |
| Callaway Golf Co.<sup>(a)</sup> <br>| 73323 | 1052185 |
| Carter's, Inc. | 19055 | 659494 |
| Cavco Industries, Inc.<sup>(a)</sup> <br>| 4101 | 2017774 |
| Century Communities, Inc. | 13505 | 850545 |
| Champion Homes, Inc.<sup>(a)</sup> <br>| 29163 | 2285796 |
| Dream Finders Homes, Inc., Cl. A<sup>(a),(b)</sup> <br>| 14821 | 272558 |
| Ethan Allen Interiors, Inc. | 11842 | 271537 |
| G-III Apparel Group Ltd. | 19280 | 565868 |
| Green Brick Partners, Inc.<sup>(a)</sup> <br>| 15906 | 1103717 |
| Installed Building Products, Inc.<sup>(b)</sup> <br>| 11879 | 3422815 |
| Kontoor Brands, Inc. | 26817 | 1601779 |
| La-Z-Boy, Inc. | 21537 | 784162 |
| Leggett & Platt, Inc. | 70612 | 824042 |
| LGI Homes, Inc.<sup>(a)</sup> <br>| 10543 | 528310 |
| M/I Homes, Inc.<sup>(a)</sup> <br>| 13651 | 1825139 |
| Meritage Homes Corp. | 36989 | 2571105 |
| Mohawk Industries, Inc.<sup>(a),(b)</sup> <br>| 27246 | 3225381 |
| Newell Brands, Inc. | 220591 | 937512 |
| Oxford Industries, Inc.<sup>(b)</sup> <br>| 7570 | 278955 |
| Sonos, Inc.<sup>(a)</sup> <br>| 63714 | 914296 |
| Steven Madden Ltd. | 38118 | 1672618 |
| Tri Pointe Homes, Inc.<sup>(a)</sup> <br>| 45012 | 1501150 |
| Under Armour, Inc., Cl. A<sup>(a),(b)</sup> <br>| 99230 | 612249 |

---

**6**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** |
| **Consumer Durables & Apparel — 4.0% (continued)** | **Consumer Durables & Apparel — 4.0% (continued)** | **Consumer Durables & Apparel — 4.0% (continued)** |
| Under Armour, Inc., Cl. C<sup>(a)</sup> <br>| 62643 | 380243 |
| Wolverine World Wide, Inc. | 42755 | 757619 |
|  |  | **32327811** |
| **Consumer Services — 3.3%** | **Consumer Services — 3.3%** | **Consumer Services — 3.3%** |
| Adtalem Global Education, Inc.<sup>(a)</sup> <br>| 19101 | 1977909 |
| BJ's Restaurants, Inc.<sup>(a),(b)</sup> <br>| 10999 | 459978 |
| Bloomin' Brands, Inc. | 39532 | 237192 |
| Brinker International, Inc.<sup>(a)</sup> <br>| 23297 | 3674403 |
| Caesars Entertainment, Inc.<sup>(a),(b)</sup> <br>| 106559 | 2205771 |
| Cracker Barrel Old Country Store, Inc.<sup>(b)</sup> <br>| 11583 | 348880 |
| Dave & Buster's Entertainment, Inc.<sup>(a),(b)</sup> <br>| 13982 | 262442 |
| Frontdoor, Inc.<sup>(a)</sup> <br>| 37919 | 2241392 |
| Golden Entertainment, Inc. | 10035 | 270142 |
| Marriott Vacations Worldwide Corp.<sup>(b)</sup> <br>| 14569 | 791242 |
| Matthews International Corp., Cl. A<sup>(b)</sup> <br>| 16312 | 428842 |
| Mister Car Wash, Inc.<sup>(a),(b)</sup> <br>| 51376 | 285137 |
| Monarch Casino & Resort, Inc. | 6457 | 591009 |
| Papa John's International, Inc.<sup>(b)</sup> <br>| 17274 | 607527 |
| Penn Entertainment, Inc.<sup>(a),(b)</sup> <br>| 66518 | 854091 |
| Perdoceo Education Corp. | 31787 | 1018138 |
| Pursuit Attractions and Hospitality, Inc.<sup>(a)</sup> <br>| 11314 | 392935 |
| Red Rock Resorts, Inc., Cl. A<sup>(b)</sup> <br>| 25442 | 1606153 |
| Sabre Corp.<sup>(a)</sup> <br>| 205103 | 266634 |
| Shake Shack, Inc., Cl. A<sup>(a)</sup> <br>| 21160 | 1874141 |
| Six Flags Entertainment Corp.<sup>(a),(b)</sup> <br>| 53354 | 960906 |
| Strategic Education, Inc. | 12112 | 1029762 |
| Stride, Inc.<sup>(a),(b)</sup> <br>| 22655 | 1916613 |
| The Cheesecake Factory, Inc.<sup>(b)</sup> <br>| 23987 | 1390287 |
| The Wendy's Company<sup>(b)</sup> <br>| 83187 | 648027 |
| United Parks & Resorts, Inc.<sup>(a),(b)</sup> <br>| 14269 | 537228 |
|  |  | **26876781** |
| **Consumer Staples Distribution & Retail — .7%** | **Consumer Staples Distribution & Retail — .7%** | **Consumer Staples Distribution & Retail — .7%** |
| Grocery Outlet Holding Corp.<sup>(a),(b)</sup> <br>| 52051 | 496046 |
| PriceSmart, Inc. | 13324 | 1894806 |
| The Andersons, Inc. | 17627 | 1092698 |
| The Chefs' Warehouse, Inc.<sup>(a),(b)</sup> <br>| 19042 | 1197742 |
| United Natural Foods, Inc.<sup>(a)</sup> <br>| 31624 | 1177361 |
|  |  | **5858653** |
| **Energy — 5.1%** | **Energy — 5.1%** | **Energy — 5.1%** |
| Archrock, Inc. | 91550 | 2708964 |
| Atlas Energy Solutions, Inc.<sup>(b)</sup> <br>| 40283 | 470103 |
| Bristow Group, Inc.<sup>(a)</sup> <br>| 13392 | 588712 |
| Cactus, Inc., Cl. A<sup>(b)</sup> <br>| 36114 | 2030690 |
| California Resources Corp. | 41214 | 2204949 |
| Comstock Resources, Inc.<sup>(a),(b)</sup> <br>| 41144 | 1001856 |
| Core Laboratories, Inc. | 24037 | 469683 |
| Core Natural Resources, Inc. | 26924 | 2568011 |
| Crescent Energy Co., Cl. A<sup>(b)</sup> <br>| 127106 | 1241826 |
| CVR Energy, Inc.<sup>(a)</sup> <br>| 16001 | 363863 |
| Dorian LPG Ltd. | 19370 | 571996 |
| Helix Energy Solutions Group, Inc.<sup>(a)</sup> <br>| 71033 | 564002 |

---

**7**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** |
| **Energy — 5.1% (continued)** | **Energy — 5.1% (continued)** | **Energy — 5.1% (continued)** |
| Helmerich & Payne, Inc.<sup>(b)</sup> <br>| 52123 | 1765927 |
| Innovex International, Inc.<sup>(a),(b)</sup> <br>| 20410 | 507188 |
| International Seaways, Inc.<sup>(b)</sup> <br>| 21149 | 1261538 |
| Kinetik Holdings, Inc.<sup>(b)</sup> <br>| 23915 | 978363 |
| Kodiak Gas Services, Inc. | 43791 | 1839660 |
| Liberty Energy, Inc. | 84920 | 2093278 |
| Magnolia Oil & Gas Corp., Cl. A | 96176 | 2453450 |
| Noble Corp. PLC<sup>(b)</sup> <br>| 65864 | 2346076 |
| Northern Oil & Gas, Inc.<sup>(b)</sup> <br>| 51075 | 1276875 |
| Oceaneering International, Inc.<sup>(a)</sup> <br>| 52086 | 1567789 |
| Par Pacific Holdings, Inc.<sup>(a),(b)</sup> <br>| 26436 | 997695 |
| Patterson-UTI Energy, Inc.<sup>(b)</sup> <br>| 180160 | 1356605 |
| Peabody Energy Corp. | 63440 | 2236894 |
| REX American Resources Corp.<sup>(a)</sup> <br>| 15095 | 510362 |
| RPC, Inc. | 45715 | 304005 |
| SM Energy Co. | 118653 | 2310174 |
| Talos Energy, Inc.<sup>(a),(b)</sup> <br>| 65637 | 782393 |
| Tidewater, Inc.<sup>(a)</sup> <br>| 24121 | 1507321 |
| World Kinect Corp.<sup>(b)</sup> <br>| 29194 | 785610 |
|  |  | **41665858** |
| **Equity Real Estate Investment Trusts — 6.2%** | **Equity Real Estate Investment Trusts — 6.2%** | **Equity Real Estate Investment Trusts — 6.2%** |
| Acadia Realty Trust<sup>(c)</sup> <br>| 68623 | 1373146 |
| Alexander & Baldwin, Inc.<sup>(c)</sup> <br>| 38255 | 793409 |
| American Assets Trust, Inc.<sup>(c)</sup> <br>| 24439 | 441368 |
| Apple Hospitality REIT, Inc.<sup>(b),(c)</sup> <br>| 114856 | 1336924 |
| Armada Hoffler Properties, Inc.<sup>(b),(c)</sup> <br>| 41548 | 289590 |
| CareTrust REIT, Inc.<sup>(c)</sup> <br>| 117064 | 4371170 |
| Centerspace<sup>(c)</sup> <br>| 8713 | 559985 |
| Curbline Properties Corp.<sup>(c)</sup> <br>| 50638 | 1227971 |
| DiamondRock Hospitality Co.<sup>(c)</sup> <br>| 107276 | 984794 |
| Douglas Emmett, Inc.<sup>(c)</sup> <br>| 87218 | 921022 |
| Easterly Government Properties, Inc.<sup>(c)</sup> <br>| 22718 | 531374 |
| Essential Properties Realty Trust, Inc.<sup>(c)</sup> <br>| 103449 | 3140712 |
| Four Corners Property Trust, Inc.<sup>(c)</sup> <br>| 56055 | 1381756 |
| Getty Realty Corp.<sup>(c)</sup> <br>| 27951 | 834617 |
| Global Net Lease, Inc.<sup>(b),(c)</sup> <br>| 102614 | 970728 |
| Highwoods Properties, Inc.<sup>(c)</sup> <br>| 58000 | 1499300 |
| Innovative Industrial Properties, Inc.<sup>(c)</sup> <br>| 14815 | 715861 |
| JBG SMITH Properties<sup>(c)</sup> <br>| 31508 | 530595 |
| LTC Properties, Inc.<sup>(b),(c)</sup> <br>| 24757 | 902888 |
| LXP Industrial Trust<sup>(c)</sup> <br>| 31014 | 1536744 |
| Medical Properties Trust, Inc.<sup>(b),(c)</sup> <br>| 258243 | 1296380 |
| Millrose Properties, Inc.<sup>(c)</sup> <br>| 81042 | 2415052 |
| NexPoint Residential Trust, Inc.<sup>(c)</sup> <br>| 11313 | 341879 |
| Outfront Media, Inc.<sup>(c)</sup> <br>| 76329 | 1856321 |
| Pebblebrook Hotel Trust<sup>(b),(c)</sup> <br>| 59648 | 681180 |
| Phillips Edison & Co., Inc.<sup>(c)</sup> <br>| 66126 | 2395745 |
| Ryman Hospitality Properties, Inc.<sup>(c)</sup> <br>| 33063 | 3131066 |
| Safehold, Inc.<sup>(b),(c)</sup> <br>| 24195 | 341391 |
| Saul Centers, Inc.<sup>(c)</sup> <br>| 6755 | 214336 |
| SL Green Realty Corp.<sup>(c)</sup> <br>| 37078 | 1660353 |

---

**8**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** |
| **Equity Real Estate Investment Trusts — 6.2% (continued)** | **Equity Real Estate Investment Trusts — 6.2% (continued)** | **Equity Real Estate Investment Trusts — 6.2% (continued)** |
| Summit Hotel Properties, Inc.<sup>(c)</sup> <br>| 54377 | 240346 |
| Sunstone Hotel Investors, Inc.<sup>(c)</sup> <br>| 100156 | 878368 |
| Tanger, Inc.<sup>(c)</sup> <br>| 60366 | 1975176 |
| Terreno Realty Corp.<sup>(b),(c)</sup> <br>| 54247 | 3338360 |
| The Macerich Company<sup>(c)</sup> <br>| 134578 | 2547562 |
| Universal Health Realty Income Trust<sup>(c)</sup> <br>| 6913 | 274653 |
| Urban Edge Properties<sup>(c)</sup> <br>| 65700 | 1276551 |
| Veris Residential, Inc.<sup>(c)</sup> <br>| 42560 | 646486 |
| Whitestone REIT<sup>(c)</sup> <br>| 23479 | 334341 |
| Xenia Hotels & Resorts, Inc.<sup>(c)</sup> <br>| 49750 | 733812 |
|  |  | **50923312** |
| **Financial Services — 7.3%** | **Financial Services — 7.3%** | **Financial Services — 7.3%** |
| Acadian Asset Management, Inc. | 13795 | 764519 |
| Adamas Trust, Inc.<sup>(b),(c)</sup> <br>| 43605 | 348840 |
| Apollo Commercial Real Estate Finance, Inc.<sup>(c)</sup> <br>| 68513 | 740626 |
| Arbor Realty Trust, Inc.<sup>(b),(c)</sup> <br>| 101611 | 782405 |
| ARMOUR Residential REIT, Inc.<sup>(b),(c)</sup> <br>| 58860 | 1024164 |
| Artisan Partners Asset Management, Inc., Cl. A<sup>(b)</sup> <br>| 36932 | 1644213 |
| BGC Group, Inc., Cl. A | 188384 | 1716178 |
| Blackstone Mortgage Trust, Inc., Cl. A<sup>(c)</sup> <br>| 82650 | 1591013 |
| Bread Financial Holdings, Inc. | 23965 | 1738421 |
| Cohen & Steers, Inc. | 14535 | 934019 |
| Donnelley Financial Solutions, Inc.<sup>(a)</sup> <br>| 13922 | 720464 |
| Ellington Financial, Inc.<sup>(b),(c)</sup> <br>| 56171 | 721797 |
| Enact Holdings, Inc. | 15019 | 597306 |
| Encore Capital Group, Inc.<sup>(a),(b)</sup> <br>| 11672 | 644294 |
| Enova International, Inc.<sup>(a)</sup> <br>| 13031 | 2152330 |
| EVERTEC, Inc. | 33345 | 1000683 |
| EZCORP, Inc., Cl. A<sup>(a),(b)</sup> <br>| 30465 | 653474 |
| Franklin BSP Realty Trust, Inc.<sup>(c)</sup> <br>| 42663 | 437722 |
| HA Sustainable Infrastructure Capital, Inc.<sup>(b)</sup> <br>| 66269 | 2280316 |
| Jackson Financial, Inc., Cl. A | 35633 | 4237476 |
| KKR Real Estate Finance Trust, Inc.<sup>(b),(c)</sup> <br>| 27930 | 231260 |
| MarketAxess Holdings, Inc. | 19502 | 3300324 |
| Moelis & Co., Cl. A | 38857 | 2784881 |
| Navient Corp. | 34710 | 340505 |
| NCR Atleos Corp.<sup>(a)</sup> <br>| 38760 | 1445748 |
| NMI Holdings, Inc.<sup>(a)</sup> <br>| 40288 | 1559951 |
| Payoneer Global, Inc.<sup>(a)</sup> <br>| 152321 | 973331 |
| PennyMac Mortgage Investment Trust<sup>(c)</sup> <br>| 45631 | 539815 |
| Piper Sandler Cos. | 8731 | 3023982 |
| PJT Partners, Inc., Cl. A | 12687 | 2195232 |
| PRA Group, Inc.<sup>(a)</sup> <br>| 20875 | 266991 |
| PROG Holdings, Inc. | 20708 | 671768 |
| Radian Group, Inc. | 71223 | 2343237 |
| Redwood Trust, Inc.<sup>(b),(c)</sup> <br>| 65310 | 357899 |
| Sezzle, Inc.<sup>(a),(b)</sup> <br>| 8993 | 568717 |
| StepStone Group, Inc., Cl. A | 38229 | 2702408 |
| StoneX Group, Inc.<sup>(a)</sup> <br>| 24387 | 2737685 |
| The Western Union Company<sup>(b)</sup> <br>| 166635 | 1561370 |
| Two Harbors Investment Corp.<sup>(b),(c)</sup> <br>| 54773 | 628246 |

---

**9**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** |
| **Financial Services — 7.3% (continued)** | **Financial Services — 7.3% (continued)** | **Financial Services — 7.3% (continued)** |
| Victory Capital Holdings, Inc., Cl. A<sup>(b)</sup> <br>| 25085 | 1769245 |
| Virtu Financial, Inc., Cl. A | 41762 | 1733541 |
| Virtus Investment Partners, Inc. | 3308 | 540031 |
| Walker & Dunlop, Inc. | 17879 | 1124410 |
| WisdomTree, Inc.<sup>(b)</sup> <br>| 60020 | 972324 |
| World Acceptance Corp.<sup>(a)</sup> <br>| 1479 | 179329 |
|  |  | **59282490** |
| **Food, Beverage & Tobacco — 1.1%** | **Food, Beverage & Tobacco — 1.1%** | **Food, Beverage & Tobacco — 1.1%** |
| Cal-Maine Foods, Inc.<sup>(b)</sup> <br>| 23901 | 1996451 |
| Fresh Del Monte Produce, Inc. | 17512 | 694526 |
| Freshpet, Inc.<sup>(a),(b)</sup> <br>| 25712 | 1792126 |
| J & J Snack Foods Corp. | 8173 | 776435 |
| John B. Sanfilippo & Son, Inc. | 4661 | 377075 |
| National Beverage Corp.<sup>(a)</sup> <br>| 12403 | 422694 |
| The Simply Good Foods Company<sup>(a)</sup> <br>| 47830 | 897769 |
| Tootsie Roll Industries, Inc. | 10134 | 383876 |
| TreeHouse Foods, Inc.<sup>(a)</sup> <br>| 23024 | 567311 |
| Universal Corp. | 13001 | 735727 |
| Vital Farms, Inc.<sup>(a),(b)</sup> <br>| 19680 | 559896 |
|  |  | **9203886** |
| **Health Care Equipment & Services — 5.5%** | **Health Care Equipment & Services — 5.5%** | **Health Care Equipment & Services — 5.5%** |
| Acadia Healthcare Co., Inc.<sup>(a)</sup> <br>| 48133 | 646907 |
| AdaptHealth Corp.<sup>(a)</sup> <br>| 56452 | 567343 |
| Addus HomeCare Corp.<sup>(a)</sup> <br>| 9513 | 984405 |
| AMN Healthcare Services, Inc.<sup>(a)</sup> <br>| 19962 | 425191 |
| Artivion, Inc.<sup>(a)</sup> <br>| 21622 | 881529 |
| Astrana Health, Inc.<sup>(a),(b)</sup> <br>| 22429 | 510035 |
| Avanos Medical, Inc.<sup>(a)</sup> <br>| 24182 | 322104 |
| BrightSpring Health Services, Inc.<sup>(a)</sup> <br>| 59308 | 2329025 |
| Certara, Inc.<sup>(a),(b)</sup> <br>| 61987 | 544866 |
| Concentra Group Holdings Parent, Inc. | 62226 | 1380173 |
| CONMED Corp. | 16130 | 619231 |
| CorVel Corp.<sup>(a)</sup> <br>| 16424 | 1143603 |
| Embecta Corp. | 30871 | 327541 |
| Enovis Corp.<sup>(a)</sup> <br>| 29991 | 661002 |
| Glaukos Corp.<sup>(a)</sup> <br>| 30115 | 3595129 |
| HealthStream, Inc. | 12206 | 272072 |
| ICU Medical, Inc.<sup>(a),(b)</sup> <br>| 12886 | 1931611 |
| Inspire Medical Systems, Inc.<sup>(a)</sup> <br>| 13830 | 1048037 |
| Integer Holdings Corp.<sup>(a),(b)</sup> <br>| 18355 | 1594315 |
| Integra LifeSciences Holdings Corp.<sup>(a),(b)</sup> <br>| 34541 | 384787 |
| LeMaitre Vascular, Inc.<sup>(b)</sup> <br>| 10962 | 931441 |
| Merit Medical Systems, Inc.<sup>(a)</sup> <br>| 31155 | 2526359 |
| National HealthCare Corp. | 6526 | 933936 |
| Neogen Corp.<sup>(a),(b)</sup> <br>| 114237 | 1167502 |
| NeoGenomics, Inc.<sup>(a)</sup> <br>| 68045 | 820623 |
| Omnicell, Inc.<sup>(a),(b)</sup> <br>| 23601 | 1144648 |
| Pediatrix Medical Group, Inc.<sup>(a)</sup> <br>| 44307 | 947284 |
| Privia Health Group, Inc.<sup>(a)</sup> <br>| 60521 | 1405298 |
| Progyny, Inc.<sup>(a)</sup> <br>| 41830 | 998482 |
| QuidelOrtho Corp.<sup>(a),(b)</sup> <br>| 35486 | 964155 |

---

**10**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** |
| **Health Care Equipment & Services — 5.5% (continued)** | **Health Care Equipment & Services — 5.5% (continued)** | **Health Care Equipment & Services — 5.5% (continued)** |
| RadNet, Inc.<sup>(a)</sup> <br>| 36479 | 2557178 |
| Schrodinger, Inc.<sup>(a),(b)</sup> <br>| 29461 | 411570 |
| Select Medical Holdings Corp. | 58073 | 873999 |
| STAAR Surgical Co.<sup>(a)</sup> <br>| 26310 | 498574 |
| Tandem Diabetes Care, Inc.<sup>(a)</sup> <br>| 35914 | 714329 |
| Teleflex, Inc. | 23226 | 2424098 |
| TransMedics Group, Inc.<sup>(a),(b)</sup> <br>| 17956 | 2405655 |
| U.S. Physical Therapy, Inc. | 7948 | 666599 |
| UFP Technologies, Inc.<sup>(a),(b)</sup> <br>| 4069 | 1021889 |
| Waystar Holding Corp.<sup>(a)</sup> <br>| 60358 | 1603108 |
|  |  | **45185633** |
| **Household & Personal Products — .7%** | **Household & Personal Products — .7%** | **Household & Personal Products — .7%** |
| Central Garden & Pet Co.<sup>(a)</sup> <br>| 4039 | 136640 |
| Central Garden & Pet Co., Cl. A<sup>(a)</sup> <br>| 27124 | 831893 |
| Edgewell Personal Care Co. | 24685 | 480370 |
| Energizer Holdings, Inc.<sup>(b)</sup> <br>| 31790 | 693976 |
| Interparfums, Inc. | 9561 | 932867 |
| Reynolds Consumer Products, Inc. | 28590 | 662430 |
| WD-40 Co. | 7062 | 1632946 |
|  |  | **5371122** |
| **Insurance — 2.2%** | **Insurance — 2.2%** | **Insurance — 2.2%** |
| AMERISAFE, Inc. | 9745 | 366509 |
| Assured Guaranty Ltd. | 22760 | 1931186 |
| Employers Holdings, Inc. | 11758 | 512884 |
| Genworth Financial, Inc.<sup>(a)</sup> <br>| 209686 | 1748781 |
| Goosehead Insurance, Inc., Cl. A<sup>(a)</sup> <br>| 12953 | 801013 |
| HCI Group, Inc. | 5648 | 896168 |
| Horace Mann Educators Corp. | 21165 | 948404 |
| Lincoln National Corp.<sup>(b)</sup> <br>| 88639 | 3688269 |
| Mercury General Corp. | 13846 | 1212771 |
| Palomar Holdings, Inc.<sup>(a)</sup> <br>| 13915 | 1719755 |
| ProAssurance Corp.<sup>(a)</sup> <br>| 26988 | 653649 |
| Safety Insurance Group, Inc. | 7769 | 611420 |
| SiriusPoint Ltd.<sup>(a)</sup> <br>| 54856 | 1119611 |
| Stewart Information Services Corp. | 14590 | 983804 |
| Trupanion, Inc.<sup>(a)</sup> <br>| 17547 | 561329 |
| United Fire Group, Inc. | 11774 | 423158 |
|  |  | **18178711** |
| **Materials — 5.5%** | **Materials — 5.5%** | **Materials — 5.5%** |
| Alpha Metallurgical Resources, Inc.<sup>(a),(b)</sup> <br>| 5697 | 1195231 |
| Balchem Corp. | 17001 | 2893060 |
| Celanese Corp. | 57165 | 2540413 |
| Century Aluminum Co.<sup>(a)</sup> <br>| 27797 | 1260038 |
| Eastman Chemical Co. | 59801 | 4145405 |
| Element Solutions, Inc. | 118753 | 3455712 |
| FMC Corp. | 65681 | 1037760 |
| Hawkins, Inc. | 10905 | 1420376 |
| HB Fuller Co.<sup>(b)</sup> <br>| 28379 | 1705578 |
| Ingevity Corp.<sup>(a)</sup> <br>| 18789 | 1236128 |
| Innospec, Inc. | 13029 | 1064730 |
| Kaiser Aluminum Corp. | 8467 | 1038224 |

---

**11**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** |
| **Materials — 5.5% (continued)** | **Materials — 5.5% (continued)** | **Materials — 5.5% (continued)** |
| Koppers Holdings, Inc. | 10560 | 311098 |
| Materion Corp. | 10939 | 1512645 |
| Metallus, Inc.<sup>(a),(b)</sup> <br>| 18774 | 374541 |
| Minerals Technologies, Inc. | 16378 | 1077017 |
| O-I Glass, Inc.<sup>(a)</sup> <br>| 80981 | 1237390 |
| Quaker Chemical Corp. | 7200 | 1106928 |
| Sealed Air Corp. | 77192 | 3232801 |
| Sensient Technologies Corp. | 22172 | 2095697 |
| Solstice Advanced Materials, Inc.<sup>(a)</sup> <br>| 83212 | 5140005 |
| Stepan Co. | 11218 | 646269 |
| SunCoke Energy, Inc. | 43880 | 344897 |
| Sylvamo Corp. | 17425 | 852780 |
| The Chemours Company | 78874 | 1182321 |
| Warrior Met Coal, Inc. | 27443 | 2450660 |
| Worthington Steel, Inc. | 17006 | 684151 |
|  |  | **45241855** |
| **Media & Entertainment — 2.0%** | **Media & Entertainment — 2.0%** | **Media & Entertainment — 2.0%** |
| Angi, Inc.<sup>(a)</sup> <br>| 18992 | 246516 |
| Cable One, Inc.<sup>(b)</sup> <br>| 2331 | 188788 |
| Cargurus, Inc.<sup>(a)</sup> <br>| 42623 | 1380985 |
| Cars.com, Inc.<sup>(a),(b)</sup> <br>| 29598 | 336233 |
| Cinemark Holdings, Inc. | 53911 | 1276612 |
| DoubleVerify Holdings, Inc.<sup>(a)</sup> <br>| 69969 | 757065 |
| IAC, Inc.<sup>(a),(b)</sup> <br>| 34107 | 1260254 |
| John Wiley & Sons, Inc., Cl. A<sup>(b)</sup> <br>| 21746 | 679128 |
| Madison Square Garden Sports Corp.<sup>(a),(b)</sup> <br>| 9437 | 2675861 |
| QuinStreet, Inc.<sup>(a)</sup> <br>| 29299 | 389384 |
| Scholastic Corp.<sup>(b)</sup> <br>| 12074 | 422228 |
| Shutterstock, Inc. | 12947 | 256998 |
| TEGNA, Inc. | 84077 | 1610915 |
| TripAdvisor, Inc.<sup>(a),(b)</sup> <br>| 61486 | 817149 |
| Versant Media Group, Inc.<sup>(a)</sup> <br>| 76390 | 2488786 |
| Yelp, Inc.<sup>(a)</sup> <br>| 30919 | 846562 |
| Ziff Davis, Inc.<sup>(a),(b)</sup> <br>| 20773 | 793944 |
|  |  | **16427408** |
| **Pharmaceuticals, Biotechnology & Life Sciences — 6.4%** | **Pharmaceuticals, Biotechnology & Life Sciences — 6.4%** | **Pharmaceuticals, Biotechnology & Life Sciences — 6.4%** |
| ACADIA Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 65718 | 1651493 |
| ADMA Biologics, Inc.<sup>(a),(b)</sup> <br>| 124241 | 2149369 |
| Alkermes PLC<sup>(a)</sup> <br>| 86658 | 2936840 |
| Amneal Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 89318 | 1221870 |
| Amphastar Pharmaceuticals, Inc.<sup>(a),(b)</sup> <br>| 18368 | 486568 |
| ANI Pharmaceuticals, Inc.<sup>(a),(b)</sup> <br>| 9386 | 768244 |
| Apellis Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 53452 | 1206946 |
| Arcus Biosciences, Inc.<sup>(a),(b)</sup> <br>| 44931 | 945348 |
| Arrowhead Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 72481 | 5025108 |
| Azenta, Inc.<sup>(a),(b)</sup> <br>| 21401 | 832071 |
| BioLife Solutions, Inc.<sup>(a),(b)</sup> <br>| 20855 | 454639 |
| Catalyst Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 60460 | 1469178 |
| Collegium Pharmaceutical, Inc.<sup>(a)</sup> <br>| 16542 | 759609 |
| Corcept Therapeutics, Inc.<sup>(a)</sup> <br>| 49040 | 1955225 |
| Cytek Biosciences, Inc.<sup>(a)</sup> <br>| 59448 | 297240 |

---

**12**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** |
| **Pharmaceuticals, Biotechnology & Life Sciences — 6.4% (continued)** | **Pharmaceuticals, Biotechnology & Life Sciences — 6.4% (continued)** | **Pharmaceuticals, Biotechnology & Life Sciences — 6.4% (continued)** |
| Dynavax Technologies Corp.<sup>(a),(b)</sup> <br>| 51453 | 796750 |
| Fortrea Holdings, Inc.<sup>(a)</sup> <br>| 48557 | 816243 |
| Harmony Biosciences Holdings, Inc.<sup>(a)</sup> <br>| 21034 | 768162 |
| Indivior Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 65636 | 2322202 |
| Innoviva, Inc.<sup>(a)</sup> <br>| 37349 | 746980 |
| Krystal Biotech, Inc.<sup>(a),(b)</sup> <br>| 13533 | 3778955 |
| Ligand Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 10342 | 1986698 |
| Myriad Genetics, Inc.<sup>(a)</sup> <br>| 49620 | 278864 |
| Organon & Co. | 135720 | 1159049 |
| Pacira BioSciences, Inc.<sup>(a),(b)</sup> <br>| 22261 | 457241 |
| Perrigo Co. PLC | 71770 | 1019852 |
| Phibro Animal Health Corp., Cl. A | 10791 | 433259 |
| Prestige Consumer Healthcare, Inc.<sup>(a)</sup> <br>| 25102 | 1618326 |
| Protagonist Therapeutics, Inc.<sup>(a)</sup> <br>| 30882 | 2526147 |
| PTC Therapeutics, Inc.<sup>(a)</sup> <br>| 42126 | 3181777 |
| Sarepta Therapeutics, Inc.<sup>(a),(b)</sup> <br>| 54557 | 1109689 |
| Supernus Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 30061 | 1447738 |
| TG Therapeutics, Inc.<sup>(a),(b)</sup> <br>| 71454 | 2102891 |
| Veracyte, Inc.<sup>(a),(b)</sup> <br>| 41523 | 1581196 |
| Vericel Corp.<sup>(a),(b)</sup> <br>| 26699 | 960630 |
| Vir Biotechnology, Inc.<sup>(a)</sup> <br>| 49514 | 368384 |
| Xencor, Inc.<sup>(a)</sup> <br>| 36989 | 447197 |
|  |  | **52067978** |
| **Real Estate Management & Development — .6%** | **Real Estate Management & Development — .6%** | **Real Estate Management & Development — .6%** |
| Cushman & Wakefield Ltd.<sup>(a)</sup> <br>| 121428 | 1996276 |
| eXp World Holdings, Inc. | 46851 | 423533 |
| Kennedy-Wilson Holdings, Inc. | 62266 | 613320 |
| Marcus & Millichap, Inc. | 12576 | 342067 |
| The St. Joe Company | 20941 | 1386085 |
|  |  | **4761281** |
| **Semiconductors & Semiconductor Equipment — 4.1%** | **Semiconductors & Semiconductor Equipment — 4.1%** | **Semiconductors & Semiconductor Equipment — 4.1%** |
| ACM Research, Inc., Cl. A<sup>(a)</sup> <br>| 27987 | 1626605 |
| Alpha & Omega Semiconductor Ltd.<sup>(a)</sup> <br>| 12934 | 285841 |
| Axcelis Technologies, Inc.<sup>(a),(b)</sup> <br>| 16183 | 1425237 |
| Cohu, Inc.<sup>(a),(b)</sup> <br>| 24476 | 698545 |
| Diodes, Inc.<sup>(a)</sup> <br>| 24256 | 1435713 |
| Enphase Energy, Inc.<sup>(a)</sup> <br>| 68741 | 2542042 |
| FormFactor, Inc.<sup>(a)</sup> <br>| 40690 | 2868238 |
| Ichor Holdings Ltd.<sup>(a)</sup> <br>| 18183 | 551672 |
| Impinj, Inc.<sup>(a),(b)</sup> <br>| 13989 | 1931881 |
| Kulicke & Soffa Industries, Inc. | 27308 | 1565568 |
| MaxLinear, Inc.<sup>(a)</sup> <br>| 43051 | 746935 |
| PDF Solutions, Inc.<sup>(a),(b)</sup> <br>| 16691 | 531608 |
| Penguin Solutions, Inc.<sup>(a),(b)</sup> <br>| 25051 | 481230 |
| Photronics, Inc.<sup>(a)</sup> <br>| 30894 | 1068006 |
| Power Integrations, Inc.<sup>(b)</sup> <br>| 28903 | 1327804 |
| Qorvo, Inc.<sup>(a)</sup> <br>| 44117 | 3445979 |
| Semtech Corp.<sup>(a)</sup> <br>| 45492 | 3627987 |
| SiTime Corp.<sup>(a)</sup> <br>| 11494 | 4173586 |
| SolarEdge Technologies, Inc.<sup>(a),(b)</sup> <br>| 31533 | 975946 |

---

**13**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** |
| **Semiconductors & Semiconductor Equipment — 4.1% (continued)** | **Semiconductors & Semiconductor Equipment — 4.1% (continued)** | **Semiconductors & Semiconductor Equipment — 4.1% (continued)** |
| Ultra Clean Holdings, Inc.<sup>(a),(b)</sup> <br>| 23978 | 1047359 |
| Veeco Instruments, Inc.<sup>(a),(b)</sup> <br>| 31366 | 979560 |
|  |  | **33337342** |
| **Software & Services — 3.8%** | **Software & Services — 3.8%** | **Software & Services — 3.8%** |
| A10 Networks, Inc.<sup>(b)</sup> <br>| 37512 | 654209 |
| ACI Worldwide, Inc.<sup>(a)</sup> <br>| 53825 | 2333852 |
| Adeia, Inc. | 57126 | 1033409 |
| Agilysys, Inc.<sup>(a),(b)</sup> <br>| 13312 | 1154816 |
| Alarm.com Holdings, Inc.<sup>(a)</sup> <br>| 26039 | 1270182 |
| BlackLine, Inc.<sup>(a),(b)</sup> <br>| 26172 | 1216213 |
| Box, Inc., Cl. A<sup>(a)</sup> <br>| 75620 | 1916967 |
| Cleanspark, Inc.<sup>(a),(b)</sup> <br>| 147475 | 1746104 |
| Clear Secure, Inc., Cl. A | 46516 | 1517352 |
| DigitalOcean Holdings, Inc.<sup>(a),(b)</sup> <br>| 35955 | 1986514 |
| DXC Technology Co.<sup>(a)</sup> <br>| 91141 | 1315165 |
| Grid Dynamics Holdings, Inc.<sup>(a)</sup> <br>| 34628 | 286374 |
| InterDigital, Inc. | 13497 | 4405961 |
| LiveRamp Holdings, Inc.<sup>(a)</sup> <br>| 33059 | 804987 |
| MARA Holdings, Inc.<sup>(a),(b)</sup> <br>| 198886 | 1889417 |
| N-able, Inc.<sup>(a)</sup> <br>| 39571 | 240196 |
| NCR Voyix Corp.<sup>(a),(b)</sup> <br>| 72838 | 722553 |
| Progress Software Corp.<sup>(a)</sup> <br>| 22308 | 912843 |
| Q2 Holdings, Inc.<sup>(a)</sup> <br>| 32640 | 1999200 |
| Sprinklr, Inc., Cl. A<sup>(a)</sup> <br>| 63237 | 403452 |
| SPS Commerce, Inc.<sup>(a)</sup> <br>| 19798 | 1767169 |
| Teradata Corp.<sup>(a)</sup> <br>| 48823 | 1392432 |
|  |  | **30969367** |
| **Technology Hardware & Equipment — 4.9%** | **Technology Hardware & Equipment — 4.9%** | **Technology Hardware & Equipment — 4.9%** |
| Arlo Technologies, Inc.<sup>(a)</sup> <br>| 56013 | 710805 |
| Badger Meter, Inc. | 15498 | 2271697 |
| Benchmark Electronics, Inc. | 18626 | 971160 |
| Calix, Inc.<sup>(a)</sup> <br>| 31679 | 1415101 |
| Corsair Gaming, Inc.<sup>(a)</sup> <br>| 25556 | 130336 |
| CTS Corp. | 15158 | 779273 |
| Digi International, Inc.<sup>(a),(b)</sup> <br>| 19482 | 839090 |
| ePlus, Inc. | 13810 | 1185036 |
| Extreme Networks, Inc.<sup>(a)</sup> <br>| 69642 | 1015380 |
| Harmonic, Inc.<sup>(a)</sup> <br>| 58332 | 566987 |
| Insight Enterprises, Inc.<sup>(a)</sup> <br>| 16372 | 1375575 |
| Itron, Inc.<sup>(a),(b)</sup> <br>| 24074 | 2385252 |
| Knowles Corp.<sup>(a)</sup> <br>| 44798 | 1085904 |
| Mirion Technologies, Inc.<sup>(a),(b)</sup> <br>| 130018 | 3229647 |
| NetScout Systems, Inc.<sup>(a)</sup> <br>| 36162 | 1005665 |
| OSI Systems, Inc.<sup>(a),(b)</sup> <br>| 8332 | 2084167 |
| PC Connection, Inc. | 6073 | 357153 |
| Plexus Corp.<sup>(a)</sup> <br>| 14168 | 2824107 |
| Ralliant Corp. | 59194 | 3135506 |
| Rogers Corp.<sup>(a)</sup> <br>| 8807 | 856393 |
| Sanmina Corp.<sup>(a)</sup> <br>| 28605 | 4052756 |
| ScanSource, Inc.<sup>(a)</sup> <br>| 10418 | 447870 |
| Viasat, Inc.<sup>(a)</sup> <br>| 70952 | 3204902 |

---

**14**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** | **Equity Securities - Common Stocks — 99.3% (continued)** |
| **Technology Hardware & Equipment — 4.9% (continued)** | **Technology Hardware & Equipment — 4.9% (continued)** | **Technology Hardware & Equipment — 4.9% (continued)** |
| Viavi Solutions, Inc.<sup>(a)</sup> <br>| 117011 | 2862089 |
| Vishay Intertechnology, Inc.<sup>(b)</sup> <br>| 65243 | 1314646 |
|  |  | **40106497** |
| **Telecommunication Services — 1.2%** | **Telecommunication Services — 1.2%** | **Telecommunication Services — 1.2%** |
| Cogent Communications Holdings, Inc.<sup>(b)</sup> <br>| 24654 | 599092 |
| Gogo, Inc.<sup>(a)</sup> <br>| 40191 | 184477 |
| Iridium Communications, Inc. | 54635 | 1088329 |
| Lumen Technologies, Inc.<sup>(a)</sup> <br>| 494674 | 4363024 |
| Shenandoah Telecommunications Co. | 23378 | 277497 |
| Telephone and Data Systems, Inc. | 51306 | 2315440 |
| Uniti Group, Inc.<sup>(a),(b)</sup> <br>| 93309 | 776331 |
|  |  | **9604190** |
| **Transportation — 1.6%** | **Transportation — 1.6%** | **Transportation — 1.6%** |
| Allegiant Travel Co.<sup>(a),(b)</sup> <br>| 7031 | 623157 |
| ArcBest Corp.<sup>(b)</sup> <br>| 11817 | 1066130 |
| Forward Air Corp.<sup>(a),(b)</sup> <br>| 11575 | 322711 |
| Heartland Express, Inc. | 23593 | 238053 |
| Hertz Global Holdings, Inc.<sup>(a),(b)</sup> <br>| 65181 | 319387 |
| Hub Group, Inc., Cl. A<sup>(b)</sup> <br>| 31624 | 1504670 |
| JetBlue Airways Corp.<sup>(a),(b)</sup> <br>| 152808 | 744175 |
| Marten Transport Ltd. | 30464 | 374707 |
| Matson, Inc. | 16364 | 2623149 |
| RXO, Inc.<sup>(a),(b)</sup> <br>| 86319 | 1258531 |
| Schneider National, Inc., Cl. B<sup>(b)</sup> <br>| 26184 | 702779 |
| SkyWest, Inc.<sup>(a)</sup> <br>| 21061 | 2032808 |
| Sun Country Airlines Holdings, Inc.<sup>(a),(b)</sup> <br>| 27843 | 488366 |
| Werner Enterprises, Inc.<sup>(b)</sup> <br>| 31143 | 1066648 |
|  |  | **13365271** |
| **Utilities — 2.2%** | **Utilities — 2.2%** | **Utilities — 2.2%** |
| American States Water Co. | 20436 | 1491010 |
| Avista Corp. | 42483 | 1754123 |
| California Water Service Group | 31240 | 1396428 |
| Chesapeake Utilities Corp. | 12389 | 1594216 |
| Clearway Energy, Inc., Cl. A | 18070 | 610224 |
| Clearway Energy, Inc., Cl. C | 44292 | 1601156 |
| H2O America | 17514 | 911429 |
| Hawaiian Electric Industries, Inc.<sup>(a),(b)</sup> <br>| 90217 | 1382124 |
| MDU Resources Group, Inc.<sup>(b)</sup> <br>| 107380 | 2202364 |
| MGE Energy, Inc. | 19142 | 1529063 |
| Middlesex Water Co. | 9526 | 498972 |
| Northwest Natural Holding Co. | 21729 | 1011702 |
| Otter Tail Corp.<sup>(b)</sup> <br>| 21993 | 1960896 |
| Unitil Corp. | 9360 | 476518 |
|  |  | **18420225** |
| &nbsp;&nbsp;&nbsp; **Total Equity Securities - Common Stocks** <br>(cost $567,328,388)<br>|  | **810915147** |
| **Exchange-Traded Funds — .4%** | **Exchange-Traded Funds — .4%** | **Exchange-Traded Funds — .4%** |
| **Registered Investment Companies — .4%** | **Registered Investment Companies — .4%** | **Registered Investment Companies — .4%** |
| &nbsp;&nbsp;&nbsp; iShares Core S&P Small-Cap ETF <br>(cost $2,544,979)<br>| 22607 | **2871767** |

---

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

**15**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Number of Rights | Value ($) |
| **Rights — .0%** | **Rights — .0%** | **Rights — .0%** |
| **Pharmaceuticals, Biotechnology & Life Sciences — .0%** | **Pharmaceuticals, Biotechnology & Life Sciences — .0%** | **Pharmaceuticals, Biotechnology & Life Sciences — .0%** |
| Omniab Operations, Inc.-Earnout 12.5 | 9476 | 0 |
| Omniab Operations, Inc.-Earnout 15.0 | 9476 | 0 |
| &nbsp;&nbsp;&nbsp; **Total Rights** <br>(cost $33,892)<br>|  | **0** |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  | 1-Day <br>Yield (%)<br>| Shares |  |
| **Investment Companies — .4%** | **Investment Companies — .4%** | **Investment Companies — .4%** | **Investment Companies — .4%** |
| **Registered Investment Companies — .4%** | **Registered Investment Companies — .4%** | **Registered Investment Companies — .4%** | **Registered Investment Companies — .4%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(d)</sup> <br>(cost $3,650,265)<br>| 3.72 | 3650265 | **3650265** |
| **Investment of Cash Collateral for Securities Loaned — 1.3%** |  |  |  |
| **Registered Investment Companies — 1.3%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(d)</sup> <br>(cost $10,561,658)<br>| 3.72 | 10561658 | **10561658** |
| **Total Investments** (cost $584,119,182) | **Total Investments** (cost $584,119,182) | **101.4%** | **827998837** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(1.4%)** | **(11472853)** |
| **Net Assets**  | **Net Assets**  | **100.0%** | **816525984** |

---

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

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

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

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

<sup>(b)</sup> *Security, or portion thereof, on loan. At January 31, 2026, the value of the fund's securities on loan was $146,112,031 and the value of the collateral was* *$151,964,410, consisting of cash collateral of $10,561,658 and U.S. Government & Agency securities valued at $141,402,752. In addition, the value of* *collateral may include pending sales that are also on loan.* 

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

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

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures** | **Futures** | **Futures** | **Futures** | **Futures** | **Futures** |
| Description | Number of <br>Contracts<br>| Expiration | Notional <br>Value ($)<br>| Market <br>Value ($)<br>| Unrealized <br>Appreciation ($)<br>|
| **Futures Long** |  |  |  |  |  |
| E-mini Russell 2000 Index | &nbsp;&nbsp; 32 | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 4099908 | &nbsp;&nbsp; 4199360 | &nbsp;&nbsp; 99452 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  |  | **99452** |

---

*See notes to schedule of investments.*

**16**

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Schedule of Investments

BNY Mellon Smallcap Stock Index Fund

January 31, 2026 (Unaudited)

The following is a summary of the inputs used as of January 31, 2026 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2- Other** <br>**Significant** <br>**Observable Inputs**<br>| **Level 3-** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Assets ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| Equity Securities - Common Stocks | &nbsp;&nbsp; 810915147 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **810915147** |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp; 2871767 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **2871767** |
| Rights | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 0 | &nbsp;&nbsp; — | &nbsp;&nbsp; **0** |
| Investment Companies | &nbsp;&nbsp;&nbsp; 14211923 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **14211923** |
|  | &nbsp;&nbsp; **827998837** | &nbsp;&nbsp; **0** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **827998837** |
| Other Financial Instruments: |  |  |  |  |
| Futures<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99452 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **99452** |
|  | &nbsp;&nbsp; **99452** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **99452** |

---

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

---

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

---

**17**

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

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

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

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

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

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

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

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

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

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

Equity investments, including ETFs (but not including investments in other open-end registered investment companies), generally are valued at the last sale price on the day of valuation on the securities exchange or national securities market on which such securities primarily are traded. Securities listed on Nasdaq markets generally will be valued at the official closing price. If there are no transactions in a security, or no official closing prices for a Nasdaq market-listed security on that day, the security will be valued at the average of the most recent bid and asked prices. Bid price is used when no asked price is available. Open short positions for which there is no sale price on a given day are valued at the lowest asked price. Investments in other open-end investment companies are valued at their reported NAVs each day. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.

Fair value of foreign equity securities may be determined with the assistance of a pricing service using correlations between the movement of prices of foreign securities and indexes of domestic securities and other appropriate indicators, such as closing market prices of relevant American Depositary Receipts and futures contracts. The valuation of a security based on this fair value process may differ from the security's most recent closing price and from the prices used by other mutual funds to calculate their NAVs. Foreign securities held by a fund may trade on days when the fund does not calculate its NAV and thus may affect the fund's NAV on days when investors will not be able to purchase or sell (redeem) fund shares. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

Restricted securities, as well as securities or other assets for which recent market quotations or official closing prices are not readily available or are determined not to reflect accurately fair value (such as when the value of a security has been materially affected by events occurring after the close of the exchange or market on which the security is principally traded, but before the fund calculates its NAV), or which are not valued by the Service, are valued at fair value as determined in good faith based on procedures approved by the Board. Fair value of investments is determined by the Adviser, as the fund's Valuation Designee pursuant to Rule 2a-5 under the Act, using such information as it deems appropriate under the circumstances. The factors that may be considered when fair valuing a security include

**18**

------

fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. Using fair value to price investments may result in a value that is different from a security's most recent closing price and from the prices used by other mutual funds to calculate their net asset values. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

Futures contracts will be valued at the most recent settlement price and are generally categorized within Level 1 of the fair value hierarchy.

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

**Derivatives:** A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at January 31, 2026 is discussed below.

**Futures:** In the normal course of pursuing its investment objective, the fund is exposed to market risk, including equity price risk, as a result of changes in value of underlying financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default. Futures open at January 31, 2026 are set forth in the fund's Schedule of Investments.

At January 31, 2026, accumulated net unrealized appreciation on investments inclusive of derivative contracts was $243,979,107, consisting of $318,762,157 gross unrealized appreciation and $74,783,050 gross unrealized depreciation.

At January 31, 2026, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Schedule of Investments).

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

**19**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY MELLON INDEX FUNDS, INC.

- **b. Investment Company Act file number:** 811-05883

- **c. CIK number of Registrant:** 0000857114

- **d. LEI of Registrant:** 549300LISYW2VOFXX073

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

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

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

- **a. Name of Series:** BNY Mellon Smallcap Stock Index Fund

- **b. EDGAR series identifier (if any):** S000000132

- **c. LEI of Series:** 549300BB2W80CTPQ1O14

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $828417324.07

**Total Liabilities:** $10917811.64

**Net Assets:** $817499512.43

**Cash Not Reported:** $354000.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000296 | 2.61%                | -0.13%               | 5.60%                |
| Class ID C000172468 | 2.62%                | -0.11%               | 5.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $20853633.34             | $-188909.60                                |
| Month 2  | $20720330.46             | $-22372468.60                              |
| Month 3  | $15127508.99             | $29081957.37                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO MERCANTILE EXCHANGE INC.                                  | E-MINI RUSS 2000                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        32 | NC      | $99451.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                                  | A10 Networks Inc                                                  | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     37512 | NS      | $654209.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| SunCoke Energy Inc                                                | SunCoke Energy Inc                                                | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     43880 | NS      | $344896.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                                              | Urban Outfitters Inc                                              | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     28065 | NS      | $1988405.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                                                    | JBT Marel Corp                                                    | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     27129 | NS      | $4267662.99   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Innovex International Inc                                         | Innovex International Inc                                         | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     20410 | NS      | $507188.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Materion Corp                                                     | Materion Corp                                                     | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     10823 | NS      | $1496604.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                                          | Axcelis Technologies Inc                                          | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     16183 | NS      | $1425236.81   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| TrustCo Bank Corp NY                                              | TrustCo Bank Corp NY                                              | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9469 | NS      | $410954.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  10561658 | NS      | $10561657.57  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                                            | Power Integrations Inc                                            | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     28903 | NS      | $1327803.82   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Southside Bancshares Inc                                          | Southside Bancshares Inc                                          | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     14782 | NS      | $475832.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                                                   | Robert Half Inc                                                   | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     51961 | NS      | $1798370.21   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Penn Entertainment Inc                                            | Penn Entertainment Inc                                            | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66518 | NS      | $854091.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Allegiant Travel Co                                               | Allegiant Travel Co                                               | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      7031 | NS      | $623157.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Granite Construction Inc                                          | Granite Construction Inc                                          | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     22787 | NS      | $2751302.38   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                                          | Ultra Clean Holdings Inc                                          | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     23634 | NS      | $1032333.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Casella Waste Systems Inc                                         | Casella Waste Systems Inc                                         | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     32631 | NS      | $3291815.28   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Harmonic Inc                                                      | Harmonic Inc                                                      | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     58332 | NS      | $566987.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corp                                                       | Vestis Corp                                                       | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |     57546 | NS      | $375775.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| LiveRamp Holdings Inc                                             | LiveRamp Holdings Inc                                             | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     33059 | NS      | $804986.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                                         | Caesars Entertainment Inc                                         | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |    106559 | NS      | $2205771.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| WD-40 Co                                                          | WD-40 Co                                                          | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      7062 | NS      | $1632946.26   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                                              | Extreme Networks Inc                                              | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     69642 | NS      | $1015380.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc                                    | Armstrong World Industries Inc                                    | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     22515 | NS      | $4136906.10   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                                       | Standard Motor Products Inc                                       | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     10797 | NS      | $431124.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                                     | American Eagle Outfitters Inc                                     | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     82167 | NS      | $1915312.77   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                                                | Crescent Energy Co                                                | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127106 | NS      | $1241825.62   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Dime Community Bancshares Inc                                     | Dime Community Bancshares Inc                                     | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21277 | NS      | $723843.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                                    | BancFirst Corp                                                    | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     10752 | NS      | $1182182.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                                   | Hillenbrand Inc                                                   | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     36654 | NS      | $1169629.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                                        | Adient PLC                                                        | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |     41509 | NS      | $863387.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                           | Magnolia Oil & Gas Corp                                           | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95536 | NS      | $2437123.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                                          | WaFd Inc                                                          | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41132 | NS      | $1341725.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc                                            | Northern Oil & Gas Inc                                            | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     50416 | NS      | $1260400.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Steven Madden Ltd                                                 | Steven Madden Ltd                                                 | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     37746 | NS      | $1656294.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                                        | RadNet Inc                                                        | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     36248 | NS      | $2540984.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                                      | Catalyst Pharmaceuticals Inc                                      | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     60460 | NS      | $1469178.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                                          | Highwoods Properties Inc                                          | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     57369 | NS      | $1482988.65   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                                       | H2O America                                                       | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17514 | NS      | $911428.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                           | Enova International Inc                                           | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     12932 | NS      | $2135978.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                                          | Phillips Edison & Co Inc                                          | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     65672 | NS      | $2379296.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc                                              | Fortrea Holdings Inc                                              | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |     48557 | NS      | $816243.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                                  | PJT Partners Inc                                                  | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     12687 | NS      | $2195231.61   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                                      | Sanmina Corp                                                      | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     28478 | NS      | $4034763.04   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield Ltd                                           | Cushman & Wakefield Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121428 | NS      | $1996276.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                                  | ACM Research Inc                                                  | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     27688 | NS      | $1609226.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                                                | Ichor Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | US        |     18183 | NS      | $551672.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                                         | TEGNA Inc                                                         | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     84077 | NS      | $1610915.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                                               | Dorman Products Inc                                               | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |     14470 | NS      | $1797174.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                                   | Otter Tail Corp                                                   | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21807 | NS      | $1944312.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| AMN Healthcare Services Inc                                       | AMN Healthcare Services Inc                                       | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     19962 | NS      | $425190.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                                        | Brady Corp                                                        | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     22667 | NS      | $1960015.49   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                                    | Trustmark Corp                                                    | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     31300 | NS      | $1330876.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                                       | Worthington Enterprises Inc                                       | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     16199 | NS      | $900178.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                                            | American Woodmark Corp                                            | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      7705 | NS      | $457599.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                                      | La-Z-Boy Inc                                                      | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     21537 | NS      | $784162.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Adamas Trust Inc                                                  | Adamas Trust Inc                                                  | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     43605 | NS      | $348840.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Virtu Financial Inc                                               | Virtu Financial Inc                                               | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     41762 | NS      | $1733540.62   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                     | Blackstone Mortgage Trust Inc                                     | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |     82650 | NS      | $1591012.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                                              | Koppers Holdings Inc                                              | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10560 | NS      | $311097.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc                                                        | Sezzle Inc                                                        | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |      8993 | NS      | $568717.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Arrowhead Pharmaceuticals Inc                                     | Arrowhead Pharmaceuticals Inc                                     | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     72160 | NS      | $5002852.80   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                                    | BankUnited Inc                                                    | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     39070 | NS      | $1854652.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori                                    | Seacoast Banking Corp of Florida                                  | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     50570 | NS      | $1691060.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                                    | Photronics Inc                                                    | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     30894 | NS      | $1068005.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                                        | Sunrun Inc                                                        | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |    121109 | NS      | $2301071.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                                             | John Wiley & Sons Inc                                             | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     21214 | NS      | $662513.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Tidewater Inc                                                     | Tidewater Inc                                                     | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     24121 | NS      | $1507321.29   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                                             | BioLife Solutions Inc                                             | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     20131 | NS      | $438855.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Banc of California Inc                                            | Banc of California Inc                                            | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     70075 | NS      | $1400098.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income                                    | Universal Health Realty Income Trust                              | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |      6494 | NS      | $258006.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                                  | Radian Group Inc                                                  | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     70730 | NS      | $2327017.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                                    | NexPoint Residential Trust Inc                                    | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     11313 | NS      | $341878.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                                              | Red Rock Resorts Inc                                              | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25442 | NS      | $1606153.46   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Academy Sports & Outdoors Inc                                     | Academy Sports & Outdoors Inc                                     | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |     34702 | NS      | $1908957.02   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Frontdoor Inc                                                     | Frontdoor Inc                                                     | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     37642 | NS      | $2225018.62   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                                   | Sealed Air Corp                                                   | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     76801 | NS      | $3216425.88   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                                      | Sylvamo Corp                                                      | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     17425 | NS      | $852779.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                                           | Goosehead Insurance Inc                                           | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |     12953 | NS      | $801013.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                                          | Fox Factory Holding Corp                                          | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     22270 | NS      | $409768.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                                   | Alamo Group Inc                                                   | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      5622 | NS      | $1098032.82   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                                              | PTC Therapeutics Inc                                              | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     41912 | NS      | $3165613.36   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                                       | Matthews International Corp                                       | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     16312 | NS      | $428842.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Quanex Building Products Corp                                     | Quanex Building Products Corp                                     | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     23888 | NS      | $447183.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                                         | American Assets Trust Inc                                         | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24439 | NS      | $441368.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                                    | Advanced Energy Industries Inc                                    | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     19700 | NS      | $5030592.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Corp/VA                                                 | Universal Corp/VA                                                 | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     13001 | NS      | $735726.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                           | AZZ Inc                                                           | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     15690 | NS      | $1950110.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Upwork Inc                                                        | Upwork Inc                                                        | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     68414 | NS      | $1370332.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| LeMaitre Vascular Inc                                             | LeMaitre Vascular Inc                                             | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     10962 | NS      | $931441.14    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Calix Inc                                                         | Calix Inc                                                         | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     31328 | NS      | $1399421.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                                              | Global Net Lease Inc                                              | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |    102614 | NS      | $970728.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Clear Secure Inc                                                  | Clear Secure Inc                                                  | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46019 | NS      | $1501139.78   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                                       | CorVel Corp                                                       | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16424 | NS      | $1143603.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                                     | Papa John's International Inc                                     | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     17274 | NS      | $607526.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Grid Dynamics Holdings Inc                                        | Grid Dynamics Holdings Inc                                        | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |     34628 | NS      | $286373.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                                  | QuidelOrtho Corp                                                  | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     35486 | NS      | $964154.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Glaukos Corp                                                      | Glaukos Corp                                                      | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     29977 | NS      | $3578654.26   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                                 | Getty Realty Corp                                                 | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     27951 | NS      | $834616.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc                                    | National Presto Industries Inc                                    | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2713 | NS      | $345636.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties I                                    | Ryman Hospitality Properties Inc                                  | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     32890 | NS      | $3114683.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                                        | ServisFirst Bancshares Inc                                        | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26183 | NS      | $2143078.55   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                                  | Hope Bancorp Inc                                                  | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     67319 | NS      | $806481.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                                                | Middlesex Water Co                                                | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9526 | NS      | $498971.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                                           | Mirion Technologies Inc                                           | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |    129372 | NS      | $3213600.48   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Ingevity Corp                                                     | Ingevity Corp                                                     | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     18789 | NS      | $1236128.31   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                                      | Innoviva Inc                                                      | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     37349 | NS      | $746980.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                                             | Powell Industries Inc                                             | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      4933 | NS      | $2188229.47   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Adtalem Global Education Inc                                      | Adtalem Global Education Inc                                      | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     18949 | NS      | $1962168.95   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                                      | National Vision Holdings Inc                                      | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     41403 | NS      | $1090969.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Marcus & Millichap Inc                                            | Marcus & Millichap Inc                                            | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     12576 | NS      | $342067.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                                      | Gentherm Inc                                                      | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     16135 | NS      | $515674.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospit                                    | Pursuit Attractions and Hospitality Inc                           | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     11314 | NS      | $392935.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                                         | Sonos Inc                                                         | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     62575 | NS      | $897951.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                                     | PRA Group Inc                                                     | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     20875 | NS      | $266991.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                                           | RXO Inc                                                           | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     85221 | NS      | $1242522.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| MDU Resources Group Inc                                           | MDU Resources Group Inc                                           | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106584 | NS      | $2186037.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Par Pacific Holdings Inc                                          | Par Pacific Holdings Inc                                          | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     26436 | NS      | $997694.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Cactus Inc                                                        | Cactus Inc                                                        | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     35821 | NS      | $2014214.83   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Worthington Steel Inc                                             | Worthington Steel Inc                                             | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |     17006 | NS      | $684151.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                                            | Advance Auto Parts Inc                                            | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     31334 | NS      | $1504345.34   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Pitney Bowes Inc                                                  | Pitney Bowes Inc                                                  | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     77751 | NS      | $810942.93    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                                  | SPS Commerce Inc                                                  | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     19614 | NS      | $1750745.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                                    | Wendy's Co/The                                                    | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     83187 | NS      | $648026.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Hub Group Inc                                                     | Hub Group Inc                                                     | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31624 | NS      | $1504669.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Vericel Corp                                                      | Vericel Corp                                                      | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     26251 | NS      | $944510.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Cavco Industries Inc                                              | Cavco Industries Inc                                              | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4074 | NS      | $2004489.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                                   | Uniti Group Inc                                                   | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     93309 | NS      | $776330.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Helmerich & Payne Inc                                             | Helmerich & Payne Inc                                             | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     52123 | NS      | $1765927.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Angi Inc                                                          | Angi Inc                                                          | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |     18992 | NS      | $246516.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp                                              | Waystar Holding Corp                                              | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59746 | NS      | $1586853.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                                       | Moelis & Co                                                       | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     38629 | NS      | $2768540.43   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                                       | Progyny Inc                                                       | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41830 | NS      | $998482.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                                       | Kennedy-Wilson Holdings Inc                                       | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     62266 | NS      | $613320.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                                | Enact Holdings Inc                                                | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     15019 | NS      | $597305.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                                     | CoreCivic Inc                                                     | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     54998 | NS      | $1019112.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                                        | Sensient Technologies Corp                                        | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     22172 | NS      | $2095697.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                                         | DoubleVerify Holdings Inc                                         | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69969 | NS      | $757064.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Lt                                    | Alpha & Omega Semiconductor Ltd                                   | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |     12934 | NS      | $285841.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                                        | Xencor Inc                                                        | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     36989 | NS      | $447197.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                                     | Trupanion Inc                                                     | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     17547 | NS      | $561328.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                                   | NeoGenomics Inc                                                   | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66727 | NS      | $804727.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                                          | Wolverine World Wide Inc                                          | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     42755 | NS      | $757618.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                                          | DNOW Inc                                                          | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     96922 | NS      | $1472245.18   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                                         | Adeia Inc                                                         | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57126 | NS      | $1033409.34   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                                              | Quaker Chemical Corp                                              | CUSIP: 747316107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7094 | NS      | $1090631.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                                     | Interface Inc                                                     | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     30661 | NS      | $964901.67    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                                            | Acushnet Holdings Corp                                            | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     14384 | NS      | $1394384.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                                          | LKQ Corp                                                          | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    133614 | NS      | $4389219.90   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                            | Cathay General Bancorp                                            | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     35518 | NS      | $1817811.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I                                    | Provident Financial Services Inc                                  | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     68318 | NS      | $1512560.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                                      | ArcBest Corp                                                      | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     11817 | NS      | $1066129.74   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| CVB Financial Corp                                                | CVB Financial Corp                                                | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67265 | NS      | $1325793.15   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                                            | Boot Barn Holdings Inc                                            | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     15917 | NS      | $2840866.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Electric Co Inc                                          | Franklin Electric Co Inc                                          | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     19942 | NS      | $1986622.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                                               | TreeHouse Foods Inc                                               | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     23024 | NS      | $567311.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                                       | Fresh Del Monte Produce Inc                                       | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     17095 | NS      | $677987.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                                      | Safehold Inc                                                      | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     24195 | NS      | $341391.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Newell Brands Inc                                                 | Newell Brands Inc                                                 | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    216683 | NS      | $920902.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                                      | Lindsay Corp                                                      | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      5581 | NS      | $699131.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| StepStone Group Inc                                               | StepStone Group Inc                                               | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38000 | NS      | $2686220.00   | 0.33%             |  |  |  | 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        |     47830 | NS      | $897769.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                                      | Sunstone Hotel Investors Inc                                      | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     98333 | NS      | $862380.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp                                               | Verra Mobility Corp                                               | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     83077 | NS      | $1603386.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                                                | Cohen & Steers Inc                                                | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     14282 | NS      | $917761.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                           | First Financial Bancorp                                           | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     53827 | NS      | $1546987.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                           | Central Garden & Pet Co                                           | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      4039 | NS      | $136639.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                             | Cinemark Holdings Inc                                             | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     53911 | NS      | $1276612.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc                                        | Core Natural Resources Inc                                        | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     26753 | NS      | $2551701.14   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc                                                      | Metallus Inc                                                      | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     18774 | NS      | $374541.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Perrigo Co PLC                                                    | Perrigo Co PLC                                                    | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     71770 | NS      | $1019851.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc                                     | Franklin BSP Realty Trust Inc                                     | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |     42663 | NS      | $437722.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                                           | Alexander & Baldwin Inc                                           | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38255 | NS      | $793408.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                                      | Six Flags Entertainment Corp                                      | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |     53354 | NS      | $960905.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| FMC Corp                                                          | FMC Corp                                                          | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     65681 | NS      | $1037759.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                                            | Liquidity Services Inc                                            | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     12354 | NS      | $395328.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                                        | Mueller Water Products Inc                                        | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     81496 | NS      | $2206096.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                                     | Capitol Federal Financial Inc                                     | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63092 | NS      | $459309.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                                 | PC Connection Inc                                                 | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      6073 | NS      | $357153.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                                          | MarketAxess Holdings Inc                                          | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     19405 | NS      | $3283908.15   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C                                    | Stewart Information Services Corp                                 | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     14590 | NS      | $983803.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                                            | DXP Enterprises Inc/TX                                            | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6630 | NS      | $862231.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Scholastic Corp                                                   | Scholastic Corp                                                   | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11612 | NS      | $406071.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Impinj Inc                                                        | Impinj Inc                                                        | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     13989 | NS      | $1931880.90   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Four Corners Property Trust In                                    | Four Corners Property Trust Inc                                   | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     55379 | NS      | $1365092.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                                       | Plexus Corp                                                       | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     14085 | NS      | $2807563.05   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                                            | Greenbrier Cos Inc/The                                            | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     16211 | NS      | $817358.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| MillerKnoll Inc                                                   | MillerKnoll Inc                                                   | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     35968 | NS      | $722237.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                                      | Teleflex Inc                                                      | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     23071 | NS      | $2407920.27   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                                     | Insperity Inc                                                     | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     18476 | NS      | $789479.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Sabre Corp                                                        | Sabre Corp                                                        | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    205103 | NS      | $266633.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                                           | G-III Apparel Group Ltd                                           | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     19280 | NS      | $565868.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                                             | Vir Biotechnology Inc                                             | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49514 | NS      | $368384.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                                             | United Fire Group Inc                                             | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11315 | NS      | $406661.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                                         | ePlus Inc                                                         | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     13617 | NS      | $1168474.77   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                                          | Chefs' Warehouse Inc/The                                          | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     19042 | NS      | $1197741.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Prestige Consumer Healthcare I                                    | Prestige Consumer Healthcare Inc                                  | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25102 | NS      | $1618325.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                                    | Proto Labs Inc                                                    | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     12347 | NS      | $650069.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                                        | Iridium Communications Inc                                        | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     54635 | NS      | $1088329.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                         | Qorvo Inc                                                         | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     43907 | NS      | $3429575.77   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings                                     | Sun Country Airlines Holdings Inc                                 | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     27843 | NS      | $488366.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Cogent Communications Holdings                                    | Cogent Communications Holdings Inc                                | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24654 | NS      | $599092.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Millrose Properties Inc                                           | Millrose Properties Inc                                           | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80492 | NS      | $2398661.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                          | United Natural Foods Inc                                          | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     31624 | NS      | $1177361.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                                       | Avista Corp                                                       | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     42483 | NS      | $1754123.07   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                             | Arlo Technologies Inc                                             | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     54758 | NS      | $694879.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                                         | Dynavax Technologies Corp                                         | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     51453 | NS      | $796749.71    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Lumen Technologies Inc                                            | Lumen Technologies Inc                                            | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    492486 | NS      | $4343726.52   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                               | Addus HomeCare Corp                                               | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      9513 | NS      | $984405.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                                        | Tennant Co                                                        | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      9389 | NS      | $714409.01    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                                       | Tootsie Roll Industries Inc                                       | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     10134 | NS      | $383875.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                                       | John B Sanfilippo & Son Inc                                       | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      4661 | NS      | $377074.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                                       | Rogers Corp                                                       | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      8642 | NS      | $840348.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                                      | Artivion Inc                                                      | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     21622 | NS      | $881528.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                                       | EVERTEC Inc                                                       | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     33345 | NS      | $1000683.45   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                                     | AMERISAFE Inc                                                     | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      9745 | NS      | $366509.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                                        | Amneal Pharmaceuticals Inc                                        | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88160 | NS      | $1206028.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc                                        | Atlas Energy Solutions Inc                                        | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40283 | NS      | $470102.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SkyWest Inc                                                       | SkyWest Inc                                                       | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     20900 | NS      | $2017268.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure                                     | HA Sustainable Infrastructure Capital Inc                         | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |     65804 | NS      | $2264315.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Amphastar Pharmaceuticals Inc                                     | Amphastar Pharmaceuticals Inc                                     | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     18368 | NS      | $486568.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Masterbrand Inc                                                   | Masterbrand Inc                                                   | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     65745 | NS      | $796829.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| LXP Industrial Trust                                              | LXP Industrial Trust                                              | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     30679 | NS      | $1520144.45   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                        | Matson Inc                                                        | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     16262 | NS      | $2606798.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I                                    | Harmony Biosciences Holdings Inc                                  | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20590 | NS      | $751946.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                                             | Element Solutions Inc                                             | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    118753 | NS      | $3455712.30   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                                        | SolarEdge Technologies Inc                                        | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |     31053 | NS      | $961090.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Cleanspark Inc                                                    | Cleanspark Inc                                                    | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |    146177 | NS      | $1730735.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| United Community Banks Inc/GA                                     | United Community Banks Inc/GA                                     | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     63389 | NS      | $2182483.27   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                                     | O-I Glass Inc                                                     | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79911 | NS      | $1221040.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks & Resorts Inc                                        | United Parks & Resorts Inc                                        | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     14269 | NS      | $537227.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Lakeland Financial Corp                                           | Lakeland Financial Corp                                           | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13231 | NS      | $788567.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                                | Kontoor Brands Inc                                                | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     26542 | NS      | $1585353.66   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                                       | Grocery Outlet Holding Corp                                       | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52051 | NS      | $496046.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Minerals Technologies Inc                                         | Minerals Technologies Inc                                         | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     16127 | NS      | $1060511.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                                        | Apple Hospitality REIT Inc                                        | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    114856 | NS      | $1336923.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Mohawk Industries Inc                                             | Mohawk Industries Inc                                             | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     27109 | NS      | $3209163.42   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Pacira BioSciences Inc                                            | Pacira BioSciences Inc                                            | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22261 | NS      | $457240.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Axos Financial Inc                                                | Axos Financial Inc                                                | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     29570 | NS      | $2927134.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Sarepta Therapeutics Inc                                          | Sarepta Therapeutics Inc                                          | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     54557 | NS      | $1109689.38   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Titan International Inc                                           | Titan International Inc                                           | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     25814 | NS      | $246265.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Carter's Inc                                                      | Carter's Inc                                                      | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     19055 | NS      | $659493.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group Inc                                           | Versant Media Group Inc                                           | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |     75892 | NS      | $2472561.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                              | JBG SMITH Properties                                              | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30525 | NS      | $514041.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                                              | Hayward Holdings Inc                                              | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103640 | NS      | $1672749.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                            | Primoris Services Corp                                            | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     28208 | NS      | $4181836.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| First Interstate BancSystem In                                    | First Interstate BancSystem Inc                                   | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     46523 | NS      | $1650170.81   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Saul Centers Inc                                                  | Saul Centers Inc                                                  | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6755 | NS      | $214336.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Managem                                    | Artisan Partners Asset Management Inc                             | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     36932 | NS      | $1644212.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Mister Car Wash Inc                                               | Mister Car Wash Inc                                               | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51376 | NS      | $285136.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Heritage Financial Corp/WA                                        | Heritage Financial Corp/WA                                        | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17840 | NS      | $460450.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                                  | InterDigital Inc                                                  | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13438 | NS      | $4386700.72   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                             | Arcus Biosciences Inc                                             | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44181 | NS      | $929568.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Energizer Holdings Inc                                            | Energizer Holdings Inc                                            | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     31790 | NS      | $693975.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Douglas Emmett Inc                                                | Douglas Emmett Inc                                                | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87218 | NS      | $921022.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                              | Western Union Co/The                                              | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    164892 | NS      | $1545038.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Acadia Realty Trust                                               | Acadia Realty Trust                                               | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |     68623 | NS      | $1373146.23   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment                                     | Dave & Buster's Entertainment Inc                                 | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     13982 | NS      | $262442.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Walker & Dunlop Inc                                               | Walker & Dunlop Inc                                               | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17879 | NS      | $1124410.31   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                                     | Cable One Inc                                                     | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      2331 | NS      | $188787.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Insight Enterprises Inc                                           | Insight Enterprises Inc                                           | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     16173 | NS      | $1358855.46   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                               | Clearway Energy Inc                                               | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     44292 | NS      | $1601155.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                                       | CONMED Corp                                                       | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     16130 | NS      | $619230.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                                     | LGI Homes Inc                                                     | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     10543 | NS      | $528309.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                                    | FormFactor Inc                                                    | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     40467 | NS      | $2852518.83   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                                          | Gibraltar Industries Inc                                          | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15238 | NS      | $781099.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                                      | Griffon Corp                                                      | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     20417 | NS      | $1662964.65   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                                            | Insteel Industries Inc                                            | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     10135 | NS      | $335873.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                                    | ScanSource Inc                                                    | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     10418 | NS      | $447869.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                                          | American States Water Co                                          | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     20210 | NS      | $1474521.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                                   | Bancorp Inc/The                                                   | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |     22785 | NS      | $1354340.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group Inc                                     | Everus Construction Group Inc                                     | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |     26627 | NS      | $2356223.23   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                                   | Macerich Co/The                                                   | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    133703 | NS      | $2530997.79   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                                         | First BanCorp/Puerto Rico                                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     82298 | NS      | $1820431.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                                      | OmniAb, Inc.                                                      | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9476 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comstock Resources Inc                                            | Comstock Resources Inc                                            | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     41144 | NS      | $1001856.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Amentum Holdings Inc                                              | Amentum Holdings Inc                                              | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |     80021 | NS      | $2863151.38   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Pediatrix Medical Group Inc                                       | Pediatrix Medical Group Inc                                       | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44307 | NS      | $947283.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                              | Tri Pointe Homes Inc                                              | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45012 | NS      | $1501150.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                                        | Cheesecake Factory Inc/The                                        | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     23987 | NS      | $1390286.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Balchem Corp                                                      | Balchem Corp                                                      | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     16905 | NS      | $2876723.85   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                                       | Simmons First National Corp                                       | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     75808 | NS      | $1541176.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                                            | National Beverage Corp                                            | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     12403 | NS      | $422694.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                                   | NBT Bancorp Inc                                                   | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27253 | NS      | $1210850.79   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                                           | Tompkins Financial Corp                                           | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      6742 | NS      | $540169.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc                                    | Community Financial System Inc                                    | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     27491 | NS      | $1718187.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE                                    | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |   3650265 | NS      | $3650264.77   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc/US                                                     | N-able Inc/US                                                     | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39571 | NS      | $240195.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                                       | Unitil Corp                                                       | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9360 | NS      | $476517.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                                        | Horace Mann Educators Corp                                        | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     21165 | NS      | $948403.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                                       | Enovis Corp                                                       | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     29991 | NS      | $661001.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services I                                    | BrightSpring Health Services Inc                                  | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59308 | NS      | $2329025.16   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                                             | Veeco Instruments Inc                                             | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     31366 | NS      | $979560.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Ellington Financial Inc                                           | Ellington Financial Inc                                           | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     56171 | NS      | $721797.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| OSI Systems Inc                                                   | OSI Systems Inc                                                   | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      8332 | NS      | $2084166.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Hawaiian Electric Industries I                                    | Hawaiian Electric Industries Inc                                  | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     90217 | NS      | $1382124.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Archrock Inc                                                      | Archrock Inc                                                      | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     91550 | NS      | $2708964.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                                        | Stride Inc                                                        | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     22655 | NS      | $1916613.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Indivior Pharmaceuticals Inc                                      | Indivior Pharmaceuticals Inc                                      | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65165 | NS      | $2305537.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions                                     | Donnelley Financial Solutions Inc                                 | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     13922 | NS      | $720463.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc                                             | Core Laboratories Inc                                             | CUSIP: 21867A105<br>LEI: 984500040P5J07V43135 | Long             | EC               | CORP              | US        |     24037 | NS      | $469682.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                                | Park National Corp                                                | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |      7448 | NS      | $1213577.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                          | Resideo Technologies Inc                                          | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     71908 | NS      | $2463568.08   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources                                     | Alpha Metallurgical Resources Inc                                 | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      5623 | NS      | $1179705.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Noble Corp PLC                                                    | Noble Corp PLC                                                    | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | US        |     65410 | NS      | $2329904.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Etsy Inc                                                          | Etsy Inc                                                          | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     51528 | NS      | $2728922.88   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| World Kinect Corp                                                 | World Kinect Corp                                                 | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     28583 | NS      | $769168.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Curbline Properties Corp                                          | Curbline Properties Corp                                          | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |     50638 | NS      | $1227971.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                                    | Kulicke & Soffa Industries Inc                                    | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | SG        |     27308 | NS      | $1565567.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                                               | Bloomin' Brands Inc                                               | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     39532 | NS      | $237192.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                                                    | WisdomTree Inc                                                    | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     60020 | NS      | $972324.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| XPEL Inc                                                          | XPEL Inc                                                          | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     13230 | NS      | $681477.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Stellar Bancorp Inc                                               | Stellar Bancorp Inc                                               | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     24163 | NS      | $897413.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                          | Encore Capital Group Inc                                          | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     11672 | NS      | $644294.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Omnicell Inc                                                      | Omnicell Inc                                                      | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     23601 | NS      | $1144648.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Easterly Government Properties                                    | Easterly Government Properties Inc                                | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     22718 | NS      | $531374.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                                                | Corsair Gaming Inc                                                | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     25556 | NS      | $130335.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                                             | World Acceptance Corp                                             | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1479 | NS      | $179328.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc                                                | Astrana Health Inc                                                | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     22429 | NS      | $510035.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Andersons Inc/The                                                 | Andersons Inc/The                                                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     17627 | NS      | $1092697.73   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                                  | HealthStream Inc                                                  | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     12206 | NS      | $272071.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                                 | ACI Worldwide Inc                                                 | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     53825 | NS      | $2333852.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                                           | Privia Health Group Inc                                           | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60521 | NS      | $1405297.62   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                                              | Palomar Holdings Inc                                              | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     13782 | NS      | $1703317.38   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing                                     | American Axle & Manufacturing Holdings Inc                        | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     62502 | NS      | $498140.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Century Communities Inc                                           | Century Communities Inc                                           | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     13249 | NS      | $834422.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                                    | Central Pacific Financial Corp                                    | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     14212 | NS      | $462884.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                                           | Dream Finders Homes Inc                                           | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14821 | NS      | $272558.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Vishay Intertechnology Inc                                        | Vishay Intertechnology Inc                                        | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     64433 | NS      | $1298324.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| NMI Holdings Inc                                                  | NMI Holdings Inc                                                  | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     40288 | NS      | $1559951.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                                             | Oxford Industries Inc                                             | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      7123 | NS      | $262482.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Green Brick Partners Inc                                          | Green Brick Partners Inc                                          | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     15906 | NS      | $1103717.34   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                                              | Assured Guaranty Ltd                                              | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     22568 | NS      | $1914894.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                                | First Hawaiian Inc                                                | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     64310 | NS      | $1707430.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                                      | Organon & Co                                                      | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |    135720 | NS      | $1159048.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                                   | SiriusPoint Ltd                                                   | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     54062 | NS      | $1103405.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                                        | Diodes Inc                                                        | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     24256 | NS      | $1435712.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                                | CareTrust REIT Inc                                                | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    116563 | NS      | $4352462.42   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                                     | MarineMax Inc                                                     | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      9892 | NS      | $267380.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Teradata Corp                                                     | Teradata Corp                                                     | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     48823 | NS      | $1392431.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                                      | Collegium Pharmaceutical Inc                                      | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     16542 | NS      | $759608.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                                    | QuinStreet Inc                                                    | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     29299 | NS      | $389383.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                                      | Alkermes PLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     86189 | NS      | $2920945.21   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                                 | Redwood Trust Inc                                                 | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     65310 | NS      | $357898.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Celanese Corp                                                     | Celanese Corp                                                     | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     57165 | NS      | $2540412.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group I                                    | Helix Energy Solutions Group Inc                                  | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     71033 | NS      | $564002.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                                      | HB Fuller Co                                                      | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     28108 | NS      | $1689290.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Elme Communities                                                  | Elme Communities                                                  | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     47313 | NS      | $104088.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Bancorp Inc                                                 | Eagle Bancorp Inc                                                 | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     14179 | NS      | $379430.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwest Bancshares Inc                                          | Northwest Bancshares Inc                                          | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75892 | NS      | $977488.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                              | Rush Enterprises Inc                                              | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     31538 | NS      | $2024424.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Cal-Maine Foods Inc                                               | Cal-Maine Foods Inc                                               | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     23703 | NS      | $1979911.59   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Shutterstock Inc                                                  | Shutterstock Inc                                                  | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     12947 | NS      | $256997.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                                      | Northwest Natural Holding Co                                      | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     21729 | NS      | $1011702.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                                  | Talos Energy Inc                                                  | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     65637 | NS      | $782393.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Select Medical Holdings Corp                                      | Select Medical Holdings Corp                                      | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56984 | NS      | $857609.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                                | Avanos Medical Inc                                                | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     24182 | NS      | $322104.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                                            | eXp World Holdings Inc                                            | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |     46851 | NS      | $423533.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                                | ADMA Biologics Inc                                                | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124241 | NS      | $2149369.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| DiamondRock Hospitality Co                                        | DiamondRock Hospitality Co                                        | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    105498 | NS      | $968471.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr                                    | Essential Properties Realty Trust Inc                             | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    103449 | NS      | $3140711.64   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti                                    | Innovative Industrial Properties Inc                              | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     14478 | NS      | $699576.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                                               | Century Aluminum Co                                               | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     27797 | NS      | $1260038.01   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corp                                                       | Enviri Corp                                                       | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     42211 | NS      | $798632.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| CSG Systems International Inc                                     | CSG Systems International Inc                                     | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     14177 | NS      | $1130615.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                                              | NetScout Systems Inc                                              | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     35570 | NS      | $989201.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                               | Myriad Genetics Inc                                               | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     49620 | NS      | $278864.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                                  | Boise Cascade Co                                                  | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     19407 | NS      | $1568279.67   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc                                                      | OPENLANE Inc                                                      | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     55199 | NS      | $1658177.96   | 0.20%             |  |  |  | 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        |     21654 | NS      | $1254416.22   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                               | Westamerica BanCorp                                               | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |     13109 | NS      | $663053.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                                      | Cargurus Inc                                                      | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     42128 | NS      | $1364947.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp                                                    | NCR Voyix Corp                                                    | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     72838 | NS      | $722552.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Xenia Hotels & Resorts Inc                                        | Xenia Hotels & Resorts Inc                                        | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     49750 | NS      | $733812.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate                                     | Apollo Commercial Real Estate Finance Inc                         | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     68513 | NS      | $740625.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services Inc                                           | Kodiak Gas Services Inc                                           | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43393 | NS      | $1822939.93   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                        | ACADIA Pharmaceuticals Inc                                        | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     65082 | NS      | $1635510.66   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                                               | Mercury Systems Inc                                               | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     27610 | NS      | $2592026.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Clearway Energy Inc                                               | Clearway Energy Inc                                               | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     18070 | NS      | $610223.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                                        | Standex International Corp                                        | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      6349 | NS      | $1523760.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Enpro Inc                                                         | Enpro Inc                                                         | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     10998 | NS      | $2626102.44   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| PennyMac Mortgage Investment T                                    | PennyMac Mortgage Investment Trust                                | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     45631 | NS      | $539814.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                                      | Semtech Corp                                                      | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     45292 | NS      | $3612037.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                                       | ARMOUR Residential REIT Inc                                       | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |     57970 | NS      | $1008678.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulton Financial Corp                                             | Fulton Financial Corp                                             | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     93980 | NS      | $1940687.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                                              | Kinetik Holdings Inc                                              | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23915 | NS      | $978362.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| SiTime Corp                                                       | SiTime Corp                                                       | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11445 | NS      | $4155793.95   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                                       | REX American Resources Corp                                       | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14619 | NS      | $494268.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                                       | Inspire Medical Systems Inc                                       | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     13830 | NS      | $1048037.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                                                      | Sprinklr Inc                                                      | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |     63237 | NS      | $403452.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                                     | Renasant Corp                                                     | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     49845 | NS      | $1879654.95   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P Small-Cap ETF                                    | iShares Core S&P Small-Cap ETF                                    | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             | EC               | RF                | US        |     23560 | NS      | $2992826.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                                             | Penguin Solutions Inc                                             | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |     25051 | NS      | $481229.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| OmniAb, Inc.                                                      | OmniAb, Inc.                                                      | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9476 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merit Medical Systems Inc                                         | Merit Medical Systems Inc                                         | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     30951 | NS      | $2509816.59   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                                 | ProAssurance Corp                                                 | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     26988 | NS      | $653649.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                                    | PriceSmart Inc                                                    | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     13211 | NS      | $1878736.31   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                                 | Bristow Group Inc                                                 | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     13028 | NS      | $572710.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                                      | Cars.com Inc                                                      | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     29598 | NS      | $336233.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Progress Software Corp                                            | Progress Software Corp                                            | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     22308 | NS      | $912843.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp                                                   | NCR Atleos Corp                                                   | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |     38321 | NS      | $1429373.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                                        | Viasat Inc                                                        | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     70598 | NS      | $3188911.66   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                                          | Tandem Diabetes Care Inc                                          | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     35087 | NS      | $697880.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                                            | Digi International Inc                                            | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     19482 | NS      | $839089.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Medical Properties Trust Inc                                      | Medical Properties Trust Inc                                      | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    258243 | NS      | $1296379.86   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Navient Corp                                                      | Navient Corp                                                      | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     34710 | NS      | $340505.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C                                    | First Commonwealth Financial Corp                                 | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     54384 | NS      | $980543.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                                          | Corcept Therapeutics Inc                                          | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     49040 | NS      | $1955224.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                                              | Sonic Automotive Inc                                              | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      7659 | NS      | $459233.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                                     | MaxLinear Inc                                                     | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     43051 | NS      | $746934.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                                             | Veris Residential Inc                                             | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |     42560 | NS      | $646486.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                                 | STAAR Surgical Co                                                 | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     26310 | NS      | $498574.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                                | ABM Industries Inc                                                | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     31966 | NS      | $1471714.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                    | Ameris Bancorp                                                    | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     33391 | NS      | $2691982.42   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                                        | Safety Insurance Group Inc                                        | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      7769 | NS      | $611420.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                           | Pebblebrook Hotel Trust                                           | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     59648 | NS      | $681180.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Stepan Co                                                         | Stepan Co                                                         | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     11218 | NS      | $646268.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                                        | EZCORP Inc                                                        | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     30465 | NS      | $653474.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| HNI Corp                                                          | HNI Corp                                                          | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     35947 | NS      | $1717907.13   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                                          | Patterson-UTI Energy Inc                                          | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    180160 | NS      | $1356604.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcosa Inc                                                        | Arcosa Inc                                                        | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     25604 | NS      | $2930889.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                               | Signet Jewelers Ltd                                               | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |     21320 | NS      | $1967196.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Apogee Enterprises Inc                                            | Apogee Enterprises Inc                                            | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     11471 | NS      | $425918.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                                       | Hawkins Inc                                                       | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     10905 | NS      | $1420376.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                                         | Sally Beauty Holdings Inc                                         | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     51250 | NS      | $780025.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Integra LifeSciences Holdings                                     | Integra LifeSciences Holdings Corp                                | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     34541 | NS      | $384786.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Healthcare Services Group Inc                                     | Healthcare Services Group Inc                                     | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     36554 | NS      | $687946.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                        | Korn Ferry                                                        | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     27261 | NS      | $1893821.67   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                                            | J & J Snack Foods Corp                                            | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |      8173 | NS      | $776435.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                                    | Telephone and Data Systems Inc                                    | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |     51306 | NS      | $2315439.78   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                                         | Monro Inc                                                         | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15783 | NS      | $295457.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Dana Inc                                                          | Dana Inc                                                          | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     61211 | NS      | $1768997.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                                | Outfront Media Inc                                                | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     76329 | NS      | $1856321.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                                                   | Vital Farms Inc                                                   | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     19099 | NS      | $543366.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Ralliant Corp                                                     | Ralliant Corp                                                     | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |     58890 | NS      | $3119403.30   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                                                  | Forward Air Corp                                                  | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11575 | NS      | $322711.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Reynolds Consumer Products Inc                                    | Reynolds Consumer Products Inc                                    | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               | CORP              | US        |     28590 | NS      | $662430.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                                 | Piper Sandler Cos                                                 | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      8684 | NS      | $3007703.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                                       | Centerspace                                                       | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |      8713 | NS      | $559984.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                                               | Eastman Chemical Co                                               | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     59548 | NS      | $4127867.36   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                                              | BJ's Restaurants Inc                                              | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     10999 | NS      | $459978.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Protagonist Therapeutics Inc                                      | Protagonist Therapeutics Inc                                      | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30677 | NS      | $2509378.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                                        | Azenta Inc                                                        | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     21401 | NS      | $832070.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| US Physical Therapy Inc                                           | US Physical Therapy Inc                                           | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      7948 | NS      | $666598.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                                       | Monarch Casino & Resort Inc                                       | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      6457 | NS      | $591009.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                                   | City Holding Co                                                   | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7576 | NS      | $932529.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                                         | DigitalOcean Holdings Inc                                         | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     35955 | NS      | $1986513.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| California Resources Corp                                         | California Resources Corp                                         | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     40902 | NS      | $2188257.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                                             | Triumph Financial Inc                                             | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     11811 | NS      | $745155.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                                              | Marten Transport Ltd                                              | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30464 | NS      | $374707.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                                    | MGE Energy Inc                                                    | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19142 | NS      | $1529062.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                                      | Freshpet Inc                                                      | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     25479 | NS      | $1775886.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Hanmi Financial Corp                                              | Hanmi Financial Corp                                              | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     15283 | NS      | $406069.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                                | Enphase Energy Inc                                                | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     68314 | NS      | $2526251.72   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                                        | Phinia Inc                                                        | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     20116 | NS      | $1431655.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                                                 | Upbound Group Inc                                                 | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     27625 | NS      | $522112.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                                          | National HealthCare Corp                                          | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      6526 | NS      | $933935.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                                                     | BlackLine Inc                                                     | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     26172 | NS      | $1216212.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Urban Edge Properties                                             | Urban Edge Properties                                             | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65700 | NS      | $1276551.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                                    | Buckle Inc/The                                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     15538 | NS      | $734947.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Cor                                    | Zurn Elkay Water Solutions Corp                                   | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     77757 | NS      | $3585375.27   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                                   | Whitestone REIT                                                   | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23479 | NS      | $334340.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                                       | Summit Hotel Properties Inc                                       | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |     54377 | NS      | $240346.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp                                            | WillScot Holdings Corp                                            | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     94841 | NS      | $1899665.23   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Concentra Group Holdings Paren                                    | Concentra Group Holdings Parent Inc                               | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62226 | NS      | $1380172.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                                     | Oceaneering International Inc                                     | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     52086 | NS      | $1567788.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                                  | AdaptHealth Corp                                                  | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56452 | NS      | $567342.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                                          | CTS Corp                                                          | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     15158 | NS      | $779272.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                                          | Gogo Inc                                                          | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     40191 | NS      | $184476.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                                           | IAC Inc                                                           | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |     34107 | NS      | $1260253.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Winmark Corp                                                      | Winmark Corp                                                      | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1543 | NS      | $695414.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| TG Therapeutics Inc                                               | TG Therapeutics Inc                                               | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |     70909 | NS      | $2086851.87   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Edgewell Personal Care Co                                         | Edgewell Personal Care Co                                         | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     24685 | NS      | $480370.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                            | Group 1 Automotive Inc                                            | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      6457 | NS      | $2287456.82   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc                                              | UFP Technologies Inc                                              | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      4002 | NS      | $1005062.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Atlantic Union Bankshares Corp                                    | Atlantic Union Bankshares Corp                                    | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74402 | NS      | $2889773.68   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Chesapeake Utilities Corp                                         | Chesapeake Utilities Corp                                         | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     12389 | NS      | $1594216.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                                      | Veracyte Inc                                                      | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     41101 | NS      | $1565126.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| KKR Real Estate Finance Trust                                     | KKR Real Estate Finance Trust Inc                                 | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     27930 | NS      | $231260.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AAR Corp                                                          | AAR Corp                                                          | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     20331 | NS      | $2153256.21   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                                        | Ligand Pharmaceuticals Inc                                        | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     10258 | NS      | $1970561.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                            | Patrick Industries Inc                                            | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     17344 | NS      | $2188292.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Victory Capital Holdings Inc                                      | Victory Capital Holdings Inc                                      | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     25085 | NS      | $1769245.05   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Arbor Realty Trust Inc                                            | Arbor Realty Trust Inc                                            | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |    101611 | NS      | $782404.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Cracker Barrel Old Country Sto                                    | Cracker Barrel Old Country Store Inc                              | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     11583 | NS      | $348879.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ManpowerGroup Inc                                                 | ManpowerGroup Inc                                                 | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     24462 | NS      | $888704.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                                  | UniFirst Corp/MA                                                  | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      7633 | NS      | $1641095.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                                            | Victoria's Secret & Co                                            | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     41848 | NS      | $2281134.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                                           | Box Inc                                                           | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     75620 | NS      | $1916967.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide C                                    | Marriott Vacations Worldwide Corp                                 | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     14273 | NS      | $775166.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| FB Financial Corp                                                 | FB Financial Corp                                                 | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     21020 | NS      | $1209280.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| WSFS Financial Corp                                               | WSFS Financial Corp                                               | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     28637 | NS      | $1853673.01   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                                         | Phibro Animal Health Corp                                         | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     10791 | NS      | $433258.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                                      | Innospec Inc                                                      | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     13029 | NS      | $1064729.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                               | Payoneer Global Inc                                               | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |    149781 | NS      | $957100.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                                    | Ziff Davis Inc                                                    | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     20773 | NS      | $793944.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| LCI Industries                                                    | LCI Industries                                                    | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     12674 | NS      | $1859149.06   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| MARA Holdings Inc                                                 | MARA Holdings Inc                                                 | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |    197229 | NS      | $1873675.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Shake Shack Inc                                                   | Shake Shack Inc                                                   | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     20974 | NS      | $1857667.18   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                               | Terreno Realty Corp                                               | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53981 | NS      | $3321990.74   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Under Armour Inc                                                  | Under Armour Inc                                                  | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     62643 | NS      | $380243.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                                       | National Bank Holdings Corp                                       | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19857 | NS      | $797854.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                                            | Employers Holdings Inc                                            | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11758 | NS      | $512883.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials In                                    | Solstice Advanced Materials Inc                                   | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |     82844 | NS      | $5117273.88   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                                   | ICU Medical Inc                                                   | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     12886 | NS      | $1931611.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercury General Corp                                              | Mercury General Corp                                              | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     13846 | NS      | $1212771.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corp                                             | Beacon Financial Corp                                             | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     43839 | NS      | $1242835.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                                  | Badger Meter Inc                                                  | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     15384 | NS      | $2254986.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                                | Liberty Energy Inc                                                | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84920 | NS      | $2093278.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                                         | Gates Industrial Corp PLC                                         | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |    134820 | NS      | $3103556.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                                      | SM Energy Co                                                      | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    117704 | NS      | $2291696.88   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                             | Jackson Financial Inc                                             | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     35481 | NS      | $4219400.52   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                               | Meritage Homes Corp                                               | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     36755 | NS      | $2554840.05   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                                         | Hertz Global Holdings Inc                                         | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     65181 | NS      | $319386.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ANI Pharmaceuticals Inc                                           | ANI Pharmaceuticals Inc                                           | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      9386 | NS      | $768244.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Acadian Asset Management Inc                                      | Acadian Asset Management Inc                                      | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     13795 | NS      | $764518.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                                          | Moog Inc                                                          | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     14838 | NS      | $4530783.30   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                                    | California Water Service Group                                    | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     30816 | NS      | $1377475.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                                             | TransMedics Group Inc                                             | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |     17838 | NS      | $2389846.05   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Pathward Financial Inc                                            | Pathward Financial Inc                                            | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     11969 | NS      | $1080681.01   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                                             | Integer Holdings Corp                                             | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     18355 | NS      | $1594315.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Kadant Inc                                                        | Kadant Inc                                                        | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      6131 | NS      | $1968296.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| JetBlue Airways Corp                                              | JetBlue Airways Corp                                              | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    152808 | NS      | $744174.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Callaway Golf Co                                                  | Callaway Golf Co                                                  | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     73323 | NS      | $1052185.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                          | Yelp Inc                                                          | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     30325 | NS      | $830298.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                                 | PROG Holdings Inc                                                 | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     20708 | NS      | $671767.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                                 | DXC Technology Co                                                 | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     91141 | NS      | $1315164.63   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                                  | Under Armour Inc                                                  | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     99230 | NS      | $612249.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| SL Green Realty Corp                                              | SL Green Realty Corp                                              | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     37078 | NS      | $1660352.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                                            | Trinity Industries Inc                                            | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     41899 | NS      | $1204177.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Cytek Biosciences Inc                                             | Cytek Biosciences Inc                                             | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     56188 | NS      | $280940.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                                      | Embecta Corp                                                      | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     30871 | NS      | $327541.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                                               | Leggett & Platt Inc                                               | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     70612 | NS      | $824042.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                              | Warrior Met Coal Inc                                              | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     27443 | NS      | $2450659.90   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                                     | M/I Homes Inc                                                     | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     13651 | NS      | $1825138.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                                   | Chemours Co/The                                                   | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     77802 | NS      | $1166251.98   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                                         | Ethan Allen Interiors Inc                                         | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11842 | NS      | $271537.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                                         | Albany International Corp                                         | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     15020 | NS      | $833459.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                                               | Peabody Energy Corp                                               | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     63440 | NS      | $2236894.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                            | Genworth Financial Inc                                            | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    207741 | NS      | $1732559.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                                               | Federal Signal Corp                                               | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     31749 | NS      | $3431749.41   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                                         | Benchmark Electronics Inc                                         | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     18626 | NS      | $971159.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                                     | MYR Group Inc                                                     | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      8138 | NS      | $2034825.52   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                                  | StoneX Group Inc                                                  | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     24241 | NS      | $2721294.66   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States                                     | Schrodinger Inc/United States                                     | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |     29461 | NS      | $411570.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| S&T Bancorp Inc                                                   | S&T Bancorp Inc                                                   | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20080 | NS      | $856211.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                                    | Air Lease Corp                                                    | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     54844 | NS      | $3544567.72   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                              | Hilltop Holdings Inc                                              | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     22457 | NS      | $841014.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                                          | Acadia Healthcare Co Inc                                          | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     48133 | NS      | $646907.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                                      | Agilysys Inc                                                      | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     13312 | NS      | $1154816.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Itron Inc                                                         | Itron Inc                                                         | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     23910 | NS      | $2369002.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Cohu Inc                                                          | Cohu Inc                                                          | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     24476 | NS      | $698545.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| GEO Group Inc/The                                                 | GEO Group Inc/The                                                 | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     71053 | NS      | $1135426.94   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc                                                  | Interparfums Inc                                                  | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9561 | NS      | $932866.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                                         | International Seaways Inc                                         | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |     21149 | NS      | $1261537.85   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| LTC Properties Inc                                                | LTC Properties Inc                                                | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     24757 | NS      | $902887.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Enerpac Tool Group Corp                                           | Enerpac Tool Group Corp                                           | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     27648 | NS      | $1115873.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports C                                    | Madison Square Garden Sports Corp                                 | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9379 | NS      | $2659415.45   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Werner Enterprises Inc                                            | Werner Enterprises Inc                                            | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     31143 | NS      | $1066647.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Armada Hoffler Properties Inc                                     | Armada Hoffler Properties Inc                                     | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     41548 | NS      | $289589.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| HCI Group Inc                                                     | HCI Group Inc                                                     | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      5648 | NS      | $896168.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                                         | Brinker International Inc                                         | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     23195 | NS      | $3658315.40   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                               | Viavi Solutions Inc                                               | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    116321 | NS      | $2845211.66   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products In                                    | Installed Building Products Inc                                   | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     11823 | NS      | $3406679.22   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| St Joe Co/The                                                     | St Joe Co/The                                                     | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     20696 | NS      | $1369868.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                                              | Astec Industries Inc                                              | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     11931 | NS      | $581278.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                                        | CarMax Inc                                                        | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76652 | NS      | $3414080.08   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                                          | Golden Entertainment Inc                                          | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     10035 | NS      | $270142.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc                                                | Champion Homes Inc                                                | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29163 | NS      | $2285795.94   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                                               | Bank of Hawaii Corp                                               | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     20838 | NS      | $1558265.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                                             | Heartland Express Inc                                             | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     23593 | NS      | $238053.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                                        | Tanger Inc                                                        | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     60366 | NS      | $1975175.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                                           | RPC Inc                                                           | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45715 | NS      | $304004.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                                               | CSW Industrials Inc                                               | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      8711 | NS      | $2351795.78   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| TripAdvisor Inc                                                   | TripAdvisor Inc                                                   | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     61486 | NS      | $817148.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Strategic Education Inc                                           | Strategic Education Inc                                           | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |     12112 | NS      | $1029762.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                           | Central Garden & Pet Co                                           | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     27124 | NS      | $831893.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                             | ESCO Technologies Inc                                             | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     13482 | NS      | $3076187.94   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                                        | Vicor Corp                                                        | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     11909 | NS      | $1877692.03   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                                    | Virtus Investment Partners Inc                                    | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      3308 | NS      | $540031.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                                       | OFG Bancorp                                                       | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     23116 | NS      | $931574.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                                       | Certara Inc                                                       | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61987 | NS      | $544865.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| CVR Energy Inc                                                    | CVR Energy Inc                                                    | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     16001 | NS      | $363862.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                                                 | PDF Solutions Inc                                                 | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     16691 | NS      | $531608.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| BGC Group Inc                                                     | BGC Group Inc                                                     | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |    188384 | NS      | $1716178.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                                             | Lincoln National Corp                                             | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     88246 | NS      | $3671916.06   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Corp                                             | Independent Bank Corp                                             | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     25820 | NS      | $2085739.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                                           | Perdoceo Education Corp                                           | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     31787 | NS      | $1018137.61   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                                      | Knowles Corp                                                      | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     44133 | NS      | $1069783.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                                    | Kennametal Inc                                                    | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     39623 | NS      | $1362634.97   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                                       | Kohl's Corp                                                       | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     58499 | NS      | $1021977.53   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                                       | Deluxe Corp                                                       | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     23424 | NS      | $618393.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Krystal Biotech Inc                                               | Krystal Biotech Inc                                               | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |     13474 | NS      | $3762479.76   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Asbury Automotive Group Inc                                       | Asbury Automotive Group Inc                                       | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     10148 | NS      | $2379807.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                                              | Kaiser Aluminum Corp                                              | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8338 | NS      | $1022405.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                                            | Schneider National Inc                                            | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     26184 | NS      | $702778.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Q2 Holdings Inc                                                   | Q2 Holdings Inc                                                   | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     32640 | NS      | $1999200.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                                      | Supernus Pharmaceuticals Inc                                      | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     30061 | NS      | $1447737.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                                     | Preferred Bank/Los Angeles CA                                     | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      5895 | NS      | $505614.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                          | Winnebago Industries Inc                                          | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     14644 | NS      | $672306.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications                                     | Shenandoah Telecommunications Co                                  | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     23378 | NS      | $277496.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                             | Customers Bancorp Inc                                             | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     16588 | NS      | $1310783.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                                       | Two Harbors Investment Corp                                       | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     54773 | NS      | $628246.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Bread Financial Holdings Inc                                      | Bread Financial Holdings Inc                                      | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     23741 | NS      | $1722172.14   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                                            | Alarm.com Holdings Inc                                            | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     26039 | NS      | $1270182.42   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                                       | Banner Corp                                                       | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17657 | NS      | $1091908.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                                       | Neogen Corp                                                       | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    114237 | NS      | $1167502.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Dorian LPG Ltd                                                    | Dorian LPG Ltd                                                    | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |     19370 | NS      | $571996.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-25

**Name of Applicant:** BNY MELLON INDEX FUNDS, INC.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer